Lake-Osceola State Bank, Securities

2021-03-31Rank
Total securities$42,601,0002,670
U.S. Government securities$5,855,0003,792
U.S. Treasury securities$01,631
U.S. Government agency obligations$5,855,0003,609
Securities issued by states & political subdivisions$31,067,0001,445
Other domestic debt securities$5,679,0001,085
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,189,000399
Structured financial products - Total$0158
Other domestic debt securities - All other$2,490,0001,054
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,734,0003,320
Mortgage-backed securities$5,855,0003,084
Certificates of participation in pools of residential mortgages$27,0003,934
Issued or guaranteed by U.S.$27,0003,861
Privately issued$0261
Collaterized mortgage obligations$5,828,0001,410
CMOs issued by government agencies or sponsored agencies$5,828,0001,367
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$42,601,0002,505
Total debt securities$42,601,0002,653
Structured notes
Amortized cost$3,166,000183
Fair value$3,189,000181
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$30,864,0002,973
U.S. Government securities$6,098,0003,655
U.S. Treasury securities$01,194
U.S. Government agency obligations$6,098,0003,506
Securities issued by states & political subdivisions$20,043,0001,894
Other domestic debt securities$4,723,0001,118
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,223,000375
Structured financial products - Total$0156
Other domestic debt securities - All other$1,500,0001,196
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$3,860,0003,306
Mortgage-backed securities$6,098,0003,014
Certificates of participation in pools of residential mortgages$37,0003,925
Issued or guaranteed by U.S.$37,0003,857
Privately issued$0245
Collaterized mortgage obligations$6,061,0001,401
CMOs issued by government agencies or sponsored agencies$6,061,0001,358
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$30,864,0002,795
Total debt securities$30,864,0002,952
Structured notes
Amortized cost$3,242,000110
Fair value$3,223,000112
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$25,724,0003,088
U.S. Government securities$6,456,0003,639
U.S. Treasury securities$01,216
U.S. Government agency obligations$6,456,0003,476
Securities issued by states & political subdivisions$15,997,0002,024
Other domestic debt securities$3,271,0001,219
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,271,000360
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,061,0003,286
Mortgage-backed securities$6,456,0002,975
Certificates of participation in pools of residential mortgages$47,0003,919
Issued or guaranteed by U.S.$47,0003,852
Privately issued$0251
Collaterized mortgage obligations$6,409,0001,387
CMOs issued by government agencies or sponsored agencies$6,409,0001,349
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$25,724,0002,897
Total debt securities$25,724,0003,067
Structured notes
Amortized cost$3,329,000104
Fair value$3,271,000106
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$17,756,0003,452
U.S. Government securities$6,934,0003,589
U.S. Treasury securities$01,251
U.S. Government agency obligations$6,934,0003,431
Securities issued by states & political subdivisions$7,583,0002,702
Other domestic debt securities$3,239,0001,167
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,239,000325
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,204,0003,294
Mortgage-backed securities$6,934,0002,921
Certificates of participation in pools of residential mortgages$61,0003,912
Issued or guaranteed by U.S.$61,0003,844
Privately issued$0251
Collaterized mortgage obligations$6,873,0001,390
CMOs issued by government agencies or sponsored agencies$6,873,0001,354
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$17,756,0003,237
Total debt securities$17,756,0003,426
Structured notes
Amortized cost$3,412,000112
Fair value$3,239,000115
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$19,917,0003,315
U.S. Government securities$7,880,0003,540
U.S. Treasury securities$01,297
U.S. Government agency obligations$7,880,0003,382
Securities issued by states & political subdivisions$8,981,0002,426
Other domestic debt securities$3,056,0001,134
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,056,000310
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,341,0003,274
Mortgage-backed securities$7,047,0002,930
Certificates of participation in pools of residential mortgages$76,0003,930
Issued or guaranteed by U.S.$76,0003,855
Privately issued$0267
Collaterized mortgage obligations$6,971,0001,397
CMOs issued by government agencies or sponsored agencies$6,971,0001,360
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$19,917,0003,102
Total debt securities$19,916,0003,289
Structured notes
Amortized cost$3,475,000135
Fair value$3,056,000142
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$19,354,0003,401
U.S. Government securities$8,627,0003,531
U.S. Treasury securities$01,363
U.S. Government agency obligations$8,627,0003,379
Securities issued by states & political subdivisions$7,232,0002,647
Other domestic debt securities$3,495,0001,053
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$3,495,000285
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,504,0003,294
Mortgage-backed securities$6,338,0002,981
Certificates of participation in pools of residential mortgages$93,0003,937
Issued or guaranteed by U.S.$93,0003,869
Privately issued$0249
Collaterized mortgage obligations$6,245,0001,473
CMOs issued by government agencies or sponsored agencies$6,245,0001,433
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$19,354,0003,171
Total debt securities$19,354,0003,379
Structured notes
Amortized cost$3,547,000186
Fair value$3,495,000186
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$18,544,0003,490
U.S. Government securities$9,231,0003,503
U.S. Treasury securities$01,429
U.S. Government agency obligations$9,231,0003,350
Securities issued by states & political subdivisions$6,685,0002,737
Other domestic debt securities$2,628,0001,171
Privately issued residential mortgage-backed securities$2,628,000292
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,988,0003,291
Mortgage-backed securities$9,218,0002,669
Certificates of participation in pools of residential mortgages$112,0003,962
Issued or guaranteed by U.S.$112,0003,890
Privately issued$0287
Collaterized mortgage obligations$9,106,0001,229
CMOs issued by government agencies or sponsored agencies$6,478,0001,411
Privately issued$2,628,000170
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$18,544,0003,245
Total debt securities$18,545,0003,469
Structured notes
Amortized cost$349,000773
Fair value$350,000771
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$19,235,0003,518
U.S. Government securities$6,066,0003,974
U.S. Treasury securities$01,467
U.S. Government agency obligations$6,066,0003,818
Securities issued by states & political subdivisions$13,169,0002,046
Other domestic debt securities$02,012
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$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,787,0003,545
Mortgage-backed securities$1,728,0003,679
Certificates of participation in pools of residential mortgages$134,0003,965
Issued or guaranteed by U.S.$134,0003,901
Privately issued$0244
Collaterized mortgage obligations$1,594,0002,191
CMOs issued by government agencies or sponsored agencies$1,594,0002,143
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$19,235,0003,278
Total debt securities$19,235,0003,500
Structured notes
Amortized cost$2,045,000389
Fair value$2,050,000391
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$21,257,0003,426
U.S. Government securities$5,942,0004,042
U.S. Treasury securities$01,516
U.S. Government agency obligations$5,942,0003,883
Securities issued by states & political subdivisions$15,315,0001,935
Other domestic debt securities$02,025
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$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,952,0003,567
Mortgage-backed securities$1,848,0003,680
Certificates of participation in pools of residential mortgages$157,0003,986
Issued or guaranteed by U.S.$157,0003,915
Privately issued$0248
Collaterized mortgage obligations$1,691,0002,173
CMOs issued by government agencies or sponsored agencies$1,691,0002,120
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$21,257,0003,183
Total debt securities$21,257,0003,406
Structured notes
Amortized cost$2,045,000401
Fair value$2,039,000402
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$21,169,0003,473
U.S. Government securities$5,992,0004,071
U.S. Treasury securities$01,513
U.S. Government agency obligations$5,992,0003,924
Securities issued by states & political subdivisions$15,177,0001,987
Other domestic debt securities$02,028
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$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,901,0003,601
Mortgage-backed securities$1,746,0003,706
Certificates of participation in pools of residential mortgages$181,0004,000
Issued or guaranteed by U.S.$181,0003,943
Privately issued$0211
Collaterized mortgage obligations$1,565,0002,203
CMOs issued by government agencies or sponsored agencies$1,565,0002,152
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$21,169,0003,221
Total debt securities$21,171,0003,454
Structured notes
Amortized cost$2,044,000415
Fair value$2,023,000417
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$21,574,0003,479
U.S. Government securities$6,073,0004,110
U.S. Treasury securities$01,500
U.S. Government agency obligations$6,073,0003,968
Securities issued by states & political subdivisions$15,501,0001,990
Other domestic debt securities$02,008
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$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,858,0003,653
Mortgage-backed securities$1,872,0003,734
Certificates of participation in pools of residential mortgages$208,0004,045
Issued or guaranteed by U.S.$208,0004,024
Privately issued$0145
Collaterized mortgage obligations$1,664,0002,176
CMOs issued by government agencies or sponsored agencies$1,664,0002,122
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$21,574,0003,217
Total debt securities$21,574,0003,457
Structured notes
Amortized cost$2,044,000412
Fair value$2,001,000414
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$20,199,0003,620
U.S. Government securities$6,284,0004,106
U.S. Treasury securities$01,475
U.S. Government agency obligations$6,284,0003,960
Securities issued by states & political subdivisions$13,915,0002,164
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,877,0003,676
Mortgage-backed securities$2,063,0003,744
Certificates of participation in pools of residential mortgages$243,0004,078
Issued or guaranteed by U.S.$243,0003,942
Privately issued$0453
Collaterized mortgage obligations$1,820,0002,145
CMOs issued by government agencies or sponsored agencies$1,820,0002,090
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$20,199,0003,350
Total debt securities$20,199,0003,598
Structured notes
Amortized cost$2,044,000421
Fair value$2,023,000420
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$21,111,0003,591
U.S. Government securities$6,486,0004,149
U.S. Treasury securities$01,426
U.S. Government agency obligations$6,486,0004,002
Securities issued by states & political subdivisions$14,625,0002,142
Other domestic debt securities$02,028
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$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,886,0003,724
Mortgage-backed securities$2,256,0003,737
Certificates of participation in pools of residential mortgages$284,0004,094
Issued or guaranteed by U.S.$284,0004,087
Privately issued$067
Collaterized mortgage obligations$1,972,0002,094
CMOs issued by government agencies or sponsored agencies$1,972,0002,035
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$21,111,0003,311
Total debt securities$21,111,0003,569
Structured notes
Amortized cost$2,044,000414
Fair value$2,023,000413
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$21,503,0003,631
U.S. Government securities$6,734,0004,148
U.S. Treasury securities$01,328
U.S. Government agency obligations$6,734,0004,007
Securities issued by states & political subdivisions$14,769,0002,202
Other domestic debt securities$02,035
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$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$598,0004,618
Mortgage-backed securities$2,473,0003,726
Certificates of participation in pools of residential mortgages$331,0004,114
Issued or guaranteed by U.S.$331,0004,109
Privately issued$064
Collaterized mortgage obligations$2,142,0002,039
CMOs issued by government agencies or sponsored agencies$2,142,0001,976
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$21,503,0003,347
Total debt securities$21,503,0003,605
Structured notes
Amortized cost$2,043,000408
Fair value$2,037,000406
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$21,580,0003,669
U.S. Government securities$7,038,0004,142
U.S. Treasury securities$01,313
U.S. Government agency obligations$7,038,0004,003
Securities issued by states & political subdivisions$14,542,0002,261
Other domestic debt securities$02,063
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$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$599,0004,682
Mortgage-backed securities$2,743,0003,720
Certificates of participation in pools of residential mortgages$388,0004,143
Issued or guaranteed by U.S.$388,0004,139
Privately issued$069
Collaterized mortgage obligations$2,355,0002,005
CMOs issued by government agencies or sponsored agencies$2,355,0001,944
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$21,580,0003,379
Total debt securities$21,580,0003,644
Structured notes
Amortized cost$2,043,000428
Fair value$2,044,000425
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$18,561,0003,919
U.S. Government securities$7,240,0004,157
U.S. Treasury securities$01,351
U.S. Government agency obligations$7,240,0004,026
Securities issued by states & political subdivisions$11,321,0002,584
Other domestic debt securities$02,100
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$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,102,0004,544
Mortgage-backed securities$3,025,0003,701
Certificates of participation in pools of residential mortgages$445,0004,145
Issued or guaranteed by U.S.$445,0004,140
Privately issued$067
Collaterized mortgage obligations$2,580,0001,986
CMOs issued by government agencies or sponsored agencies$2,580,0001,923
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$18,561,0003,621
Total debt securities$18,561,0003,893
Structured notes
Amortized cost$1,443,000567
Fair value$1,446,000567
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$19,294,0003,914
U.S. Government securities$7,409,0004,200
U.S. Treasury securities$01,390
U.S. Government agency obligations$7,409,0004,062
Securities issued by states & political subdivisions$11,885,0002,553
Other domestic debt securities$02,154
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$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,606,0004,462
Mortgage-backed securities$3,304,0003,698
Certificates of participation in pools of residential mortgages$497,0004,183
Issued or guaranteed by U.S.$497,0004,179
Privately issued$066
Collaterized mortgage obligations$2,807,0001,947
CMOs issued by government agencies or sponsored agencies$2,807,0001,887
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)$19,294,0003,602
Total debt securities$19,294,0003,887
Structured notes
Amortized cost$1,095,000624
Fair value$1,092,000618
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$19,197,0003,919
U.S. Government securities$7,710,0004,152
U.S. Treasury securities$01,367
U.S. Government agency obligations$7,710,0004,013
Securities issued by states & political subdivisions$11,487,0002,605
Other domestic debt securities$02,175
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$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,111,0004,369
Mortgage-backed securities$3,609,0003,661
Certificates of participation in pools of residential mortgages$549,0004,181
Issued or guaranteed by U.S.$549,0004,175
Privately issued$071
Collaterized mortgage obligations$3,060,0001,889
CMOs issued by government agencies or sponsored agencies$3,060,0001,823
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)$19,197,0003,608
Total debt securities$19,197,0003,893
Structured notes
Amortized cost$599,000823
Fair value$595,000820
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$18,917,0003,935
U.S. Government securities$7,807,0004,158
U.S. Treasury securities$01,214
U.S. Government agency obligations$7,807,0004,035
Securities issued by states & political subdivisions$11,110,0002,653
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,625,0004,289
Mortgage-backed securities$4,022,0003,628
Certificates of participation in pools of residential mortgages$617,0004,190
Issued or guaranteed by U.S.$617,0004,187
Privately issued$067
Collaterized mortgage obligations$3,405,0001,845
CMOs issued by government agencies or sponsored agencies$3,405,0001,776
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)$18,917,0003,619
Total debt securities$18,917,0003,910
Structured notes
Amortized cost$599,000812
Fair value$600,000808
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$20,692,0003,885
U.S. Government securities$7,804,0004,261
U.S. Treasury securities$01,253
U.S. Government agency obligations$7,804,0004,134
Securities issued by states & political subdivisions$12,888,0002,470
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$2,033,0004,535
Mortgage-backed securities$4,414,0003,581
Certificates of participation in pools of residential mortgages$679,0004,213
Issued or guaranteed by U.S.$679,0004,208
Privately issued$071
Collaterized mortgage obligations$3,735,0001,807
CMOs issued by government agencies or sponsored agencies$3,735,0001,739
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)$20,692,0003,574
Total debt securities$20,692,0003,855
Structured notes
Amortized cost$599,000943
Fair value$600,000940
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$20,028,0003,989
U.S. Government securities$7,419,0004,429
U.S. Treasury securities$01,296
U.S. Government agency obligations$7,419,0004,313
Securities issued by states & political subdivisions$12,609,0002,485
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$2,632,0004,404
Mortgage-backed securities$3,033,0003,868
Certificates of participation in pools of residential mortgages$753,0004,222
Issued or guaranteed by U.S.$753,0004,218
Privately issued$066
Collaterized mortgage obligations$2,280,0002,131
CMOs issued by government agencies or sponsored agencies$2,280,0002,069
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)$20,028,0003,654
Total debt securities$20,028,0003,966
Structured notes
Amortized cost$599,0001,106
Fair value$594,0001,111
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$19,986,0004,040
U.S. Government securities$7,387,0004,482
U.S. Treasury securities$01,367
U.S. Government agency obligations$7,387,0004,358
Securities issued by states & political subdivisions$12,599,0002,510
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$3,128,0004,321
Mortgage-backed securities$3,273,0003,834
Certificates of participation in pools of residential mortgages$824,0004,219
Issued or guaranteed by U.S.$824,0004,216
Privately issued$066
Collaterized mortgage obligations$2,449,0002,115
CMOs issued by government agencies or sponsored agencies$2,449,0002,051
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$19,986,0003,694
Total debt securities$19,986,0004,012
Structured notes
Amortized cost$599,0001,229
Fair value$583,0001,236
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$20,360,0004,078
U.S. Government securities$7,886,0004,493
U.S. Treasury securities$01,303
U.S. Government agency obligations$7,886,0004,379
Securities issued by states & political subdivisions$12,474,0002,542
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$3,319,0004,347
Mortgage-backed securities$3,576,0003,820
Certificates of participation in pools of residential mortgages$910,0004,247
Issued or guaranteed by U.S.$910,0004,242
Privately issued$065
Collaterized mortgage obligations$2,666,0002,079
CMOs issued by government agencies or sponsored agencies$2,666,0002,019
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)$20,360,0003,725
Total debt securities$20,359,0004,050
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$17,959,0004,336
U.S. Government securities$8,206,0004,567
U.S. Treasury securities$01,348
U.S. Government agency obligations$8,206,0004,460
Securities issued by states & political subdivisions$9,753,0002,870
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$3,333,0004,401
Mortgage-backed securities$3,897,0003,837
Certificates of participation in pools of residential mortgages$991,0004,294
Issued or guaranteed by U.S.$991,0004,290
Privately issued$067
Collaterized mortgage obligations$2,906,0002,080
CMOs issued by government agencies or sponsored agencies$2,906,0002,014
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)$17,959,0003,972
Total debt securities$17,959,0004,310
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$18,861,0004,322
U.S. Government securities$8,035,0004,664
U.S. Treasury securities$01,327
U.S. Government agency obligations$8,035,0004,553
Securities issued by states & political subdivisions$10,826,0002,716
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$3,348,0004,448
Mortgage-backed securities$3,441,0003,990
Certificates of participation in pools of residential mortgages$1,090,0004,320
Issued or guaranteed by U.S.$1,090,0004,313
Privately issued$070
Collaterized mortgage obligations$2,351,0002,250
CMOs issued by government agencies or sponsored agencies$2,351,0002,174
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)$18,861,0003,954
Total debt securities$18,861,0004,297
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$19,152,0004,346
U.S. Government securities$8,278,0004,673
U.S. Treasury securities$01,361
U.S. Government agency obligations$8,278,0004,554
Securities issued by states & political subdivisions$10,874,0002,727
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$3,348,0004,510
Mortgage-backed securities$3,692,0004,007
Certificates of participation in pools of residential mortgages$1,187,0004,356
Issued or guaranteed by U.S.$1,187,0004,349
Privately issued$075
Collaterized mortgage obligations$2,505,0002,254
CMOs issued by government agencies or sponsored agencies$2,505,0002,179
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)$19,152,0003,987
Total debt securities$19,152,0004,326
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$19,972,0004,375
U.S. Government securities$8,575,0004,738
U.S. Treasury securities$01,381
U.S. Government agency obligations$8,575,0004,621
Securities issued by states & political subdivisions$11,397,0002,685
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$3,360,0004,563
Mortgage-backed securities$3,987,0004,031
Certificates of participation in pools of residential mortgages$1,276,0004,398
Issued or guaranteed by U.S.$1,276,0004,395
Privately issued$073
Collaterized mortgage obligations$2,711,0002,248
CMOs issued by government agencies or sponsored agencies$2,711,0002,169
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)$19,972,0004,011
Total debt securities$19,972,0004,352
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$19,436,0004,463
U.S. Government securities$8,854,0004,760
U.S. Treasury securities$01,342
U.S. Government agency obligations$8,854,0004,650
Securities issued by states & political subdivisions$10,582,0002,815
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$3,389,0004,589
Mortgage-backed securities$4,246,0004,042
Certificates of participation in pools of residential mortgages$1,396,0004,407
Issued or guaranteed by U.S.$1,396,0004,405
Privately issued$075
Collaterized mortgage obligations$2,850,0002,245
CMOs issued by government agencies or sponsored agencies$2,850,0002,170
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)$19,436,0004,089
Total debt securities$19,436,0004,443
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$21,714,0004,321
U.S. Government securities$9,124,0004,760
U.S. Treasury securities$01,198
U.S. Government agency obligations$9,124,0004,659
Securities issued by states & political subdivisions$12,590,0002,553
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$3,390,0004,615
Mortgage-backed securities$4,522,0004,029
Certificates of participation in pools of residential mortgages$1,479,0004,408
Issued or guaranteed by U.S.$1,479,0004,404
Privately issued$076
Collaterized mortgage obligations$3,043,0002,198
CMOs issued by government agencies or sponsored agencies$3,043,0002,124
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)$21,714,0003,949
Total debt securities$21,714,0004,297
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$21,004,0004,387
U.S. Government securities$9,383,0004,707
U.S. Treasury securities$01,131
U.S. Government agency obligations$9,383,0004,608
Securities issued by states & political subdivisions$11,621,0002,659
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$3,403,0004,633
Mortgage-backed securities$4,782,0003,995
Certificates of participation in pools of residential mortgages$1,580,0004,399
Issued or guaranteed by U.S.$1,580,0004,392
Privately issued$081
Collaterized mortgage obligations$3,202,0002,156
CMOs issued by government agencies or sponsored agencies$3,202,0002,080
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)$21,004,0004,016
Total debt securities$21,005,0004,365
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$21,486,0004,371
U.S. Government securities$9,724,0004,712
U.S. Treasury securities$01,131
U.S. Government agency obligations$9,724,0004,614
Securities issued by states & political subdivisions$11,762,0002,645
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$3,391,0004,693
Mortgage-backed securities$5,133,0003,969
Certificates of participation in pools of residential mortgages$1,698,0004,394
Issued or guaranteed by U.S.$1,698,0004,387
Privately issued$080
Collaterized mortgage obligations$3,435,0002,137
CMOs issued by government agencies or sponsored agencies$3,435,0002,054
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)$21,486,0004,008
Total debt securities$21,486,0004,341
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$18,415,0004,642
U.S. Government securities$9,505,0004,730
U.S. Treasury securities$01,152
U.S. Government agency obligations$9,505,0004,635
Securities issued by states & political subdivisions$8,910,0003,069
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$2,911,0004,844
Mortgage-backed securities$4,865,0004,039
Certificates of participation in pools of residential mortgages$1,872,0004,305
Issued or guaranteed by U.S.$1,872,0004,300
Privately issued$083
Collaterized mortgage obligations$2,993,0002,282
CMOs issued by government agencies or sponsored agencies$2,993,0002,193
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)$18,415,0004,270
Total debt securities$18,415,0004,607
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$19,302,0004,583
U.S. Government securities$9,202,0004,835
U.S. Treasury securities$01,161
U.S. Government agency obligations$9,202,0004,733
Securities issued by states & political subdivisions$10,100,0002,843
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$2,948,0004,877
Mortgage-backed securities$4,976,0004,079
Certificates of participation in pools of residential mortgages$2,088,0004,265
Issued or guaranteed by U.S.$2,088,0004,262
Privately issued$083
Collaterized mortgage obligations$2,888,0002,347
CMOs issued by government agencies or sponsored agencies$2,888,0002,251
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)$19,302,0004,228
Total debt securities$19,303,0004,551
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$18,293,0004,645
U.S. Government securities$8,860,0004,874
U.S. Treasury securities$01,135
U.S. Government agency obligations$8,860,0004,780
Securities issued by states & political subdivisions$9,433,0002,934
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$2,204,0005,122
Mortgage-backed securities$4,630,0004,163
Certificates of participation in pools of residential mortgages$2,314,0004,218
Issued or guaranteed by U.S.$2,314,0004,217
Privately issued$085
Collaterized mortgage obligations$2,316,0002,573
CMOs issued by government agencies or sponsored agencies$2,316,0002,472
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)$18,293,0004,283
Total debt securities$18,293,0004,612
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$18,384,0004,687
U.S. Government securities$10,323,0004,744
U.S. Treasury securities$01,086
U.S. Government agency obligations$10,323,0004,644
Securities issued by states & political subdivisions$8,061,0003,126
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$2,220,0005,178
Mortgage-backed securities$5,073,0004,205
Certificates of participation in pools of residential mortgages$2,554,0004,284
Issued or guaranteed by U.S.$2,554,0004,283
Privately issued$088
Collaterized mortgage obligations$2,519,0002,611
CMOs issued by government agencies or sponsored agencies$2,519,0002,502
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)$18,384,0004,330
Total debt securities$18,384,0004,655
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$17,281,0004,838
U.S. Government securities$8,240,0005,162
U.S. Treasury securities$01,068
U.S. Government agency obligations$8,240,0005,067
Securities issued by states & political subdivisions$9,041,0002,889
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$2,119,0005,273
Mortgage-backed securities$5,453,0004,163
Certificates of participation in pools of residential mortgages$2,758,0004,267
Issued or guaranteed by U.S.$2,758,0004,266
Privately issued$094
Collaterized mortgage obligations$2,695,0002,589
CMOs issued by government agencies or sponsored agencies$2,695,0002,472
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)$17,281,0004,462
Total debt securities$17,282,0004,805
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$17,689,0004,837
U.S. Government securities$8,465,0005,238
U.S. Treasury securities$01,157
U.S. Government agency obligations$8,465,0005,134
Securities issued by states & political subdivisions$9,224,0002,791
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$2,983,0005,003
Mortgage-backed securities$5,329,0004,217
Certificates of participation in pools of residential mortgages$2,451,0004,360
Issued or guaranteed by U.S.$2,451,0004,357
Privately issued$094
Collaterized mortgage obligations$2,878,0002,563
CMOs issued by government agencies or sponsored agencies$2,878,0002,442
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)$17,689,0004,467
Total debt securities$17,689,0004,810
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$18,579,0004,688
U.S. Government securities$9,338,0005,042
U.S. Treasury securities$01,076
U.S. Government agency obligations$9,338,0004,946
Securities issued by states & political subdivisions$9,241,0002,759
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$2,944,0004,801
Mortgage-backed securities$5,681,0004,097
Certificates of participation in pools of residential mortgages$2,622,0004,254
Issued or guaranteed by U.S.$2,622,0004,247
Privately issued$0121
Collaterized mortgage obligations$3,059,0002,481
CMOs issued by government agencies or sponsored agencies$3,059,0002,296
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)$18,579,0004,299
Total debt securities$18,579,0004,656
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$18,348,0004,683
U.S. Government securities$8,865,0005,109
U.S. Treasury securities$01,126
U.S. Government agency obligations$8,865,0005,009
Securities issued by states & political subdivisions$9,483,0002,661
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$2,963,0004,809
Mortgage-backed securities$5,182,0004,160
Certificates of participation in pools of residential mortgages$1,935,0004,432
Issued or guaranteed by U.S.$1,935,0004,419
Privately issued$0132
Collaterized mortgage obligations$3,247,0002,414
CMOs issued by government agencies or sponsored agencies$3,247,0002,228
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)$18,348,0004,294
Total debt securities$18,348,0004,647
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$19,079,0004,673
U.S. Government securities$9,176,0005,185
U.S. Treasury securities$76,0001,213
U.S. Government agency obligations$9,100,0005,086
Securities issued by states & political subdivisions$9,903,0002,522
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,023,0004,830
Mortgage-backed securities$5,424,0004,067
Certificates of participation in pools of residential mortgages$2,065,0004,367
Issued or guaranteed by U.S.$2,065,0004,356
Privately issued$0125
Collaterized mortgage obligations$3,359,0002,360
CMOs issued by government agencies or sponsored agencies$3,359,0002,156
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)$19,079,0004,280
Total debt securities$19,079,0004,635
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$20,316,0004,508
U.S. Government securities$9,980,0005,035
U.S. Treasury securities$77,0001,258
U.S. Government agency obligations$9,903,0004,932
Securities issued by states & political subdivisions$10,336,0002,440
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$2,941,0004,870
Mortgage-backed securities$5,008,0004,078
Certificates of participation in pools of residential mortgages$2,192,0004,270
Issued or guaranteed by U.S.$2,192,0004,261
Privately issued$0136
Collaterized mortgage obligations$2,816,0002,442
CMOs issued by government agencies or sponsored agencies$2,816,0002,216
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)$20,316,0004,132
Total debt securities$20,316,0004,471
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$17,824,0004,672
U.S. Government securities$8,320,0005,170
U.S. Treasury securities$77,0001,263
U.S. Government agency obligations$8,243,0005,085
Securities issued by states & political subdivisions$9,504,0002,529
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$2,955,0004,876
Mortgage-backed securities$4,329,0004,148
Certificates of participation in pools of residential mortgages$2,399,0004,096
Issued or guaranteed by U.S.$2,399,0004,087
Privately issued$0141
Collaterized mortgage obligations$1,930,0002,654
CMOs issued by government agencies or sponsored agencies$1,930,0002,411
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)$17,824,0004,284
Total debt securities$17,823,0004,637
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$17,371,0004,662
U.S. Government securities$7,970,0005,209
U.S. Treasury securities$78,0001,169
U.S. Government agency obligations$7,892,0005,108
Securities issued by states & political subdivisions$9,401,0002,472
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$1,946,0005,334
Mortgage-backed securities$2,677,0004,586
Certificates of participation in pools of residential mortgages$2,677,0003,981
Issued or guaranteed by U.S.$2,677,0003,972
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)$17,371,0004,266
Total debt securities$17,369,0004,622
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$16,674,0004,786
U.S. Government securities$8,595,0005,215
U.S. Treasury securities$78,0001,111
U.S. Government agency obligations$8,517,0005,114
Securities issued by states & political subdivisions$8,079,0002,579
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$1,857,0005,421
Mortgage-backed securities$2,814,0004,556
Certificates of participation in pools of residential mortgages$2,814,0003,980
Issued or guaranteed by U.S.$2,814,0003,972
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)$16,674,0004,371
Total debt securities$16,674,0004,745
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$13,835,0005,176
U.S. Government securities$4,797,0006,187
U.S. Treasury securities$281,0001,031
U.S. Government agency obligations$4,516,0006,131
Securities issued by states & political subdivisions$9,038,0002,389
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$2,077,0005,377
Mortgage-backed securities$1,114,0005,259
Certificates of participation in pools of residential mortgages$1,114,0004,810
Issued or guaranteed by U.S.$1,114,0004,801
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)$13,835,0004,740
Total debt securities$13,834,0005,140
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$17,548,0004,682
U.S. Government securities$3,846,0006,418
U.S. Treasury securities$283,000975
U.S. Government agency obligations$3,563,0006,422
Securities issued by states & political subdivisions$13,702,0001,793
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$2,096,0005,407
Mortgage-backed securities$1,196,0005,300
Certificates of participation in pools of residential mortgages$1,196,0004,854
Issued or guaranteed by U.S.$1,196,0004,844
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)$17,548,0004,257
Total debt securities$17,548,0004,640
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$18,182,0004,655
U.S. Government securities$3,986,0006,448
U.S. Treasury securities$284,000930
U.S. Government agency obligations$3,702,0006,435
Securities issued by states & political subdivisions$14,196,0001,735
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$2,118,0005,436
Mortgage-backed securities$1,319,0005,329
Certificates of participation in pools of residential mortgages$1,319,0004,899
Issued or guaranteed by U.S.$1,319,0004,886
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)$18,182,0004,227
Total debt securities$18,182,0004,605
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$16,708,0004,828
U.S. Government securities$4,063,0006,440
U.S. Treasury securities$286,000920
U.S. Government agency obligations$3,777,0006,443
Securities issued by states & political subdivisions$12,645,0001,881
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$2,119,0005,438
Mortgage-backed securities$1,409,0005,348
Certificates of participation in pools of residential mortgages$1,409,0004,909
Issued or guaranteed by U.S.$1,409,0004,894
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)$16,708,0004,380
Total debt securities$16,708,0004,785
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$16,951,0004,809
U.S. Government securities$4,991,0006,296
U.S. Treasury securities$287,000856
U.S. Government agency obligations$4,704,0006,292
Securities issued by states & political subdivisions$11,960,0001,869
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$2,978,0005,174
Mortgage-backed securities$1,011,0005,598
Certificates of participation in pools of residential mortgages$1,011,0005,183
Issued or guaranteed by U.S.$1,011,0005,165
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)$16,951,0004,337
Total debt securities$16,949,0004,766
Structured notes
Amortized cost$855,0001,098
Fair value$857,0001,093
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$11,749,0005,625
U.S. Government securities$4,290,0006,595
U.S. Treasury securities$289,000828
U.S. Government agency obligations$4,001,0006,601
Securities issued by states & political subdivisions$7,459,0002,528
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$3,004,0005,229
Mortgage-backed securities$280,0006,021
Certificates of participation in pools of residential mortgages$280,0005,676
Issued or guaranteed by U.S.$280,0005,656
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$11,749,0005,107
Total debt securities$11,750,0005,578
Structured notes
Amortized cost$855,0001,156
Fair value$858,0001,151
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$10,240,0005,839
U.S. Government securities$4,190,0006,635
U.S. Treasury securities$283,000874
U.S. Government agency obligations$3,907,0006,636
Securities issued by states & political subdivisions$6,050,0002,822
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$2,929,0005,275
Mortgage-backed securities$286,0006,010
Certificates of participation in pools of residential mortgages$286,0005,672
Issued or guaranteed by U.S.$286,0005,654
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$10,240,0005,300
Total debt securities$10,240,0005,791
Structured notes
Amortized cost$855,0001,129
Fair value$820,0001,133
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$9,338,0006,048
U.S. Government securities$3,987,0006,730
U.S. Treasury securities$78,0001,004
U.S. Government agency obligations$3,909,0006,661
Securities issued by states & political subdivisions$5,351,0003,017
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$2,369,0005,459
Mortgage-backed securities$302,0006,015
Certificates of participation in pools of residential mortgages$302,0005,670
Issued or guaranteed by U.S.$302,0005,645
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$9,338,0005,533
Total debt securities$9,337,0005,984
Structured notes
Amortized cost$855,0001,174
Fair value$833,0001,172
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$10,311,0005,878
U.S. Government securities$2,758,0007,153
U.S. Treasury securities$75,0001,031
U.S. Government agency obligations$2,683,0007,073
Securities issued by states & political subdivisions$7,553,0002,532
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$2,428,0005,415
Mortgage-backed securities$331,0005,989
Certificates of participation in pools of residential mortgages$331,0005,623
Issued or guaranteed by U.S.$331,0005,594
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)$220,0003,146
Available-for-sale securities (fair market value)$10,091,0005,389
Total debt securities$10,312,0005,807
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$11,716,0005,720
U.S. Government securities$4,211,0006,831
U.S. Treasury securities$75,0001,134
U.S. Government agency obligations$4,136,0006,729
Securities issued by states & political subdivisions$7,505,0002,511
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$2,370,0005,511
Mortgage-backed securities$350,0005,859
Certificates of participation in pools of residential mortgages$350,0005,477
Issued or guaranteed by U.S.$350,0005,456
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)$220,0003,203
Available-for-sale securities (fair market value)$11,496,0005,191
Total debt securities$11,715,0005,659
Structured notes
Amortized cost$1,481,0001,329
Fair value$1,490,0001,324
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$13,483,0005,463
U.S. Government securities$5,908,0006,419
U.S. Treasury securities$75,0001,221
U.S. Government agency obligations$5,833,0006,338
Securities issued by states & political subdivisions$7,575,0002,451
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$2,326,0005,536
Mortgage-backed securities$367,0005,786
Certificates of participation in pools of residential mortgages$367,0005,378
Issued or guaranteed by U.S.$367,0005,359
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)$320,0003,151
Available-for-sale securities (fair market value)$13,163,0004,933
Total debt securities$13,483,0005,421
Structured notes
Amortized cost$1,978,0001,309
Fair value$1,980,0001,293
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$14,373,0005,311
U.S. Government securities$6,614,0006,247
U.S. Treasury securities$74,0001,350
U.S. Government agency obligations$6,540,0006,146
Securities issued by states & political subdivisions$7,759,0002,417
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$2,286,0005,600
Mortgage-backed securities$383,0005,775
Certificates of participation in pools of residential mortgages$383,0005,376
Issued or guaranteed by U.S.$383,0005,358
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)$489,0003,061
Available-for-sale securities (fair market value)$13,884,0004,807
Total debt securities$14,373,0005,267
Structured notes
Amortized cost$1,976,0001,392
Fair value$1,964,0001,356
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$15,662,0005,149
U.S. Government securities$7,385,0006,064
U.S. Treasury securities$74,0001,437
U.S. Government agency obligations$7,311,0005,968
Securities issued by states & political subdivisions$8,277,0002,327
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$767,0006,383
Mortgage-backed securities$421,0005,737
Certificates of participation in pools of residential mortgages$421,0005,342
Issued or guaranteed by U.S.$421,0005,320
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)$489,0003,116
Available-for-sale securities (fair market value)$15,173,0004,624
Total debt securities$15,664,0005,111
Structured notes
Amortized cost$1,973,0001,454
Fair value$1,978,0001,423
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$15,708,0005,186
U.S. Government securities$7,714,0006,007
U.S. Treasury securities$74,0001,485
U.S. Government agency obligations$7,640,0005,905
Securities issued by states & political subdivisions$7,994,0002,385
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$764,0006,409
Mortgage-backed securities$777,0005,460
Certificates of participation in pools of residential mortgages$727,0005,047
Issued or guaranteed by U.S.$727,0005,029
Privately issued$0208
Collaterized mortgage obligations$50,0003,429
CMOs issued by government agencies or sponsored agencies$50,0003,128
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)$489,0003,178
Available-for-sale securities (fair market value)$15,219,0004,645
Total debt securities$15,707,0005,142
Structured notes
Amortized cost$1,971,0001,549
Fair value$1,965,0001,526
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$17,005,0005,025
U.S. Government securities$8,794,0005,803
U.S. Treasury securities$74,0001,563
U.S. Government agency obligations$8,720,0005,704
Securities issued by states & political subdivisions$8,211,0002,327
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$775,0006,481
Mortgage-backed securities$849,0005,401
Certificates of participation in pools of residential mortgages$796,0004,985
Issued or guaranteed by U.S.$796,0004,962
Privately issued$0214
Collaterized mortgage obligations$53,0003,405
CMOs issued by government agencies or sponsored agencies$53,0003,102
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)$489,0003,251
Available-for-sale securities (fair market value)$16,516,0004,484
Total debt securities$17,005,0004,980
Structured notes
Amortized cost$2,965,0001,258
Fair value$2,964,0001,218
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$17,168,0004,978
U.S. Government securities$8,743,0005,852
U.S. Treasury securities$73,0001,620
U.S. Government agency obligations$8,670,0005,732
Securities issued by states & political subdivisions$8,425,0002,262
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$774,0006,518
Mortgage-backed securities$907,0005,393
Certificates of participation in pools of residential mortgages$850,0004,977
Issued or guaranteed by U.S.$850,0004,956
Privately issued$0211
Collaterized mortgage obligations$57,0003,414
CMOs issued by government agencies or sponsored agencies$57,0003,094
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)$489,0003,300
Available-for-sale securities (fair market value)$16,679,0004,415
Total debt securities$17,168,0004,929
Structured notes
Amortized cost$2,962,0001,304
Fair value$2,908,0001,283
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$17,684,0004,954
U.S. Government securities$8,963,0005,852
U.S. Treasury securities$73,0001,699
U.S. Government agency obligations$8,890,0005,732
Securities issued by states & political subdivisions$8,721,0002,193
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$776,0006,542
Mortgage-backed securities$1,051,0005,334
Certificates of participation in pools of residential mortgages$987,0004,900
Issued or guaranteed by U.S.$987,0004,881
Privately issued$0205
Collaterized mortgage obligations$64,0003,407
CMOs issued by government agencies or sponsored agencies$64,0003,083
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)$489,0003,356
Available-for-sale securities (fair market value)$17,195,0004,380
Total debt securities$17,684,0004,897
Structured notes
Amortized cost$3,460,0001,188
Fair value$3,421,0001,170
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$18,447,0004,846
U.S. Government securities$8,686,0005,910
U.S. Treasury securities$74,0001,720
U.S. Government agency obligations$8,612,0005,768
Securities issued by states & political subdivisions$8,762,0002,178
Other domestic debt securities$999,0002,118
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$999,0001,636
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$779,0006,567
Mortgage-backed securities$1,203,0005,282
Certificates of participation in pools of residential mortgages$1,135,0004,821
Issued or guaranteed by U.S.$1,135,0004,802
Privately issued$0216
Collaterized mortgage obligations$68,0003,415
CMOs issued by government agencies or sponsored agencies$68,0003,095
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)$488,0003,426
Available-for-sale securities (fair market value)$17,959,0004,245
Total debt securities$18,446,0004,797
Structured notes
Amortized cost$2,494,0001,448
Fair value$2,457,0001,438
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$17,769,0004,935
U.S. Government securities$7,873,0006,101
U.S. Treasury securities$74,0001,768
U.S. Government agency obligations$7,799,0005,994
Securities issued by states & political subdivisions$8,892,0002,118
Other domestic debt securities$1,004,0002,114
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$1,004,0001,651
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$785,0006,597
Mortgage-backed securities$1,345,0005,226
Certificates of participation in pools of residential mortgages$1,273,0004,760
Issued or guaranteed by U.S.$1,273,0004,741
Privately issued$0225
Collaterized mortgage obligations$72,0003,415
CMOs issued by government agencies or sponsored agencies$72,0003,094
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)$643,0003,340
Available-for-sale securities (fair market value)$17,126,0004,360
Total debt securities$17,768,0004,884
Structured notes
Amortized cost$1,995,0001,642
Fair value$1,971,0001,619
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$18,557,0004,851
U.S. Government securities$8,847,0005,887
U.S. Treasury securities$01,839
U.S. Government agency obligations$8,847,0005,748
Securities issued by states & political subdivisions$8,701,0002,131
Other domestic debt securities$1,009,0002,167
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$1,009,0001,716
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$716,0006,623
Mortgage-backed securities$1,512,0005,201
Certificates of participation in pools of residential mortgages$1,434,0004,723
Issued or guaranteed by U.S.$1,434,0004,702
Privately issued$0223
Collaterized mortgage obligations$78,0003,437
CMOs issued by government agencies or sponsored agencies$78,0003,123
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)$644,0003,398
Available-for-sale securities (fair market value)$17,913,0004,308
Total debt securities$18,557,0004,793
Structured notes
Amortized cost$2,835,0001,323
Fair value$2,820,0001,321
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$19,428,0004,782
U.S. Government securities$8,994,0005,931
U.S. Treasury securities$75,0001,949
U.S. Government agency obligations$8,919,0005,812
Securities issued by states & political subdivisions$9,427,0002,016
Other domestic debt securities$1,007,0002,227
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$1,007,0001,808
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$580,0006,743
Mortgage-backed securities$1,632,0005,220
Certificates of participation in pools of residential mortgages$1,548,0004,715
Issued or guaranteed by U.S.$1,548,0004,699
Privately issued$0207
Collaterized mortgage obligations$84,0003,465
CMOs issued by government agencies or sponsored agencies$84,0003,160
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)$1,335,0003,037
Available-for-sale securities (fair market value)$18,093,0004,340
Total debt securities$19,430,0004,731
Structured notes
Amortized cost$2,835,0001,312
Fair value$2,788,0001,311
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$20,231,0004,696
U.S. Government securities$9,453,0005,814
U.S. Treasury securities$76,0001,945
U.S. Government agency obligations$9,377,0005,686
Securities issued by states & political subdivisions$9,750,0001,987
Other domestic debt securities$1,028,0002,254
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$1,028,0001,850
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$588,0006,751
Mortgage-backed securities$1,785,0005,172
Certificates of participation in pools of residential mortgages$1,694,0004,656
Issued or guaranteed by U.S.$1,694,0004,639
Privately issued$0203
Collaterized mortgage obligations$91,0003,493
CMOs issued by government agencies or sponsored agencies$91,0003,184
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)$1,433,0003,019
Available-for-sale securities (fair market value)$18,798,0004,267
Total debt securities$20,231,0004,630
Structured notes
Amortized cost$2,828,0001,279
Fair value$2,821,0001,279
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$20,288,0004,678
U.S. Government securities$8,964,0005,948
U.S. Treasury securities$77,0001,972
U.S. Government agency obligations$8,887,0005,818
Securities issued by states & political subdivisions$9,769,0001,983
Other domestic debt securities$1,555,0001,983
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$1,555,0001,631
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$595,0006,777
Mortgage-backed securities$1,998,0005,084
Certificates of participation in pools of residential mortgages$1,899,0004,579
Issued or guaranteed by U.S.$1,899,0004,565
Privately issued$0225
Collaterized mortgage obligations$99,0003,496
CMOs issued by government agencies or sponsored agencies$99,0003,188
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)$1,552,0003,010
Available-for-sale securities (fair market value)$18,736,0004,246
Total debt securities$20,287,0004,613
Structured notes
Amortized cost$2,828,0001,317
Fair value$2,825,0001,316
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$20,908,0004,671
U.S. Government securities$10,104,0005,742
U.S. Treasury securities$78,0002,081
U.S. Government agency obligations$10,026,0005,604
Securities issued by states & political subdivisions$9,241,0002,057
Other domestic debt securities$1,563,0002,067
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$1,563,0001,715
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$482,0006,947
Mortgage-backed securities$2,241,0005,031
Certificates of participation in pools of residential mortgages$2,131,0004,487
Issued or guaranteed by U.S.$2,131,0004,471
Privately issued$0225
Collaterized mortgage obligations$110,0003,538
CMOs issued by government agencies or sponsored agencies$110,0003,237
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)$1,551,0003,016
Available-for-sale securities (fair market value)$19,357,0004,267
Total debt securities$20,909,0004,605
Structured notes
Amortized cost$2,827,0001,287
Fair value$2,767,0001,292
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$20,678,0004,688
U.S. Government securities$9,516,0005,865
U.S. Treasury securities$80,0002,059
U.S. Government agency obligations$9,436,0005,724
Securities issued by states & political subdivisions$9,567,0002,031
Other domestic debt securities$1,595,0002,151
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$1,595,0001,802
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$489,0006,936
Mortgage-backed securities$2,671,0004,901
Certificates of participation in pools of residential mortgages$2,552,0004,340
Issued or guaranteed by U.S.$2,552,0004,330
Privately issued$0230
Collaterized mortgage obligations$119,0003,607
CMOs issued by government agencies or sponsored agencies$119,0003,290
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)$2,007,0002,816
Available-for-sale securities (fair market value)$18,671,0004,331
Total debt securities$20,679,0004,608
Structured notes
Amortized cost$2,334,0001,237
Fair value$2,356,0001,237
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$22,169,0004,539
U.S. Government securities$10,727,0005,584
U.S. Treasury securities$80,0002,205
U.S. Government agency obligations$10,647,0005,446
Securities issued by states & political subdivisions$9,838,0001,967
Other domestic debt securities$1,604,0002,167
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,604,0001,884
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$494,0006,941
Mortgage-backed securities$2,976,0004,742
Certificates of participation in pools of residential mortgages$2,840,0004,168
Issued or guaranteed by U.S.$2,840,0004,154
Privately issued$0248
Collaterized mortgage obligations$136,0003,627
CMOs issued by government agencies or sponsored agencies$136,0003,453
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)$2,006,0002,856
Available-for-sale securities (fair market value)$20,163,0004,186
Total debt securities$22,170,0004,462
Structured notes
Amortized cost$3,806,000796
Fair value$3,794,000796
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$21,539,0004,546
U.S. Government securities$10,449,0005,515
U.S. Treasury securities$81,0002,265
U.S. Government agency obligations$10,368,0005,378
Securities issued by states & political subdivisions$9,333,0002,067
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$1,757,00080
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$499,0006,965
Mortgage-backed securities$3,309,0004,607
Certificates of participation in pools of residential mortgages$3,156,0004,033
Issued or guaranteed by U.S.$3,156,0004,019
Privately issued$0253
Collaterized mortgage obligations$153,0003,691
CMOs issued by government agencies or sponsored agencies$153,0003,506
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)$2,250,0002,798
Available-for-sale securities (fair market value)$19,289,0004,215
Total debt securities$21,539,0004,470
Structured notes
Amortized cost$2,464,000935
Fair value$2,448,000933
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$20,161,0004,666
U.S. Government securities$9,911,0005,582
U.S. Treasury securities$83,0002,300
U.S. Government agency obligations$9,828,0005,430
Securities issued by states & political subdivisions$8,480,0002,197
Other domestic debt securities$1,770,0002,282
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,770,0001,990
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$507,0006,920
Mortgage-backed securities$3,462,0004,629
Certificates of participation in pools of residential mortgages$3,296,0004,021
Issued or guaranteed by U.S.$3,296,0004,009
Privately issued$0256
Collaterized mortgage obligations$166,0003,846
CMOs issued by government agencies or sponsored agencies$166,0003,661
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)$2,363,0002,764
Available-for-sale securities (fair market value)$17,798,0004,373
Total debt securities$20,161,0004,573
Structured notes
Amortized cost$650,0001,517
Fair value$650,0001,523
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$22,014,0004,381
U.S. Government securities$11,661,0005,194
U.S. Treasury securities$83,0002,360
U.S. Government agency obligations$11,578,0005,031
Securities issued by states & political subdivisions$8,650,0002,085
Other domestic debt securities$1,703,0002,338
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$1,703,0002,033
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$508,0006,959
Mortgage-backed securities$4,274,0004,398
Certificates of participation in pools of residential mortgages$3,741,0003,861
Issued or guaranteed by U.S.$3,741,0003,849
Privately issued$0257
Collaterized mortgage obligations$533,0003,478
CMOs issued by government agencies or sponsored agencies$533,0003,312
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)$2,721,0002,679
Available-for-sale securities (fair market value)$19,293,0004,128
Total debt securities$22,014,0004,294
Structured notes
Amortized cost$1,150,000856
Fair value$1,143,000857
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$13,881,0005,664
U.S. Government securities$4,858,0007,223
U.S. Treasury securities$83,0002,517
U.S. Government agency obligations$4,775,0007,047
Securities issued by states & political subdivisions$7,298,0002,332
Other domestic debt securities$1,725,0002,333
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$1,725,0002,039
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$511,0006,988
Mortgage-backed securities$3,718,0004,588
Certificates of participation in pools of residential mortgages$3,152,0004,084
Issued or guaranteed by U.S.$3,152,0004,071
Privately issued$0252
Collaterized mortgage obligations$566,0003,519
CMOs issued by government agencies or sponsored agencies$566,0003,367
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)$2,722,0002,753
Available-for-sale securities (fair market value)$11,159,0005,473
Total debt securities$13,881,0005,569
Structured notes
Amortized cost$1,159,000716
Fair value$1,208,000710
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$13,491,0005,700
U.S. Government securities$3,966,0007,671
U.S. Treasury securities$82,0003,157
U.S. Government agency obligations$3,884,0007,456
Securities issued by states & political subdivisions$7,967,0002,076
Other domestic debt securities$1,558,0002,498
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$1,558,0002,135
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$498,0007,248
Mortgage-backed securities$2,330,0005,073
Certificates of participation in pools of residential mortgages$1,805,0004,630
Issued or guaranteed by U.S.$1,805,0004,609
Privately issued$0260
Collaterized mortgage obligations$525,0003,688
CMOs issued by government agencies or sponsored agencies$525,0003,523
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)$3,081,0002,762
Available-for-sale securities (fair market value)$10,410,0005,531
Total debt securities$13,491,0005,605
Structured notes
Amortized cost$468,000655
Fair value$474,000652
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$17,108,0005,147
U.S. Government securities$9,251,0006,091
U.S. Treasury securities$1,078,0002,511
U.S. Government agency obligations$8,173,0006,094
Securities issued by states & political subdivisions$7,487,0002,088
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$370,0004,504
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$474,0007,580
Mortgage-backed securities$1,437,0005,159
Certificates of participation in pools of residential mortgages$639,0005,221
Issued or guaranteed by U.S.$639,0005,206
Privately issued$0308
Collaterized mortgage obligations$798,0003,051
CMOs issued by government agencies or sponsored agencies$798,0002,895
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)$3,157,0003,359
Available-for-sale securities (fair market value)$13,951,0004,792
Total debt securities$16,738,0005,096
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$19,508,0004,942
U.S. Government securities$11,883,0005,539
U.S. Treasury securities$1,575,0003,065
U.S. Government agency obligations$10,308,0005,491
Securities issued by states & political subdivisions$7,337,0002,215
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$288,0004,952
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$368,0007,842
Mortgage-backed securities$1,756,0005,244
Certificates of participation in pools of residential mortgages$765,0005,334
Issued or guaranteed by U.S.$765,0005,325
Privately issued$0307
Collaterized mortgage obligations$991,0003,010
CMOs issued by government agencies or sponsored agencies$991,0002,861
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)$3,865,0003,436
Available-for-sale securities (fair market value)$15,643,0004,622
Total debt securities$19,220,0004,865
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$25,758,0004,075
U.S. Government securities$18,337,0004,164
U.S. Treasury securities$2,133,0003,709
U.S. Government agency obligations$16,204,0003,888
Securities issued by states & political subdivisions$7,201,0002,274
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$220,0005,250
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$383,0007,939
Mortgage-backed securities$2,386,0005,072
Certificates of participation in pools of residential mortgages$1,141,0005,101
Issued or guaranteed by U.S.$1,141,0005,086
Privately issued$0349
Collaterized mortgage obligations$1,245,0003,069
CMOs issued by government agencies or sponsored agencies$1,245,0002,931
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)$4,048,0003,753
Available-for-sale securities (fair market value)$21,710,0003,569
Total debt securities$25,539,0003,991
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$11,418,0006,989
U.S. Government securities$6,567,0007,846
U.S. Treasury securities$1,578,0005,582
U.S. Government agency obligations$4,989,0007,297
Securities issued by states & political subdivisions$4,645,0002,900
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$206,0005,356
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,0008,778
Mortgage-backed securities$848,0006,517
Certificates of participation in pools of residential mortgages$848,0005,595
Issued or guaranteed by U.S.$848,0005,577
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)$4,163,0004,489
Available-for-sale securities (fair market value)$7,255,0006,613
Total debt securities$11,212,0006,920
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$12,578,0007,099
U.S. Government securities$7,391,0008,097
U.S. Treasury securities$998,0007,315
U.S. Government agency obligations$6,393,0006,939
Securities issued by states & political subdivisions$5,017,0002,814
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$170,0005,553
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,0009,189
Mortgage-backed securities$1,378,0006,419
Certificates of participation in pools of residential mortgages$1,378,0005,333
Issued or guaranteed by U.S.$1,378,0005,316
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)$4,804,0004,781
Available-for-sale securities (fair market value)$7,774,0006,699
Total debt securities$12,408,0007,020
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$11,800,0007,654
U.S. Government securities$7,216,0008,508
U.S. Treasury securities$1,999,0007,161
U.S. Government agency obligations$5,217,0007,587
Securities issued by states & political subdivisions$4,418,0003,100
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$166,0005,373
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,0009,598
Mortgage-backed securities$1,137,0007,127
Certificates of participation in pools of residential mortgages$910,0006,210
Issued or guaranteed by U.S.$910,0006,177
Privately issued$0558
Collaterized mortgage obligations$227,0005,416
CMOs issued by government agencies or sponsored agencies$227,0005,192
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)$4,418,0005,280
Available-for-sale securities (fair market value)$7,382,0007,002
Total debt securities$11,634,0007,586
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$10,576,0008,543
U.S. Government securities$6,312,0009,498
U.S. Treasury securities$2,460,0007,705
U.S. Government agency obligations$3,852,0008,486
Securities issued by states & political subdivisions$4,104,0003,391
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$160,0005,196
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,00010,075
Mortgage-backed securities$1,339,0007,340
Certificates of participation in pools of residential mortgages$1,085,0006,288
Issued or guaranteed by U.S.$1,085,0006,261
Privately issued$0564
Collaterized mortgage obligations$254,0005,747
CMOs issued by government agencies or sponsored agencies$254,0005,492
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)$6,733,0007,036
Available-for-sale securities (fair market value)$3,843,0007,566
Total debt securities$10,416,0008,491
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$10,097,0009,044
U.S. Government securities$5,908,0009,993
U.S. Treasury securities$2,543,0007,817
U.S. Government agency obligations$3,365,0009,079
Securities issued by states & political subdivisions$4,189,0003,454
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,00010,514
Mortgage-backed securities$1,822,0007,463
Certificates of participation in pools of residential mortgages$1,408,0006,451
Issued or guaranteed by U.S.$1,408,0006,403
Privately issued$0731
Collaterized mortgage obligations$414,0005,911
CMOs issued by government agencies or sponsored agencies$414,0005,663
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$10,097,0008,914
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$11,891,0008,439
U.S. Government securities$6,714,0009,740
U.S. Treasury securities$4,044,0006,521
U.S. Government agency obligations$2,670,0009,855
Securities issued by states & political subdivisions$5,177,0002,683
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,00010,842
Mortgage-backed securities$1,138,0008,715
Certificates of participation in pools of residential mortgages$637,0008,247
Issued or guaranteed by U.S.$637,0008,186
Privately issued$0831
Collaterized mortgage obligations$501,0005,839
CMOs issued by government agencies or sponsored agencies$501,0005,422
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$11,891,0008,306
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