Kalamazoo County State Bank, Securities

2023-12-31Rank
Total securities$53,213,0002,522
U.S. Government securities$19,053,0003,014
U.S. Treasury securities$02,754
U.S. Government agency obligations$19,053,0002,645
Securities issued by states & political subdivisions$27,975,0001,450
Other domestic debt securities$4,514,0001,400
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$4,514,0001,006
Foreign debt securities$1,671,000168
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,946
Mortgage-backed securities$9,318,0002,615
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,674,0002,599
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$4,644,000736
Held to maturity securities (book value)$5,289,0001,166
Available-for-sale securities (fair market value)$47,924,0002,431
Total debt securities$53,213,0002,505
Structured notes
Amortized cost$2,000,000539
Fair value$1,721,000619
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$52,333,0002,517
U.S. Government securities$18,735,0003,048
U.S. Treasury securities$02,809
U.S. Government agency obligations$18,735,0002,643
Securities issued by states & political subdivisions$27,586,0001,430
Other domestic debt securities$4,410,0001,396
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$4,410,0001,008
Foreign debt securities$1,602,000177
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,957
Mortgage-backed securities$9,190,0002,611
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,709,0002,596
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$4,481,000725
Held to maturity securities (book value)$5,348,0001,182
Available-for-sale securities (fair market value)$46,985,0002,433
Total debt securities$52,332,0002,501
Structured notes
Amortized cost$2,000,000558
Fair value$1,668,000629
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$53,955,0002,546
U.S. Government securities$19,722,0003,036
U.S. Treasury securities$02,832
U.S. Government agency obligations$19,722,0002,655
Securities issued by states & political subdivisions$28,258,0001,463
Other domestic debt securities$4,409,0001,403
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$4,409,0001,018
Foreign debt securities$1,566,000185
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,969
Mortgage-backed securities$9,752,0002,605
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,071,0002,585
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$4,681,000718
Held to maturity securities (book value)$5,399,0001,194
Available-for-sale securities (fair market value)$48,556,0002,456
Total debt securities$53,956,0002,527
Structured notes
Amortized cost$2,000,000597
Fair value$1,670,000673
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$55,739,0002,584
U.S. Government securities$20,578,0003,071
U.S. Treasury securities$02,901
U.S. Government agency obligations$20,578,0002,613
Securities issued by states & political subdivisions$29,230,0001,473
Other domestic debt securities$4,461,0001,461
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$4,461,0001,069
Foreign debt securities$1,470,000165
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,989
Mortgage-backed securities$10,247,0002,620
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,435,0002,589
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$4,812,000722
Held to maturity securities (book value)$5,407,0001,232
Available-for-sale securities (fair market value)$50,332,0002,481
Total debt securities$55,737,0002,562
Structured notes
Amortized cost$2,000,000626
Fair value$1,696,000706
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$55,001,0002,635
U.S. Government securities$20,614,0003,085
U.S. Treasury securities$02,941
U.S. Government agency obligations$20,614,0002,604
Securities issued by states & political subdivisions$28,571,0001,549
Other domestic debt securities$4,293,0001,484
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$4,293,0001,090
Foreign debt securities$1,523,000165
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,972
Mortgage-backed securities$10,272,0002,653
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,582,0002,600
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$4,690,000739
Held to maturity securities (book value)$5,416,0001,249
Available-for-sale securities (fair market value)$49,585,0002,531
Total debt securities$55,002,0002,615
Structured notes
Amortized cost$2,000,000654
Fair value$1,606,000749
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$57,136,0002,580
U.S. Government securities$21,855,0003,041
U.S. Treasury securities$02,957
U.S. Government agency obligations$21,855,0002,572
Securities issued by states & political subdivisions$29,221,0001,517
Other domestic debt securities$4,454,0001,439
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$4,454,0001,072
Foreign debt securities$1,606,000163
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,998
Mortgage-backed securities$10,925,0002,613
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$6,025,0002,573
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$4,900,000749
Held to maturity securities (book value)$5,494,0001,216
Available-for-sale securities (fair market value)$51,642,0002,488
Total debt securities$57,139,0002,562
Structured notes
Amortized cost$2,000,000642
Fair value$1,643,000730
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$56,215,0002,635
U.S. Government securities$22,707,0003,026
U.S. Treasury securities$02,920
U.S. Government agency obligations$22,707,0002,563
Securities issued by states & political subdivisions$27,354,0001,646
Other domestic debt securities$4,463,0001,370
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$4,463,0001,082
Foreign debt securities$1,691,000166
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,021
Mortgage-backed securities$11,372,0002,647
Certificates of participation in pools of residential mortgages$6,393,0002,643
Issued or guaranteed by U.S.$6,393,0002,567
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$4,979,0001,168
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$4,979,000802
Held to maturity securities (book value)$5,566,0001,142
Available-for-sale securities (fair market value)$50,649,0002,560
Total debt securities$56,214,0002,622
Structured notes
Amortized cost$2,000,000622
Fair value$1,712,000716
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$57,745,0002,586
U.S. Government securities$22,418,0002,954
U.S. Treasury securities$02,666
U.S. Government agency obligations$22,418,0002,570
Securities issued by states & political subdivisions$28,843,0001,607
Other domestic debt securities$4,692,0001,344
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$4,692,0001,050
Foreign debt securities$1,792,000163
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,045
Mortgage-backed securities$11,383,0002,665
Certificates of participation in pools of residential mortgages$6,097,0002,680
Issued or guaranteed by U.S.$6,097,0002,605
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$5,286,0001,144
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$5,286,000775
Held to maturity securities (book value)$5,678,0001,041
Available-for-sale securities (fair market value)$52,067,0002,524
Total debt securities$57,745,0002,572
Structured notes
Amortized cost$2,000,000544
Fair value$1,846,000611
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$61,031,0002,433
U.S. Government securities$23,925,0002,730
U.S. Treasury securities$02,212
U.S. Government agency obligations$23,925,0002,477
Securities issued by states & political subdivisions$30,236,0001,610
Other domestic debt securities$4,981,0001,285
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$4,981,000970
Foreign debt securities$1,889,000151
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,071
Mortgage-backed securities$12,583,0002,590
Certificates of participation in pools of residential mortgages$6,914,0002,585
Issued or guaranteed by U.S.$6,914,0002,505
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$5,669,0001,101
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$5,669,000751
Held to maturity securities (book value)$5,728,000931
Available-for-sale securities (fair market value)$55,303,0002,400
Total debt securities$61,031,0002,417
Structured notes
Amortized cost$2,000,000475
Fair value$1,978,000504
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$62,492,0002,333
U.S. Government securities$26,769,0002,527
U.S. Treasury securities$02,008
U.S. Government agency obligations$26,769,0002,333
Securities issued by states & political subdivisions$28,723,0001,633
Other domestic debt securities$5,069,0001,220
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$5,069,000900
Foreign debt securities$1,931,000142
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,110
Mortgage-backed securities$15,104,0002,461
Certificates of participation in pools of residential mortgages$8,672,0002,402
Issued or guaranteed by U.S.$8,672,0002,341
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$6,432,0001,062
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$6,432,000716
Held to maturity securities (book value)$5,789,000891
Available-for-sale securities (fair market value)$56,703,0002,316
Total debt securities$62,492,0002,317
Structured notes
Amortized cost$2,000,000418
Fair value$1,998,000438
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$59,650,0002,320
U.S. Government securities$27,262,0002,449
U.S. Treasury securities$01,913
U.S. Government agency obligations$27,262,0002,267
Securities issued by states & political subdivisions$25,358,0001,726
Other domestic debt securities$5,087,0001,191
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$5,087,000859
Foreign debt securities$1,943,000138
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,151
Mortgage-backed securities$15,065,0002,425
Certificates of participation in pools of residential mortgages$9,476,0002,314
Issued or guaranteed by U.S.$9,476,0002,253
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$5,589,0001,087
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$5,589,000732
Held to maturity securities (book value)$5,857,000867
Available-for-sale securities (fair market value)$53,793,0002,319
Total debt securities$59,649,0002,302
Structured notes
Amortized cost$2,000,000366
Fair value$2,008,000373
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$54,297,0002,322
U.S. Government securities$27,662,0002,292
U.S. Treasury securities$01,631
U.S. Government agency obligations$27,662,0002,155
Securities issued by states & political subdivisions$20,625,0001,905
Other domestic debt securities$4,080,0001,235
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$4,080,000878
Foreign debt securities$1,930,000140
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,172
Mortgage-backed securities$13,680,0002,452
Certificates of participation in pools of residential mortgages$9,857,0002,215
Issued or guaranteed by U.S.$9,857,0002,151
Privately issued$0261
Collaterized mortgage obligations$886,0002,321
CMOs issued by government agencies or sponsored agencies$886,0002,276
Privately issued$0475
Commercial mortgage-backed securities$2,937,0001,325
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$2,937,000879
Held to maturity securities (book value)$5,872,000835
Available-for-sale securities (fair market value)$48,425,0002,341
Total debt securities$54,298,0002,303
Structured notes
Amortized cost$1,000,000361
Fair value$999,000378
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$49,338,0002,351
U.S. Government securities$27,847,0002,144
U.S. Treasury securities$01,194
U.S. Government agency obligations$27,847,0002,026
Securities issued by states & political subdivisions$18,481,0001,982
Other domestic debt securities$3,010,0001,296
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$3,010,000947
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$04,195
Mortgage-backed securities$15,866,0002,239
Certificates of participation in pools of residential mortgages$14,869,0001,736
Issued or guaranteed by U.S.$14,869,0001,692
Privately issued$0245
Collaterized mortgage obligations$997,0002,303
CMOs issued by government agencies or sponsored agencies$997,0002,252
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)$5,886,000824
Available-for-sale securities (fair market value)$43,452,0002,361
Total debt securities$49,348,0002,326
Structured notes
Amortized cost$2,000,000137
Fair value$2,009,000145
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$51,072,0002,190
U.S. Government securities$31,586,0001,941
U.S. Treasury securities$01,216
U.S. Government agency obligations$31,586,0001,841
Securities issued by states & political subdivisions$16,470,0001,989
Other domestic debt securities$3,016,0001,266
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$3,016,000906
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$04,211
Mortgage-backed securities$19,386,0002,027
Certificates of participation in pools of residential mortgages$18,356,0001,502
Issued or guaranteed by U.S.$18,356,0001,464
Privately issued$0251
Collaterized mortgage obligations$1,030,0002,312
CMOs issued by government agencies or sponsored agencies$1,030,0002,261
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)$5,926,000821
Available-for-sale securities (fair market value)$45,146,0002,213
Total debt securities$51,074,0002,170
Structured notes
Amortized cost$2,000,000131
Fair value$2,014,000139
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$42,219,0002,416
U.S. Government securities$24,312,0002,262
U.S. Treasury securities$01,251
U.S. Government agency obligations$24,312,0002,146
Securities issued by states & political subdivisions$13,926,0002,101
Other domestic debt securities$3,981,0001,084
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$3,981,000773
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$04,254
Mortgage-backed securities$20,186,0001,981
Certificates of participation in pools of residential mortgages$20,186,0001,362
Issued or guaranteed by U.S.$20,186,0001,325
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)$6,442,000817
Available-for-sale securities (fair market value)$35,777,0002,473
Total debt securities$42,216,0002,393
Structured notes
Amortized cost$4,000,00095
Fair value$3,981,00099
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$42,202,0002,332
U.S. Government securities$26,490,0002,159
U.S. Treasury securities$01,297
U.S. Government agency obligations$26,490,0002,048
Securities issued by states & political subdivisions$11,810,0002,132
Other domestic debt securities$3,902,0001,051
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$3,902,000715
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,281
Mortgage-backed securities$21,711,0001,917
Certificates of participation in pools of residential mortgages$21,711,0001,294
Issued or guaranteed by U.S.$21,711,0001,257
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)$6,459,000824
Available-for-sale securities (fair market value)$35,743,0002,412
Total debt securities$42,202,0002,315
Structured notes
Amortized cost$4,000,000121
Fair value$3,902,000127
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$41,282,0002,408
U.S. Government securities$26,812,0002,202
U.S. Treasury securities$01,363
U.S. Government agency obligations$26,812,0002,085
Securities issued by states & political subdivisions$10,491,0002,248
Other domestic debt securities$1,979,0001,285
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$1,979,000932
Foreign debt securities$2,000,000133
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$22,161,0001,861
Certificates of participation in pools of residential mortgages$22,161,0001,259
Issued or guaranteed by U.S.$22,161,0001,228
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)$8,475,000769
Available-for-sale securities (fair market value)$32,807,0002,552
Total debt securities$41,282,0002,393
Structured notes
Amortized cost$4,000,000167
Fair value$3,955,000174
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$41,313,0002,409
U.S. Government securities$26,510,0002,230
U.S. Treasury securities$01,429
U.S. Government agency obligations$26,510,0002,111
Securities issued by states & political subdivisions$10,830,0002,227
Other domestic debt securities$1,973,0001,296
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$1,973,000924
Foreign debt securities$2,000,000135
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,426
Mortgage-backed securities$20,198,0001,927
Certificates of participation in pools of residential mortgages$20,198,0001,287
Issued or guaranteed by U.S.$20,198,0001,252
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)$8,489,000823
Available-for-sale securities (fair market value)$32,824,0002,562
Total debt securities$41,314,0002,389
Structured notes
Amortized cost$5,499,000175
Fair value$5,439,000177
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$41,644,0002,435
U.S. Government securities$26,860,0002,255
U.S. Treasury securities$01,467
U.S. Government agency obligations$26,860,0002,139
Securities issued by states & political subdivisions$10,820,0002,275
Other domestic debt securities$1,964,0001,286
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$1,964,000940
Foreign debt securities$2,000,000141
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,470
Mortgage-backed securities$21,667,0001,811
Certificates of participation in pools of residential mortgages$21,667,0001,209
Issued or guaranteed by U.S.$21,667,0001,194
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)$7,451,000881
Available-for-sale securities (fair market value)$34,193,0002,539
Total debt securities$41,644,0002,415
Structured notes
Amortized cost$5,499,000196
Fair value$5,446,000197
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$43,081,0002,408
U.S. Government securities$27,324,0002,267
U.S. Treasury securities$01,516
U.S. Government agency obligations$27,324,0002,138
Securities issued by states & political subdivisions$11,826,0002,243
Other domestic debt securities$1,931,0001,292
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$1,931,000946
Foreign debt securities$2,000,000143
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,517
Mortgage-backed securities$22,223,0001,799
Certificates of participation in pools of residential mortgages$22,223,0001,209
Issued or guaranteed by U.S.$22,223,0001,195
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)$7,459,000901
Available-for-sale securities (fair market value)$35,622,0002,511
Total debt securities$43,081,0002,386
Structured notes
Amortized cost$5,498,000210
Fair value$5,375,000210
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$41,600,0002,497
U.S. Government securities$25,874,0002,347
U.S. Treasury securities$01,513
U.S. Government agency obligations$25,874,0002,228
Securities issued by states & political subdivisions$11,806,0002,297
Other domestic debt securities$1,920,0001,269
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$1,920,000950
Foreign debt securities$2,000,000140
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,567
Mortgage-backed securities$20,654,0001,873
Certificates of participation in pools of residential mortgages$20,654,0001,274
Issued or guaranteed by U.S.$20,654,0001,263
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)$7,467,000935
Available-for-sale securities (fair market value)$34,133,0002,603
Total debt securities$41,600,0002,477
Structured notes
Amortized cost$5,497,000213
Fair value$5,380,000211
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$42,178,0002,483
U.S. Government securities$26,409,0002,329
U.S. Treasury securities$01,500
U.S. Government agency obligations$26,409,0002,218
Securities issued by states & political subdivisions$11,876,0002,313
Other domestic debt securities$1,893,0001,234
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$1,893,000956
Foreign debt securities$2,000,000141
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,627
Mortgage-backed securities$21,154,0001,833
Certificates of participation in pools of residential mortgages$21,154,0001,273
Issued or guaranteed by U.S.$21,154,0001,267
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)$7,475,000962
Available-for-sale securities (fair market value)$34,703,0002,586
Total debt securities$42,187,0002,461
Structured notes
Amortized cost$5,497,000211
Fair value$5,311,000210
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$43,464,0002,480
U.S. Government securities$5,802,0004,175
U.S. Treasury securities$01,475
U.S. Government agency obligations$5,802,0004,027
Securities issued by states & political subdivisions$11,947,0002,366
Other domestic debt securities$23,715,000381
Privately issued residential mortgage-backed securities$21,822,000118
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$1,893,000959
Foreign debt securities$2,000,000137
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,680
Mortgage-backed securities$22,241,0001,809
Certificates of participation in pools of residential mortgages$22,241,0001,267
Issued or guaranteed by U.S.$419,0003,819
Privately issued$21,822,00046
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)$7,483,000970
Available-for-sale securities (fair market value)$35,981,0002,568
Total debt securities$43,464,0002,463
Structured notes
Amortized cost$5,496,000209
Fair value$5,337,000208
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$45,732,0002,420
U.S. Government securities$29,874,0002,212
U.S. Treasury securities$01,426
U.S. Government agency obligations$29,874,0002,108
Securities issued by states & political subdivisions$11,958,0002,400
Other domestic debt securities$1,900,0001,241
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$1,900,000980
Foreign debt securities$2,000,000134
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,746
Mortgage-backed securities$23,410,0001,754
Certificates of participation in pools of residential mortgages$23,410,0001,251
Issued or guaranteed by U.S.$23,410,0001,248
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)$7,494,000991
Available-for-sale securities (fair market value)$38,238,0002,490
Total debt securities$45,736,0002,400
Structured notes
Amortized cost$5,495,000209
Fair value$5,326,000208
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$47,639,0002,365
U.S. Government securities$31,603,0002,137
U.S. Treasury securities$01,328
U.S. Government agency obligations$31,603,0002,052
Securities issued by states & political subdivisions$12,114,0002,447
Other domestic debt securities$1,922,0001,234
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$1,922,000990
Foreign debt securities$2,000,000134
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,818
Mortgage-backed securities$24,975,0001,698
Certificates of participation in pools of residential mortgages$24,975,0001,219
Issued or guaranteed by U.S.$24,975,0001,218
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)$7,523,0001,005
Available-for-sale securities (fair market value)$40,116,0002,447
Total debt securities$47,639,0002,343
Structured notes
Amortized cost$5,494,000207
Fair value$5,385,000207
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$49,122,0002,349
U.S. Government securities$32,912,0002,112
U.S. Treasury securities$01,313
U.S. Government agency obligations$32,912,0002,011
Securities issued by states & political subdivisions$12,287,0002,461
Other domestic debt securities$1,923,0001,255
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$1,923,0001,018
Foreign debt securities$2,000,000140
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,886
Mortgage-backed securities$26,242,0001,669
Certificates of participation in pools of residential mortgages$26,242,0001,197
Issued or guaranteed by U.S.$26,242,0001,195
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)$7,506,0001,037
Available-for-sale securities (fair market value)$41,616,0002,413
Total debt securities$49,118,0002,327
Structured notes
Amortized cost$5,494,000212
Fair value$5,402,000213
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$47,959,0002,437
U.S. Government securities$33,166,0002,142
U.S. Treasury securities$01,351
U.S. Government agency obligations$33,166,0002,040
Securities issued by states & political subdivisions$10,862,0002,640
Other domestic debt securities$1,931,0001,275
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$1,931,0001,042
Foreign debt securities$2,000,000146
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,931
Mortgage-backed securities$27,440,0001,634
Certificates of participation in pools of residential mortgages$27,440,0001,185
Issued or guaranteed by U.S.$27,440,0001,184
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)$7,270,0001,066
Available-for-sale securities (fair market value)$40,689,0002,473
Total debt securities$47,950,0002,416
Structured notes
Amortized cost$5,493,000224
Fair value$5,412,000226
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$46,390,0002,516
U.S. Government securities$32,023,0002,213
U.S. Treasury securities$01,390
U.S. Government agency obligations$32,023,0002,115
Securities issued by states & political subdivisions$10,462,0002,715
Other domestic debt securities$1,911,0001,298
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$1,911,0001,056
Foreign debt securities$1,994,000153
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,985
Mortgage-backed securities$27,168,0001,680
Certificates of participation in pools of residential mortgages$27,168,0001,225
Issued or guaranteed by U.S.$27,168,0001,224
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)$46,390,0002,291
Total debt securities$46,390,0002,500
Structured notes
Amortized cost$5,498,000241
Fair value$5,380,000244
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$46,355,0002,498
U.S. Government securities$34,410,0002,099
U.S. Treasury securities$01,367
U.S. Government agency obligations$34,410,0001,995
Securities issued by states & political subdivisions$10,038,0002,791
Other domestic debt securities$1,907,0001,303
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$1,907,0001,049
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,033
Mortgage-backed securities$28,939,0001,616
Certificates of participation in pools of residential mortgages$28,939,0001,169
Issued or guaranteed by U.S.$28,939,0001,168
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)$46,355,0002,279
Total debt securities$46,354,0002,475
Structured notes
Amortized cost$3,498,000337
Fair value$3,382,000339
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$46,480,0002,504
U.S. Government securities$33,922,0002,110
U.S. Treasury securities$01,214
U.S. Government agency obligations$33,922,0002,021
Securities issued by states & political subdivisions$10,569,0002,727
Other domestic debt securities$1,989,0001,294
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$1,989,0001,033
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,116
Mortgage-backed securities$29,410,0001,610
Certificates of participation in pools of residential mortgages$29,410,0001,172
Issued or guaranteed by U.S.$29,410,0001,171
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)$46,480,0002,272
Total debt securities$46,481,0002,477
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$45,654,0002,578
U.S. Government securities$35,366,0002,101
U.S. Treasury securities$01,253
U.S. Government agency obligations$35,366,0002,014
Securities issued by states & political subdivisions$10,288,0002,775
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,199
Mortgage-backed securities$29,844,0001,606
Certificates of participation in pools of residential mortgages$29,844,0001,170
Issued or guaranteed by U.S.$29,844,0001,166
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)$45,654,0002,340
Total debt securities$45,655,0002,556
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$46,467,0002,569
U.S. Government securities$36,373,0002,127
U.S. Treasury securities$01,296
U.S. Government agency obligations$36,373,0002,044
Securities issued by states & political subdivisions$10,094,0002,771
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,255
Mortgage-backed securities$28,868,0001,653
Certificates of participation in pools of residential mortgages$28,868,0001,189
Issued or guaranteed by U.S.$28,868,0001,188
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)$46,467,0002,337
Total debt securities$46,467,0002,550
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$46,360,0002,603
U.S. Government securities$37,387,0002,124
U.S. Treasury securities$01,367
U.S. Government agency obligations$37,387,0002,034
Securities issued by states & political subdivisions$8,973,0002,942
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,301
Mortgage-backed securities$28,928,0001,658
Certificates of participation in pools of residential mortgages$28,928,0001,197
Issued or guaranteed by U.S.$28,928,0001,195
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)$46,360,0002,377
Total debt securities$46,361,0002,583
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$45,523,0002,645
U.S. Government securities$38,307,0002,094
U.S. Treasury securities$01,303
U.S. Government agency obligations$38,307,0002,016
Securities issued by states & political subdivisions$7,216,0003,217
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,371
Mortgage-backed securities$28,800,0001,672
Certificates of participation in pools of residential mortgages$28,800,0001,201
Issued or guaranteed by U.S.$28,800,0001,200
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)$45,523,0002,425
Total debt securities$45,523,0002,625
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$47,159,0002,637
U.S. Government securities$40,199,0002,100
U.S. Treasury securities$01,348
U.S. Government agency obligations$40,199,0002,019
Securities issued by states & political subdivisions$6,960,0003,263
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,428
Mortgage-backed securities$29,728,0001,684
Certificates of participation in pools of residential mortgages$29,728,0001,224
Issued or guaranteed by U.S.$29,728,0001,223
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)$47,159,0002,412
Total debt securities$47,159,0002,619
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$45,296,0002,731
U.S. Government securities$38,933,0002,183
U.S. Treasury securities$01,327
U.S. Government agency obligations$38,933,0002,098
Securities issued by states & political subdivisions$6,363,0003,369
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,487
Mortgage-backed securities$23,211,0002,023
Certificates of participation in pools of residential mortgages$23,211,0001,484
Issued or guaranteed by U.S.$23,211,0001,484
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)$45,296,0002,496
Total debt securities$45,295,0002,707
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$44,743,0002,788
U.S. Government securities$32,375,0002,497
U.S. Treasury securities$01,361
U.S. Government agency obligations$32,375,0002,413
Securities issued by states & political subdivisions$12,368,0002,549
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,563
Mortgage-backed securities$15,478,0002,528
Certificates of participation in pools of residential mortgages$15,478,0001,987
Issued or guaranteed by U.S.$15,478,0001,984
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)$44,743,0002,544
Total debt securities$44,743,0002,766
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$36,702,0003,254
U.S. Government securities$24,295,0003,094
U.S. Treasury securities$01,381
U.S. Government agency obligations$24,295,0002,981
Securities issued by states & political subdivisions$12,407,0002,563
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,639
Mortgage-backed securities$7,444,0003,459
Certificates of participation in pools of residential mortgages$7,444,0002,953
Issued or guaranteed by U.S.$7,444,0002,951
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)$36,702,0002,967
Total debt securities$36,703,0003,227
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$38,484,0003,198
U.S. Government securities$26,111,0002,995
U.S. Treasury securities$01,342
U.S. Government agency obligations$26,111,0002,901
Securities issued by states & political subdivisions$12,373,0002,565
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$554,0005,469
Mortgage-backed securities$7,728,0003,487
Certificates of participation in pools of residential mortgages$7,728,0002,971
Issued or guaranteed by U.S.$7,728,0002,971
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)$38,484,0002,910
Total debt securities$38,485,0003,169
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$38,057,0003,223
U.S. Government securities$23,819,0003,174
U.S. Treasury securities$01,198
U.S. Government agency obligations$23,819,0003,088
Securities issued by states & political subdivisions$14,238,0002,377
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$558,0005,516
Mortgage-backed securities$3,812,0004,182
Certificates of participation in pools of residential mortgages$3,812,0003,736
Issued or guaranteed by U.S.$3,812,0003,736
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)$38,057,0002,944
Total debt securities$38,057,0003,188
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$35,355,0003,369
U.S. Government securities$21,136,0003,380
U.S. Treasury securities$01,131
U.S. Government agency obligations$21,136,0003,287
Securities issued by states & political subdivisions$14,219,0002,376
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$562,0005,590
Mortgage-backed securities$2,830,0004,413
Certificates of participation in pools of residential mortgages$2,830,0004,024
Issued or guaranteed by U.S.$2,830,0004,019
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)$35,355,0003,085
Total debt securities$35,355,0003,343
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$34,775,0003,408
U.S. Government securities$20,488,0003,463
U.S. Treasury securities$01,131
U.S. Government agency obligations$20,488,0003,378
Securities issued by states & political subdivisions$14,287,0002,361
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$566,0005,650
Mortgage-backed securities$2,886,0004,443
Certificates of participation in pools of residential mortgages$2,886,0004,020
Issued or guaranteed by U.S.$2,886,0004,013
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)$34,775,0003,130
Total debt securities$34,776,0003,377
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$31,956,0003,575
U.S. Government securities$17,546,0003,749
U.S. Treasury securities$01,152
U.S. Government agency obligations$17,546,0003,659
Securities issued by states & political subdivisions$14,410,0002,335
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$570,0005,670
Mortgage-backed securities$1,947,0004,679
Certificates of participation in pools of residential mortgages$1,947,0004,284
Issued or guaranteed by U.S.$1,947,0004,279
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)$31,956,0003,299
Total debt securities$31,957,0003,537
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$31,127,0003,655
U.S. Government securities$16,520,0003,891
U.S. Treasury securities$01,161
U.S. Government agency obligations$16,520,0003,798
Securities issued by states & political subdivisions$14,607,0002,293
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$574,0005,734
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)$31,127,0003,389
Total debt securities$31,127,0003,618
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$30,416,0003,650
U.S. Government securities$15,830,0003,926
U.S. Treasury securities$01,135
U.S. Government agency obligations$15,830,0003,825
Securities issued by states & political subdivisions$14,586,0002,256
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$577,0005,759
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)$30,416,0003,379
Total debt securities$30,415,0003,617
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$27,966,0003,845
U.S. Government securities$13,378,0004,319
U.S. Treasury securities$01,086
U.S. Government agency obligations$13,378,0004,221
Securities issued by states & political subdivisions$14,588,0002,232
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$582,0005,842
Mortgage-backed securities$05,902
Certificates of participation in pools of residential mortgages$05,717
Issued or guaranteed by U.S.$05,706
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$27,966,0003,547
Total debt securities$27,966,0003,819
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$28,199,0003,847
U.S. Government securities$13,636,0004,338
U.S. Treasury securities$01,068
U.S. Government agency obligations$13,636,0004,245
Securities issued by states & political subdivisions$14,563,0002,176
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$584,0005,917
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)$28,199,0003,563
Total debt securities$28,199,0003,814
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$28,951,0003,805
U.S. Government securities$14,507,0004,339
U.S. Treasury securities$01,157
U.S. Government agency obligations$14,507,0004,239
Securities issued by states & political subdivisions$14,444,0002,132
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$587,0005,951
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)$28,951,0003,529
Total debt securities$28,950,0003,777
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$29,695,0003,698
U.S. Government securities$15,102,0004,188
U.S. Treasury securities$01,076
U.S. Government agency obligations$15,102,0004,101
Securities issued by states & political subdivisions$14,593,0002,076
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$588,0005,664
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)$29,695,0003,413
Total debt securities$29,695,0003,670
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$30,219,0003,594
U.S. Government securities$15,723,0004,066
U.S. Treasury securities$01,126
U.S. Government agency obligations$15,723,0003,970
Securities issued by states & political subdivisions$14,496,0002,018
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$593,0005,684
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)$30,219,0003,309
Total debt securities$30,219,0003,563
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$30,060,0003,632
U.S. Government securities$16,789,0004,039
U.S. Treasury securities$01,225
U.S. Government agency obligations$16,789,0003,940
Securities issued by states & political subdivisions$13,271,0002,100
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$590,0005,728
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)$30,060,0003,335
Total debt securities$30,060,0003,604
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$29,624,0003,663
U.S. Government securities$16,625,0004,020
U.S. Treasury securities$01,272
U.S. Government agency obligations$16,625,0003,906
Securities issued by states & political subdivisions$12,999,0002,081
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$580,0005,763
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)$29,624,0003,365
Total debt securities$29,623,0003,632
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$30,516,0003,463
U.S. Government securities$17,429,0003,759
U.S. Treasury securities$01,275
U.S. Government agency obligations$17,429,0003,649
Securities issued by states & political subdivisions$13,087,0002,052
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$583,0005,827
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)$30,516,0003,174
Total debt securities$30,517,0003,430
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$28,624,0003,582
U.S. Government securities$17,854,0003,675
U.S. Treasury securities$01,180
U.S. Government agency obligations$17,854,0003,567
Securities issued by states & political subdivisions$10,770,0002,271
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$594,0005,916
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)$28,624,0003,277
Total debt securities$28,624,0003,552
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$27,435,0003,668
U.S. Government securities$18,143,0003,691
U.S. Treasury securities$01,121
U.S. Government agency obligations$18,143,0003,598
Securities issued by states & political subdivisions$9,292,0002,368
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$577,0005,959
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)$27,435,0003,354
Total debt securities$27,436,0003,638
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$24,554,0003,956
U.S. Government securities$15,144,0004,129
U.S. Treasury securities$01,130
U.S. Government agency obligations$15,144,0004,029
Securities issued by states & political subdivisions$9,410,0002,325
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$562,0006,045
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)$24,554,0003,593
Total debt securities$24,554,0003,926
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$23,940,0003,982
U.S. Government securities$14,584,0004,186
U.S. Treasury securities$01,077
U.S. Government agency obligations$14,584,0004,106
Securities issued by states & political subdivisions$9,356,0002,331
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$505,0006,137
Mortgage-backed securities$06,385
Certificates of participation in pools of residential mortgages$06,128
Issued or guaranteed by U.S.$06,113
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$23,940,0003,607
Total debt securities$23,940,0003,954
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$26,439,0003,778
U.S. Government securities$16,294,0003,947
U.S. Treasury securities$01,047
U.S. Government agency obligations$16,294,0003,873
Securities issued by states & political subdivisions$10,145,0002,229
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$511,0006,153
Mortgage-backed securities$06,466
Certificates of participation in pools of residential mortgages$06,212
Issued or guaranteed by U.S.$06,192
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$26,439,0003,412
Total debt securities$26,440,0003,746
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$25,804,0003,806
U.S. Government securities$15,999,0003,973
U.S. Treasury securities$01,036
U.S. Government agency obligations$15,999,0003,889
Securities issued by states & political subdivisions$9,805,0002,230
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$516,0006,186
Mortgage-backed securities$06,522
Certificates of participation in pools of residential mortgages$06,269
Issued or guaranteed by U.S.$06,247
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$25,804,0003,424
Total debt securities$25,803,0003,771
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$22,185,0004,172
U.S. Government securities$12,304,0004,657
U.S. Treasury securities$0981
U.S. Government agency obligations$12,304,0004,577
Securities issued by states & political subdivisions$9,881,0002,142
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$520,0006,219
Mortgage-backed securities$333,0005,972
Certificates of participation in pools of residential mortgages$333,0005,631
Issued or guaranteed by U.S.$333,0005,615
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$22,185,0003,744
Total debt securities$22,186,0004,140
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$20,838,0004,350
U.S. Government securities$11,062,0004,933
U.S. Treasury securities$0973
U.S. Government agency obligations$11,062,0004,845
Securities issued by states & political subdivisions$9,776,0002,115
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$523,0006,260
Mortgage-backed securities$613,0005,807
Certificates of participation in pools of residential mortgages$613,0005,418
Issued or guaranteed by U.S.$613,0005,402
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$20,838,0003,894
Total debt securities$20,839,0004,316
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$18,187,0004,601
U.S. Government securities$8,644,0005,412
U.S. Treasury securities$01,019
U.S. Government agency obligations$8,644,0005,326
Securities issued by states & political subdivisions$9,543,0002,123
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$514,0006,292
Mortgage-backed securities$697,0005,758
Certificates of participation in pools of residential mortgages$697,0005,362
Issued or guaranteed by U.S.$697,0005,345
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$115,0003,231
Available-for-sale securities (fair market value)$18,072,0004,133
Total debt securities$18,187,0004,564
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$15,799,0005,014
U.S. Government securities$6,141,0006,103
U.S. Treasury securities$01,021
U.S. Government agency obligations$6,141,0006,016
Securities issued by states & political subdivisions$9,658,0002,133
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$513,0006,319
Mortgage-backed securities$765,0005,738
Certificates of participation in pools of residential mortgages$765,0005,338
Issued or guaranteed by U.S.$765,0005,315
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$115,0003,243
Available-for-sale securities (fair market value)$15,684,0004,535
Total debt securities$15,800,0004,957
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$15,710,0005,011
U.S. Government securities$5,767,0006,227
U.S. Treasury securities$01,044
U.S. Government agency obligations$5,767,0006,130
Securities issued by states & political subdivisions$9,943,0002,079
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$526,0006,311
Mortgage-backed securities$842,0005,650
Certificates of participation in pools of residential mortgages$842,0005,229
Issued or guaranteed by U.S.$842,0005,202
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$115,0003,290
Available-for-sale securities (fair market value)$15,595,0004,529
Total debt securities$15,710,0004,958
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$14,677,0005,205
U.S. Government securities$4,878,0006,639
U.S. Treasury securities$01,146
U.S. Government agency obligations$4,878,0006,528
Securities issued by states & political subdivisions$9,799,0002,098
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$511,0006,383
Mortgage-backed securities$873,0005,453
Certificates of participation in pools of residential mortgages$873,0005,018
Issued or guaranteed by U.S.$873,0004,995
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)$115,0003,343
Available-for-sale securities (fair market value)$14,562,0004,678
Total debt securities$14,677,0005,151
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$15,632,0005,074
U.S. Government securities$5,883,0006,426
U.S. Treasury securities$01,235
U.S. Government agency obligations$5,883,0006,318
Securities issued by states & political subdivisions$9,749,0002,071
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,000,0005,686
Mortgage-backed securities$896,0005,343
Certificates of participation in pools of residential mortgages$896,0004,881
Issued or guaranteed by U.S.$896,0004,865
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)$2,115,0002,314
Available-for-sale securities (fair market value)$13,517,0004,882
Total debt securities$15,633,0005,028
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$16,166,0005,007
U.S. Government securities$6,640,0006,234
U.S. Treasury securities$01,362
U.S. Government agency obligations$6,640,0006,117
Securities issued by states & political subdivisions$9,526,0002,087
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$2,000,0005,722
Mortgage-backed securities$943,0005,312
Certificates of participation in pools of residential mortgages$943,0004,844
Issued or guaranteed by U.S.$943,0004,830
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)$2,115,0002,339
Available-for-sale securities (fair market value)$14,051,0004,768
Total debt securities$16,166,0004,968
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$13,159,0005,545
U.S. Government securities$6,500,0006,318
U.S. Treasury securities$01,448
U.S. Government agency obligations$6,500,0006,187
Securities issued by states & political subdivisions$6,409,0002,725
Other domestic debt securities$250,0002,585
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$250,0001,955
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,951,0005,808
Mortgage-backed securities$1,007,0005,286
Certificates of participation in pools of residential mortgages$1,007,0004,804
Issued or guaranteed by U.S.$1,007,0004,786
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)$4,595,0001,857
Available-for-sale securities (fair market value)$8,564,0005,767
Total debt securities$13,159,0005,500
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$4,887,000197
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$19,108,0004,678
U.S. Government securities$13,180,0004,821
U.S. Treasury securities$01,498
U.S. Government agency obligations$13,180,0004,692
Securities issued by states & political subdivisions$4,437,0003,280
Other domestic debt securities$1,491,0001,713
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$1,491,0001,212
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$1,945,0005,816
Mortgage-backed securities$1,053,0005,252
Certificates of participation in pools of residential mortgages$1,053,0004,766
Issued or guaranteed by U.S.$1,053,0004,748
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)$6,595,0001,615
Available-for-sale securities (fair market value)$12,513,0005,080
Total debt securities$19,108,0004,631
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$18,357,0004,815
U.S. Government securities$13,186,0004,870
U.S. Treasury securities$01,574
U.S. Government agency obligations$13,186,0004,739
Securities issued by states & political subdivisions$3,431,0003,599
Other domestic debt securities$1,740,0001,617
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,740,0001,134
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$1,939,0005,871
Mortgage-backed securities$1,087,0005,227
Certificates of participation in pools of residential mortgages$1,087,0004,747
Issued or guaranteed by U.S.$1,087,0004,721
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)$6,596,0001,679
Available-for-sale securities (fair market value)$11,761,0005,244
Total debt securities$18,356,0004,766
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$19,506,0004,637
U.S. Government securities$14,157,0004,676
U.S. Treasury securities$01,634
U.S. Government agency obligations$14,157,0004,529
Securities issued by states & political subdivisions$3,368,0003,637
Other domestic debt securities$1,981,0001,546
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,981,0001,086
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$1,907,0005,910
Mortgage-backed securities$1,138,0005,219
Certificates of participation in pools of residential mortgages$1,138,0004,745
Issued or guaranteed by U.S.$1,138,0004,721
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)$6,596,0001,701
Available-for-sale securities (fair market value)$12,910,0005,050
Total debt securities$19,506,0004,585
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$19,834,0004,644
U.S. Government securities$14,242,0004,690
U.S. Treasury securities$01,715
U.S. Government agency obligations$14,242,0004,555
Securities issued by states & political subdivisions$3,602,0003,558
Other domestic debt securities$1,990,0001,595
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$1,990,0001,141
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$1,922,0005,895
Mortgage-backed securities$1,205,0005,222
Certificates of participation in pools of residential mortgages$1,205,0004,723
Issued or guaranteed by U.S.$1,205,0004,704
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)$6,771,0001,698
Available-for-sale securities (fair market value)$13,063,0005,036
Total debt securities$19,834,0004,590
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$19,402,0004,705
U.S. Government securities$14,294,0004,663
U.S. Treasury securities$01,737
U.S. Government agency obligations$14,294,0004,526
Securities issued by states & political subdivisions$3,112,0003,785
Other domestic debt securities$1,996,0001,640
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$1,996,0001,203
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$1,926,0005,909
Mortgage-backed securities$1,257,0005,243
Certificates of participation in pools of residential mortgages$1,257,0004,723
Issued or guaranteed by U.S.$1,257,0004,703
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,772,0001,718
Available-for-sale securities (fair market value)$12,630,0005,112
Total debt securities$19,401,0004,646
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$20,722,0004,522
U.S. Government securities$15,934,0004,338
U.S. Treasury securities$01,786
U.S. Government agency obligations$15,934,0004,209
Securities issued by states & political subdivisions$2,771,0003,935
Other domestic debt securities$2,017,0001,646
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,017,0001,220
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$1,948,0005,902
Mortgage-backed securities$1,350,0005,224
Certificates of participation in pools of residential mortgages$1,350,0004,709
Issued or guaranteed by U.S.$1,350,0004,690
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,822,0001,729
Available-for-sale securities (fair market value)$13,900,0004,882
Total debt securities$20,722,0004,457
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$20,661,0004,548
U.S. Government securities$16,573,0004,309
U.S. Treasury securities$01,839
U.S. Government agency obligations$16,573,0004,178
Securities issued by states & political subdivisions$2,056,0004,321
Other domestic debt securities$2,032,0001,664
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,032,0001,250
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$1,954,0005,903
Mortgage-backed securities$1,460,0005,231
Certificates of participation in pools of residential mortgages$1,460,0004,703
Issued or guaranteed by U.S.$1,460,0004,682
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,113,0001,726
Available-for-sale securities (fair market value)$13,548,0004,965
Total debt securities$20,660,0004,482
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$22,908,0004,342
U.S. Government securities$18,024,0004,156
U.S. Treasury securities$01,963
U.S. Government agency obligations$18,024,0004,011
Securities issued by states & political subdivisions$2,349,0004,136
Other domestic debt securities$2,535,0001,565
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$2,535,0001,185
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,151
Mortgage-backed securities$1,524,0005,274
Certificates of participation in pools of residential mortgages$1,524,0004,729
Issued or guaranteed by U.S.$1,524,0004,714
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,424,0001,702
Available-for-sale securities (fair market value)$15,484,0004,722
Total debt securities$22,908,0004,287
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$23,692,0004,284
U.S. Government securities$19,233,0003,973
U.S. Treasury securities$01,963
U.S. Government agency obligations$19,233,0003,839
Securities issued by states & political subdivisions$1,876,0004,436
Other domestic debt securities$2,583,0001,605
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$2,583,0001,228
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,176
Mortgage-backed securities$1,612,0005,272
Certificates of participation in pools of residential mortgages$1,612,0004,709
Issued or guaranteed by U.S.$1,612,0004,693
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,925,0001,665
Available-for-sale securities (fair market value)$15,767,0004,690
Total debt securities$23,693,0004,219
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$24,051,0004,216
U.S. Government securities$19,561,0003,885
U.S. Treasury securities$200,0001,845
U.S. Government agency obligations$19,361,0003,765
Securities issued by states & political subdivisions$1,876,0004,438
Other domestic debt securities$2,614,0001,609
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$2,614,0001,270
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$200,0007,096
Mortgage-backed securities$1,678,0005,251
Certificates of participation in pools of residential mortgages$1,678,0004,703
Issued or guaranteed by U.S.$1,678,0004,690
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,926,0001,679
Available-for-sale securities (fair market value)$16,125,0004,645
Total debt securities$24,050,0004,138
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$23,878,0004,308
U.S. Government securities$19,428,0003,976
U.S. Treasury securities$200,0001,964
U.S. Government agency obligations$19,228,0003,853
Securities issued by states & political subdivisions$1,862,0004,461
Other domestic debt securities$2,588,0001,679
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$2,588,0001,338
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$200,0007,133
Mortgage-backed securities$1,714,0005,302
Certificates of participation in pools of residential mortgages$1,714,0004,740
Issued or guaranteed by U.S.$1,714,0004,726
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,927,0001,689
Available-for-sale securities (fair market value)$15,951,0004,735
Total debt securities$23,878,0004,234
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$16,461,0005,292
U.S. Government securities$14,758,0004,700
U.S. Treasury securities$202,0001,941
U.S. Government agency obligations$14,556,0004,605
Securities issued by states & political subdivisions$1,703,0004,560
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$201,0007,136
Mortgage-backed securities$07,319
Certificates of participation in pools of residential mortgages$07,041
Issued or guaranteed by U.S.$07,023
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,203,0001,522
Available-for-sale securities (fair market value)$7,258,0006,397
Total debt securities$16,461,0005,208
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$16,970,0005,273
U.S. Government securities$15,266,0004,637
U.S. Treasury securities$202,0002,065
U.S. Government agency obligations$15,064,0004,532
Securities issued by states & political subdivisions$1,704,0004,595
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$202,0007,152
Mortgage-backed securities$07,358
Certificates of participation in pools of residential mortgages$07,104
Issued or guaranteed by U.S.$07,078
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,290,0001,447
Available-for-sale securities (fair market value)$6,680,0006,573
Total debt securities$16,969,0005,190
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$21,911,0004,504
U.S. Government securities$20,205,0003,765
U.S. Treasury securities$202,0002,136
U.S. Government agency obligations$20,003,0003,656
Securities issued by states & political subdivisions$1,706,0004,613
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$202,0007,178
Mortgage-backed securities$07,403
Certificates of participation in pools of residential mortgages$07,144
Issued or guaranteed by U.S.$07,117
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,206,0001,292
Available-for-sale securities (fair market value)$9,705,0005,866
Total debt securities$21,912,0004,431
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$21,987,0004,417
U.S. Government securities$20,280,0003,658
U.S. Treasury securities$203,0002,161
U.S. Government agency obligations$20,077,0003,539
Securities issued by states & political subdivisions$1,707,0004,582
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$203,0007,207
Mortgage-backed securities$07,451
Certificates of participation in pools of residential mortgages$07,164
Issued or guaranteed by U.S.$07,141
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,208,0001,161
Available-for-sale securities (fair market value)$7,779,0006,229
Total debt securities$21,987,0004,333
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$22,132,0004,365
U.S. Government securities$20,274,0003,665
U.S. Treasury securities$202,0002,233
U.S. Government agency obligations$20,072,0003,525
Securities issued by states & political subdivisions$1,858,0004,404
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$202,0007,237
Mortgage-backed securities$07,482
Certificates of participation in pools of residential mortgages$07,183
Issued or guaranteed by U.S.$07,158
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,360,0001,182
Available-for-sale securities (fair market value)$7,772,0006,250
Total debt securities$22,132,0004,278
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$16,179,0005,256
U.S. Government securities$14,763,0004,512
U.S. Treasury securities$201,0002,385
U.S. Government agency obligations$14,562,0004,383
Securities issued by states & political subdivisions$1,416,0004,761
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$201,0007,265
Mortgage-backed securities$07,491
Certificates of participation in pools of residential mortgages$07,180
Issued or guaranteed by U.S.$07,155
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,920,0001,729
Available-for-sale securities (fair market value)$8,259,0006,134
Total debt securities$16,179,0005,174
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$16,604,0005,084
U.S. Government securities$14,967,0004,383
U.S. Treasury securities$722,0002,250
U.S. Government agency obligations$14,245,0004,299
Securities issued by states & political subdivisions$1,637,0004,608
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$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$206,0007,449
Mortgage-backed securities$07,553
Certificates of participation in pools of residential mortgages$07,193
Issued or guaranteed by U.S.$07,167
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,349,0002,214
Available-for-sale securities (fair market value)$11,255,0005,311
Total debt securities$16,605,0004,994
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$14,975,0005,574
U.S. Government securities$13,056,0004,983
U.S. Treasury securities$819,0002,957
U.S. Government agency obligations$12,237,0004,888
Securities issued by states & political subdivisions$1,640,0004,692
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$279,0005,125
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,0007,762
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,900,0001,909
Available-for-sale securities (fair market value)$5,075,0007,211
Total debt securities$14,696,0005,502
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$16,665,0005,450
U.S. Government securities$14,971,0004,772
U.S. Treasury securities$2,309,0002,511
U.S. Government agency obligations$12,662,0004,828
Securities issued by states & political subdivisions$1,415,0005,143
Other domestic debt securities$03,983
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$03,254
Foreign debt securitiesNANA
Equity securities$279,0005,008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$314,0007,868
Mortgage-backed securities$07,939
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.$07,506
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,677,0002,162
Available-for-sale securities (fair market value)$6,988,0006,761
Total debt securities$16,386,0005,397
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$12,265,0006,471
U.S. Government securities$10,191,0006,046
U.S. Treasury securities$2,868,0003,251
U.S. Government agency obligations$7,323,0006,157
Securities issued by states & political subdivisions$1,795,0004,892
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$279,0004,768
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$322,0007,978
Mortgage-backed securities$08,139
Certificates of participation in pools of residential mortgages$07,719
Issued or guaranteed by U.S.$07,698
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,599,0002,551
Available-for-sale securities (fair market value)$3,666,0007,840
Total debt securities$11,986,0006,413
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$11,329,0007,021
U.S. Government securities$9,378,0006,705
U.S. Treasury securities$2,620,0004,554
U.S. Government agency obligations$6,758,0006,485
Securities issued by states & political subdivisions$1,672,0004,930
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$279,0004,808
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$316,0008,410
Mortgage-backed securities$08,506
Certificates of participation in pools of residential mortgages$08,022
Issued or guaranteed by U.S.$07,996
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
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)$8,930,0003,014
Available-for-sale securities (fair market value)$2,399,0008,562
Total debt securities$11,050,0006,972
Structured notes
Amortized cost$1,000,0001,189
Fair value$997,0001,296
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$12,235,0007,206
U.S. Government securities$10,382,0006,872
U.S. Treasury securities$4,110,0004,237
U.S. Government agency obligations$6,272,0006,992
Securities issued by states & political subdivisions$1,574,0005,270
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$279,0004,665
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$313,0008,814
Mortgage-backed securities$09,059
Certificates of participation in pools of residential mortgages$08,543
Issued or guaranteed by U.S.$08,513
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
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)$8,846,0003,441
Available-for-sale securities (fair market value)$3,389,0008,432
Total debt securities$11,956,0007,163
Structured notes
Amortized cost$500,0002,460
Fair value$496,0002,630
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$12,929,0007,295
U.S. Government securities$11,028,0006,904
U.S. Treasury securities$5,124,0004,476
U.S. Government agency obligations$5,904,0007,218
Securities issued by states & political subdivisions$1,622,0005,381
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$279,0004,391
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$311,0009,156
Mortgage-backed securities$09,533
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
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)$10,648,0003,261
Available-for-sale securities (fair market value)$2,281,0009,269
Total debt securities$12,650,0007,246
Structured notes
Amortized cost$2,250,0001,497
Fair value$2,200,0001,516
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$15,808,0006,893
U.S. Government securities$13,234,0006,576
U.S. Treasury securities$4,826,0005,684
U.S. Government agency obligations$8,408,0006,008
Securities issued by states & political subdivisions$1,995,0005,207
Other domestic debt securities$300,0004,144
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$300,0003,305
Foreign debt securitiesNANA
Equity securities$279,0004,171
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$315,0009,604
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,622,0004,633
Available-for-sale securities (fair market value)$2,186,0008,690
Total debt securities$15,529,0006,862
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$14,138,0007,682
U.S. Government securities$11,705,0007,360
U.S. Treasury securities$4,324,0006,175
U.S. Government agency obligations$7,381,0006,634
Securities issued by states & political subdivisions$2,006,0005,301
Other domestic debt securities$300,0004,838
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$300,0003,756
Foreign debt securitiesNANA
Equity securities$127,0005,266
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,318,0007,992
Mortgage-backed securities$010,693
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$14,011,0007,554
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$14,892,0007,390
U.S. Government securities$12,547,0007,039
U.S. Treasury securities$6,080,0005,091
U.S. Government agency obligations$6,467,0007,091
Securities issued by states & political subdivisions$1,740,0005,361
Other domestic debt securities$605,0004,797
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$605,0003,557
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$315,00010,189
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$14,892,0007,264
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