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Legacy State Bank, Securities

2023-12-31Rank
Total securities$30,696,0003,165
U.S. Government securities$22,340,0002,825
U.S. Treasury securities$5,614,0001,769
U.S. Government agency obligations$16,726,0002,787
Securities issued by states & political subdivisions$1,714,0003,381
Other domestic debt securities$6,642,0001,221
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$6,642,000828
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$10,571,0002,896
Mortgage-backed securities$7,361,0002,797
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$7,361,0002,285
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$30,696,0002,922
Total debt securities$30,697,0003,143
Structured notes
Amortized cost$1,000,000747
Fair value$910,000832
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$30,919,0003,166
U.S. Government securities$22,892,0002,799
U.S. Treasury securities$6,783,0001,694
U.S. Government agency obligations$16,109,0002,814
Securities issued by states & political subdivisions$1,612,0003,420
Other domestic debt securities$6,415,0001,230
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$6,415,000845
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$4,506,0003,369
Mortgage-backed securities$7,158,0002,803
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$7,158,0002,308
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$30,919,0002,915
Total debt securities$30,919,0003,145
Structured notes
Amortized cost$1,000,000768
Fair value$881,000860
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$34,388,0003,098
U.S. Government securities$25,758,0002,701
U.S. Treasury securities$6,981,0001,702
U.S. Government agency obligations$18,777,0002,706
Securities issued by states & political subdivisions$1,674,0003,454
Other domestic debt securities$6,956,0001,212
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$6,956,000818
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$4,631,0003,328
Mortgage-backed securities$7,647,0002,797
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$7,647,0002,290
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$34,388,0002,851
Total debt securities$34,388,0003,074
Structured notes
Amortized cost$1,500,000731
Fair value$1,387,000744
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$36,368,0003,123
U.S. Government securities$27,327,0002,716
U.S. Treasury securities$7,008,0001,764
U.S. Government agency obligations$20,319,0002,628
Securities issued by states & political subdivisions$1,700,0003,506
Other domestic debt securities$7,341,0001,233
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$7,341,000830
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$4,710,0003,283
Mortgage-backed securities$8,038,0002,819
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$8,038,0002,309
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$36,368,0002,866
Total debt securities$36,368,0003,097
Structured notes
Amortized cost$1,500,000763
Fair value$1,405,000774
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$35,174,0003,193
U.S. Government securities$26,265,0002,787
U.S. Treasury securities$6,938,0001,809
U.S. Government agency obligations$19,327,0002,671
Securities issued by states & political subdivisions$1,641,0003,558
Other domestic debt securities$7,268,0001,262
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$7,268,000843
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$4,709,0003,213
Mortgage-backed securities$8,083,0002,850
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$8,083,0002,328
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$35,174,0002,934
Total debt securities$35,173,0003,170
Structured notes
Amortized cost$1,500,000783
Fair value$1,386,000794
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$34,671,0003,223
U.S. Government securities$25,800,0002,841
U.S. Treasury securities$7,893,0001,751
U.S. Government agency obligations$17,907,0002,788
Securities issued by states & political subdivisions$1,647,0003,590
Other domestic debt securities$7,224,0001,216
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$7,224,000836
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$4,290,0003,232
Mortgage-backed securities$8,159,0002,855
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$8,159,0002,334
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$34,671,0002,964
Total debt securities$34,672,0003,200
Structured notes
Amortized cost$1,500,000775
Fair value$1,380,000786
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$30,992,0003,375
U.S. Government securities$23,198,0003,001
U.S. Treasury securities$6,279,0001,883
U.S. Government agency obligations$16,919,0002,878
Securities issued by states & political subdivisions$1,249,0003,714
Other domestic debt securities$6,545,0001,194
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$6,545,000895
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$4,516,0003,222
Mortgage-backed securities$8,780,0002,836
Certificates of participation in pools of residential mortgages$8,780,0002,376
Issued or guaranteed by U.S.$8,780,0002,311
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$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)$30,992,0003,127
Total debt securities$30,991,0003,355
Structured notes
Amortized cost$1,000,000840
Fair value$915,000933
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$26,758,0003,475
U.S. Government securities$20,387,0003,069
U.S. Treasury securities$2,429,0002,160
U.S. Government agency obligations$17,958,0002,803
Securities issued by states & political subdivisions$1,352,0003,705
Other domestic debt securities$5,019,0001,297
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$5,019,0001,006
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$4,276,0003,246
Mortgage-backed securities$9,293,0002,818
Certificates of participation in pools of residential mortgages$9,293,0002,353
Issued or guaranteed by U.S.$9,293,0002,296
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)$26,758,0003,256
Total debt securities$26,759,0003,454
Structured notes
Amortized cost$1,000,000740
Fair value$952,000798
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$24,700,0003,480
U.S. Government securities$17,842,0003,070
U.S. Treasury securities$02,212
U.S. Government agency obligations$17,842,0002,789
Securities issued by states & political subdivisions$1,479,0003,711
Other domestic debt securities$5,379,0001,243
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$5,379,000931
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$4,111,0003,260
Mortgage-backed securities$9,798,0002,785
Certificates of participation in pools of residential mortgages$9,798,0002,306
Issued or guaranteed by U.S.$9,798,0002,242
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)$24,700,0003,274
Total debt securities$24,697,0003,459
Structured notes
Amortized cost$1,000,000656
Fair value$993,000686
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$24,371,0003,450
U.S. Government securities$18,700,0002,958
U.S. Treasury securities$02,008
U.S. Government agency obligations$18,700,0002,732
Securities issued by states & political subdivisions$989,0003,856
Other domestic debt securities$4,682,0001,263
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$4,682,000938
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$4,163,0003,269
Mortgage-backed securities$10,562,0002,743
Certificates of participation in pools of residential mortgages$10,562,0002,246
Issued or guaranteed by U.S.$10,562,0002,191
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)$24,371,0003,254
Total debt securities$24,372,0003,429
Structured notes
Amortized cost$1,000,000586
Fair value$1,000,000596
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$20,932,0003,572
U.S. Government securities$17,865,0002,953
U.S. Treasury securities$01,913
U.S. Government agency obligations$17,865,0002,750
Securities issued by states & political subdivisions$976,0003,875
Other domestic debt securities$2,091,0001,502
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$2,091,0001,167
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$4,249,0003,255
Mortgage-backed securities$10,646,0002,719
Certificates of participation in pools of residential mortgages$10,646,0002,205
Issued or guaranteed by U.S.$10,646,0002,148
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)$20,932,0003,368
Total debt securities$20,932,0003,549
Structured notes
Amortized cost$1,000,000511
Fair value$998,000553
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$17,768,0003,639
U.S. Government securities$14,715,0003,020
U.S. Treasury securities$01,631
U.S. Government agency obligations$14,715,0002,844
Securities issued by states & political subdivisions$972,0003,878
Other domestic debt securities$2,081,0001,462
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$2,081,0001,100
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,885,0003,300
Mortgage-backed securities$10,544,0002,683
Certificates of participation in pools of residential mortgages$10,544,0002,160
Issued or guaranteed by U.S.$10,544,0002,096
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$17,768,0003,424
Total debt securities$17,768,0003,613
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$15,004,0003,705
U.S. Government securities$13,535,0002,971
U.S. Treasury securities$01,194
U.S. Government agency obligations$13,535,0002,827
Securities issued by states & political subdivisions$497,0004,038
Other domestic debt securities$972,0001,750
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$972,0001,367
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,885,0003,301
Mortgage-backed securities$10,152,0002,637
Certificates of participation in pools of residential mortgages$10,152,0002,074
Issued or guaranteed by U.S.$10,152,0002,020
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$15,004,0003,488
Total debt securities$15,005,0003,684
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$15,180,0003,635
U.S. Government securities$14,202,0002,875
U.S. Treasury securities$01,216
U.S. Government agency obligations$14,202,0002,735
Securities issued by states & political subdivisions$04,198
Other domestic debt securities$978,0001,701
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$978,0001,325
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$3,677,0003,357
Mortgage-backed securities$13,262,0002,382
Certificates of participation in pools of residential mortgages$13,262,0001,818
Issued or guaranteed by U.S.$13,262,0001,768
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$15,180,0003,412
Total debt securities$15,180,0003,612
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$13,216,0003,773
U.S. Government securities$12,736,0003,028
U.S. Treasury securities$01,251
U.S. Government agency obligations$12,736,0002,889
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$480,0001,837
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$480,0001,463
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$3,841,0003,358
Mortgage-backed securities$11,751,0002,505
Certificates of participation in pools of residential mortgages$11,751,0001,892
Issued or guaranteed by U.S.$11,751,0001,844
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)$13,216,0003,533
Total debt securities$13,216,0003,750
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$11,984,0003,850
U.S. Government securities$11,538,0003,149
U.S. Treasury securities$01,297
U.S. Government agency obligations$11,538,0003,008
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$446,0001,782
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$446,0001,375
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$3,793,0003,367
Mortgage-backed securities$10,576,0002,598
Certificates of participation in pools of residential mortgages$10,576,0001,984
Issued or guaranteed by U.S.$10,576,0001,927
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)$11,984,0003,615
Total debt securities$11,982,0003,827
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$12,468,0003,880
U.S. Government securities$9,301,0003,463
U.S. Treasury securities$01,363
U.S. Government agency obligations$9,301,0003,306
Securities issued by states & political subdivisions$2,682,0003,410
Other domestic debt securities$485,0001,736
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$485,0001,341
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$3,451,0003,497
Mortgage-backed securities$8,011,0002,796
Certificates of participation in pools of residential mortgages$8,011,0002,192
Issued or guaranteed by U.S.$8,011,0002,134
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)$12,468,0003,634
Total debt securities$12,467,0003,859
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$12,321,0003,943
U.S. Government securities$9,115,0003,520
U.S. Treasury securities$01,429
U.S. Government agency obligations$9,115,0003,365
Securities issued by states & political subdivisions$2,722,0003,437
Other domestic debt securities$484,0001,773
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$484,0001,342
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$3,253,0003,594
Mortgage-backed securities$7,322,0002,863
Certificates of participation in pools of residential mortgages$7,322,0002,250
Issued or guaranteed by U.S.$7,322,0002,184
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)$12,321,0003,686
Total debt securities$12,320,0003,919
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$11,418,0004,075
U.S. Government securities$7,332,0003,825
U.S. Treasury securities$01,467
U.S. Government agency obligations$7,332,0003,660
Securities issued by states & political subdivisions$3,601,0003,307
Other domestic debt securities$485,0001,763
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$485,0001,371
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,296,0003,638
Mortgage-backed securities$5,013,0003,133
Certificates of participation in pools of residential mortgages$5,013,0002,601
Issued or guaranteed by U.S.$5,013,0002,533
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)$11,418,0003,808
Total debt securities$11,418,0004,054
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$12,668,0004,029
U.S. Government securities$8,948,0003,670
U.S. Treasury securities$01,516
U.S. Government agency obligations$8,948,0003,494
Securities issued by states & political subdivisions$3,239,0003,449
Other domestic debt securities$481,0001,764
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$481,0001,376
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,044,0003,750
Mortgage-backed securities$6,677,0002,951
Certificates of participation in pools of residential mortgages$6,677,0002,359
Issued or guaranteed by U.S.$6,677,0002,305
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)$12,668,0003,765
Total debt securities$12,668,0004,008
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$13,302,0004,006
U.S. Government securities$9,650,0003,615
U.S. Treasury securities$01,513
U.S. Government agency obligations$9,650,0003,459
Securities issued by states & political subdivisions$3,176,0003,529
Other domestic debt securities$476,0001,756
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$476,0001,379
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$2,504,0003,896
Mortgage-backed securities$6,820,0002,934
Certificates of participation in pools of residential mortgages$6,820,0002,342
Issued or guaranteed by U.S.$6,820,0002,308
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)$13,302,0003,748
Total debt securities$13,302,0003,986
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$13,161,0004,064
U.S. Government securities$9,823,0003,642
U.S. Treasury securities$01,500
U.S. Government agency obligations$9,823,0003,498
Securities issued by states & political subdivisions$3,110,0003,566
Other domestic debt securities$228,0001,861
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$228,0001,490
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$2,527,0003,938
Mortgage-backed securities$7,030,0002,934
Certificates of participation in pools of residential mortgages$7,030,0002,344
Issued or guaranteed by U.S.$7,030,0002,333
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)$13,161,0003,792
Total debt securities$13,161,0004,040
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$12,684,0004,182
U.S. Government securities$9,298,0003,710
U.S. Treasury securities$01,475
U.S. Government agency obligations$9,298,0003,557
Securities issued by states & political subdivisions$3,155,0003,612
Other domestic debt securities$231,0002,053
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$231,0001,492
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,973,0003,655
Mortgage-backed securities$6,893,0002,990
Certificates of participation in pools of residential mortgages$6,893,0002,417
Issued or guaranteed by U.S.$6,893,0002,304
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$12,684,0003,907
Total debt securities$12,683,0004,158
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$13,060,0004,194
U.S. Government securities$9,672,0003,746
U.S. Treasury securities$01,426
U.S. Government agency obligations$9,672,0003,593
Securities issued by states & political subdivisions$3,159,0003,653
Other domestic debt securities$229,0001,881
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$229,0001,532
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$6,293,0003,331
Mortgage-backed securities$7,241,0002,938
Certificates of participation in pools of residential mortgages$7,241,0002,408
Issued or guaranteed by U.S.$7,241,0002,405
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)$13,060,0003,908
Total debt securities$13,060,0004,171
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$13,729,0004,200
U.S. Government securities$10,269,0003,704
U.S. Treasury securities$01,328
U.S. Government agency obligations$10,269,0003,552
Securities issued by states & political subdivisions$3,230,0003,713
Other domestic debt securities$230,0001,881
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$230,0001,545
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$5,889,0003,446
Mortgage-backed securities$7,746,0002,915
Certificates of participation in pools of residential mortgages$7,746,0002,388
Issued or guaranteed by U.S.$7,746,0002,386
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)$13,729,0003,912
Total debt securities$13,729,0004,178
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$13,187,0004,291
U.S. Government securities$9,675,0003,783
U.S. Treasury securities$01,313
U.S. Government agency obligations$9,675,0003,643
Securities issued by states & political subdivisions$3,282,0003,750
Other domestic debt securities$230,0001,909
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$230,0001,582
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$6,130,0003,451
Mortgage-backed securities$7,633,0002,973
Certificates of participation in pools of residential mortgages$7,633,0002,448
Issued or guaranteed by U.S.$7,633,0002,447
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)$13,187,0003,997
Total debt securities$13,187,0004,270
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$12,798,0004,353
U.S. Government securities$10,122,0003,773
U.S. Treasury securities$01,351
U.S. Government agency obligations$10,122,0003,641
Securities issued by states & political subdivisions$2,446,0003,960
Other domestic debt securities$230,0001,947
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$230,0001,611
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$6,404,0003,418
Mortgage-backed securities$6,984,0003,077
Certificates of participation in pools of residential mortgages$6,984,0002,578
Issued or guaranteed by U.S.$6,984,0002,577
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)$12,798,0004,061
Total debt securities$12,797,0004,332
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$16,946,0004,083
U.S. Government securities$13,566,0003,459
U.S. Treasury securities$01,390
U.S. Government agency obligations$13,566,0003,331
Securities issued by states & political subdivisions$3,150,0003,853
Other domestic debt securities$230,0002,004
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$230,0001,649
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$5,649,0003,589
Mortgage-backed securities$9,957,0002,790
Certificates of participation in pools of residential mortgages$9,957,0002,246
Issued or guaranteed by U.S.$9,957,0002,246
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)$16,946,0003,774
Total debt securities$16,945,0004,056
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$12,986,0004,395
U.S. Government securities$9,707,0003,873
U.S. Treasury securities$01,367
U.S. Government agency obligations$9,707,0003,734
Securities issued by states & political subdivisions$2,796,0003,947
Other domestic debt securities$483,0001,880
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$483,0001,550
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$5,837,0003,572
Mortgage-backed securities$7,561,0003,049
Certificates of participation in pools of residential mortgages$7,561,0002,541
Issued or guaranteed by U.S.$7,561,0002,538
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$12,986,0004,085
Total debt securities$12,985,0004,375
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$10,580,0004,637
U.S. Government securities$9,252,0003,951
U.S. Treasury securities$01,214
U.S. Government agency obligations$9,252,0003,825
Securities issued by states & political subdivisions$846,0004,548
Other domestic debt securities$482,0001,893
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$482,0001,557
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$5,687,0003,647
Mortgage-backed securities$7,532,0003,063
Certificates of participation in pools of residential mortgages$7,532,0002,569
Issued or guaranteed by U.S.$7,532,0002,568
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$10,580,0004,315
Total debt securities$10,581,0004,616
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$11,870,0004,603
U.S. Government securities$9,877,0003,969
U.S. Treasury securities$01,253
U.S. Government agency obligations$9,877,0003,848
Securities issued by states & political subdivisions$1,514,0004,342
Other domestic debt securities$479,0001,934
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$479,0001,574
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$5,536,0003,718
Mortgage-backed securities$8,095,0003,039
Certificates of participation in pools of residential mortgages$8,095,0002,539
Issued or guaranteed by U.S.$8,095,0002,535
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$11,870,0004,263
Total debt securities$11,870,0004,578
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$9,381,0004,890
U.S. Government securities$7,724,0004,382
U.S. Treasury securities$01,296
U.S. Government agency obligations$7,724,0004,266
Securities issued by states & political subdivisions$1,181,0004,497
Other domestic debt securities$476,0001,950
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$476,0001,583
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$7,226,0003,466
Mortgage-backed securities$7,476,0003,132
Certificates of participation in pools of residential mortgages$7,476,0002,631
Issued or guaranteed by U.S.$7,476,0002,628
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$9,381,0004,535
Total debt securities$9,382,0004,866
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$11,670,0004,732
U.S. Government securities$7,585,0004,451
U.S. Treasury securities$01,367
U.S. Government agency obligations$7,585,0004,325
Securities issued by states & political subdivisions$3,608,0003,874
Other domestic debt securities$477,0001,934
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$477,0001,572
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$5,686,0003,796
Mortgage-backed securities$6,346,0003,293
Certificates of participation in pools of residential mortgages$6,346,0002,815
Issued or guaranteed by U.S.$6,346,0002,813
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$11,670,0004,372
Total debt securities$11,669,0004,705
Structured notes
Amortized cost$999,0001,092
Fair value$994,0001,062
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$11,663,0004,816
U.S. Government securities$6,118,0004,754
U.S. Treasury securities$01,303
U.S. Government agency obligations$6,118,0004,638
Securities issued by states & political subdivisions$3,947,0003,827
Other domestic debt securities$1,598,0001,396
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$1,598,0001,097
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$5,873,0003,812
Mortgage-backed securities$4,876,0003,581
Certificates of participation in pools of residential mortgages$4,876,0003,093
Issued or guaranteed by U.S.$4,876,0003,090
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$11,663,0004,452
Total debt securities$11,663,0004,792
Structured notes
Amortized cost$999,0001,246
Fair value$996,0001,226
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$11,556,0004,911
U.S. Government securities$6,083,0004,886
U.S. Treasury securities$01,348
U.S. Government agency obligations$6,083,0004,776
Securities issued by states & political subdivisions$3,876,0003,860
Other domestic debt securities$1,597,0001,411
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$1,597,0001,121
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$5,838,0003,864
Mortgage-backed securities$4,852,0003,663
Certificates of participation in pools of residential mortgages$4,852,0003,178
Issued or guaranteed by U.S.$4,852,0003,176
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$11,556,0004,541
Total debt securities$11,555,0004,892
Structured notes
Amortized cost$999,0001,378
Fair value$986,0001,375
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$12,118,0004,934
U.S. Government securities$7,406,0004,763
U.S. Treasury securities$01,327
U.S. Government agency obligations$7,406,0004,654
Securities issued by states & political subdivisions$3,111,0004,040
Other domestic debt securities$1,601,0001,447
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$1,601,0001,137
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,696,0004,120
Mortgage-backed securities$6,157,0003,506
Certificates of participation in pools of residential mortgages$6,157,0003,016
Issued or guaranteed by U.S.$6,157,0003,013
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$12,118,0004,559
Total debt securities$12,118,0004,914
Structured notes
Amortized cost$999,0001,469
Fair value$999,0001,439
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$11,059,0005,104
U.S. Government securities$7,086,0004,877
U.S. Treasury securities$01,361
U.S. Government agency obligations$7,086,0004,764
Securities issued by states & political subdivisions$2,652,0004,221
Other domestic debt securities$705,0001,853
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$705,0001,478
Foreign debt securities$616,000215
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,430,0004,247
Mortgage-backed securities$5,598,0003,666
Certificates of participation in pools of residential mortgages$5,598,0003,169
Issued or guaranteed by U.S.$5,598,0003,167
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$11,059,0004,718
Total debt securities$11,059,0005,082
Structured notes
Amortized cost$1,499,0001,296
Fair value$1,488,0001,287
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$10,696,0005,233
U.S. Government securities$7,451,0004,930
U.S. Treasury securities$01,381
U.S. Government agency obligations$7,451,0004,824
Securities issued by states & political subdivisions$2,149,0004,414
Other domestic debt securities$1,096,0001,676
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$1,096,0001,308
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$4,501,0004,276
Mortgage-backed securities$5,719,0003,726
Certificates of participation in pools of residential mortgages$5,719,0003,234
Issued or guaranteed by U.S.$5,719,0003,231
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$10,696,0004,848
Total debt securities$10,696,0005,214
Structured notes
Amortized cost$1,499,0001,389
Fair value$1,463,0001,395
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$11,222,0005,253
U.S. Government securities$8,192,0004,865
U.S. Treasury securities$01,342
U.S. Government agency obligations$8,192,0004,757
Securities issued by states & political subdivisions$2,556,0004,332
Other domestic debt securities$474,0002,154
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$474,0001,737
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$4,618,0004,295
Mortgage-backed securities$6,479,0003,660
Certificates of participation in pools of residential mortgages$6,479,0003,160
Issued or guaranteed by U.S.$6,479,0003,159
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$11,222,0004,852
Total debt securities$11,222,0005,229
Structured notes
Amortized cost$1,499,0001,430
Fair value$1,449,0001,441
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$12,090,0005,214
U.S. Government securities$9,630,0004,690
U.S. Treasury securities$01,198
U.S. Government agency obligations$9,630,0004,593
Securities issued by states & political subdivisions$1,995,0004,520
Other domestic debt securities$465,0002,213
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$465,0001,781
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$4,634,0004,317
Mortgage-backed securities$7,962,0003,480
Certificates of participation in pools of residential mortgages$7,962,0002,957
Issued or guaranteed by U.S.$7,962,0002,957
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$12,090,0004,805
Total debt securities$12,089,0005,186
Structured notes
Amortized cost$1,499,0001,438
Fair value$1,400,0001,464
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$11,143,0005,330
U.S. Government securities$9,065,0004,763
U.S. Treasury securities$01,131
U.S. Government agency obligations$9,065,0004,669
Securities issued by states & political subdivisions$1,388,0004,779
Other domestic debt securities$690,0002,080
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$690,0001,642
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,213,0004,687
Mortgage-backed securities$7,478,0003,542
Certificates of participation in pools of residential mortgages$7,478,0003,025
Issued or guaranteed by U.S.$7,478,0003,023
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$11,143,0004,937
Total debt securities$11,144,0005,305
Structured notes
Amortized cost$1,498,0001,437
Fair value$1,332,0001,470
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$9,943,0005,498
U.S. Government securities$7,346,0005,072
U.S. Treasury securities$01,131
U.S. Government agency obligations$7,346,0004,979
Securities issued by states & political subdivisions$1,412,0004,792
Other domestic debt securities$1,185,0001,829
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$1,185,0001,405
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,364,0004,697
Mortgage-backed securities$5,697,0003,859
Certificates of participation in pools of residential mortgages$5,697,0003,352
Issued or guaranteed by U.S.$5,697,0003,349
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$9,943,0005,109
Total debt securities$9,944,0005,467
Structured notes
Amortized cost$1,499,0001,420
Fair value$1,397,0001,444
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$8,398,0005,682
U.S. Government securities$7,223,0005,099
U.S. Treasury securities$01,152
U.S. Government agency obligations$7,223,0004,985
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$1,175,0001,871
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$1,175,0001,435
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,983,0004,813
Mortgage-backed securities$5,809,0003,864
Certificates of participation in pools of residential mortgages$5,809,0003,308
Issued or guaranteed by U.S.$5,809,0003,306
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$8,398,0005,293
Total debt securities$8,398,0005,648
Structured notes
Amortized cost$1,498,0001,403
Fair value$1,414,0001,430
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$7,778,0005,796
U.S. Government securities$7,041,0005,175
U.S. Treasury securities$01,161
U.S. Government agency obligations$7,041,0005,070
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$737,0002,158
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$737,0001,674
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$3,240,0004,777
Mortgage-backed securities$5,542,0003,978
Certificates of participation in pools of residential mortgages$5,542,0003,403
Issued or guaranteed by U.S.$5,542,0003,398
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$7,778,0005,428
Total debt securities$7,778,0005,762
Structured notes
Amortized cost$1,498,0001,438
Fair value$1,499,0001,420
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$8,323,0005,756
U.S. Government securities$6,860,0005,204
U.S. Treasury securities$01,135
U.S. Government agency obligations$6,860,0005,099
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$1,463,0001,756
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$1,463,0001,322
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$3,412,0004,725
Mortgage-backed securities$5,857,0003,931
Certificates of participation in pools of residential mortgages$5,857,0003,346
Issued or guaranteed by U.S.$5,857,0003,343
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$8,323,0005,382
Total debt securities$8,323,0005,724
Structured notes
Amortized cost$1,000,0001,621
Fair value$1,003,0001,660
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$12,902,0005,292
U.S. Government securities$9,281,0004,908
U.S. Treasury securities$01,086
U.S. Government agency obligations$9,281,0004,813
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$2,898,0001,383
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$2,898,0001,021
Foreign debt securities$723,000198
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,278,0003,641
Mortgage-backed securities$8,278,0003,665
Certificates of participation in pools of residential mortgages$8,278,0003,052
Issued or guaranteed by U.S.$8,278,0003,051
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$12,902,0004,884
Total debt securities$12,902,0005,260
Structured notes
Amortized cost$1,000,0001,762
Fair value$1,003,0001,811
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$14,378,0005,122
U.S. Government securities$10,239,0004,852
U.S. Treasury securities$01,068
U.S. Government agency obligations$10,239,0004,753
Securities issued by states & political subdivisions$633,0005,186
Other domestic debt securities$2,787,0001,409
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$2,787,0001,042
Foreign debt securities$719,000190
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,199,0003,686
Mortgage-backed securities$9,233,0003,576
Certificates of participation in pools of residential mortgages$9,233,0002,937
Issued or guaranteed by U.S.$9,233,0002,937
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$14,378,0004,745
Total debt securities$14,373,0005,095
Structured notes
Amortized cost$1,000,0001,971
Fair value$1,001,0002,081
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$15,428,0005,076
U.S. Government securities$11,251,0004,789
U.S. Treasury securities$01,157
U.S. Government agency obligations$11,251,0004,700
Securities issued by states & political subdivisions$617,0005,183
Other domestic debt securities$2,846,0001,384
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$2,846,0001,010
Foreign debt securities$714,000143
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,199,0003,706
Mortgage-backed securities$8,254,0003,747
Certificates of participation in pools of residential mortgages$8,254,0003,081
Issued or guaranteed by U.S.$8,254,0003,079
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$15,428,0004,673
Total debt securities$15,424,0005,050
Structured notes
Amortized cost$2,000,0001,667
Fair value$1,982,0001,779
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$20,303,0004,522
U.S. Government securities$16,100,0004,071
U.S. Treasury securities$01,076
U.S. Government agency obligations$16,100,0003,980
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$3,498,0001,245
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$3,498,000839
Foreign debt securities$705,000103
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,825,0003,118
Mortgage-backed securities$12,070,0003,168
Certificates of participation in pools of residential mortgages$12,070,0002,478
Issued or guaranteed by U.S.$12,070,0002,474
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$20,303,0004,152
Total debt securities$20,303,0004,493
Structured notes
Amortized cost$3,735,0001,237
Fair value$3,715,0001,236
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$21,382,0004,372
U.S. Government securities$17,063,0003,920
U.S. Treasury securities$01,126
U.S. Government agency obligations$17,063,0003,828
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$4,319,0001,119
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$4,319,000728
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$9,152,0003,326
Mortgage-backed securities$13,031,0003,003
Certificates of participation in pools of residential mortgages$10,995,0002,533
Issued or guaranteed by U.S.$10,995,0002,528
Privately issued$0132
Collaterized mortgage obligations$2,036,0002,750
CMOs issued by government agencies or sponsored agencies$2,036,0002,528
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)$21,382,0004,016
Total debt securities$21,383,0004,332
Structured notes
Amortized cost$4,470,0001,138
Fair value$4,455,0001,140
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$17,302,0004,860
U.S. Government securities$16,592,0004,068
U.S. Treasury securities$01,225
U.S. Government agency obligations$16,592,0003,965
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$710,0002,122
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$710,0001,493
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$10,365,0003,147
Mortgage-backed securities$15,593,0002,723
Certificates of participation in pools of residential mortgages$13,527,0002,194
Issued or guaranteed by U.S.$13,527,0002,190
Privately issued$0125
Collaterized mortgage obligations$2,066,0002,694
CMOs issued by government agencies or sponsored agencies$2,066,0002,469
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)$17,302,0004,454
Total debt securities$17,302,0004,819
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$26,942,0003,857
U.S. Government securities$26,231,0003,071
U.S. Treasury securities$01,272
U.S. Government agency obligations$26,231,0002,981
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$711,0002,169
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$711,0001,536
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$18,497,0002,266
Mortgage-backed securities$26,231,0001,973
Certificates of participation in pools of residential mortgages$24,190,0001,414
Issued or guaranteed by U.S.$24,190,0001,407
Privately issued$0136
Collaterized mortgage obligations$2,041,0002,643
CMOs issued by government agencies or sponsored agencies$2,041,0002,404
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)$26,942,0003,559
Total debt securities$26,942,0003,824
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$28,038,0003,644
U.S. Government securities$27,325,0002,835
U.S. Treasury securities$01,275
U.S. Government agency obligations$27,325,0002,748
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$713,0002,302
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$713,0001,544
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$13,653,0002,675
Mortgage-backed securities$27,325,0001,851
Certificates of participation in pools of residential mortgages$25,296,0001,329
Issued or guaranteed by U.S.$25,296,0001,320
Privately issued$0141
Collaterized mortgage obligations$2,029,0002,606
CMOs issued by government agencies or sponsored agencies$2,029,0002,366
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)$28,038,0003,352
Total debt securities$28,038,0003,617
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$25,527,0003,819
U.S. Government securities$24,813,0002,997
U.S. Treasury securities$01,180
U.S. Government agency obligations$24,813,0002,901
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$714,0002,376
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$714,0001,560
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$14,336,0002,632
Mortgage-backed securities$24,813,0001,942
Certificates of participation in pools of residential mortgages$24,813,0001,314
Issued or guaranteed by U.S.$24,813,0001,308
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$25,527,0003,503
Total debt securities$25,528,0003,780
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$21,860,0004,187
U.S. Government securities$21,144,0003,376
U.S. Treasury securities$01,121
U.S. Government agency obligations$21,144,0003,290
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$716,0002,371
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$716,0001,513
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$11,862,0002,959
Mortgage-backed securities$16,875,0002,428
Certificates of participation in pools of residential mortgages$16,875,0001,751
Issued or guaranteed by U.S.$16,875,0001,745
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$21,860,0003,819
Total debt securities$21,860,0004,148
Structured notes
Amortized cost$4,250,0001,331
Fair value$4,269,0001,332
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$32,858,0003,307
U.S. Government securities$32,141,0002,571
U.S. Treasury securities$01,130
U.S. Government agency obligations$32,141,0002,506
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$717,0002,427
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$717,0001,531
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$20,442,0002,188
Mortgage-backed securities$28,916,0001,769
Certificates of participation in pools of residential mortgages$28,916,0001,225
Issued or guaranteed by U.S.$28,916,0001,221
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$32,858,0002,982
Total debt securities$32,858,0003,274
Structured notes
Amortized cost$3,250,0001,344
Fair value$3,225,0001,355
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$21,770,0004,218
U.S. Government securities$21,051,0003,405
U.S. Treasury securities$01,077
U.S. Government agency obligations$21,051,0003,329
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$719,0002,493
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$719,0001,572
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$16,768,0002,507
Mortgage-backed securities$19,049,0002,369
Certificates of participation in pools of residential mortgages$19,049,0001,744
Issued or guaranteed by U.S.$19,049,0001,738
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$21,770,0003,829
Total debt securities$21,770,0004,189
Structured notes
Amortized cost$1,000,0001,971
Fair value$1,000,0002,035
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$34,571,0003,176
U.S. Government securities$33,887,0002,430
U.S. Treasury securities$01,047
U.S. Government agency obligations$33,887,0002,371
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$684,0002,617
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$684,0001,679
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$16,554,0002,514
Mortgage-backed securities$22,319,0002,186
Certificates of participation in pools of residential mortgages$22,319,0001,606
Issued or guaranteed by U.S.$22,319,0001,598
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$34,571,0002,850
Total debt securities$34,572,0003,138
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$36,567,0002,992
U.S. Government securities$35,887,0002,255
U.S. Treasury securities$01,036
U.S. Government agency obligations$35,887,0002,204
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$680,0002,659
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$680,0001,721
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$15,427,0002,642
Mortgage-backed securities$22,863,0002,169
Certificates of participation in pools of residential mortgages$22,863,0001,601
Issued or guaranteed by U.S.$22,863,0001,594
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$36,567,0002,675
Total debt securities$36,567,0002,960
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$36,247,0003,030
U.S. Government securities$35,551,0002,294
U.S. Treasury securities$0981
U.S. Government agency obligations$35,551,0002,241
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$696,0002,572
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$696,0001,770
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$11,211,0003,211
Mortgage-backed securities$22,061,0002,251
Certificates of participation in pools of residential mortgages$22,061,0001,681
Issued or guaranteed by U.S.$22,061,0001,671
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$36,247,0002,701
Total debt securities$36,247,0002,996
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$21,150,0004,314
U.S. Government securities$20,441,0003,502
U.S. Treasury securities$0973
U.S. Government agency obligations$20,441,0003,430
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$709,0002,514
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$709,0001,730
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$16,982,0002,573
Mortgage-backed securities$15,874,0002,683
Certificates of participation in pools of residential mortgages$15,874,0002,066
Issued or guaranteed by U.S.$15,874,0002,052
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$21,150,0003,862
Total debt securities$21,150,0004,280
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$26,872,0003,643
U.S. Government securities$26,191,0002,875
U.S. Treasury securities$01,019
U.S. Government agency obligations$26,191,0002,824
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$681,0002,494
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$681,0001,723
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$23,022,0002,061
Mortgage-backed securities$21,903,0002,123
Certificates of participation in pools of residential mortgages$21,903,0001,595
Issued or guaranteed by U.S.$21,903,0001,585
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$26,872,0003,229
Total debt securities$26,872,0003,609
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$26,883,0003,711
U.S. Government securities$26,210,0002,913
U.S. Treasury securities$01,021
U.S. Government agency obligations$26,210,0002,864
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$673,0002,488
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$673,0001,768
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$19,665,0002,268
Mortgage-backed securities$21,887,0002,114
Certificates of participation in pools of residential mortgages$21,887,0001,577
Issued or guaranteed by U.S.$21,887,0001,569
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$26,883,0003,297
Total debt securities$26,883,0003,665
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$28,063,0003,590
U.S. Government securities$27,365,0002,814
U.S. Treasury securities$01,044
U.S. Government agency obligations$27,365,0002,760
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$698,0002,414
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$698,0001,712
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$18,519,0002,340
Mortgage-backed securities$22,824,0001,958
Certificates of participation in pools of residential mortgages$22,824,0001,470
Issued or guaranteed by U.S.$22,824,0001,457
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$28,063,0003,205
Total debt securities$28,063,0003,537
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$23,606,0004,024
U.S. Government securities$22,903,0003,262
U.S. Treasury securities$01,146
U.S. Government agency obligations$22,903,0003,190
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$703,0002,236
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$703,0001,584
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$13,557,0002,850
Mortgage-backed securities$14,532,0002,371
Certificates of participation in pools of residential mortgages$14,532,0001,803
Issued or guaranteed by U.S.$14,532,0001,793
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$23,606,0003,575
Total debt securities$23,607,0003,976
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$25,108,0003,880
U.S. Government securities$24,415,0003,162
U.S. Treasury securities$01,235
U.S. Government agency obligations$24,415,0003,093
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$693,0002,188
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$693,0001,560
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$13,674,0002,833
Mortgage-backed securities$15,671,0002,107
Certificates of participation in pools of residential mortgages$15,671,0001,577
Issued or guaranteed by U.S.$15,671,0001,568
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$25,108,0003,424
Total debt securities$25,109,0003,831
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$15,167,0005,175
U.S. Government securities$14,491,0004,492
U.S. Treasury securities$01,362
U.S. Government agency obligations$14,491,0004,381
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$676,0002,139
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$676,0001,530
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$8,934,0003,601
Mortgage-backed securities$8,869,0002,859
Certificates of participation in pools of residential mortgages$8,869,0002,226
Issued or guaranteed by U.S.$8,869,0002,214
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$15,167,0004,586
Total debt securities$15,167,0005,131
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$15,349,0005,199
U.S. Government securities$14,651,0004,491
U.S. Treasury securities$01,448
U.S. Government agency obligations$14,651,0004,376
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$698,0002,135
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$698,0001,553
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$8,888,0003,630
Mortgage-backed securities$9,434,0002,730
Certificates of participation in pools of residential mortgages$9,434,0002,140
Issued or guaranteed by U.S.$9,434,0002,132
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$15,349,0004,598
Total debt securities$15,347,0005,158
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$10,407,0006,085
U.S. Government securities$10,407,0005,388
U.S. Treasury securities$01,498
U.S. Government agency obligations$10,407,0005,267
Securities issued by states & political subdivisions$06,206
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$2,220,0005,650
Mortgage-backed securities$6,195,0003,328
Certificates of participation in pools of residential mortgages$6,195,0002,712
Issued or guaranteed by U.S.$6,195,0002,699
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$10,407,0005,453
Total debt securities$10,407,0006,028
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$10,543,0006,093
U.S. Government securities$10,543,0005,401
U.S. Treasury securities$01,574
U.S. Government agency obligations$10,543,0005,271
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,215,0005,255
Mortgage-backed securities$5,333,0003,531
Certificates of participation in pools of residential mortgages$5,333,0002,921
Issued or guaranteed by U.S.$5,333,0002,906
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$10,543,0005,434
Total debt securities$10,542,0006,036
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$9,469,0006,340
U.S. Government securities$9,469,0005,653
U.S. Treasury securities$01,634
U.S. Government agency obligations$9,469,0005,526
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,666,0005,085
Mortgage-backed securities$4,348,0003,789
Certificates of participation in pools of residential mortgages$4,348,0003,221
Issued or guaranteed by U.S.$4,348,0003,209
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$9,469,0005,655
Total debt securities$9,468,0006,279
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$7,769,0006,780
U.S. Government securities$7,769,0006,140
U.S. Treasury securities$01,715
U.S. Government agency obligations$7,769,0005,992
Securities issued by states & political subdivisions$06,356
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$06,996
Mortgage-backed securities$3,599,0004,074
Certificates of participation in pools of residential mortgages$3,599,0003,490
Issued or guaranteed by U.S.$3,599,0003,475
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$7,769,0006,059
Total debt securities$7,768,0006,731
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$2,971,0007,970
U.S. Government securities$2,971,0007,606
U.S. Treasury securities$01,737
U.S. Government agency obligations$2,971,0007,470
Securities issued by states & political subdivisions$06,408
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$07,036
Mortgage-backed securities$501,0005,804
Certificates of participation in pools of residential mortgages$501,0005,365
Issued or guaranteed by U.S.$501,0005,343
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$2,971,0007,179
Total debt securities$2,971,0007,917
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$977,0008,451
U.S. Government securities$977,0008,272
U.S. Treasury securities$01,786
U.S. Government agency obligations$977,0008,160
Securities issued by states & political subdivisions$06,448
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$07,079
Mortgage-backed securities$06,997
Certificates of participation in pools of residential mortgages$06,735
Issued or guaranteed by U.S.$06,715
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$977,0007,700
Total debt securities$977,0008,410
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$08,693
U.S. Government securities$08,590
U.S. Treasury securities$01,839
U.S. Government agency obligations$08,507
Securities issued by states & political subdivisions$06,459
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$07,094
Mortgage-backed securities$07,037
Certificates of participation in pools of residential mortgages$06,783
Issued or guaranteed by U.S.$06,762
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$08,027
Total debt securities$08,648
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$08,768
U.S. Government securities$08,658
U.S. Treasury securities$01,963
U.S. Government agency obligations$08,569
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,151
Mortgage-backed securities$07,121
Certificates of participation in pools of residential mortgages$06,864
Issued or guaranteed by U.S.$06,845
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$08,105
Total debt securities$08,720
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