Janesville State Bank, Securities

2021-03-31Rank
Total securities$12,430,0003,939
U.S. Government securities$9,390,0003,463
U.S. Treasury securities$2,997,0001,008
U.S. Government agency obligations$6,393,0003,554
Securities issued by states & political subdivisions$2,644,0003,541
Other domestic debt securities$396,0002,013
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$396,000528
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$8,611,0002,766
Mortgage-backed securities$5,727,0003,099
Certificates of participation in pools of residential mortgages$5,727,0002,656
Issued or guaranteed by U.S.$5,727,0002,581
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)$12,430,0003,711
Total debt securities$12,430,0003,914
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$9,123,0004,103
U.S. Government securities$5,729,0003,697
U.S. Treasury securities$1,009,000964
U.S. Government agency obligations$4,720,0003,681
Securities issued by states & political subdivisions$2,979,0003,483
Other domestic debt securities$415,0001,933
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$415,000499
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$8,069,0002,802
Mortgage-backed securities$4,035,0003,272
Certificates of participation in pools of residential mortgages$4,035,0002,849
Issued or guaranteed by U.S.$4,035,0002,768
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)$9,123,0003,857
Total debt securities$9,124,0004,078
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$6,348,0004,274
U.S. Government securities$3,790,0003,969
U.S. Treasury securities$1,015,000961
U.S. Government agency obligations$2,775,0003,970
Securities issued by states & political subdivisions$2,119,0003,585
Other domestic debt securities$439,0001,909
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$439,000483
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$5,496,0003,093
Mortgage-backed securities$2,073,0003,571
Certificates of participation in pools of residential mortgages$2,073,0003,209
Issued or guaranteed by U.S.$2,073,0003,120
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)$6,348,0004,033
Total debt securities$6,347,0004,253
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$5,940,0004,313
U.S. Government securities$3,726,0004,011
U.S. Treasury securities$2,024,000833
U.S. Government agency obligations$1,702,0004,191
Securities issued by states & political subdivisions$1,764,0003,653
Other domestic debt securities$450,0001,848
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$450,000431
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,863,0003,081
Mortgage-backed securities$04,205
Certificates of participation in pools of residential mortgages$04,071
Issued or guaranteed by U.S.$04,016
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$5,940,0004,077
Total debt securities$5,941,0004,291
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$5,495,0004,386
U.S. Government securities$3,786,0004,054
U.S. Treasury securities$3,041,000760
U.S. Government agency obligations$745,0004,458
Securities issued by states & political subdivisions$1,254,0003,767
Other domestic debt securities$455,0001,775
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$455,000412
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$5,419,0003,105
Mortgage-backed securities$04,242
Certificates of participation in pools of residential mortgages$04,107
Issued or guaranteed by U.S.$04,042
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$5,495,0004,142
Total debt securities$5,496,0004,361
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$7,126,0004,309
U.S. Government securities$4,800,0003,987
U.S. Treasury securities$3,020,000798
U.S. Government agency obligations$1,780,0004,317
Securities issued by states & political subdivisions$1,828,0003,623
Other domestic debt securities$498,0001,723
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$498,000386
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$7,125,0002,915
Mortgage-backed securities$04,283
Certificates of participation in pools of residential mortgages$04,141
Issued or guaranteed by U.S.$04,080
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$7,126,0004,062
Total debt securities$7,126,0004,285
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$7,942,0004,324
U.S. Government securities$5,008,0004,023
U.S. Treasury securities$2,010,000929
U.S. Government agency obligations$2,998,0004,185
Securities issued by states & political subdivisions$1,603,0003,711
Other domestic debt securities$1,331,0001,434
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$1,331,000333
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$7,941,0002,878
Mortgage-backed securities$04,333
Certificates of participation in pools of residential mortgages$04,185
Issued or guaranteed by U.S.$04,115
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$7,942,0004,072
Total debt securities$7,942,0004,302
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$8,020,0004,378
U.S. Government securities$5,005,0004,107
U.S. Treasury securities$2,012,000949
U.S. Government agency obligations$2,993,0004,251
Securities issued by states & political subdivisions$1,605,0003,777
Other domestic debt securities$1,410,0001,404
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$1,410,000315
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$7,927,0002,941
Mortgage-backed securities$04,365
Certificates of participation in pools of residential mortgages$04,219
Issued or guaranteed by U.S.$04,153
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$8,020,0004,121
Total debt securities$8,020,0004,356
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$8,052,0004,429
U.S. Government securities$4,982,0004,167
U.S. Treasury securities$2,001,000975
U.S. Government agency obligations$2,981,0004,310
Securities issued by states & political subdivisions$1,603,0003,840
Other domestic debt securities$1,467,0001,390
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$1,467,000301
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$6,953,0003,093
Mortgage-backed securities$04,413
Certificates of participation in pools of residential mortgages$04,262
Issued or guaranteed by U.S.$04,196
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$8,052,0004,153
Total debt securities$8,052,0004,404
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$7,413,0004,523
U.S. Government securities$3,963,0004,345
U.S. Treasury securities$997,0001,188
U.S. Government agency obligations$2,966,0004,343
Securities issued by states & political subdivisions$1,915,0003,793
Other domestic debt securities$1,535,0001,353
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$1,535,000296
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$7,413,0003,061
Mortgage-backed securities$04,455
Certificates of participation in pools of residential mortgages$04,303
Issued or guaranteed by U.S.$04,252
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$7,413,0004,256
Total debt securities$7,414,0004,501
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$7,461,0004,558
U.S. Government securities$3,949,0004,403
U.S. Treasury securities$994,0001,182
U.S. Government agency obligations$2,955,0004,417
Securities issued by states & political subdivisions$1,914,0003,841
Other domestic debt securities$1,598,0001,301
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$1,598,000287
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$7,461,0003,077
Mortgage-backed securities$04,513
Certificates of participation in pools of residential mortgages$04,362
Issued or guaranteed by U.S.$04,341
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$7,461,0004,293
Total debt securities$7,461,0004,535
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$8,538,0004,535
U.S. Government securities$4,941,0004,305
U.S. Treasury securities$1,988,000945
U.S. Government agency obligations$2,953,0004,447
Securities issued by states & political subdivisions$1,923,0003,889
Other domestic debt securities$1,674,0001,438
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$1,674,000272
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$8,537,0002,971
Mortgage-backed securities$04,567
Certificates of participation in pools of residential mortgages$04,414
Issued or guaranteed by U.S.$04,304
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$8,538,0004,251
Total debt securities$8,538,0004,510
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$7,604,0004,648
U.S. Government securities$3,944,0004,530
U.S. Treasury securities$991,0001,126
U.S. Government agency obligations$2,953,0004,525
Securities issued by states & political subdivisions$1,925,0003,935
Other domestic debt securities$1,735,0001,280
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$1,735,000253
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$7,468,0003,155
Mortgage-backed securities$04,615
Certificates of participation in pools of residential mortgages$04,464
Issued or guaranteed by U.S.$04,457
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$7,604,0004,376
Total debt securities$7,603,0004,623
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$10,354,0004,486
U.S. Government securities$5,458,0004,349
U.S. Treasury securities$2,492,000798
U.S. Government agency obligations$2,966,0004,578
Securities issued by states & political subdivisions$3,124,0003,736
Other domestic debt securities$1,772,0001,270
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$1,772,000232
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$8,575,0003,033
Mortgage-backed securities$04,665
Certificates of participation in pools of residential mortgages$04,517
Issued or guaranteed by U.S.$04,511
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$10,354,0004,199
Total debt securities$10,354,0004,459
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$10,433,0004,527
U.S. Government securities$5,488,0004,398
U.S. Treasury securities$2,499,000770
U.S. Government agency obligations$2,989,0004,639
Securities issued by states & political subdivisions$3,146,0003,781
Other domestic debt securities$1,799,0001,285
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$1,799,000228
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$10,005,0002,898
Mortgage-backed securities$04,727
Certificates of participation in pools of residential mortgages$04,578
Issued or guaranteed by U.S.$04,573
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$10,433,0004,237
Total debt securities$10,433,0004,502
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$11,476,0004,475
U.S. Government securities$6,486,0004,298
U.S. Treasury securities$2,498,000793
U.S. Government agency obligations$3,988,0004,526
Securities issued by states & political subdivisions$3,148,0003,810
Other domestic debt securities$1,842,0001,298
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$1,842,000215
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$11,310,0002,766
Mortgage-backed securities$04,767
Certificates of participation in pools of residential mortgages$04,616
Issued or guaranteed by U.S.$04,610
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$11,476,0004,178
Total debt securities$11,476,0004,451
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$9,415,0004,710
U.S. Government securities$3,984,0004,720
U.S. Treasury securities$01,390
U.S. Government agency obligations$3,984,0004,589
Securities issued by states & political subdivisions$3,541,0003,761
Other domestic debt securities$1,890,0001,304
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$1,890,000218
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$8,429,0003,156
Mortgage-backed securities$04,838
Certificates of participation in pools of residential mortgages$04,686
Issued or guaranteed by U.S.$04,681
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$9,415,0004,405
Total debt securities$9,415,0004,686
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$10,231,0004,640
U.S. Government securities$3,975,0004,722
U.S. Treasury securities$01,367
U.S. Government agency obligations$3,975,0004,599
Securities issued by states & political subdivisions$4,344,0003,645
Other domestic debt securities$1,912,0001,301
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$1,912,000216
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$9,308,0003,042
Mortgage-backed securities$04,889
Certificates of participation in pools of residential mortgages$04,738
Issued or guaranteed by U.S.$04,732
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$10,231,0004,319
Total debt securities$10,230,0004,615
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$13,594,0004,364
U.S. Government securities$7,232,0004,248
U.S. Treasury securities$01,214
U.S. Government agency obligations$7,232,0004,132
Securities issued by states & political subdivisions$4,391,0003,655
Other domestic debt securities$1,971,0001,297
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$1,971,000212
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$12,654,0002,669
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)$13,594,0004,052
Total debt securities$13,592,0004,340
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$13,638,0004,446
U.S. Government securities$7,242,0004,346
U.S. Treasury securities$01,253
U.S. Government agency obligations$7,242,0004,224
Securities issued by states & political subdivisions$4,407,0003,667
Other domestic debt securities$1,989,0001,315
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$1,989,000213
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$12,683,0002,721
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)$13,638,0004,112
Total debt securities$13,637,0004,424
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$10,176,0004,815
U.S. Government securities$4,024,0004,944
U.S. Treasury securities$01,296
U.S. Government agency obligations$4,024,0004,833
Securities issued by states & political subdivisions$4,116,0003,737
Other domestic debt securities$2,036,0001,286
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$2,036,000208
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$10,116,0003,067
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)$10,176,0004,461
Total debt securities$10,176,0004,792
Structured notes
Amortized cost$999,000982
Fair value$998,000966
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$11,286,0004,765
U.S. Government securities$4,980,0004,862
U.S. Treasury securities$01,367
U.S. Government agency obligations$4,980,0004,744
Securities issued by states & political subdivisions$4,178,0003,750
Other domestic debt securities$2,128,0001,245
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$2,128,000217
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$10,463,0003,048
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)$11,286,0004,403
Total debt securities$11,286,0004,742
Structured notes
Amortized cost$1,998,000791
Fair value$1,973,000790
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$11,376,0004,846
U.S. Government securities$4,988,0004,958
U.S. Treasury securities$01,303
U.S. Government agency obligations$4,988,0004,844
Securities issued by states & political subdivisions$4,201,0003,775
Other domestic debt securities$2,187,0001,249
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$2,187,000226
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$9,365,0003,233
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)$11,376,0004,483
Total debt securities$11,375,0004,820
Structured notes
Amortized cost$4,998,000471
Fair value$4,974,000473
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$13,251,0004,756
U.S. Government securities$6,941,0004,765
U.S. Treasury securities$01,348
U.S. Government agency obligations$6,941,0004,654
Securities issued by states & political subdivisions$4,015,0003,827
Other domestic debt securities$2,295,0001,238
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$2,295,000224
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$10,391,0003,107
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)$13,251,0004,388
Total debt securities$13,250,0004,736
Structured notes
Amortized cost$4,998,000543
Fair value$4,938,000540
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$13,392,0004,823
U.S. Government securities$6,993,0004,828
U.S. Treasury securities$01,327
U.S. Government agency obligations$6,993,0004,722
Securities issued by states & political subdivisions$4,044,0003,808
Other domestic debt securities$2,355,0001,254
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$2,355,000229
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$9,984,0003,206
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)$13,392,0004,446
Total debt securities$13,392,0004,797
Structured notes
Amortized cost$4,998,000591
Fair value$4,974,000597
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$13,403,0004,872
U.S. Government securities$6,886,0004,911
U.S. Treasury securities$01,361
U.S. Government agency obligations$6,886,0004,793
Securities issued by states & political subdivisions$4,109,0003,847
Other domestic debt securities$2,408,0001,254
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$2,408,000227
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$12,364,0002,917
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)$13,403,0004,486
Total debt securities$13,401,0004,847
Structured notes
Amortized cost$4,998,000639
Fair value$4,895,000649
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$14,021,0004,911
U.S. Government securities$6,851,0005,022
U.S. Treasury securities$01,381
U.S. Government agency obligations$6,851,0004,910
Securities issued by states & political subdivisions$4,723,0003,760
Other domestic debt securities$2,447,0001,285
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$2,447,000230
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$12,480,0002,921
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)$14,021,0004,522
Total debt securities$14,021,0004,883
Structured notes
Amortized cost$4,998,000706
Fair value$4,864,000714
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$13,936,0004,983
U.S. Government securities$6,802,0005,096
U.S. Treasury securities$01,342
U.S. Government agency obligations$6,802,0004,991
Securities issued by states & political subdivisions$4,701,0003,794
Other domestic debt securities$2,433,0001,318
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$2,433,000247
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$8,916,0003,425
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)$13,936,0004,587
Total debt securities$13,936,0004,961
Structured notes
Amortized cost$4,998,000737
Fair value$4,824,000748
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$14,917,0004,938
U.S. Government securities$7,788,0004,976
U.S. Treasury securities$01,198
U.S. Government agency obligations$7,788,0004,877
Securities issued by states & political subdivisions$4,690,0003,818
Other domestic debt securities$2,439,0001,345
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$2,439,000255
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$7,098,0003,801
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)$14,917,0004,542
Total debt securities$14,917,0004,912
Structured notes
Amortized cost$4,998,000751
Fair value$4,755,000754
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$15,966,0004,841
U.S. Government securities$8,245,0004,896
U.S. Treasury securities$01,131
U.S. Government agency obligations$8,245,0004,801
Securities issued by states & political subdivisions$5,295,0003,720
Other domestic debt securities$2,426,0001,390
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$2,426,000257
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,588,0003,338
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)$15,966,0004,452
Total debt securities$15,966,0004,815
Structured notes
Amortized cost$4,997,000740
Fair value$4,681,000741
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$15,415,0004,950
U.S. Government securities$8,264,0004,924
U.S. Treasury securities$01,131
U.S. Government agency obligations$8,264,0004,823
Securities issued by states & political subdivisions$4,709,0003,843
Other domestic debt securities$2,442,0001,426
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$2,442,000258
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,197,0003,591
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)$15,415,0004,557
Total debt securities$15,414,0004,921
Structured notes
Amortized cost$4,997,000733
Fair value$4,698,000735
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$15,258,0004,957
U.S. Government securities$8,363,0004,901
U.S. Treasury securities$01,152
U.S. Government agency obligations$8,363,0004,799
Securities issued by states & political subdivisions$4,419,0003,902
Other domestic debt securities$2,476,0001,454
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$2,476,000259
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,093,0003,605
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)$15,258,0004,574
Total debt securities$15,258,0004,929
Structured notes
Amortized cost$4,997,000736
Fair value$4,784,000738
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$15,572,0004,943
U.S. Government securities$8,554,0004,931
U.S. Treasury securities$01,161
U.S. Government agency obligations$8,554,0004,829
Securities issued by states & political subdivisions$4,477,0003,889
Other domestic debt securities$2,541,0001,433
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$2,541,000243
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,192,0003,832
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)$15,572,0004,572
Total debt securities$15,571,0004,910
Structured notes
Amortized cost$4,997,000728
Fair value$4,943,000734
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$14,039,0005,081
U.S. Government securities$7,569,0005,079
U.S. Treasury securities$01,135
U.S. Government agency obligations$7,569,0004,980
Securities issued by states & political subdivisions$4,955,0003,772
Other domestic debt securities$1,515,0001,728
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$1,515,000268
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,979,0003,843
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)$14,039,0004,707
Total debt securities$14,038,0005,046
Structured notes
Amortized cost$3,996,000890
Fair value$3,945,000897
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$9,948,0005,637
U.S. Government securities$6,630,0005,383
U.S. Treasury securities$01,086
U.S. Government agency obligations$6,630,0005,275
Securities issued by states & political subdivisions$2,789,0004,323
Other domestic debt securities$529,0002,350
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$529,000338
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,773,0004,685
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)$9,948,0005,258
Total debt securities$9,948,0005,608
Structured notes
Amortized cost$3,000,0001,061
Fair value$3,005,0001,085
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$8,321,0005,904
U.S. Government securities$5,526,0005,671
U.S. Treasury securities$01,068
U.S. Government agency obligations$5,526,0005,565
Securities issued by states & political subdivisions$2,795,0004,297
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,733,0004,732
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)$8,321,0005,514
Total debt securities$8,320,0005,878
Structured notes
Amortized cost$3,000,0001,219
Fair value$3,009,0001,238
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$9,329,0005,825
U.S. Government securities$6,531,0005,588
U.S. Treasury securities$01,157
U.S. Government agency obligations$6,531,0005,471
Securities issued by states & political subdivisions$2,798,0004,213
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,744,0004,752
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)$9,329,0005,437
Total debt securities$9,329,0005,799
Structured notes
Amortized cost$3,500,0001,291
Fair value$3,509,0001,292
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$9,431,0005,811
U.S. Government securities$5,527,0005,752
U.S. Treasury securities$01,076
U.S. Government agency obligations$5,527,0005,640
Securities issued by states & political subdivisions$3,904,0003,866
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,911,0004,504
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)$9,431,0005,388
Total debt securities$9,431,0005,778
Structured notes
Amortized cost$2,500,0001,516
Fair value$2,508,0001,530
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$8,773,0005,904
U.S. Government securities$4,771,0005,947
U.S. Treasury securities$01,126
U.S. Government agency obligations$4,771,0005,830
Securities issued by states & political subdivisions$4,002,0003,790
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,923,0004,493
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)$8,773,0005,466
Total debt securities$8,773,0005,865
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$7,710,0006,141
U.S. Government securities$3,733,0006,295
U.S. Treasury securities$01,225
U.S. Government agency obligations$3,733,0006,177
Securities issued by states & political subdivisions$3,977,0003,746
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,903,0004,546
Mortgage-backed securities$06,067
Certificates of participation in pools of residential mortgages$05,842
Issued or guaranteed by U.S.$05,835
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$7,710,0005,691
Total debt securities$7,710,0006,110
Structured notes
Amortized cost$1,000,0002,447
Fair value$1,000,0002,552
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$8,241,0006,062
U.S. Government securities$4,718,0006,095
U.S. Treasury securities$1,003,000939
U.S. Government agency obligations$3,715,0006,192
Securities issued by states & political subdivisions$3,523,0003,857
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,386,0004,399
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)$8,241,0005,598
Total debt securities$8,240,0006,025
Structured notes
Amortized cost$1,500,0002,243
Fair value$1,497,0002,265
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$7,210,0006,142
U.S. Government securities$3,715,0006,233
U.S. Treasury securities$1,005,000938
U.S. Government agency obligations$2,710,0006,354
Securities issued by states & political subdivisions$3,495,0003,859
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,863,0004,554
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)$7,210,0005,670
Total debt securities$7,211,0006,109
Structured notes
Amortized cost$500,0002,741
Fair value$493,0002,836
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$6,653,0006,258
U.S. Government securities$3,008,0006,430
U.S. Treasury securities$1,007,000863
U.S. Government agency obligations$2,001,0006,598
Securities issued by states & political subdivisions$3,645,0003,740
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,711,0004,650
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)$6,653,0005,753
Total debt securities$6,653,0006,220
Structured notes
Amortized cost$1,000,0002,383
Fair value$1,001,0002,526
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$6,483,0006,378
U.S. Government securities$3,004,0006,566
U.S. Treasury securities$1,008,000813
U.S. Government agency obligations$1,996,0006,740
Securities issued by states & political subdivisions$3,479,0003,722
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,666,0004,730
Mortgage-backed securities$06,235
Certificates of participation in pools of residential mortgages$05,970
Issued or guaranteed by U.S.$05,957
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$6,483,0005,866
Total debt securities$6,482,0006,339
Structured notes
Amortized cost$1,000,0002,460
Fair value$1,000,0002,624
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$5,513,0006,630
U.S. Government securities$1,997,0006,954
U.S. Treasury securities$01,130
U.S. Government agency obligations$1,997,0006,841
Securities issued by states & political subdivisions$3,516,0003,697
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,181,0004,611
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)$5,513,0006,106
Total debt securities$5,512,0006,589
Structured notes
Amortized cost$2,000,0001,740
Fair value$1,997,0001,828
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$5,762,0006,593
U.S. Government securities$2,226,0006,898
U.S. Treasury securities$01,077
U.S. Government agency obligations$2,226,0006,801
Securities issued by states & political subdivisions$3,536,0003,717
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,425,0004,560
Mortgage-backed securities$227,0005,883
Certificates of participation in pools of residential mortgages$06,128
Issued or guaranteed by U.S.$06,113
Privately issued$0157
Collaterized mortgage obligations$227,0003,416
CMOs issued by government agencies or sponsored agencies$227,0003,069
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)$5,762,0006,069
Total debt securities$5,763,0006,559
Structured notes
Amortized cost$2,000,0001,485
Fair value$1,999,0001,539
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$6,376,0006,509
U.S. Government securities$2,813,0006,776
U.S. Treasury securities$01,047
U.S. Government agency obligations$2,813,0006,679
Securities issued by states & political subdivisions$3,563,0003,717
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,248,0004,627
Mortgage-backed securities$315,0005,867
Certificates of participation in pools of residential mortgages$06,212
Issued or guaranteed by U.S.$06,192
Privately issued$0171
Collaterized mortgage obligations$315,0003,330
CMOs issued by government agencies or sponsored agencies$315,0002,989
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)$6,376,0005,983
Total debt securities$6,375,0006,466
Structured notes
Amortized cost$2,000,0001,082
Fair value$1,998,0001,168
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$7,778,0006,240
U.S. Government securities$4,715,0006,244
U.S. Treasury securities$01,036
U.S. Government agency obligations$4,715,0006,152
Securities issued by states & political subdivisions$3,063,0003,866
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,326,0004,607
Mortgage-backed securities$452,0005,846
Certificates of participation in pools of residential mortgages$06,269
Issued or guaranteed by U.S.$06,247
Privately issued$0181
Collaterized mortgage obligations$452,0003,233
CMOs issued by government agencies or sponsored agencies$452,0002,875
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)$7,778,0005,734
Total debt securities$7,778,0006,197
Structured notes
Amortized cost$2,000,000744
Fair value$1,998,000784
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$7,900,0006,276
U.S. Government securities$4,826,0006,336
U.S. Treasury securities$0981
U.S. Government agency obligations$4,826,0006,254
Securities issued by states & political subdivisions$3,074,0003,780
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,601,0004,594
Mortgage-backed securities$726,0005,757
Certificates of participation in pools of residential mortgages$06,333
Issued or guaranteed by U.S.$06,315
Privately issued$0191
Collaterized mortgage obligations$726,0003,091
CMOs issued by government agencies or sponsored agencies$726,0002,716
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)$7,900,0005,754
Total debt securities$7,891,0006,227
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$7,680,0006,368
U.S. Government securities$4,112,0006,655
U.S. Treasury securities$0973
U.S. Government agency obligations$4,112,0006,556
Securities issued by states & political subdivisions$2,680,0003,905
Other domestic debt securities$888,0002,392
Privately issued residential mortgage-backed securities$888,0001,204
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,884,0004,899
Mortgage-backed securities$888,0005,676
Certificates of participation in pools of residential mortgages$06,376
Issued or guaranteed by U.S.$06,354
Privately issued$0188
Collaterized mortgage obligations$888,0002,941
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$888,0001,148
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)$7,680,0005,829
Total debt securities$7,680,0006,329
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$11,246,0005,654
U.S. Government securities$7,620,0005,662
U.S. Treasury securities$01,019
U.S. Government agency obligations$7,620,0005,577
Securities issued by states & political subdivisions$2,709,0003,876
Other domestic debt securities$917,0002,327
Privately issued residential mortgage-backed securities$917,0001,175
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,655,0004,342
Mortgage-backed securities$917,0005,635
Certificates of participation in pools of residential mortgages$06,411
Issued or guaranteed by U.S.$06,391
Privately issued$0192
Collaterized mortgage obligations$917,0002,833
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$917,0001,121
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)$11,246,0005,125
Total debt securities$11,247,0005,616
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$9,028,0006,103
U.S. Government securities$5,383,0006,327
U.S. Treasury securities$01,021
U.S. Government agency obligations$5,383,0006,240
Securities issued by states & political subdivisions$2,719,0003,903
Other domestic debt securities$926,0002,336
Privately issued residential mortgage-backed securities$926,0001,156
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$4,878,0004,564
Mortgage-backed securities$926,0005,651
Certificates of participation in pools of residential mortgages$06,439
Issued or guaranteed by U.S.$06,414
Privately issued$0202
Collaterized mortgage obligations$926,0002,828
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$926,0001,094
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$9,028,0005,583
Total debt securities$9,028,0006,037
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$9,922,0005,956
U.S. Government securities$6,144,0006,111
U.S. Treasury securities$01,044
U.S. Government agency obligations$6,144,0006,014
Securities issued by states & political subdivisions$2,782,0003,896
Other domestic debt securities$996,0002,198
Privately issued residential mortgage-backed securities$996,0001,106
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$6,478,0004,081
Mortgage-backed securities$996,0005,564
Certificates of participation in pools of residential mortgages$06,441
Issued or guaranteed by U.S.$06,412
Privately issued$0205
Collaterized mortgage obligations$996,0002,779
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$996,0001,045
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)$9,922,0005,422
Total debt securities$9,923,0005,886
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$11,429,0005,770
U.S. Government securities$8,579,0005,578
U.S. Treasury securities$01,146
U.S. Government agency obligations$8,579,0005,474
Securities issued by states & political subdivisions$2,850,0003,854
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$7,166,0003,953
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)$11,429,0005,206
Total debt securities$11,428,0005,705
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$11,148,0005,878
U.S. Government securities$8,287,0005,768
U.S. Treasury securities$01,235
U.S. Government agency obligations$8,287,0005,661
Securities issued by states & political subdivisions$2,861,0003,857
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,674,0004,083
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)$11,148,0005,284
Total debt securities$11,148,0005,817
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$11,414,0005,839
U.S. Government securities$8,756,0005,686
U.S. Treasury securities$01,362
U.S. Government agency obligations$8,756,0005,581
Securities issued by states & political subdivisions$2,658,0003,948
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$7,111,0003,973
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)$11,414,0005,244
Total debt securities$11,413,0005,782
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$11,112,0005,905
U.S. Government securities$8,487,0005,765
U.S. Treasury securities$01,448
U.S. Government agency obligations$8,487,0005,646
Securities issued by states & political subdivisions$2,625,0003,983
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$7,419,0003,935
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)$11,112,0005,289
Total debt securities$11,112,0005,849
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$12,500,0005,688
U.S. Government securities$9,792,0005,522
U.S. Treasury securities$01,498
U.S. Government agency obligations$9,792,0005,400
Securities issued by states & political subdivisions$2,708,0003,945
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$7,270,0003,979
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)$12,500,0005,082
Total debt securities$12,499,0005,645
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$11,247,0005,970
U.S. Government securities$9,513,0005,620
U.S. Treasury securities$01,574
U.S. Government agency obligations$9,513,0005,496
Securities issued by states & political subdivisions$1,734,0004,471
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$8,086,0003,785
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)$11,247,0005,327
Total debt securities$11,246,0005,909
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$9,651,0006,304
U.S. Government securities$7,873,0006,054
U.S. Treasury securities$01,634
U.S. Government agency obligations$7,873,0005,920
Securities issued by states & political subdivisions$1,778,0004,442
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$6,953,0004,062
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)$9,651,0005,616
Total debt securities$9,652,0006,240
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$10,707,0006,142
U.S. Government securities$8,896,0005,872
U.S. Treasury securities$01,715
U.S. Government agency obligations$8,896,0005,730
Securities issued by states & political subdivisions$1,811,0004,449
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$5,713,0004,407
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)$10,707,0005,448
Total debt securities$10,707,0006,087
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$13,176,0005,708
U.S. Government securities$11,449,0005,245
U.S. Treasury securities$01,737
U.S. Government agency obligations$11,449,0005,102
Securities issued by states & political subdivisions$1,727,0004,537
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,566,0004,730
Mortgage-backed securities$540,0005,761
Certificates of participation in pools of residential mortgages$06,692
Issued or guaranteed by U.S.$06,674
Privately issued$0216
Collaterized mortgage obligations$540,0002,797
CMOs issued by government agencies or sponsored agencies$540,0002,519
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)$13,176,0005,021
Total debt securities$13,175,0005,652
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$11,177,0006,099
U.S. Government securities$9,669,0005,638
U.S. Treasury securities$01,786
U.S. Government agency obligations$9,669,0005,505
Securities issued by states & political subdivisions$1,508,0004,690
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,682,0004,705
Mortgage-backed securities$692,0005,673
Certificates of participation in pools of residential mortgages$06,735
Issued or guaranteed by U.S.$06,715
Privately issued$0225
Collaterized mortgage obligations$692,0002,715
CMOs issued by government agencies or sponsored agencies$692,0002,431
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)$11,177,0005,376
Total debt securities$11,179,0006,033
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$10,758,0006,219
U.S. Government securities$9,328,0005,762
U.S. Treasury securities$01,839
U.S. Government agency obligations$9,328,0005,616
Securities issued by states & political subdivisions$1,430,0004,731
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,205,0004,517
Mortgage-backed securities$1,311,0005,312
Certificates of participation in pools of residential mortgages$06,783
Issued or guaranteed by U.S.$06,762
Privately issued$0223
Collaterized mortgage obligations$1,311,0002,394
CMOs issued by government agencies or sponsored agencies$1,311,0002,135
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)$10,758,0005,487
Total debt securities$10,758,0006,151
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$11,414,0006,169
U.S. Government securities$9,979,0005,679
U.S. Treasury securities$01,963
U.S. Government agency obligations$9,979,0005,527
Securities issued by states & political subdivisions$1,435,0004,737
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,127,0004,569
Mortgage-backed securities$1,824,0005,111
Certificates of participation in pools of residential mortgages$06,864
Issued or guaranteed by U.S.$06,845
Privately issued$0207
Collaterized mortgage obligations$1,824,0002,210
CMOs issued by government agencies or sponsored agencies$1,824,0001,979
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)$11,414,0005,422
Total debt securities$11,415,0006,104
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$13,544,0005,769
U.S. Government securities$11,719,0005,304
U.S. Treasury securities$01,963
U.S. Government agency obligations$11,719,0005,141
Securities issued by states & political subdivisions$1,825,0004,476
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,167,0004,547
Mortgage-backed securities$2,252,0004,934
Certificates of participation in pools of residential mortgages$1,0006,865
Issued or guaranteed by U.S.$1,0006,852
Privately issued$0203
Collaterized mortgage obligations$2,251,0002,107
CMOs issued by government agencies or sponsored agencies$2,251,0001,881
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)$13,544,0005,054
Total debt securities$13,545,0005,697
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$12,612,0005,957
U.S. Government securities$10,777,0005,532
U.S. Treasury securities$01,990
U.S. Government agency obligations$10,777,0005,373
Securities issued by states & political subdivisions$1,835,0004,473
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,212,0004,527
Mortgage-backed securities$2,743,0004,734
Certificates of participation in pools of residential mortgages$1,0006,915
Issued or guaranteed by U.S.$1,0006,901
Privately issued$0225
Collaterized mortgage obligations$2,742,0001,951
CMOs issued by government agencies or sponsored agencies$2,742,0001,744
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)$12,612,0005,223
Total debt securities$12,611,0005,884
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$11,179,0006,325
U.S. Government securities$9,358,0005,931
U.S. Treasury securities$02,098
U.S. Government agency obligations$9,358,0005,771
Securities issued by states & political subdivisions$1,821,0004,496
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,224,0004,503
Mortgage-backed securities$2,317,0004,995
Certificates of participation in pools of residential mortgages$1,0006,990
Issued or guaranteed by U.S.$1,0006,976
Privately issued$0225
Collaterized mortgage obligations$2,316,0002,111
CMOs issued by government agencies or sponsored agencies$2,316,0001,898
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)$11,179,0005,575
Total debt securities$11,179,0006,246
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$12,593,0006,002
U.S. Government securities$10,727,0005,563
U.S. Treasury securities$02,082
U.S. Government agency obligations$10,727,0005,420
Securities issued by states & political subdivisions$1,866,0004,453
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,831,0004,266
Mortgage-backed securities$2,530,0004,962
Certificates of participation in pools of residential mortgages$1,0007,001
Issued or guaranteed by U.S.$1,0006,983
Privately issued$0230
Collaterized mortgage obligations$2,529,0002,116
CMOs issued by government agencies or sponsored agencies$2,529,0001,891
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$12,593,0005,284
Total debt securities$12,594,0005,926
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$12,319,0006,145
U.S. Government securities$10,418,0005,672
U.S. Treasury securities$02,227
U.S. Government agency obligations$10,418,0005,514
Securities issued by states & political subdivisions$1,901,0004,456
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,345,0004,349
Mortgage-backed securities$2,709,0004,844
Certificates of participation in pools of residential mortgages$1,0007,067
Issued or guaranteed by U.S.$1,0007,041
Privately issued$0248
Collaterized mortgage obligations$2,708,0002,071
CMOs issued by government agencies or sponsored agencies$2,708,0001,943
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$12,319,0005,409
Total debt securities$12,316,0006,058
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$11,362,0006,251
U.S. Government securities$9,451,0005,757
U.S. Treasury securities$02,287
U.S. Government agency obligations$9,451,0005,584
Securities issued by states & political subdivisions$1,911,0004,466
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,571,0004,232
Mortgage-backed securities$2,188,0005,093
Certificates of participation in pools of residential mortgages$1,0007,110
Issued or guaranteed by U.S.$1,0007,083
Privately issued$0253
Collaterized mortgage obligations$2,187,0002,242
CMOs issued by government agencies or sponsored agencies$2,187,0002,114
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$11,362,0005,527
Total debt securities$11,363,0006,161
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$11,474,0006,155
U.S. Government securities$9,647,0005,642
U.S. Treasury securities$02,322
U.S. Government agency obligations$9,647,0005,470
Securities issued by states & political subdivisions$1,827,0004,488
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,604,0004,168
Mortgage-backed securities$2,249,0005,172
Certificates of participation in pools of residential mortgages$16,0006,899
Issued or guaranteed by U.S.$16,0006,879
Privately issued$0256
Collaterized mortgage obligations$2,233,0002,409
CMOs issued by government agencies or sponsored agencies$2,233,0002,280
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)$04,735
Available-for-sale securities (fair market value)$11,474,0005,418
Total debt securities$11,473,0006,066
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$12,215,0006,031
U.S. Government securities$10,379,0005,503
U.S. Treasury securities$02,382
U.S. Government agency obligations$10,379,0005,323
Securities issued by states & political subdivisions$1,836,0004,419
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,902,0004,109
Mortgage-backed securities$2,529,0005,082
Certificates of participation in pools of residential mortgages$16,0006,926
Issued or guaranteed by U.S.$16,0006,906
Privately issued$0257
Collaterized mortgage obligations$2,513,0002,382
CMOs issued by government agencies or sponsored agencies$2,513,0002,253
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)$04,788
Available-for-sale securities (fair market value)$12,215,0005,275
Total debt securities$12,215,0005,931
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$12,715,0005,910
U.S. Government securities$10,686,0005,421
U.S. Treasury securities$02,544
U.S. Government agency obligations$10,686,0005,230
Securities issued by states & political subdivisions$2,029,0004,286
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,247,0003,970
Mortgage-backed securities$2,878,0004,922
Certificates of participation in pools of residential mortgages$16,0006,929
Issued or guaranteed by U.S.$16,0006,908
Privately issued$0252
Collaterized mortgage obligations$2,862,0002,320
CMOs issued by government agencies or sponsored agencies$2,862,0002,208
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)$04,875
Available-for-sale securities (fair market value)$12,715,0005,133
Total debt securities$12,715,0005,814
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$11,657,0006,099
U.S. Government securities$9,991,0005,523
U.S. Treasury securities$03,182
U.S. Government agency obligations$9,991,0005,273
Securities issued by states & political subdivisions$1,490,0004,746
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$176,0001,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,370,0003,868
Mortgage-backed securities$2,377,0005,046
Certificates of participation in pools of residential mortgages$30,0006,837
Issued or guaranteed by U.S.$30,0006,815
Privately issued$0260
Collaterized mortgage obligations$2,347,0002,579
CMOs issued by government agencies or sponsored agencies$2,347,0002,423
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)$05,093
Available-for-sale securities (fair market value)$11,657,0005,221
Total debt securities$11,481,0006,046
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$12,566,0006,093
U.S. Government securities$10,663,0005,644
U.S. Treasury securities$04,186
U.S. Government agency obligations$10,663,0005,325
Securities issued by states & political subdivisions$1,488,0004,849
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$415,0004,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,081,0003,380
Mortgage-backed securities$1,119,0005,426
Certificates of participation in pools of residential mortgages$143,0006,226
Issued or guaranteed by U.S.$143,0006,204
Privately issued$0308
Collaterized mortgage obligations$976,0002,885
CMOs issued by government agencies or sponsored agencies$976,0002,731
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)$05,708
Available-for-sale securities (fair market value)$12,566,0005,101
Total debt securities$12,151,0006,072
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$13,705,0006,106
U.S. Government securities$11,219,0005,734
U.S. Treasury securities$1,019,0003,495
U.S. Government agency obligations$10,200,0005,520
Securities issued by states & political subdivisions$1,580,0004,995
Other domestic debt securities$497,0002,831
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$497,0002,402
Foreign debt securitiesNANA
Equity securities$409,0004,154
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,775,0003,990
Mortgage-backed securities$1,327,0005,561
Certificates of participation in pools of residential mortgages$352,0006,022
Issued or guaranteed by U.S.$352,0006,009
Privately issued$0307
Collaterized mortgage obligations$975,0003,051
CMOs issued by government agencies or sponsored agencies$975,0002,901
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)$06,120
Available-for-sale securities (fair market value)$13,705,0005,003
Total debt securities$13,296,0006,093
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$13,005,0006,277
U.S. Government securities$10,904,0005,816
U.S. Treasury securities$3,045,0003,086
U.S. Government agency obligations$7,859,0005,965
Securities issued by states & political subdivisions$1,725,0004,983
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$376,0004,154
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,195,0003,818
Mortgage-backed securities$1,749,0005,483
Certificates of participation in pools of residential mortgages$374,0006,217
Issued or guaranteed by U.S.$374,0006,200
Privately issued$0349
Collaterized mortgage obligations$1,375,0002,992
CMOs issued by government agencies or sponsored agencies$1,375,0002,854
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)$06,613
Available-for-sale securities (fair market value)$13,005,0005,026
Total debt securities$12,629,0006,256
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$11,694,0006,909
U.S. Government securities$8,556,0007,020
U.S. Treasury securities$4,529,0003,396
U.S. Government agency obligations$4,027,0007,796
Securities issued by states & political subdivisions$1,804,0004,793
Other domestic debt securities$1,024,0001,795
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$1,024,0001,417
Foreign debt securitiesNANA
Equity securities$310,0004,572
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,793,0003,487
Mortgage-backed securities$2,012,0005,405
Certificates of participation in pools of residential mortgages$404,0006,373
Issued or guaranteed by U.S.$404,0006,351
Privately issued$0394
Collaterized mortgage obligations$1,608,0002,933
CMOs issued by government agencies or sponsored agencies$1,608,0002,824
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)$07,375
Available-for-sale securities (fair market value)$11,694,0005,259
Total debt securities$11,384,0006,857
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$12,511,0007,121
U.S. Government securities$10,174,0006,953
U.S. Treasury securities$5,535,0003,528
U.S. Government agency obligations$4,639,0007,859
Securities issued by states & political subdivisions$2,029,0004,752
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$308,0004,468
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,218,0004,082
Mortgage-backed securities$2,126,0005,789
Certificates of participation in pools of residential mortgages$476,0006,740
Issued or guaranteed by U.S.$476,0006,721
Privately issued$0472
Collaterized mortgage obligations$1,650,0003,309
CMOs issued by government agencies or sponsored agencies$1,650,0003,172
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)$08,064
Available-for-sale securities (fair market value)$12,511,0005,292
Total debt securities$12,203,0007,072
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$11,721,0007,685
U.S. Government securities$8,846,0007,784
U.S. Treasury securities$4,542,0004,871
U.S. Government agency obligations$4,304,0008,127
Securities issued by states & political subdivisions$2,577,0004,314
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$298,0004,261
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,092,0004,636
Mortgage-backed securities$2,327,0005,992
Certificates of participation in pools of residential mortgages$574,0006,837
Issued or guaranteed by U.S.$574,0006,806
Privately issued$0558
Collaterized mortgage obligations$1,753,0003,634
CMOs issued by government agencies or sponsored agencies$1,753,0003,479
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)$08,463
Available-for-sale securities (fair market value)$11,721,0005,638
Total debt securities$11,423,0007,664
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$10,202,0008,684
U.S. Government securities$7,153,0009,059
U.S. Treasury securities$3,391,0006,764
U.S. Government agency obligations$3,762,0008,550
Securities issued by states & political subdivisions$2,773,0004,378
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$276,0004,186
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,096,0005,290
Mortgage-backed securities$2,232,0006,432
Certificates of participation in pools of residential mortgages$614,0007,124
Issued or guaranteed by U.S.$614,0007,099
Privately issued$0564
Collaterized mortgage obligations$1,618,0003,946
CMOs issued by government agencies or sponsored agencies$1,618,0003,774
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)$011,523
Available-for-sale securities (fair market value)$10,202,0004,693
Total debt securities$9,926,0008,673
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$11,690,0008,469
U.S. Government securities$8,561,0008,630
U.S. Treasury securities$6,016,0005,092
U.S. Government agency obligations$2,545,0009,769
Securities issued by states & political subdivisions$2,681,0004,573
Other domestic debt securities$252,0005,011
Privately issued residential mortgage-backed securities$252,0002,174
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$196,0004,570
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,814,0005,386
Mortgage-backed securities$2,797,0006,586
Certificates of participation in pools of residential mortgages$1,171,0006,796
Issued or guaranteed by U.S.$1,171,0006,750
Privately issued$0731
Collaterized mortgage obligations$1,626,0004,343
CMOs issued by government agencies or sponsored agencies$1,374,0004,377
Privately issued$252,0001,806
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$11,494,0008,395
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$12,881,0008,061
U.S. Government securities$10,011,0008,052
U.S. Treasury securities$6,513,0004,863
U.S. Government agency obligations$3,498,0009,117
Securities issued by states & political subdivisions$1,987,0005,052
Other domestic debt securities$678,0004,669
Privately issued residential mortgage-backed securities$678,0002,107
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$205,0003,919
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,266,0004,957
Mortgage-backed securities$4,176,0005,928
Certificates of participation in pools of residential mortgages$2,044,0006,075
Issued or guaranteed by U.S.$2,044,0006,004
Privately issued$0831
Collaterized mortgage obligations$2,132,0003,952
CMOs issued by government agencies or sponsored agencies$1,454,0004,171
Privately issued$678,0001,741
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$12,676,0008,000
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