Lee Bank and Trust Company, Securities

2023-12-31Rank
Total securities$90,988,0001,816
U.S. Government securities$32,135,0002,390
U.S. Treasury securities$7,583,0001,564
U.S. Government agency obligations$24,552,0002,376
Securities issued by states & political subdivisions$9,072,0002,535
Other domestic debt securities$49,781,000398
Privately issued residential mortgage-backed securities$13,718,000241
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$28,195,000125
Structured financial products - Total$1,394,000526
Other domestic debt securities - All other$1,763,0001,400
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,829,0002,065
Mortgage-backed securities$42,523,0001,396
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$19,995,0001,489
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$4,099,0001,521
Privately issued$13,718,000197
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$4,711,000729
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$90,988,0001,619
Total debt securities$90,980,0001,800
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0164
2023-09-30Rank
Total securities$96,020,0001,739
U.S. Government securities$40,585,0002,110
U.S. Treasury securities$15,680,0001,114
U.S. Government agency obligations$24,905,0002,329
Securities issued by states & political subdivisions$8,692,0002,568
Other domestic debt securities$46,743,000413
Privately issued residential mortgage-backed securities$11,160,000246
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$28,492,000125
Structured financial products - Total$1,385,000521
Other domestic debt securities - All other$1,832,0001,376
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,530,0002,024
Mortgage-backed securities$39,465,0001,442
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$20,240,0001,463
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$4,191,0001,487
Privately issued$11,160,000198
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$3,874,000765
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$96,020,0001,536
Total debt securities$96,017,0001,725
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0162
2023-06-30Rank
Total securities$97,770,0001,764
U.S. Government securities$54,868,0001,807
U.S. Treasury securities$30,092,000721
U.S. Government agency obligations$24,776,0002,386
Securities issued by states & political subdivisions$8,901,0002,608
Other domestic debt securities$34,001,000509
Privately issued residential mortgage-backed securities$8,264,000298
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$21,061,000151
Structured financial products - Total$1,420,000505
Other domestic debt securities - All other$1,847,0001,379
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,187,0002,001
Mortgage-backed securities$33,942,0001,611
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$20,777,0001,473
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$3,492,0001,605
Privately issued$8,264,000231
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$1,409,0001,022
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$97,770,0001,554
Total debt securities$97,770,0001,746
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0160
2023-03-31Rank
Total securities$93,817,0001,889
U.S. Government securities$66,614,0001,663
U.S. Treasury securities$45,566,000559
U.S. Government agency obligations$21,048,0002,581
Securities issued by states & political subdivisions$12,003,0002,388
Other domestic debt securities$15,200,000857
Privately issued residential mortgage-backed securities$5,245,000366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,158,000285
Structured financial products - Total$0681
Other domestic debt securities - All other$1,812,0001,431
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,822,0002,083
Mortgage-backed securities$27,278,0001,829
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$21,048,0001,507
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$5,245,000281
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$985,0001,110
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$93,817,0001,666
Total debt securities$93,817,0001,871
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0121
2022-12-31Rank
Total securities$92,709,0001,926
U.S. Government securities$75,733,0001,534
U.S. Treasury securities$53,419,000529
U.S. Government agency obligations$22,314,0002,516
Securities issued by states & political subdivisions$11,734,0002,442
Other domestic debt securities$5,242,0001,388
Privately issued residential mortgage-backed securities$3,379,000426
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$1,863,0001,448
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,362,0001,996
Mortgage-backed securities$25,693,0001,893
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$21,322,0001,524
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$3,379,000308
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$992,0001,106
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$92,709,0001,710
Total debt securities$92,708,0001,908
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0126
2022-09-30Rank
Total securities$83,538,0002,069
U.S. Government securities$64,741,0001,719
U.S. Treasury securities$52,371,000545
U.S. Government agency obligations$12,370,0003,135
Securities issued by states & political subdivisions$11,330,0002,475
Other domestic debt securities$7,467,0001,206
Privately issued residential mortgage-backed securities$6,256,000337
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$1,211,0001,577
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,040,0002,283
Mortgage-backed securities$18,626,0002,175
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$11,344,0002,044
Privately issued$6,256,00085
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,026,0002,193
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$83,538,0001,856
Total debt securities$83,538,0002,056
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0130
2022-06-30Rank
Total securities$50,628,0002,771
U.S. Government securities$39,385,0002,334
U.S. Treasury securities$38,079,000683
U.S. Government agency obligations$1,306,0004,184
Securities issued by states & political subdivisions$8,219,0002,820
Other domestic debt securities$3,024,0001,532
Privately issued residential mortgage-backed securities$2,774,000432
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$250,0001,872
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,602,0001,726
Mortgage-backed securities$4,080,0003,286
Certificates of participation in pools of residential mortgages$4,080,0002,918
Issued or guaranteed by U.S.$1,306,0003,307
Privately issued$2,774,000129
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$50,628,0002,561
Total debt securities$50,628,0002,757
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$37,151,0003,126
U.S. Government securities$31,055,0002,572
U.S. Treasury securities$31,036,000701
U.S. Government agency obligations$19,0004,424
Securities issued by states & political subdivisions$6,096,0003,032
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,356,0001,715
Mortgage-backed securities$19,0004,000
Certificates of participation in pools of residential mortgages$19,0003,863
Issued or guaranteed by U.S.$19,0003,807
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$37,151,0002,934
Total debt securities$37,151,0003,110
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$29,786,0003,296
U.S. Government securities$23,157,0002,774
U.S. Treasury securities$23,134,000630
U.S. Government agency obligations$23,0004,436
Securities issued by states & political subdivisions$6,629,0003,023
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,319,0001,632
Mortgage-backed securities$23,0004,013
Certificates of participation in pools of residential mortgages$23,0003,879
Issued or guaranteed by U.S.$23,0003,810
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$29,786,0003,108
Total debt securities$29,785,0003,274
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$23,227,0003,505
U.S. Government securities$16,597,0003,078
U.S. Treasury securities$16,571,000636
U.S. Government agency obligations$26,0004,497
Securities issued by states & political subdivisions$6,630,0003,022
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,616,0002,286
Mortgage-backed securities$26,0004,062
Certificates of participation in pools of residential mortgages$26,0003,927
Issued or guaranteed by U.S.$26,0003,863
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$23,227,0003,302
Total debt securities$23,226,0003,485
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$21,468,0003,538
U.S. Government securities$15,086,0003,131
U.S. Treasury securities$15,056,000597
U.S. Government agency obligations$30,0004,533
Securities issued by states & political subdivisions$6,382,0003,040
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,594,0002,284
Mortgage-backed securities$30,0004,080
Certificates of participation in pools of residential mortgages$30,0003,941
Issued or guaranteed by U.S.$30,0003,874
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$21,468,0003,339
Total debt securities$21,462,0003,515
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$21,098,0003,467
U.S. Government securities$14,074,0003,078
U.S. Treasury securities$14,042,000474
U.S. Government agency obligations$32,0004,541
Securities issued by states & political subdivisions$6,658,0002,989
Other domestic debt securities$366,0002,019
Privately issued residential mortgage-backed securities$366,000523
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,214,0002,220
Mortgage-backed securities$398,0003,908
Certificates of participation in pools of residential mortgages$32,0003,930
Issued or guaranteed by U.S.$32,0003,856
Privately issued$0261
Collaterized mortgage obligations$366,0002,567
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$366,000336
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)$21,098,0003,251
Total debt securities$21,098,0003,438
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$21,133,0003,378
U.S. Government securities$14,154,0002,914
U.S. Treasury securities$14,109,000353
U.S. Government agency obligations$45,0004,530
Securities issued by states & political subdivisions$6,592,0002,975
Other domestic debt securities$387,0001,951
Privately issued residential mortgage-backed securities$387,000499
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,388,0002,183
Mortgage-backed securities$432,0003,904
Certificates of participation in pools of residential mortgages$45,0003,915
Issued or guaranteed by U.S.$45,0003,845
Privately issued$0245
Collaterized mortgage obligations$387,0002,569
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$387,000326
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)$21,133,0003,162
Total debt securities$21,133,0003,352
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$13,598,0003,744
U.S. Government securities$7,612,0003,502
U.S. Treasury securities$7,559,000473
U.S. Government agency obligations$53,0004,556
Securities issued by states & political subdivisions$5,583,0003,021
Other domestic debt securities$403,0001,924
Privately issued residential mortgage-backed securities$403,000498
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,658,0002,644
Mortgage-backed securities$456,0003,905
Certificates of participation in pools of residential mortgages$53,0003,910
Issued or guaranteed by U.S.$53,0003,841
Privately issued$0251
Collaterized mortgage obligations$403,0002,587
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$403,000315
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)$13,598,0003,516
Total debt securities$13,599,0003,721
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$10,252,0003,982
U.S. Government securities$6,628,0003,637
U.S. Treasury securities$6,570,000527
U.S. Government agency obligations$58,0004,590
Securities issued by states & political subdivisions$3,624,0003,281
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$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$9,324,0002,666
Mortgage-backed securities$58,0004,078
Certificates of participation in pools of residential mortgages$58,0003,916
Issued or guaranteed by U.S.$58,0003,847
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$10,252,0003,740
Total debt securities$10,251,0003,959
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$11,284,0003,910
U.S. Government securities$9,667,0003,351
U.S. Treasury securities$8,599,000477
U.S. Government agency obligations$1,068,0004,385
Securities issued by states & political subdivisions$1,617,0003,669
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,868,0002,473
Mortgage-backed securities$67,0004,105
Certificates of participation in pools of residential mortgages$67,0003,940
Issued or guaranteed by U.S.$67,0003,865
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$11,284,0003,663
Total debt securities$11,283,0003,886
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$14,835,0003,688
U.S. Government securities$12,624,0003,136
U.S. Treasury securities$10,543,000430
U.S. Government agency obligations$2,081,0004,258
Securities issued by states & political subdivisions$2,211,0003,517
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,351,0002,271
Mortgage-backed securities$79,0004,124
Certificates of participation in pools of residential mortgages$79,0003,952
Issued or guaranteed by U.S.$79,0003,884
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$14,835,0003,450
Total debt securities$14,834,0003,666
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$14,075,0003,810
U.S. Government securities$11,607,0003,277
U.S. Treasury securities$8,502,000514
U.S. Government agency obligations$3,105,0004,157
Securities issued by states & political subdivisions$2,468,0003,483
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$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$12,099,0002,439
Mortgage-backed securities$104,0004,147
Certificates of participation in pools of residential mortgages$104,0003,968
Issued or guaranteed by U.S.$104,0003,897
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$14,075,0003,558
Total debt securities$14,075,0003,789
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$16,272,0003,703
U.S. Government securities$13,444,0003,145
U.S. Treasury securities$6,998,000561
U.S. Government agency obligations$6,446,0003,773
Securities issued by states & political subdivisions$2,828,0003,456
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$14,946,0002,226
Mortgage-backed securities$140,0004,140
Certificates of participation in pools of residential mortgages$140,0003,961
Issued or guaranteed by U.S.$140,0003,897
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$16,272,0003,442
Total debt securities$16,272,0003,682
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$18,289,0003,636
U.S. Government securities$15,461,0003,012
U.S. Treasury securities$6,978,000568
U.S. Government agency obligations$8,483,0003,558
Securities issued by states & political subdivisions$2,828,0003,523
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$14,812,0002,285
Mortgage-backed securities$183,0004,161
Certificates of participation in pools of residential mortgages$183,0003,968
Issued or guaranteed by U.S.$183,0003,894
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$18,289,0003,367
Total debt securities$18,289,0003,614
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$19,556,0003,581
U.S. Government securities$16,620,0002,933
U.S. Treasury securities$5,964,000600
U.S. Government agency obligations$10,656,0003,343
Securities issued by states & political subdivisions$2,936,0003,566
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$15,371,0002,259
Mortgage-backed securities$240,0004,165
Certificates of participation in pools of residential mortgages$240,0003,966
Issued or guaranteed by U.S.$240,0003,910
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$19,556,0003,318
Total debt securities$19,554,0003,558
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$18,464,0003,679
U.S. Government securities$14,375,0003,178
U.S. Treasury securities$3,987,000740
U.S. Government agency obligations$10,388,0003,429
Securities issued by states & political subdivisions$4,089,0003,390
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$11,597,0002,580
Mortgage-backed securities$317,0004,185
Certificates of participation in pools of residential mortgages$317,0003,975
Issued or guaranteed by U.S.$317,0003,950
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$18,464,0003,397
Total debt securities$18,465,0003,659
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$17,367,0003,813
U.S. Government securities$12,961,0003,308
U.S. Treasury securities$4,984,000616
U.S. Government agency obligations$7,977,0003,716
Securities issued by states & political subdivisions$4,406,0003,381
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$13,959,0002,415
Mortgage-backed securities$391,0004,213
Certificates of participation in pools of residential mortgages$391,0003,990
Issued or guaranteed by U.S.$391,0003,838
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$17,367,0003,530
Total debt securities$17,367,0003,790
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$15,891,0003,958
U.S. Government securities$11,468,0003,522
U.S. Treasury securities$5,725,000558
U.S. Government agency obligations$5,743,0004,102
Securities issued by states & political subdivisions$4,423,0003,421
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$13,809,0002,472
Mortgage-backed securities$506,0004,203
Certificates of participation in pools of residential mortgages$506,0003,972
Issued or guaranteed by U.S.$506,0003,964
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$15,891,0003,676
Total debt securities$15,884,0003,935
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$17,638,0003,884
U.S. Government securities$13,094,0003,378
U.S. Treasury securities$8,233,000438
U.S. Government agency obligations$4,861,0004,293
Securities issued by states & political subdivisions$4,544,0003,469
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$15,043,0002,399
Mortgage-backed securities$602,0004,206
Certificates of participation in pools of residential mortgages$602,0003,981
Issued or guaranteed by U.S.$602,0003,974
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$17,638,0003,598
Total debt securities$17,637,0003,864
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$18,689,0003,848
U.S. Government securities$14,097,0003,319
U.S. Treasury securities$11,239,000354
U.S. Government agency obligations$2,858,0004,661
Securities issued by states & political subdivisions$4,592,0003,495
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$16,091,0002,325
Mortgage-backed securities$704,0004,218
Certificates of participation in pools of residential mortgages$704,0003,979
Issued or guaranteed by U.S.$704,0003,974
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$18,689,0003,560
Total debt securities$18,689,0003,821
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$19,806,0003,823
U.S. Government securities$15,194,0003,274
U.S. Treasury securities$11,231,000355
U.S. Government agency obligations$3,963,0004,535
Securities issued by states & political subdivisions$4,612,0003,533
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$19,205,0002,140
Mortgage-backed securities$805,0004,222
Certificates of participation in pools of residential mortgages$805,0003,973
Issued or guaranteed by U.S.$805,0003,967
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$19,806,0003,532
Total debt securities$19,806,0003,798
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$19,892,0003,868
U.S. Government securities$15,285,0003,307
U.S. Treasury securities$11,241,000373
U.S. Government agency obligations$4,044,0004,570
Securities issued by states & political subdivisions$4,607,0003,563
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$19,189,0002,155
Mortgage-backed securities$882,0004,261
Certificates of participation in pools of residential mortgages$882,0004,014
Issued or guaranteed by U.S.$882,0004,009
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$19,892,0003,562
Total debt securities$19,892,0003,841
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$22,969,0003,666
U.S. Government securities$17,743,0003,067
U.S. Treasury securities$14,251,000324
U.S. Government agency obligations$3,492,0004,673
Securities issued by states & political subdivisions$5,226,0003,459
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$22,213,0001,951
Mortgage-backed securities$977,0004,260
Certificates of participation in pools of residential mortgages$976,0004,002
Issued or guaranteed by U.S.$976,0003,994
Privately issued$071
Collaterized mortgage obligations$1,0003,167
CMOs issued by government agencies or sponsored agencies$1,0003,056
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)$22,969,0003,369
Total debt securities$22,970,0003,639
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$20,682,0003,822
U.S. Government securities$15,349,0003,266
U.S. Treasury securities$10,265,000340
U.S. Government agency obligations$5,084,0004,464
Securities issued by states & political subdivisions$5,333,0003,468
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$19,390,0002,134
Mortgage-backed securities$1,056,0004,277
Certificates of participation in pools of residential mortgages$1,055,0004,006
Issued or guaranteed by U.S.$1,055,0004,002
Privately issued$067
Collaterized mortgage obligations$1,0003,198
CMOs issued by government agencies or sponsored agencies$1,0003,090
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)$20,682,0003,508
Total debt securities$20,682,0003,793
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$17,815,0004,089
U.S. Government securities$12,451,0003,645
U.S. Treasury securities$8,272,000406
U.S. Government agency obligations$4,179,0004,702
Securities issued by states & political subdivisions$5,364,0003,476
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$16,518,0002,386
Mortgage-backed securities$1,139,0004,300
Certificates of participation in pools of residential mortgages$1,137,0004,021
Issued or guaranteed by U.S.$1,137,0004,015
Privately issued$071
Collaterized mortgage obligations$2,0003,230
CMOs issued by government agencies or sponsored agencies$2,0003,112
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$17,815,0003,761
Total debt securities$17,816,0004,067
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$20,378,0003,956
U.S. Government securities$15,012,0003,469
U.S. Treasury securities$8,265,000418
U.S. Government agency obligations$6,747,0004,420
Securities issued by states & political subdivisions$5,366,0003,466
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$17,570,0002,337
Mortgage-backed securities$1,195,0004,318
Certificates of participation in pools of residential mortgages$1,193,0004,030
Issued or guaranteed by U.S.$1,193,0004,025
Privately issued$066
Collaterized mortgage obligations$2,0003,251
CMOs issued by government agencies or sponsored agencies$2,0003,140
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)$20,378,0003,627
Total debt securities$20,377,0003,932
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$14,872,0004,443
U.S. Government securities$9,046,0004,239
U.S. Treasury securities$2,246,000794
U.S. Government agency obligations$6,800,0004,455
Securities issued by states & political subdivisions$5,826,0003,403
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$10,164,0003,083
Mortgage-backed securities$1,235,0004,334
Certificates of participation in pools of residential mortgages$1,232,0004,043
Issued or guaranteed by U.S.$1,232,0004,039
Privately issued$066
Collaterized mortgage obligations$3,0003,283
CMOs issued by government agencies or sponsored agencies$3,0003,172
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)$14,872,0004,088
Total debt securities$14,872,0004,422
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$12,819,0004,708
U.S. Government securities$6,916,0004,647
U.S. Treasury securities$01,303
U.S. Government agency obligations$6,916,0004,532
Securities issued by states & political subdivisions$5,903,0003,428
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$9,046,0003,267
Mortgage-backed securities$1,315,0004,369
Certificates of participation in pools of residential mortgages$1,305,0004,071
Issued or guaranteed by U.S.$1,305,0004,066
Privately issued$065
Collaterized mortgage obligations$10,0003,301
CMOs issued by government agencies or sponsored agencies$10,0003,188
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)$12,819,0004,342
Total debt securities$12,820,0004,683
Structured notes
Amortized cost$650,0001,376
Fair value$650,0001,375
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$13,947,0004,685
U.S. Government securities$8,048,0004,594
U.S. Treasury securities$01,348
U.S. Government agency obligations$8,048,0004,487
Securities issued by states & political subdivisions$5,899,0003,446
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$9,060,0003,301
Mortgage-backed securities$1,424,0004,423
Certificates of participation in pools of residential mortgages$1,359,0004,138
Issued or guaranteed by U.S.$1,359,0004,133
Privately issued$067
Collaterized mortgage obligations$65,0003,247
CMOs issued by government agencies or sponsored agencies$65,0003,140
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$13,947,0004,314
Total debt securities$13,948,0004,664
Structured notes
Amortized cost$650,0001,520
Fair value$650,0001,518
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$16,187,0004,536
U.S. Government securities$10,064,0004,385
U.S. Treasury securities$01,327
U.S. Government agency obligations$10,064,0004,255
Securities issued by states & political subdivisions$6,123,0003,414
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$9,850,0003,219
Mortgage-backed securities$1,525,0004,458
Certificates of participation in pools of residential mortgages$1,400,0004,190
Issued or guaranteed by U.S.$1,400,0004,183
Privately issued$070
Collaterized mortgage obligations$125,0003,215
CMOs issued by government agencies or sponsored agencies$125,0003,111
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)$16,187,0004,178
Total debt securities$16,188,0004,519
Structured notes
Amortized cost$650,0001,612
Fair value$650,0001,614
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$17,839,0004,462
U.S. Government securities$11,085,0004,299
U.S. Treasury securities$01,361
U.S. Government agency obligations$11,085,0004,186
Securities issued by states & political subdivisions$6,754,0003,324
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$12,929,0002,851
Mortgage-backed securities$1,586,0004,521
Certificates of participation in pools of residential mortgages$1,419,0004,260
Issued or guaranteed by U.S.$1,419,0004,252
Privately issued$075
Collaterized mortgage obligations$167,0003,237
CMOs issued by government agencies or sponsored agencies$167,0003,134
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)$17,839,0004,093
Total debt securities$17,840,0004,442
Structured notes
Amortized cost$600,0001,708
Fair value$601,0001,714
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$19,817,0004,383
U.S. Government securities$12,521,0004,210
U.S. Treasury securities$01,381
U.S. Government agency obligations$12,521,0004,107
Securities issued by states & political subdivisions$7,296,0003,268
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$12,982,0002,857
Mortgage-backed securities$302,0005,062
Certificates of participation in pools of residential mortgages$79,0005,016
Issued or guaranteed by U.S.$79,0005,012
Privately issued$073
Collaterized mortgage obligations$223,0003,262
CMOs issued by government agencies or sponsored agencies$223,0003,150
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)$19,817,0004,020
Total debt securities$19,817,0004,361
Structured notes
Amortized cost$3,950,000849
Fair value$3,938,000826
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$20,935,0004,355
U.S. Government securities$13,554,0004,158
U.S. Treasury securities$01,342
U.S. Government agency obligations$13,554,0004,049
Securities issued by states & political subdivisions$7,381,0003,304
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$12,274,0002,963
Mortgage-backed securities$378,0005,078
Certificates of participation in pools of residential mortgages$85,0005,057
Issued or guaranteed by U.S.$85,0005,053
Privately issued$075
Collaterized mortgage obligations$293,0003,246
CMOs issued by government agencies or sponsored agencies$293,0003,135
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)$20,935,0003,986
Total debt securities$20,935,0004,330
Structured notes
Amortized cost$4,450,000801
Fair value$4,454,000786
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$21,129,0004,364
U.S. Government securities$13,738,0004,174
U.S. Treasury securities$01,198
U.S. Government agency obligations$13,738,0004,078
Securities issued by states & political subdivisions$7,391,0003,326
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$12,549,0002,950
Mortgage-backed securities$453,0005,079
Certificates of participation in pools of residential mortgages$90,0005,111
Issued or guaranteed by U.S.$90,0005,106
Privately issued$076
Collaterized mortgage obligations$363,0003,228
CMOs issued by government agencies or sponsored agencies$363,0003,119
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)$21,129,0003,990
Total debt securities$21,130,0004,340
Structured notes
Amortized cost$3,000,000998
Fair value$2,987,0001,000
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$20,150,0004,444
U.S. Government securities$12,725,0004,292
U.S. Treasury securities$01,131
U.S. Government agency obligations$12,725,0004,197
Securities issued by states & political subdivisions$7,425,0003,309
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$12,455,0002,959
Mortgage-backed securities$520,0005,086
Certificates of participation in pools of residential mortgages$100,0005,137
Issued or guaranteed by U.S.$100,0005,132
Privately issued$081
Collaterized mortgage obligations$420,0003,198
CMOs issued by government agencies or sponsored agencies$420,0003,081
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)$20,150,0004,074
Total debt securities$20,150,0004,423
Structured notes
Amortized cost$3,000,000977
Fair value$2,981,000972
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$16,577,0004,830
U.S. Government securities$9,209,0004,783
U.S. Treasury securities$01,131
U.S. Government agency obligations$9,209,0004,686
Securities issued by states & political subdivisions$7,368,0003,323
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$12,683,0002,902
Mortgage-backed securities$538,0005,124
Certificates of participation in pools of residential mortgages$111,0005,173
Issued or guaranteed by U.S.$111,0005,167
Privately issued$080
Collaterized mortgage obligations$427,0003,230
CMOs issued by government agencies or sponsored agencies$427,0003,111
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)$16,577,0004,445
Total debt securities$16,577,0004,794
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$16,727,0004,814
U.S. Government securities$8,871,0004,833
U.S. Treasury securities$01,152
U.S. Government agency obligations$8,871,0004,730
Securities issued by states & political subdivisions$7,856,0003,246
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$12,407,0002,924
Mortgage-backed securities$635,0005,096
Certificates of participation in pools of residential mortgages$124,0005,163
Issued or guaranteed by U.S.$124,0005,157
Privately issued$083
Collaterized mortgage obligations$511,0003,187
CMOs issued by government agencies or sponsored agencies$511,0003,062
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)$16,727,0004,441
Total debt securities$16,725,0004,781
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$15,420,0004,957
U.S. Government securities$8,026,0005,020
U.S. Treasury securities$01,161
U.S. Government agency obligations$8,026,0004,915
Securities issued by states & political subdivisions$7,394,0003,296
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$12,929,0002,900
Mortgage-backed securities$943,0005,044
Certificates of participation in pools of residential mortgages$141,0005,192
Issued or guaranteed by U.S.$141,0005,188
Privately issued$083
Collaterized mortgage obligations$802,0003,092
CMOs issued by government agencies or sponsored agencies$802,0002,960
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$15,420,0004,586
Total debt securities$15,420,0004,923
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$15,879,0004,873
U.S. Government securities$7,903,0005,034
U.S. Treasury securities$01,135
U.S. Government agency obligations$7,903,0004,934
Securities issued by states & political subdivisions$7,976,0003,156
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$11,497,0003,075
Mortgage-backed securities$1,113,0005,025
Certificates of participation in pools of residential mortgages$156,0005,214
Issued or guaranteed by U.S.$156,0005,211
Privately issued$085
Collaterized mortgage obligations$957,0003,061
CMOs issued by government agencies or sponsored agencies$957,0002,927
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)$15,879,0004,501
Total debt securities$15,878,0004,840
Structured notes
Amortized cost$162,0002,406
Fair value$162,0002,410
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$19,107,0004,619
U.S. Government securities$10,823,0004,673
U.S. Treasury securities$01,086
U.S. Government agency obligations$10,823,0004,569
Securities issued by states & political subdivisions$8,284,0003,089
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$11,752,0003,063
Mortgage-backed securities$1,306,0005,056
Certificates of participation in pools of residential mortgages$180,0005,300
Issued or guaranteed by U.S.$180,0005,292
Privately issued$088
Collaterized mortgage obligations$1,126,0003,060
CMOs issued by government agencies or sponsored agencies$1,126,0002,924
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)$19,107,0004,269
Total debt securities$19,107,0004,585
Structured notes
Amortized cost$181,0002,589
Fair value$180,0002,586
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$19,829,0004,588
U.S. Government securities$12,003,0004,584
U.S. Treasury securities$01,068
U.S. Government agency obligations$12,003,0004,492
Securities issued by states & political subdivisions$7,826,0003,108
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$11,575,0003,121
Mortgage-backed securities$1,422,0005,066
Certificates of participation in pools of residential mortgages$202,0005,310
Issued or guaranteed by U.S.$202,0005,302
Privately issued$094
Collaterized mortgage obligations$1,220,0003,047
CMOs issued by government agencies or sponsored agencies$1,220,0002,904
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)$19,829,0004,238
Total debt securities$19,828,0004,561
Structured notes
Amortized cost$199,0002,828
Fair value$198,0002,825
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$23,717,0004,287
U.S. Government securities$15,923,0004,170
U.S. Treasury securities$01,157
U.S. Government agency obligations$15,923,0004,078
Securities issued by states & political subdivisions$7,794,0003,024
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$20,424,0002,234
Mortgage-backed securities$1,827,0004,972
Certificates of participation in pools of residential mortgages$227,0005,304
Issued or guaranteed by U.S.$227,0005,297
Privately issued$094
Collaterized mortgage obligations$1,600,0002,932
CMOs issued by government agencies or sponsored agencies$1,600,0002,804
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)$23,717,0003,939
Total debt securities$23,717,0004,244
Structured notes
Amortized cost$218,0003,023
Fair value$216,0003,022
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$23,625,0004,226
U.S. Government securities$16,399,0004,034
U.S. Treasury securities$01,076
U.S. Government agency obligations$16,399,0003,947
Securities issued by states & political subdivisions$7,226,0003,101
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$22,044,0002,018
Mortgage-backed securities$1,729,0004,975
Certificates of participation in pools of residential mortgages$270,0005,251
Issued or guaranteed by U.S.$270,0005,237
Privately issued$0121
Collaterized mortgage obligations$1,459,0002,952
CMOs issued by government agencies or sponsored agencies$1,459,0002,732
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)$23,625,0003,874
Total debt securities$23,625,0004,199
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$22,543,0004,249
U.S. Government securities$16,079,0004,021
U.S. Treasury securities$750,000898
U.S. Government agency obligations$15,329,0004,031
Securities issued by states & political subdivisions$6,464,0003,185
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$20,332,0002,093
Mortgage-backed securities$1,867,0004,926
Certificates of participation in pools of residential mortgages$301,0005,233
Issued or guaranteed by U.S.$301,0005,218
Privately issued$0132
Collaterized mortgage obligations$1,566,0002,903
CMOs issued by government agencies or sponsored agencies$1,566,0002,678
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)$22,543,0003,901
Total debt securities$22,542,0004,215
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$21,742,0004,379
U.S. Government securities$15,102,0004,251
U.S. Treasury securities$750,000981
U.S. Government agency obligations$14,352,0004,247
Securities issued by states & political subdivisions$6,640,0003,105
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$20,440,0002,127
Mortgage-backed securities$2,010,0004,867
Certificates of participation in pools of residential mortgages$335,0005,215
Issued or guaranteed by U.S.$335,0005,201
Privately issued$0125
Collaterized mortgage obligations$1,675,0002,823
CMOs issued by government agencies or sponsored agencies$1,675,0002,588
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)$21,742,0004,020
Total debt securities$21,742,0004,347
Structured notes
Amortized cost$500,0002,818
Fair value$500,0002,903
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$20,451,0004,492
U.S. Government securities$13,734,0004,422
U.S. Treasury securities$1,499,000831
U.S. Government agency obligations$12,235,0004,552
Securities issued by states & political subdivisions$6,717,0003,032
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$18,121,0002,292
Mortgage-backed securities$2,131,0004,784
Certificates of participation in pools of residential mortgages$361,0005,169
Issued or guaranteed by U.S.$361,0005,158
Privately issued$0136
Collaterized mortgage obligations$1,770,0002,753
CMOs issued by government agencies or sponsored agencies$1,770,0002,507
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)$20,451,0004,118
Total debt securities$20,450,0004,456
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$21,135,0004,270
U.S. Government securities$14,445,0004,135
U.S. Treasury securities$1,498,000844
U.S. Government agency obligations$12,947,0004,271
Securities issued by states & political subdivisions$6,690,0003,037
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$17,011,0002,362
Mortgage-backed securities$1,808,0004,846
Certificates of participation in pools of residential mortgages$407,0005,096
Issued or guaranteed by U.S.$407,0005,084
Privately issued$0141
Collaterized mortgage obligations$1,401,0002,837
CMOs issued by government agencies or sponsored agencies$1,401,0002,568
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)$21,135,0003,925
Total debt securities$21,135,0004,240
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$16,811,0004,744
U.S. Government securities$10,632,0004,715
U.S. Treasury securities$01,180
U.S. Government agency obligations$10,632,0004,591
Securities issued by states & political subdivisions$6,179,0003,063
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$15,854,0002,484
Mortgage-backed securities$1,417,0005,035
Certificates of participation in pools of residential mortgages$460,0005,065
Issued or guaranteed by U.S.$460,0005,052
Privately issued$0141
Collaterized mortgage obligations$957,0003,013
CMOs issued by government agencies or sponsored agencies$957,0002,724
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)$16,811,0004,342
Total debt securities$16,811,0004,698
Structured notes
Amortized cost$1,000,0002,383
Fair value$1,003,0002,482
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$16,385,0004,829
U.S. Government securities$10,882,0004,763
U.S. Treasury securities$01,121
U.S. Government agency obligations$10,882,0004,655
Securities issued by states & political subdivisions$5,503,0003,151
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$14,834,0002,621
Mortgage-backed securities$1,580,0004,964
Certificates of participation in pools of residential mortgages$513,0005,078
Issued or guaranteed by U.S.$513,0005,066
Privately issued$0148
Collaterized mortgage obligations$1,067,0002,868
CMOs issued by government agencies or sponsored agencies$1,067,0002,564
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)$16,385,0004,417
Total debt securities$16,385,0004,789
Structured notes
Amortized cost$1,000,0002,460
Fair value$1,000,0002,624
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$14,485,0005,093
U.S. Government securities$8,959,0005,226
U.S. Treasury securities$01,130
U.S. Government agency obligations$8,959,0005,119
Securities issued by states & political subdivisions$5,526,0003,115
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$9,830,0003,354
Mortgage-backed securities$1,775,0004,996
Certificates of participation in pools of residential mortgages$564,0005,169
Issued or guaranteed by U.S.$564,0005,157
Privately issued$0145
Collaterized mortgage obligations$1,211,0002,787
CMOs issued by government agencies or sponsored agencies$1,211,0002,465
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)$14,485,0004,661
Total debt securities$14,485,0005,063
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$11,217,0005,575
U.S. Government securities$5,730,0005,920
U.S. Treasury securities$01,077
U.S. Government agency obligations$5,730,0005,811
Securities issued by states & political subdivisions$5,487,0003,117
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$9,275,0003,466
Mortgage-backed securities$1,973,0005,014
Certificates of participation in pools of residential mortgages$602,0005,208
Issued or guaranteed by U.S.$602,0005,197
Privately issued$0157
Collaterized mortgage obligations$1,371,0002,709
CMOs issued by government agencies or sponsored agencies$1,371,0002,374
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)$11,217,0005,105
Total debt securities$11,217,0005,535
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$11,754,0005,524
U.S. Government securities$5,902,0005,929
U.S. Treasury securities$01,047
U.S. Government agency obligations$5,902,0005,837
Securities issued by states & political subdivisions$5,852,0003,034
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$9,144,0003,503
Mortgage-backed securities$2,139,0005,032
Certificates of participation in pools of residential mortgages$640,0005,282
Issued or guaranteed by U.S.$640,0005,267
Privately issued$0171
Collaterized mortgage obligations$1,499,0002,656
CMOs issued by government agencies or sponsored agencies$1,499,0002,304
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)$11,754,0005,057
Total debt securities$11,754,0005,481
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$11,322,0005,589
U.S. Government securities$5,524,0006,024
U.S. Treasury securities$01,036
U.S. Government agency obligations$5,524,0005,939
Securities issued by states & political subdivisions$5,798,0002,996
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$8,523,0003,630
Mortgage-backed securities$2,336,0005,008
Certificates of participation in pools of residential mortgages$683,0005,312
Issued or guaranteed by U.S.$683,0005,292
Privately issued$0181
Collaterized mortgage obligations$1,653,0002,603
CMOs issued by government agencies or sponsored agencies$1,653,0002,244
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)$11,322,0005,112
Total debt securities$11,322,0005,550
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$11,490,0005,621
U.S. Government securities$5,729,0006,096
U.S. Treasury securities$0981
U.S. Government agency obligations$5,729,0006,016
Securities issued by states & political subdivisions$5,761,0002,955
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$7,919,0003,767
Mortgage-backed securities$2,713,0004,975
Certificates of participation in pools of residential mortgages$778,0005,324
Issued or guaranteed by U.S.$778,0005,306
Privately issued$0191
Collaterized mortgage obligations$1,935,0002,525
CMOs issued by government agencies or sponsored agencies$1,935,0002,155
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)$11,490,0005,125
Total debt securities$11,490,0005,575
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$14,256,0005,229
U.S. Government securities$9,091,0005,347
U.S. Treasury securities$0973
U.S. Government agency obligations$9,091,0005,264
Securities issued by states & political subdivisions$5,165,0003,075
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$8,183,0003,758
Mortgage-backed securities$3,057,0004,841
Certificates of participation in pools of residential mortgages$835,0005,296
Issued or guaranteed by U.S.$835,0005,280
Privately issued$0188
Collaterized mortgage obligations$2,222,0002,363
CMOs issued by government agencies or sponsored agencies$2,222,0002,041
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)$14,256,0004,726
Total debt securities$14,256,0005,186
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$15,481,0005,002
U.S. Government securities$10,315,0005,033
U.S. Treasury securities$01,019
U.S. Government agency obligations$10,315,0004,951
Securities issued by states & political subdivisions$5,166,0003,044
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$8,441,0003,702
Mortgage-backed securities$3,336,0004,691
Certificates of participation in pools of residential mortgages$846,0005,277
Issued or guaranteed by U.S.$846,0005,260
Privately issued$0192
Collaterized mortgage obligations$2,490,0002,208
CMOs issued by government agencies or sponsored agencies$2,490,0001,864
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)$15,481,0004,503
Total debt securities$15,482,0004,961
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$14,669,0005,170
U.S. Government securities$9,499,0005,231
U.S. Treasury securities$01,021
U.S. Government agency obligations$9,499,0005,142
Securities issued by states & political subdivisions$5,170,0003,050
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$8,669,0003,611
Mortgage-backed securities$3,606,0004,614
Certificates of participation in pools of residential mortgages$848,0005,285
Issued or guaranteed by U.S.$848,0005,262
Privately issued$0202
Collaterized mortgage obligations$2,758,0002,149
CMOs issued by government agencies or sponsored agencies$2,758,0001,809
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)$14,669,0004,664
Total debt securities$14,669,0005,111
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$16,640,0004,877
U.S. Government securities$11,272,0004,893
U.S. Treasury securities$01,044
U.S. Government agency obligations$11,272,0004,801
Securities issued by states & political subdivisions$5,368,0003,024
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$9,293,0003,487
Mortgage-backed securities$4,213,0004,348
Certificates of participation in pools of residential mortgages$928,0005,180
Issued or guaranteed by U.S.$928,0005,154
Privately issued$0205
Collaterized mortgage obligations$3,285,0002,008
CMOs issued by government agencies or sponsored agencies$3,285,0001,681
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$16,640,0004,383
Total debt securities$16,639,0004,821
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$17,973,0004,725
U.S. Government securities$12,664,0004,747
U.S. Treasury securities$01,146
U.S. Government agency obligations$12,664,0004,651
Securities issued by states & political subdivisions$5,309,0003,028
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$10,991,0003,234
Mortgage-backed securities$4,622,0003,942
Certificates of participation in pools of residential mortgages$950,0004,978
Issued or guaranteed by U.S.$950,0004,956
Privately issued$0191
Collaterized mortgage obligations$3,672,0001,831
CMOs issued by government agencies or sponsored agencies$3,672,0001,549
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$17,973,0004,190
Total debt securities$17,973,0004,673
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$19,468,0004,557
U.S. Government securities$14,037,0004,555
U.S. Treasury securities$01,235
U.S. Government agency obligations$14,037,0004,453
Securities issued by states & political subdivisions$5,431,0002,956
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$13,444,0002,864
Mortgage-backed securities$5,030,0003,679
Certificates of participation in pools of residential mortgages$968,0004,835
Issued or guaranteed by U.S.$968,0004,820
Privately issued$0194
Collaterized mortgage obligations$4,062,0001,711
CMOs issued by government agencies or sponsored agencies$4,062,0001,436
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$19,468,0004,024
Total debt securities$19,468,0004,504
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$21,482,0004,289
U.S. Government securities$16,407,0004,168
U.S. Treasury securities$01,362
U.S. Government agency obligations$16,407,0004,066
Securities issued by states & political subdivisions$5,075,0003,050
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$13,942,0002,804
Mortgage-backed securities$5,471,0003,505
Certificates of participation in pools of residential mortgages$974,0004,820
Issued or guaranteed by U.S.$974,0004,806
Privately issued$0207
Collaterized mortgage obligations$4,497,0001,622
CMOs issued by government agencies or sponsored agencies$4,497,0001,364
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$21,482,0003,779
Total debt securities$21,482,0004,243
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$21,130,0004,352
U.S. Government securities$16,007,0004,255
U.S. Treasury securities$01,448
U.S. Government agency obligations$16,007,0004,154
Securities issued by states & political subdivisions$5,123,0003,049
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$11,046,0003,245
Mortgage-backed securities$6,036,0003,354
Certificates of participation in pools of residential mortgages$1,016,0004,797
Issued or guaranteed by U.S.$1,016,0004,779
Privately issued$0218
Collaterized mortgage obligations$5,020,0001,516
CMOs issued by government agencies or sponsored agencies$5,020,0001,277
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$21,130,0003,826
Total debt securities$21,131,0004,298
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$15,129,0005,270
U.S. Government securities$10,320,0005,403
U.S. Treasury securities$01,498
U.S. Government agency obligations$10,320,0005,279
Securities issued by states & political subdivisions$4,809,0003,176
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$11,502,0003,167
Mortgage-backed securities$5,339,0003,533
Certificates of participation in pools of residential mortgages$30,0006,101
Issued or guaranteed by U.S.$30,0006,078
Privately issued$0208
Collaterized mortgage obligations$5,309,0001,482
CMOs issued by government agencies or sponsored agencies$5,309,0001,250
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$15,129,0004,662
Total debt securities$15,129,0005,232
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$14,770,0005,354
U.S. Government securities$9,669,0005,589
U.S. Treasury securities$01,574
U.S. Government agency obligations$9,669,0005,466
Securities issued by states & political subdivisions$5,101,0003,059
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$12,249,0003,050
Mortgage-backed securities$4,707,0003,705
Certificates of participation in pools of residential mortgages$33,0006,130
Issued or guaranteed by U.S.$33,0006,101
Privately issued$0214
Collaterized mortgage obligations$4,674,0001,530
CMOs issued by government agencies or sponsored agencies$4,674,0001,308
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$14,770,0004,721
Total debt securities$14,770,0005,307
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$13,785,0005,524
U.S. Government securities$8,107,0005,988
U.S. Treasury securities$01,634
U.S. Government agency obligations$8,107,0005,849
Securities issued by states & political subdivisions$5,678,0002,880
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$10,974,0003,247
Mortgage-backed securities$5,130,0003,569
Certificates of participation in pools of residential mortgages$39,0006,154
Issued or guaranteed by U.S.$39,0006,128
Privately issued$0211
Collaterized mortgage obligations$5,091,0001,464
CMOs issued by government agencies or sponsored agencies$5,091,0001,249
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$13,785,0004,860
Total debt securities$13,785,0005,476
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$14,789,0005,396
U.S. Government securities$8,670,0005,919
U.S. Treasury securities$01,715
U.S. Government agency obligations$8,670,0005,776
Securities issued by states & political subdivisions$6,119,0002,749
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$10,438,0003,339
Mortgage-backed securities$5,667,0003,482
Certificates of participation in pools of residential mortgages$43,0006,166
Issued or guaranteed by U.S.$43,0006,144
Privately issued$0205
Collaterized mortgage obligations$5,624,0001,405
CMOs issued by government agencies or sponsored agencies$5,624,0001,191
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$14,789,0004,745
Total debt securities$14,789,0005,348
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$15,836,0005,234
U.S. Government securities$9,280,0005,755
U.S. Treasury securities$01,737
U.S. Government agency obligations$9,280,0005,611
Securities issued by states & political subdivisions$6,556,0002,637
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,066,0003,199
Mortgage-backed securities$6,261,0003,388
Certificates of participation in pools of residential mortgages$47,0006,207
Issued or guaranteed by U.S.$47,0006,186
Privately issued$0216
Collaterized mortgage obligations$6,214,0001,324
CMOs issued by government agencies or sponsored agencies$6,214,0001,119
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$15,836,0004,566
Total debt securities$15,836,0005,184
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$16,975,0005,052
U.S. Government securities$9,915,0005,583
U.S. Treasury securities$01,786
U.S. Government agency obligations$9,915,0005,452
Securities issued by states & political subdivisions$7,060,0002,508
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,892,0003,043
Mortgage-backed securities$6,860,0003,279
Certificates of participation in pools of residential mortgages$52,0006,215
Issued or guaranteed by U.S.$52,0006,196
Privately issued$0225
Collaterized mortgage obligations$6,808,0001,272
CMOs issued by government agencies or sponsored agencies$6,808,0001,085
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$16,975,0004,386
Total debt securities$16,975,0005,003
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$17,843,0004,967
U.S. Government securities$10,771,0005,438
U.S. Treasury securities$01,839
U.S. Government agency obligations$10,771,0005,298
Securities issued by states & political subdivisions$7,072,0002,478
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,504,0002,935
Mortgage-backed securities$7,689,0003,173
Certificates of participation in pools of residential mortgages$56,0006,257
Issued or guaranteed by U.S.$56,0006,238
Privately issued$0223
Collaterized mortgage obligations$7,633,0001,228
CMOs issued by government agencies or sponsored agencies$7,633,0001,058
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$17,843,0004,322
Total debt securities$17,843,0004,916
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$19,749,0004,744
U.S. Government securities$11,918,0005,238
U.S. Treasury securities$01,963
U.S. Government agency obligations$11,918,0005,084
Securities issued by states & political subdivisions$7,332,0002,417
Other domestic debt securities$499,0002,757
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$499,0002,323
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$7,644,0003,875
Mortgage-backed securities$8,345,0003,130
Certificates of participation in pools of residential mortgages$62,0006,319
Issued or guaranteed by U.S.$62,0006,301
Privately issued$0207
Collaterized mortgage obligations$8,283,0001,200
CMOs issued by government agencies or sponsored agencies$8,283,0001,040
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$19,749,0004,124
Total debt securities$19,748,0004,689
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$16,514,0005,253
U.S. Government securities$10,150,0005,661
U.S. Treasury securities$01,963
U.S. Government agency obligations$10,150,0005,499
Securities issued by states & political subdivisions$6,364,0002,671
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,001,0003,786
Mortgage-backed securities$7,013,0003,467
Certificates of participation in pools of residential mortgages$69,0006,339
Issued or guaranteed by U.S.$69,0006,324
Privately issued$0203
Collaterized mortgage obligations$6,944,0001,318
CMOs issued by government agencies or sponsored agencies$6,944,0001,150
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$16,514,0004,588
Total debt securities$16,514,0005,181
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$17,291,0005,126
U.S. Government securities$10,868,0005,509
U.S. Treasury securities$01,990
U.S. Government agency obligations$10,868,0005,352
Securities issued by states & political subdivisions$6,423,0002,675
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,355,0003,679
Mortgage-backed securities$7,692,0003,350
Certificates of participation in pools of residential mortgages$74,0006,357
Issued or guaranteed by U.S.$74,0006,343
Privately issued$0225
Collaterized mortgage obligations$7,618,0001,266
CMOs issued by government agencies or sponsored agencies$7,618,0001,113
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$17,291,0004,465
Total debt securities$17,291,0005,049
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$17,220,0005,216
U.S. Government securities$11,359,0005,475
U.S. Treasury securities$02,098
U.S. Government agency obligations$11,359,0005,313
Securities issued by states & political subdivisions$5,861,0002,792
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,588,0003,599
Mortgage-backed securities$8,254,0003,271
Certificates of participation in pools of residential mortgages$84,0006,395
Issued or guaranteed by U.S.$84,0006,379
Privately issued$0225
Collaterized mortgage obligations$8,170,0001,230
CMOs issued by government agencies or sponsored agencies$8,170,0001,077
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$17,220,0004,554
Total debt securities$17,220,0005,145
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$15,049,0005,557
U.S. Government securities$8,753,0006,041
U.S. Treasury securities$02,082
U.S. Government agency obligations$8,753,0005,882
Securities issued by states & political subdivisions$6,055,0002,748
Other domestic debt securities$241,0003,372
Privately issued residential mortgage-backed securities$241,000978
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,482,0003,360
Mortgage-backed securities$6,856,0003,601
Certificates of participation in pools of residential mortgages$91,0006,389
Issued or guaranteed by U.S.$91,0006,370
Privately issued$0230
Collaterized mortgage obligations$6,765,0001,399
CMOs issued by government agencies or sponsored agencies$6,524,0001,266
Privately issued$241,000899
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$15,049,0004,876
Total debt securities$15,049,0005,469
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$17,690,0005,148
U.S. Government securities$11,245,0005,465
U.S. Treasury securities$02,227
U.S. Government agency obligations$11,245,0005,301
Securities issued by states & political subdivisions$6,026,0002,785
Other domestic debt securities$419,0003,187
Privately issued residential mortgage-backed securities$419,000766
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,953,0003,189
Mortgage-backed securities$7,072,0003,536
Certificates of participation in pools of residential mortgages$101,0006,413
Issued or guaranteed by U.S.$101,0006,389
Privately issued$0248
Collaterized mortgage obligations$6,971,0001,348
CMOs issued by government agencies or sponsored agencies$6,552,0001,315
Privately issued$419,000666
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$17,690,0004,498
Total debt securities$17,690,0005,066
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$15,679,0005,412
U.S. Government securities$9,015,0005,877
U.S. Treasury securities$02,287
U.S. Government agency obligations$9,015,0005,705
Securities issued by states & political subdivisions$6,024,0002,771
Other domestic debt securities$640,0003,000
Privately issued residential mortgage-backed securities$640,000730
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,777,0002,948
Mortgage-backed securities$9,655,0003,047
Certificates of participation in pools of residential mortgages$118,0006,409
Issued or guaranteed by U.S.$118,0006,382
Privately issued$0253
Collaterized mortgage obligations$9,537,0001,164
CMOs issued by government agencies or sponsored agencies$8,897,0001,120
Privately issued$640,000645
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$15,679,0004,739
Total debt securities$15,679,0005,323
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$25,326,0004,006
U.S. Government securities$18,075,0003,951
U.S. Treasury securities$02,322
U.S. Government agency obligations$18,075,0003,795
Securities issued by states & political subdivisions$6,374,0002,644
Other domestic debt securities$877,0002,878
Privately issued residential mortgage-backed securities$877,000706
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,480,0003,148
Mortgage-backed securities$18,952,0002,122
Certificates of participation in pools of residential mortgages$134,0006,394
Issued or guaranteed by U.S.$134,0006,374
Privately issued$0256
Collaterized mortgage obligations$18,818,000847
CMOs issued by government agencies or sponsored agencies$17,941,000812
Privately issued$877,000629
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$25,326,0003,461
Total debt securities$25,333,0003,926
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$28,360,0003,679
U.S. Government securities$21,000,0003,574
U.S. Treasury securities$02,382
U.S. Government agency obligations$21,000,0003,426
Securities issued by states & political subdivisions$6,290,0002,586
Other domestic debt securities$1,070,0002,710
Privately issued residential mortgage-backed securities$1,070,000667
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,673,0003,145
Mortgage-backed securities$22,070,0001,904
Certificates of participation in pools of residential mortgages$151,0006,373
Issued or guaranteed by U.S.$151,0006,353
Privately issued$0257
Collaterized mortgage obligations$21,919,000792
CMOs issued by government agencies or sponsored agencies$20,849,000743
Privately issued$1,070,000593
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$28,360,0003,167
Total debt securities$28,360,0003,607
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$28,353,0003,660
U.S. Government securities$20,779,0003,594
U.S. Treasury securities$02,544
U.S. Government agency obligations$20,779,0003,423
Securities issued by states & political subdivisions$6,271,0002,573
Other domestic debt securities$1,303,0002,601
Privately issued residential mortgage-backed securities$1,303,000644
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,522,0003,374
Mortgage-backed securities$20,082,0001,987
Certificates of participation in pools of residential mortgages$186,0006,289
Issued or guaranteed by U.S.$186,0006,268
Privately issued$0252
Collaterized mortgage obligations$19,896,000836
CMOs issued by government agencies or sponsored agencies$18,593,000807
Privately issued$1,303,000572
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$28,353,0003,132
Total debt securities$28,352,0003,588
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$25,577,0003,785
U.S. Government securities$17,861,0003,867
U.S. Treasury securities$1,025,0001,921
U.S. Government agency obligations$16,836,0003,835
Securities issued by states & political subdivisions$6,003,0002,544
Other domestic debt securities$1,713,0002,415
Privately issued residential mortgage-backed securities$1,713,000659
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,981,0003,424
Mortgage-backed securities$18,052,0001,990
Certificates of participation in pools of residential mortgages$260,0006,112
Issued or guaranteed by U.S.$260,0006,089
Privately issued$0260
Collaterized mortgage obligations$17,792,000890
CMOs issued by government agencies or sponsored agencies$16,079,000871
Privately issued$1,713,000591
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$25,577,0003,192
Total debt securities$25,577,0003,699
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$23,316,0004,141
U.S. Government securities$12,959,0005,018
U.S. Treasury securities$1,011,0002,584
U.S. Government agency obligations$11,948,0004,962
Securities issued by states & political subdivisions$6,721,0002,266
Other domestic debt securities$2,921,0001,612
Privately issued residential mortgage-backed securities$1,945,000583
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$976,0002,222
Foreign debt securities$0313
Equity securities$715,0003,114
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,307,0003,326
Mortgage-backed securities$13,893,0001,911
Certificates of participation in pools of residential mortgages$511,0005,403
Issued or guaranteed by U.S.$511,0005,386
Privately issued$0308
Collaterized mortgage obligations$13,382,000852
CMOs issued by government agencies or sponsored agencies$11,437,000832
Privately issued$1,945,000514
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$23,316,0003,370
Total debt securities$22,601,0004,128
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$34,309,0003,211
U.S. Government securities$22,419,0003,533
U.S. Treasury securities$05,412
U.S. Government agency obligations$22,419,0003,165
Securities issued by states & political subdivisions$6,854,0002,337
Other domestic debt securities$4,645,0001,250
Privately issued residential mortgage-backed securities$2,230,000563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,415,0001,401
Foreign debt securities$0343
Equity securities$391,0004,251
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,570,0004,065
Mortgage-backed securities$24,649,0001,395
Certificates of participation in pools of residential mortgages$1,113,0004,912
Issued or guaranteed by U.S.$1,113,0004,897
Privately issued$0307
Collaterized mortgage obligations$23,536,000665
CMOs issued by government agencies or sponsored agencies$21,306,000634
Privately issued$2,230,000494
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$34,309,0002,506
Total debt securities$33,918,0003,153
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$37,967,0002,976
U.S. Government securities$26,420,0003,163
U.S. Treasury securities$06,820
U.S. Government agency obligations$26,420,0002,655
Securities issued by states & political subdivisions$8,011,0002,086
Other domestic debt securities$3,173,0001,382
Privately issued residential mortgage-backed securities$3,173,000457
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$363,0004,247
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,913,0003,587
Mortgage-backed securities$29,345,0001,327
Certificates of participation in pools of residential mortgages$1,949,0004,429
Issued or guaranteed by U.S.$1,949,0004,409
Privately issued$0349
Collaterized mortgage obligations$27,396,000622
CMOs issued by government agencies or sponsored agencies$24,223,000614
Privately issued$3,173,000388
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$37,967,0002,241
Total debt securities$37,604,0002,912
Structured notes
Amortized cost$250,0001,336
Fair value$248,0001,397
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$40,252,0002,813
U.S. Government securities$30,161,0002,902
U.S. Treasury securities$501,0007,150
U.S. Government agency obligations$29,660,0002,325
Securities issued by states & political subdivisions$8,023,0001,850
Other domestic debt securities$1,705,0001,468
Privately issued residential mortgage-backed securities$1,705,000499
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$363,0004,270
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,993,0003,429
Mortgage-backed securities$28,629,0001,299
Certificates of participation in pools of residential mortgages$3,840,0003,335
Issued or guaranteed by U.S.$3,840,0003,320
Privately issued$0394
Collaterized mortgage obligations$24,789,000598
CMOs issued by government agencies or sponsored agencies$23,084,000582
Privately issued$1,705,000373
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$40,252,0001,980
Total debt securities$39,889,0002,741
Structured notes
Amortized cost$250,0002,431
Fair value$243,0002,579
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$37,887,0003,202
U.S. Government securities$27,513,0003,466
U.S. Treasury securities$501,0008,023
U.S. Government agency obligations$27,012,0002,623
Securities issued by states & political subdivisions$6,658,0002,197
Other domestic debt securities$3,371,0001,122
Privately issued residential mortgage-backed securities$3,172,000442
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$199,0002,669
Foreign debt securitiesNANA
Equity securities$345,0004,241
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,105,0004,115
Mortgage-backed securities$24,151,0001,593
Certificates of participation in pools of residential mortgages$5,659,0002,993
Issued or guaranteed by U.S.$5,659,0002,969
Privately issued$0472
Collaterized mortgage obligations$18,492,000774
CMOs issued by government agencies or sponsored agencies$15,320,000853
Privately issued$3,172,000314
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$37,887,0002,186
Total debt securities$37,542,0003,128
Structured notes
Amortized cost$750,0002,181
Fair value$742,0002,204
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$38,007,0003,324
U.S. Government securities$32,169,0003,152
U.S. Treasury securities$2,997,0006,096
U.S. Government agency obligations$29,172,0002,398
Securities issued by states & political subdivisions$4,728,0002,926
Other domestic debt securities$1,110,0002,364
Privately issued residential mortgage-backed securities$674,0001,063
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$436,0002,643
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,718,0005,449
Mortgage-backed securities$10,867,0002,931
Certificates of participation in pools of residential mortgages$8,055,0002,488
Issued or guaranteed by U.S.$8,055,0002,462
Privately issued$0558
Collaterized mortgage obligations$2,812,0002,937
CMOs issued by government agencies or sponsored agencies$2,138,0003,172
Privately issued$674,000818
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$38,007,0002,254
Total debt securities$38,007,0003,240
Structured notes
Amortized cost$5,997,000559
Fair value$5,910,000550
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$40,352,0003,262
U.S. Government securities$34,449,0003,037
U.S. Treasury securities$3,228,0006,902
U.S. Government agency obligations$31,221,0002,174
Securities issued by states & political subdivisions$4,693,0003,089
Other domestic debt securities$1,210,0002,570
Privately issued residential mortgage-backed securities$761,0001,057
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$449,0003,037
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,165,0005,233
Mortgage-backed securities$12,059,0002,879
Certificates of participation in pools of residential mortgages$8,918,0002,417
Issued or guaranteed by U.S.$8,918,0002,404
Privately issued$0564
Collaterized mortgage obligations$3,141,0002,975
CMOs issued by government agencies or sponsored agencies$2,380,0003,230
Privately issued$761,000836
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,943,0002,357
Available-for-sale securities (fair market value)$9,409,0004,951
Total debt securities$40,352,0003,198
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$41,797,0003,328
U.S. Government securities$35,294,0003,078
U.S. Treasury securities$1,534,0009,075
U.S. Government agency obligations$33,760,0002,065
Securities issued by states & political subdivisions$5,001,0003,008
Other domestic debt securities$1,502,0002,761
Privately issued residential mortgage-backed securities$1,053,0001,173
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$449,0003,428
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$4,405,0004,975
Mortgage-backed securities$14,807,0002,823
Certificates of participation in pools of residential mortgages$9,707,0002,529
Issued or guaranteed by U.S.$9,707,0002,504
Privately issued$0731
Collaterized mortgage obligations$5,100,0002,593
CMOs issued by government agencies or sponsored agencies$4,047,0002,787
Privately issued$1,053,000894
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$41,797,0003,245
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$47,047,0002,898
U.S. Government securities$38,793,0002,775
U.S. Treasury securities$2,004,0008,787
U.S. Government agency obligations$36,789,0001,840
Securities issued by states & political subdivisions$5,422,0002,572
Other domestic debt securities$2,832,0002,430
Privately issued residential mortgage-backed securities$2,304,0001,104
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$528,0003,709
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$4,263,0004,958
Mortgage-backed securities$19,635,0002,334
Certificates of participation in pools of residential mortgages$12,757,0002,135
Issued or guaranteed by U.S.$12,757,0002,094
Privately issued$0831
Collaterized mortgage obligations$6,878,0002,180
CMOs issued by government agencies or sponsored agencies$4,574,0002,531
Privately issued$2,304,000820
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$47,047,0002,825
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