Madison County Community Bank, Securities

2023-12-31Rank
Total securities$65,835,0002,246
U.S. Government securities$38,531,0002,171
U.S. Treasury securities$02,754
U.S. Government agency obligations$38,531,0001,897
Securities issued by states & political subdivisions$26,804,0001,491
Other domestic debt securities$500,0002,119
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$500,0001,687
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$22,805,0002,245
Mortgage-backed securities$29,271,0001,714
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$17,857,0001,569
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,946,0001,258
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$4,468,000742
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$65,835,0002,027
Total debt securities$65,835,0002,229
Structured notes
Amortized cost$500,000939
Fair value$499,000941
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0164
2023-09-30Rank
Total securities$61,566,0002,316
U.S. Government securities$36,900,0002,211
U.S. Treasury securities$02,809
U.S. Government agency obligations$36,900,0001,912
Securities issued by states & political subdivisions$24,166,0001,580
Other domestic debt securities$500,0002,114
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$500,0001,692
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$22,850,0002,193
Mortgage-backed securities$27,400,0001,744
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$17,034,0001,586
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,006,0001,305
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$4,360,000729
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$61,566,0002,083
Total debt securities$61,565,0002,300
Structured notes
Amortized cost$500,000962
Fair value$496,000962
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0162
2023-06-30Rank
Total securities$66,267,0002,275
U.S. Government securities$39,517,0002,190
U.S. Treasury securities$02,832
U.S. Government agency obligations$39,517,0001,877
Securities issued by states & political subdivisions$26,250,0001,547
Other domestic debt securities$500,0002,129
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$500,0001,703
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$23,578,0002,148
Mortgage-backed securities$29,601,0001,718
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$18,571,0001,556
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,414,0001,291
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$4,616,000725
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$66,267,0002,048
Total debt securities$66,267,0002,261
Structured notes
Amortized cost$500,0001,012
Fair value$496,0001,016
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0160
2023-03-31Rank
Total securities$71,802,0002,247
U.S. Government securities$44,907,0002,118
U.S. Treasury securities$2,939,0002,277
U.S. Government agency obligations$41,968,0001,827
Securities issued by states & political subdivisions$26,395,0001,598
Other domestic debt securities$500,0002,185
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$500,0001,749
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$15,920,0002,435
Mortgage-backed securities$31,377,0001,719
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$19,761,0001,548
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,825,0001,302
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$4,791,000725
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$71,802,0002,009
Total debt securities$71,800,0002,228
Structured notes
Amortized cost$501,0001,039
Fair value$497,0001,045
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0121
2022-12-31Rank
Total securities$72,693,0002,248
U.S. Government securities$45,707,0002,128
U.S. Treasury securities$2,906,0002,316
U.S. Government agency obligations$42,801,0001,818
Securities issued by states & political subdivisions$26,486,0001,639
Other domestic debt securities$500,0002,212
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$500,0001,764
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$16,955,0002,286
Mortgage-backed securities$31,867,0001,719
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$20,575,0001,551
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,437,0001,338
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$4,855,000724
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$72,693,0002,013
Total debt securities$72,691,0002,230
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0126
2022-09-30Rank
Total securities$70,395,0002,303
U.S. Government securities$44,570,0002,178
U.S. Treasury securities$02,957
U.S. Government agency obligations$44,570,0001,798
Securities issued by states & political subdivisions$25,325,0001,678
Other domestic debt securities$500,0002,174
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$500,0001,769
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$15,772,0002,303
Mortgage-backed securities$32,843,0001,708
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$21,195,0001,534
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,717,0001,327
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$4,931,000748
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$70,395,0002,065
Total debt securities$70,395,0002,286
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0130
2022-06-30Rank
Total securities$70,682,0002,319
U.S. Government securities$43,493,0002,220
U.S. Treasury securities$02,920
U.S. Government agency obligations$43,493,0001,843
Securities issued by states & political subdivisions$26,689,0001,678
Other domestic debt securities$500,0002,050
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$500,0001,762
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$17,198,0002,208
Mortgage-backed securities$33,113,0001,762
Certificates of participation in pools of residential mortgages$20,356,0001,640
Issued or guaranteed by U.S.$20,356,0001,605
Privately issued$0231
Collaterized mortgage obligations$7,368,0001,367
CMOs issued by government agencies or sponsored agencies$7,368,0001,296
Privately issued$0553
Commercial mortgage-backed securities$5,389,0001,142
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$5,389,000789
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$70,682,0002,128
Total debt securities$70,680,0002,308
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$74,726,0002,209
U.S. Government securities$45,216,0002,115
U.S. Treasury securities$02,666
U.S. Government agency obligations$45,216,0001,815
Securities issued by states & political subdivisions$29,010,0001,595
Other domestic debt securities$500,0002,046
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$500,0001,752
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$13,041,0002,433
Mortgage-backed securities$35,369,0001,722
Certificates of participation in pools of residential mortgages$21,424,0001,630
Issued or guaranteed by U.S.$21,424,0001,603
Privately issued$0238
Collaterized mortgage obligations$8,118,0001,322
CMOs issued by government agencies or sponsored agencies$8,118,0001,258
Privately issued$0536
Commercial mortgage-backed securities$5,827,0001,101
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$5,827,000748
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$74,726,0002,047
Total debt securities$74,727,0002,197
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$76,621,0002,114
U.S. Government securities$45,378,0001,987
U.S. Treasury securities$02,212
U.S. Government agency obligations$45,378,0001,776
Securities issued by states & political subdivisions$30,743,0001,592
Other domestic debt securities$500,0002,018
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$500,0001,706
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$11,502,0002,540
Mortgage-backed securities$36,066,0001,673
Certificates of participation in pools of residential mortgages$22,840,0001,584
Issued or guaranteed by U.S.$22,840,0001,550
Privately issued$0246
Collaterized mortgage obligations$6,514,0001,421
CMOs issued by government agencies or sponsored agencies$6,514,0001,370
Privately issued$0500
Commercial mortgage-backed securities$6,712,0001,029
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$6,712,000704
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$76,621,0001,978
Total debt securities$76,622,0002,101
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$75,872,0002,062
U.S. Government securities$45,548,0001,914
U.S. Treasury securities$02,008
U.S. Government agency obligations$45,548,0001,742
Securities issued by states & political subdivisions$29,824,0001,592
Other domestic debt securities$500,0001,975
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$500,0001,648
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$12,541,0002,445
Mortgage-backed securities$36,205,0001,657
Certificates of participation in pools of residential mortgages$24,958,0001,492
Issued or guaranteed by U.S.$24,958,0001,457
Privately issued$0234
Collaterized mortgage obligations$4,116,0001,692
CMOs issued by government agencies or sponsored agencies$4,116,0001,649
Privately issued$0491
Commercial mortgage-backed securities$7,131,0001,010
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$7,131,000684
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$75,872,0001,940
Total debt securities$75,871,0002,050
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$66,580,0002,177
U.S. Government securities$38,586,0002,039
U.S. Treasury securities$01,913
U.S. Government agency obligations$38,586,0001,880
Securities issued by states & political subdivisions$27,994,0001,623
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,505,0002,363
Mortgage-backed securities$29,401,0001,821
Certificates of participation in pools of residential mortgages$20,833,0001,598
Issued or guaranteed by U.S.$20,833,0001,560
Privately issued$0247
Collaterized mortgage obligations$3,957,0001,664
CMOs issued by government agencies or sponsored agencies$3,957,0001,625
Privately issued$0478
Commercial mortgage-backed securities$4,611,0001,160
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$4,611,000787
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$66,580,0002,050
Total debt securities$66,580,0002,161
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$64,686,0002,089
U.S. Government securities$38,756,0001,918
U.S. Treasury securities$01,631
U.S. Government agency obligations$38,756,0001,795
Securities issued by states & political subdivisions$25,930,0001,652
Other domestic debt securities$02,193
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$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,126,0002,436
Mortgage-backed securities$29,218,0001,760
Certificates of participation in pools of residential mortgages$22,046,0001,485
Issued or guaranteed by U.S.$22,046,0001,446
Privately issued$0261
Collaterized mortgage obligations$2,202,0001,955
CMOs issued by government agencies or sponsored agencies$2,202,0001,903
Privately issued$0475
Commercial mortgage-backed securities$4,970,0001,102
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$4,970,000728
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$64,686,0001,963
Total debt securities$64,685,0002,070
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$64,574,0001,962
U.S. Government securities$38,932,0001,753
U.S. Treasury securities$01,194
U.S. Government agency obligations$38,932,0001,666
Securities issued by states & political subdivisions$25,642,0001,617
Other domestic debt securities$02,137
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$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,136,0002,347
Mortgage-backed securities$29,035,0001,689
Certificates of participation in pools of residential mortgages$22,710,0001,343
Issued or guaranteed by U.S.$22,710,0001,314
Privately issued$0245
Collaterized mortgage obligations$2,456,0001,931
CMOs issued by government agencies or sponsored agencies$2,456,0001,880
Privately issued$0474
Commercial mortgage-backed securities$3,869,0001,173
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$3,869,000773
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$64,574,0001,837
Total debt securities$64,576,0001,943
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$56,867,0002,034
U.S. Government securities$34,908,0001,823
U.S. Treasury securities$01,216
U.S. Government agency obligations$34,908,0001,738
Securities issued by states & political subdivisions$21,959,0001,686
Other domestic debt securities$02,116
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$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,990,0002,278
Mortgage-backed securities$26,435,0001,742
Certificates of participation in pools of residential mortgages$19,933,0001,420
Issued or guaranteed by U.S.$19,933,0001,383
Privately issued$0251
Collaterized mortgage obligations$2,533,0001,937
CMOs issued by government agencies or sponsored agencies$2,533,0001,884
Privately issued$0464
Commercial mortgage-backed securities$3,969,0001,133
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$3,969,000737
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$56,867,0001,907
Total debt securities$56,868,0002,016
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$46,112,0002,284
U.S. Government securities$28,082,0002,080
U.S. Treasury securities$01,251
U.S. Government agency obligations$28,082,0001,972
Securities issued by states & political subdivisions$18,030,0001,809
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,709,0002,310
Mortgage-backed securities$18,821,0002,044
Certificates of participation in pools of residential mortgages$15,144,0001,653
Issued or guaranteed by U.S.$15,144,0001,608
Privately issued$0251
Collaterized mortgage obligations$2,684,0001,932
CMOs issued by government agencies or sponsored agencies$2,684,0001,886
Privately issued$0454
Commercial mortgage-backed securities$993,0001,620
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$993,0001,073
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$46,112,0002,125
Total debt securities$46,113,0002,260
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$40,483,0002,400
U.S. Government securities$25,518,0002,220
U.S. Treasury securities$01,297
U.S. Government agency obligations$25,518,0002,104
Securities issued by states & political subdivisions$14,965,0001,890
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,095,0002,661
Mortgage-backed securities$15,888,0002,210
Certificates of participation in pools of residential mortgages$13,710,0001,737
Issued or guaranteed by U.S.$13,710,0001,687
Privately issued$0267
Collaterized mortgage obligations$1,199,0002,279
CMOs issued by government agencies or sponsored agencies$1,199,0002,232
Privately issued$0460
Commercial mortgage-backed securities$979,0001,603
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$979,0001,054
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$40,483,0002,236
Total debt securities$40,485,0002,380
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$40,771,0002,426
U.S. Government securities$25,876,0002,241
U.S. Treasury securities$01,363
U.S. Government agency obligations$25,876,0002,121
Securities issued by states & political subdivisions$14,895,0001,868
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,530,0002,663
Mortgage-backed securities$16,804,0002,117
Certificates of participation in pools of residential mortgages$14,492,0001,621
Issued or guaranteed by U.S.$14,492,0001,576
Privately issued$0249
Collaterized mortgage obligations$1,310,0002,258
CMOs issued by government agencies or sponsored agencies$1,310,0002,210
Privately issued$0457
Commercial mortgage-backed securities$1,002,0001,558
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$1,002,000998
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$40,771,0002,257
Total debt securities$40,770,0002,408
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$39,676,0002,463
U.S. Government securities$27,606,0002,168
U.S. Treasury securities$01,429
U.S. Government agency obligations$27,606,0002,057
Securities issued by states & political subdivisions$12,070,0002,120
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,513,0002,586
Mortgage-backed securities$16,225,0002,159
Certificates of participation in pools of residential mortgages$14,806,0001,587
Issued or guaranteed by U.S.$14,806,0001,538
Privately issued$0287
Collaterized mortgage obligations$1,419,0002,259
CMOs issued by government agencies or sponsored agencies$1,419,0002,214
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)$39,676,0002,286
Total debt securities$39,676,0002,445
Structured notes
Amortized cost$998,000580
Fair value$1,000,000507
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$36,919,0002,620
U.S. Government securities$29,132,0002,151
U.S. Treasury securities$01,467
U.S. Government agency obligations$29,132,0002,040
Securities issued by states & political subdivisions$7,787,0002,642
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,494,0002,763
Mortgage-backed securities$16,688,0002,108
Certificates of participation in pools of residential mortgages$15,149,0001,562
Issued or guaranteed by U.S.$15,149,0001,536
Privately issued$0244
Collaterized mortgage obligations$1,539,0002,205
CMOs issued by government agencies or sponsored agencies$1,539,0002,157
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)$36,919,0002,434
Total debt securities$36,918,0002,601
Structured notes
Amortized cost$1,496,000505
Fair value$1,498,000498
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$41,343,0002,476
U.S. Government securities$34,674,0001,943
U.S. Treasury securities$01,516
U.S. Government agency obligations$34,674,0001,832
Securities issued by states & political subdivisions$6,669,0002,857
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,209,0002,818
Mortgage-backed securities$20,848,0001,857
Certificates of participation in pools of residential mortgages$16,410,0001,480
Issued or guaranteed by U.S.$16,410,0001,456
Privately issued$0248
Collaterized mortgage obligations$4,438,0001,668
CMOs issued by government agencies or sponsored agencies$4,438,0001,617
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)$41,343,0002,279
Total debt securities$41,344,0002,453
Structured notes
Amortized cost$1,495,000521
Fair value$1,496,000505
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$43,213,0002,424
U.S. Government securities$36,655,0001,897
U.S. Treasury securities$01,513
U.S. Government agency obligations$36,655,0001,784
Securities issued by states & political subdivisions$6,558,0002,932
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,631,0002,783
Mortgage-backed securities$22,198,0001,803
Certificates of participation in pools of residential mortgages$17,130,0001,446
Issued or guaranteed by U.S.$17,130,0001,432
Privately issued$0211
Collaterized mortgage obligations$5,068,0001,574
CMOs issued by government agencies or sponsored agencies$5,068,0001,523
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)$43,213,0002,232
Total debt securities$43,213,0002,405
Structured notes
Amortized cost$1,995,000480
Fair value$1,989,000425
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$42,102,0002,491
U.S. Government securities$35,988,0001,936
U.S. Treasury securities$01,500
U.S. Government agency obligations$35,988,0001,819
Securities issued by states & political subdivisions$6,114,0003,032
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,006,0002,862
Mortgage-backed securities$20,690,0001,864
Certificates of participation in pools of residential mortgages$17,950,0001,411
Issued or guaranteed by U.S.$17,950,0001,404
Privately issued$0145
Collaterized mortgage obligations$2,740,0001,930
CMOs issued by government agencies or sponsored agencies$2,740,0001,881
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)$42,102,0002,294
Total debt securities$42,103,0002,470
Structured notes
Amortized cost$1,994,000479
Fair value$1,978,000427
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$40,877,0002,566
U.S. Government securities$35,429,0001,929
U.S. Treasury securities$01,475
U.S. Government agency obligations$35,429,0001,827
Securities issued by states & political subdivisions$5,448,0003,203
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,722,0002,950
Mortgage-backed securities$20,318,0001,924
Certificates of participation in pools of residential mortgages$18,379,0001,440
Issued or guaranteed by U.S.$18,379,0001,387
Privately issued$0453
Collaterized mortgage obligations$1,939,0002,115
CMOs issued by government agencies or sponsored agencies$1,939,0002,060
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)$40,877,0002,377
Total debt securities$40,876,0002,550
Structured notes
Amortized cost$1,496,000529
Fair value$1,485,000515
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$41,473,0002,576
U.S. Government securities$36,031,0001,949
U.S. Treasury securities$01,426
U.S. Government agency obligations$36,031,0001,856
Securities issued by states & political subdivisions$5,442,0003,252
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,827,0003,101
Mortgage-backed securities$20,327,0001,922
Certificates of participation in pools of residential mortgages$19,629,0001,427
Issued or guaranteed by U.S.$19,629,0001,423
Privately issued$067
Collaterized mortgage obligations$698,0002,553
CMOs issued by government agencies or sponsored agencies$698,0002,493
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)$41,473,0002,375
Total debt securities$41,472,0002,560
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$40,064,0002,649
U.S. Government securities$34,511,0002,019
U.S. Treasury securities$01,328
U.S. Government agency obligations$34,511,0001,927
Securities issued by states & political subdivisions$5,553,0003,296
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,748,0003,303
Mortgage-backed securities$21,256,0001,877
Certificates of participation in pools of residential mortgages$20,520,0001,395
Issued or guaranteed by U.S.$20,520,0001,394
Privately issued$064
Collaterized mortgage obligations$736,0002,526
CMOs issued by government agencies or sponsored agencies$736,0002,465
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)$40,064,0002,448
Total debt securities$40,063,0002,630
Structured notes
Amortized cost$995,000655
Fair value$992,000589
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$41,078,0002,641
U.S. Government securities$35,483,0001,987
U.S. Treasury securities$01,313
U.S. Government agency obligations$35,483,0001,895
Securities issued by states & political subdivisions$5,595,0003,326
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,092,0003,298
Mortgage-backed securities$22,789,0001,821
Certificates of participation in pools of residential mortgages$22,007,0001,364
Issued or guaranteed by U.S.$22,007,0001,362
Privately issued$069
Collaterized mortgage obligations$782,0002,518
CMOs issued by government agencies or sponsored agencies$782,0002,462
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)$41,078,0002,430
Total debt securities$41,079,0002,626
Structured notes
Amortized cost$995,000687
Fair value$997,000616
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$40,669,0002,695
U.S. Government securities$34,569,0002,071
U.S. Treasury securities$01,351
U.S. Government agency obligations$34,569,0001,969
Securities issued by states & political subdivisions$6,100,0003,266
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,052,0003,492
Mortgage-backed securities$24,252,0001,780
Certificates of participation in pools of residential mortgages$23,431,0001,333
Issued or guaranteed by U.S.$23,431,0001,332
Privately issued$067
Collaterized mortgage obligations$821,0002,520
CMOs issued by government agencies or sponsored agencies$821,0002,457
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)$40,669,0002,474
Total debt securities$40,669,0002,674
Structured notes
Amortized cost$994,000734
Fair value$997,000661
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$39,901,0002,763
U.S. Government securities$33,677,0002,152
U.S. Treasury securities$01,390
U.S. Government agency obligations$33,677,0002,048
Securities issued by states & political subdivisions$6,224,0003,294
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,300,0003,826
Mortgage-backed securities$26,101,0001,723
Certificates of participation in pools of residential mortgages$25,243,0001,291
Issued or guaranteed by U.S.$25,243,0001,290
Privately issued$066
Collaterized mortgage obligations$858,0002,542
CMOs issued by government agencies or sponsored agencies$858,0002,477
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)$39,901,0002,525
Total debt securities$39,900,0002,745
Structured notes
Amortized cost$994,000764
Fair value$993,000698
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$39,574,0002,762
U.S. Government securities$33,827,0002,121
U.S. Treasury securities$01,367
U.S. Government agency obligations$33,827,0002,015
Securities issued by states & political subdivisions$5,747,0003,384
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,129,0003,880
Mortgage-backed securities$27,278,0001,688
Certificates of participation in pools of residential mortgages$26,384,0001,262
Issued or guaranteed by U.S.$26,384,0001,261
Privately issued$071
Collaterized mortgage obligations$894,0002,542
CMOs issued by government agencies or sponsored agencies$894,0002,468
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)$39,574,0002,526
Total debt securities$39,575,0002,743
Structured notes
Amortized cost$994,000753
Fair value$989,000691
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$37,989,0002,810
U.S. Government securities$32,749,0002,164
U.S. Treasury securities$01,214
U.S. Government agency obligations$32,749,0002,077
Securities issued by states & political subdivisions$5,240,0003,482
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,942,0003,983
Mortgage-backed securities$27,185,0001,706
Certificates of participation in pools of residential mortgages$26,231,0001,283
Issued or guaranteed by U.S.$26,231,0001,282
Privately issued$067
Collaterized mortgage obligations$954,0002,532
CMOs issued by government agencies or sponsored agencies$954,0002,464
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)$37,989,0002,578
Total debt securities$37,989,0002,794
Structured notes
Amortized cost$1,001,000618
Fair value$993,000738
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$39,255,0002,802
U.S. Government securities$34,483,0002,135
U.S. Treasury securities$01,253
U.S. Government agency obligations$34,483,0002,050
Securities issued by states & political subdivisions$4,772,0003,596
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,749,0004,091
Mortgage-backed securities$27,860,0001,692
Certificates of participation in pools of residential mortgages$27,860,0001,226
Issued or guaranteed by U.S.$27,860,0001,222
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)$39,255,0002,566
Total debt securities$39,254,0002,780
Structured notes
Amortized cost$1,493,000656
Fair value$1,501,000633
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$40,537,0002,795
U.S. Government securities$37,148,0002,096
U.S. Treasury securities$01,296
U.S. Government agency obligations$37,148,0002,015
Securities issued by states & political subdivisions$3,389,0003,874
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,989,0004,078
Mortgage-backed securities$30,475,0001,595
Certificates of participation in pools of residential mortgages$30,073,0001,164
Issued or guaranteed by U.S.$30,073,0001,163
Privately issued$066
Collaterized mortgage obligations$402,0002,863
CMOs issued by government agencies or sponsored agencies$402,0002,770
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)$40,537,0002,549
Total debt securities$40,537,0002,774
Structured notes
Amortized cost$1,493,000790
Fair value$1,499,000767
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$38,910,0002,890
U.S. Government securities$36,624,0002,151
U.S. Treasury securities$01,367
U.S. Government agency obligations$36,624,0002,062
Securities issued by states & political subdivisions$2,286,0004,181
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,301
Mortgage-backed securities$30,644,0001,583
Certificates of participation in pools of residential mortgages$30,232,0001,161
Issued or guaranteed by U.S.$30,232,0001,159
Privately issued$066
Collaterized mortgage obligations$412,0002,892
CMOs issued by government agencies or sponsored agencies$412,0002,800
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)$38,910,0002,640
Total debt securities$38,912,0002,867
Structured notes
Amortized cost$990,0001,124
Fair value$990,0001,084
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$38,658,0002,929
U.S. Government securities$36,864,0002,155
U.S. Treasury securities$01,303
U.S. Government agency obligations$36,864,0002,076
Securities issued by states & political subdivisions$1,794,0004,371
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,834,0004,483
Mortgage-backed securities$32,261,0001,556
Certificates of participation in pools of residential mortgages$31,833,0001,114
Issued or guaranteed by U.S.$31,833,0001,113
Privately issued$065
Collaterized mortgage obligations$428,0002,932
CMOs issued by government agencies or sponsored agencies$428,0002,839
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)$38,658,0002,681
Total debt securities$38,667,0002,906
Structured notes
Amortized cost$1,000,0001,132
Fair value$1,001,0001,157
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$39,639,0002,927
U.S. Government securities$38,405,0002,174
U.S. Treasury securities$01,348
U.S. Government agency obligations$38,405,0002,090
Securities issued by states & political subdivisions$1,234,0004,587
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,011,0004,471
Mortgage-backed securities$33,302,0001,564
Certificates of participation in pools of residential mortgages$32,856,0001,130
Issued or guaranteed by U.S.$32,856,0001,129
Privately issued$067
Collaterized mortgage obligations$446,0002,978
CMOs issued by government agencies or sponsored agencies$446,0002,884
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)$39,639,0002,676
Total debt securities$39,638,0002,907
Structured notes
Amortized cost$1,000,0001,260
Fair value$997,0001,320
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$39,925,0002,952
U.S. Government securities$39,350,0002,174
U.S. Treasury securities$01,327
U.S. Government agency obligations$39,350,0002,089
Securities issued by states & political subdivisions$575,0004,858
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,191,0004,487
Mortgage-backed securities$35,215,0001,526
Certificates of participation in pools of residential mortgages$34,750,0001,079
Issued or guaranteed by U.S.$34,750,0001,078
Privately issued$070
Collaterized mortgage obligations$465,0003,003
CMOs issued by government agencies or sponsored agencies$465,0002,904
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)$39,925,0002,697
Total debt securities$39,925,0002,927
Structured notes
Amortized cost$1,000,0001,342
Fair value$1,000,0001,402
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$41,777,0002,905
U.S. Government securities$41,209,0002,133
U.S. Treasury securities$01,361
U.S. Government agency obligations$41,209,0002,046
Securities issued by states & political subdivisions$568,0004,939
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,389,0004,507
Mortgage-backed securities$35,219,0001,575
Certificates of participation in pools of residential mortgages$34,269,0001,119
Issued or guaranteed by U.S.$34,269,0001,117
Privately issued$075
Collaterized mortgage obligations$950,0002,793
CMOs issued by government agencies or sponsored agencies$950,0002,703
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)$41,777,0002,651
Total debt securities$41,777,0002,887
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$38,765,0003,132
U.S. Government securities$38,765,0002,279
U.S. Treasury securities$01,381
U.S. Government agency obligations$38,765,0002,194
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,596,0004,495
Mortgage-backed securities$34,843,0001,627
Certificates of participation in pools of residential mortgages$34,352,0001,151
Issued or guaranteed by U.S.$34,352,0001,151
Privately issued$073
Collaterized mortgage obligations$491,0003,089
CMOs issued by government agencies or sponsored agencies$491,0002,978
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)$38,765,0002,854
Total debt securities$38,766,0003,106
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$37,626,0003,253
U.S. Government securities$37,626,0002,335
U.S. Treasury securities$01,342
U.S. Government agency obligations$37,626,0002,269
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,861,0004,480
Mortgage-backed securities$35,610,0001,629
Certificates of participation in pools of residential mortgages$35,610,0001,146
Issued or guaranteed by U.S.$35,610,0001,146
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)$37,626,0002,959
Total debt securities$37,626,0003,224
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$35,439,0003,377
U.S. Government securities$35,439,0002,476
U.S. Treasury securities$01,198
U.S. Government agency obligations$35,439,0002,405
Securities issued by states & political subdivisions$05,432
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,200,0004,418
Mortgage-backed securities$34,415,0001,675
Certificates of participation in pools of residential mortgages$34,415,0001,181
Issued or guaranteed by U.S.$34,415,0001,181
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)$35,439,0003,086
Total debt securities$35,439,0003,350
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$32,891,0003,516
U.S. Government securities$32,891,0002,599
U.S. Treasury securities$01,131
U.S. Government agency obligations$32,891,0002,528
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,447,0004,353
Mortgage-backed securities$32,891,0001,744
Certificates of participation in pools of residential mortgages$32,891,0001,227
Issued or guaranteed by U.S.$32,891,0001,227
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)$32,891,0003,227
Total debt securities$32,891,0003,482
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$34,241,0003,439
U.S. Government securities$34,241,0002,524
U.S. Treasury securities$01,131
U.S. Government agency obligations$34,241,0002,459
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,684,0004,347
Mortgage-backed securities$34,241,0001,693
Certificates of participation in pools of residential mortgages$34,241,0001,173
Issued or guaranteed by U.S.$34,241,0001,172
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$34,241,0003,159
Total debt securities$34,241,0003,408
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$36,084,0003,335
U.S. Government securities$36,084,0002,437
U.S. Treasury securities$01,152
U.S. Government agency obligations$36,084,0002,371
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,380,0004,179
Mortgage-backed securities$36,084,0001,633
Certificates of participation in pools of residential mortgages$36,084,0001,121
Issued or guaranteed by U.S.$36,084,0001,121
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)$36,084,0003,067
Total debt securities$36,084,0003,305
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$36,196,0003,359
U.S. Government securities$36,196,0002,457
U.S. Treasury securities$01,161
U.S. Government agency obligations$36,196,0002,396
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,795,0004,126
Mortgage-backed securities$36,196,0001,666
Certificates of participation in pools of residential mortgages$36,196,0001,134
Issued or guaranteed by U.S.$36,196,0001,134
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)$36,196,0003,107
Total debt securities$36,196,0003,326
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$33,557,0003,456
U.S. Government securities$33,557,0002,548
U.S. Treasury securities$01,135
U.S. Government agency obligations$33,557,0002,488
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,834,0004,330
Mortgage-backed securities$33,557,0001,754
Certificates of participation in pools of residential mortgages$33,557,0001,212
Issued or guaranteed by U.S.$33,557,0001,211
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)$33,557,0003,197
Total debt securities$33,557,0003,427
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$32,155,0003,582
U.S. Government securities$32,155,0002,681
U.S. Treasury securities$01,086
U.S. Government agency obligations$32,155,0002,619
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,037,0004,335
Mortgage-backed securities$31,877,0001,909
Certificates of participation in pools of residential mortgages$31,877,0001,335
Issued or guaranteed by U.S.$31,877,0001,334
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)$32,155,0003,314
Total debt securities$32,155,0003,552
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$30,359,0003,691
U.S. Government securities$30,359,0002,822
U.S. Treasury securities$01,068
U.S. Government agency obligations$30,359,0002,764
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,119,0004,352
Mortgage-backed securities$30,074,0001,992
Certificates of participation in pools of residential mortgages$30,074,0001,409
Issued or guaranteed by U.S.$30,074,0001,408
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)$30,359,0003,426
Total debt securities$30,359,0003,668
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$25,937,0004,056
U.S. Government securities$25,937,0003,160
U.S. Treasury securities$01,157
U.S. Government agency obligations$25,937,0003,099
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,075,0004,966
Mortgage-backed securities$24,660,0002,260
Certificates of participation in pools of residential mortgages$24,660,0001,616
Issued or guaranteed by U.S.$24,660,0001,613
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)$25,937,0003,731
Total debt securities$25,938,0004,022
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$24,095,0004,178
U.S. Government securities$24,095,0003,249
U.S. Treasury securities$01,076
U.S. Government agency obligations$24,095,0003,179
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,839,0004,830
Mortgage-backed securities$22,771,0002,275
Certificates of participation in pools of residential mortgages$22,771,0001,615
Issued or guaranteed by U.S.$22,771,0001,611
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)$24,095,0003,830
Total debt securities$24,095,0004,148
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$23,531,0004,155
U.S. Government securities$23,531,0003,235
U.S. Treasury securities$01,126
U.S. Government agency obligations$23,531,0003,149
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,889,0005,194
Mortgage-backed securities$21,711,0002,290
Certificates of participation in pools of residential mortgages$21,711,0001,621
Issued or guaranteed by U.S.$21,711,0001,617
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$23,531,0003,811
Total debt securities$23,533,0004,119
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$24,021,0004,147
U.S. Government securities$24,021,0003,256
U.S. Treasury securities$01,225
U.S. Government agency obligations$24,021,0003,165
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,921,0005,213
Mortgage-backed securities$22,221,0002,216
Certificates of participation in pools of residential mortgages$22,221,0001,546
Issued or guaranteed by U.S.$22,221,0001,543
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$24,021,0003,810
Total debt securities$24,022,0004,114
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$23,718,0004,147
U.S. Government securities$23,718,0003,290
U.S. Treasury securities$01,272
U.S. Government agency obligations$23,718,0003,196
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,938,0005,231
Mortgage-backed securities$21,915,0002,175
Certificates of participation in pools of residential mortgages$21,915,0001,511
Issued or guaranteed by U.S.$21,915,0001,507
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$23,718,0003,820
Total debt securities$23,718,0004,114
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$20,366,0004,350
U.S. Government securities$20,366,0003,436
U.S. Treasury securities$01,275
U.S. Government agency obligations$20,366,0003,338
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,970,0005,255
Mortgage-backed securities$18,543,0002,323
Certificates of participation in pools of residential mortgages$18,543,0001,648
Issued or guaranteed by U.S.$18,543,0001,642
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$20,366,0004,001
Total debt securities$20,365,0004,320
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$19,760,0004,395
U.S. Government securities$18,750,0003,578
U.S. Treasury securities$01,180
U.S. Government agency obligations$18,750,0003,478
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$1,010,0002,180
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$1,010,000121
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,043,0005,271
Mortgage-backed securities$17,548,0002,382
Certificates of participation in pools of residential mortgages$17,548,0001,690
Issued or guaranteed by U.S.$17,548,0001,686
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)$19,760,0004,011
Total debt securities$19,761,0004,353
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$15,263,0004,960
U.S. Government securities$15,263,0004,057
U.S. Treasury securities$01,121
U.S. Government agency obligations$15,263,0003,952
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,282,0005,636
Mortgage-backed securities$13,505,0002,726
Certificates of participation in pools of residential mortgages$13,505,0002,042
Issued or guaranteed by U.S.$13,505,0002,036
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)$15,263,0004,535
Total debt securities$15,262,0004,924
Structured notes
Amortized cost$998,0002,649
Fair value$1,005,0002,532
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$13,807,0005,181
U.S. Government securities$13,807,0004,329
U.S. Treasury securities$01,130
U.S. Government agency obligations$13,807,0004,217
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$903,0005,901
Mortgage-backed securities$12,067,0002,949
Certificates of participation in pools of residential mortgages$12,067,0002,266
Issued or guaranteed by U.S.$12,067,0002,261
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$13,807,0004,746
Total debt securities$13,807,0005,147
Structured notes
Amortized cost$998,0002,449
Fair value$985,0002,443
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$11,304,0005,558
U.S. Government securities$11,304,0004,733
U.S. Treasury securities$01,077
U.S. Government agency obligations$11,304,0004,628
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$501,0006,143
Mortgage-backed securities$9,998,0003,265
Certificates of participation in pools of residential mortgages$9,998,0002,583
Issued or guaranteed by U.S.$9,998,0002,576
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)$11,304,0005,088
Total debt securities$11,299,0005,522
Structured notes
Amortized cost$500,0002,404
Fair value$501,0002,441
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$12,560,0005,407
U.S. Government securities$12,560,0004,523
U.S. Treasury securities$01,047
U.S. Government agency obligations$12,560,0004,433
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$502,0006,166
Mortgage-backed securities$11,220,0003,162
Certificates of participation in pools of residential mortgages$11,220,0002,504
Issued or guaranteed by U.S.$11,220,0002,495
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)$12,560,0004,947
Total debt securities$12,561,0005,359
Structured notes
Amortized cost$500,0002,012
Fair value$502,0002,046
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$12,786,0005,364
U.S. Government securities$12,786,0004,476
U.S. Treasury securities$01,036
U.S. Government agency obligations$12,786,0004,385
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$501,0006,203
Mortgage-backed securities$10,895,0003,228
Certificates of participation in pools of residential mortgages$10,895,0002,587
Issued or guaranteed by U.S.$10,895,0002,577
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)$12,786,0004,897
Total debt securities$12,779,0005,320
Structured notes
Amortized cost$500,0001,532
Fair value$503,0001,543
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$11,741,0005,582
U.S. Government securities$11,741,0004,744
U.S. Treasury securities$0981
U.S. Government agency obligations$11,741,0004,658
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$504,0006,243
Mortgage-backed securities$9,812,0003,446
Certificates of participation in pools of residential mortgages$9,812,0002,796
Issued or guaranteed by U.S.$9,812,0002,780
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)$11,741,0005,094
Total debt securities$11,741,0005,537
Structured notes
Amortized cost$500,0001,280
Fair value$502,0001,298
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$9,670,0005,985
U.S. Government securities$9,292,0005,308
U.S. Treasury securities$0973
U.S. Government agency obligations$9,292,0005,223
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$378,0002,835
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$378,000254
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$508,0006,280
Mortgage-backed securities$8,784,0003,537
Certificates of participation in pools of residential mortgages$8,784,0002,905
Issued or guaranteed by U.S.$8,784,0002,891
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)$9,670,0005,454
Total debt securities$9,669,0005,936
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$10,543,0005,770
U.S. Government securities$10,543,0004,979
U.S. Treasury securities$01,019
U.S. Government agency obligations$10,543,0004,894
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$502,0006,317
Mortgage-backed securities$9,040,0003,396
Certificates of participation in pools of residential mortgages$9,040,0002,792
Issued or guaranteed by U.S.$9,040,0002,778
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$10,543,0005,239
Total debt securities$10,542,0005,727
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$10,101,0005,915
U.S. Government securities$10,101,0005,107
U.S. Treasury securities$01,021
U.S. Government agency obligations$10,101,0005,020
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$753,0006,226
Mortgage-backed securities$8,344,0003,507
Certificates of participation in pools of residential mortgages$8,344,0002,901
Issued or guaranteed by U.S.$8,344,0002,887
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)$10,101,0005,395
Total debt securities$10,101,0005,849
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$8,930,0006,155
U.S. Government securities$8,930,0005,351
U.S. Treasury securities$01,044
U.S. Government agency obligations$8,930,0005,264
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$751,0006,229
Mortgage-backed securities$5,915,0003,901
Certificates of participation in pools of residential mortgages$5,915,0003,298
Issued or guaranteed by U.S.$5,915,0003,281
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)$8,930,0005,605
Total debt securities$8,930,0006,079
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$7,146,0006,615
U.S. Government securities$7,146,0005,970
U.S. Treasury securities$01,146
U.S. Government agency obligations$7,146,0005,860
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$746,0006,287
Mortgage-backed securities$3,659,0004,249
Certificates of participation in pools of residential mortgages$3,659,0003,656
Issued or guaranteed by U.S.$3,659,0003,641
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)$7,146,0006,003
Total debt securities$7,146,0006,556
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$6,276,0006,856
U.S. Government securities$6,276,0006,309
U.S. Treasury securities$01,235
U.S. Government agency obligations$6,276,0006,198
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$989,0006,220
Mortgage-backed securities$3,312,0004,228
Certificates of participation in pools of residential mortgages$3,312,0003,618
Issued or guaranteed by U.S.$3,312,0003,599
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)$6,276,0006,226
Total debt securities$6,275,0006,806
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$6,939,0006,752
U.S. Government securities$6,939,0006,135
U.S. Treasury securities$01,362
U.S. Government agency obligations$6,939,0006,024
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$981,0006,274
Mortgage-backed securities$3,502,0004,126
Certificates of participation in pools of residential mortgages$3,502,0003,514
Issued or guaranteed by U.S.$3,502,0003,499
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)$6,939,0006,095
Total debt securities$6,940,0006,697
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$7,330,0006,700
U.S. Government securities$7,330,0006,080
U.S. Treasury securities$01,448
U.S. Government agency obligations$7,330,0005,963
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$979,0006,298
Mortgage-backed securities$3,654,0004,043
Certificates of participation in pools of residential mortgages$3,654,0003,425
Issued or guaranteed by U.S.$3,654,0003,405
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)$7,330,0006,030
Total debt securities$7,330,0006,642
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$7,720,0006,653
U.S. Government securities$7,720,0006,005
U.S. Treasury securities$01,498
U.S. Government agency obligations$7,720,0005,883
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$974,0006,338
Mortgage-backed securities$3,815,0003,995
Certificates of participation in pools of residential mortgages$3,815,0003,374
Issued or guaranteed by U.S.$3,815,0003,360
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)$7,720,0005,991
Total debt securities$7,719,0006,595
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$9,334,0006,352
U.S. Government securities$9,334,0005,673
U.S. Treasury securities$01,574
U.S. Government agency obligations$9,334,0005,550
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$998,0006,341
Mortgage-backed securities$3,955,0003,960
Certificates of participation in pools of residential mortgages$3,955,0003,345
Issued or guaranteed by U.S.$3,955,0003,328
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)$9,334,0005,670
Total debt securities$9,334,0006,290
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$9,407,0006,351
U.S. Government securities$9,407,0005,669
U.S. Treasury securities$01,634
U.S. Government agency obligations$9,407,0005,542
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$957,0006,425
Mortgage-backed securities$4,094,0003,877
Certificates of participation in pools of residential mortgages$4,094,0003,297
Issued or guaranteed by U.S.$4,094,0003,284
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)$9,407,0005,670
Total debt securities$9,407,0006,289
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$9,919,0006,302
U.S. Government securities$9,919,0005,595
U.S. Treasury securities$01,715
U.S. Government agency obligations$9,919,0005,466
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$961,0006,454
Mortgage-backed securities$4,353,0003,827
Certificates of participation in pools of residential mortgages$4,181,0003,292
Issued or guaranteed by U.S.$4,181,0003,279
Privately issued$0205
Collaterized mortgage obligations$172,0003,207
CMOs issued by government agencies or sponsored agencies$172,0002,903
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)$9,919,0005,607
Total debt securities$9,919,0006,240
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$10,119,0006,303
U.S. Government securities$10,119,0005,547
U.S. Treasury securities$01,737
U.S. Government agency obligations$10,119,0005,407
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$965,0006,487
Mortgage-backed securities$4,547,0003,809
Certificates of participation in pools of residential mortgages$4,369,0003,267
Issued or guaranteed by U.S.$4,369,0003,255
Privately issued$0216
Collaterized mortgage obligations$178,0003,211
CMOs issued by government agencies or sponsored agencies$178,0002,911
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)$10,119,0005,588
Total debt securities$10,118,0006,247
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$10,706,0006,188
U.S. Government securities$10,706,0005,395
U.S. Treasury securities$01,786
U.S. Government agency obligations$10,706,0005,249
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$969,0006,510
Mortgage-backed securities$4,870,0003,761
Certificates of participation in pools of residential mortgages$4,680,0003,219
Issued or guaranteed by U.S.$4,680,0003,207
Privately issued$0225
Collaterized mortgage obligations$190,0003,215
CMOs issued by government agencies or sponsored agencies$190,0002,911
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)$10,706,0005,463
Total debt securities$10,706,0006,126
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$11,413,0006,081
U.S. Government securities$11,413,0005,281
U.S. Treasury securities$01,839
U.S. Government agency obligations$11,413,0005,124
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$979,0006,503
Mortgage-backed securities$5,290,0003,715
Certificates of participation in pools of residential mortgages$5,088,0003,178
Issued or guaranteed by U.S.$5,088,0003,167
Privately issued$0223
Collaterized mortgage obligations$202,0003,232
CMOs issued by government agencies or sponsored agencies$202,0002,938
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)$11,413,0005,351
Total debt securities$11,412,0006,012
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$11,654,0006,123
U.S. Government securities$11,654,0005,296
U.S. Treasury securities$01,963
U.S. Government agency obligations$11,654,0005,145
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$964,0006,558
Mortgage-backed securities$5,607,0003,734
Certificates of participation in pools of residential mortgages$5,399,0003,174
Issued or guaranteed by U.S.$5,399,0003,168
Privately issued$0207
Collaterized mortgage obligations$208,0003,274
CMOs issued by government agencies or sponsored agencies$208,0002,990
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$11,654,0005,375
Total debt securities$11,654,0006,055
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$12,068,0006,063
U.S. Government securities$12,068,0005,227
U.S. Treasury securities$01,963
U.S. Government agency obligations$12,068,0005,071
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$982,0006,546
Mortgage-backed securities$5,935,0003,682
Certificates of participation in pools of residential mortgages$5,717,0003,109
Issued or guaranteed by U.S.$5,717,0003,100
Privately issued$0203
Collaterized mortgage obligations$218,0003,301
CMOs issued by government agencies or sponsored agencies$218,0003,006
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$12,068,0005,304
Total debt securities$12,068,0005,990
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$12,677,0005,936
U.S. Government securities$12,677,0005,099
U.S. Treasury securities$01,990
U.S. Government agency obligations$12,677,0004,945
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$987,0006,579
Mortgage-backed securities$6,254,0003,641
Certificates of participation in pools of residential mortgages$6,028,0003,071
Issued or guaranteed by U.S.$6,028,0003,065
Privately issued$0225
Collaterized mortgage obligations$226,0003,308
CMOs issued by government agencies or sponsored agencies$226,0003,020
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$12,677,0005,206
Total debt securities$12,675,0005,866
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$12,842,0005,980
U.S. Government securities$12,842,0005,115
U.S. Treasury securities$02,098
U.S. Government agency obligations$12,842,0004,962
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$971,0006,604
Mortgage-backed securities$6,012,0003,766
Certificates of participation in pools of residential mortgages$5,784,0003,187
Issued or guaranteed by U.S.$5,784,0003,179
Privately issued$0225
Collaterized mortgage obligations$228,0003,363
CMOs issued by government agencies or sponsored agencies$228,0003,078
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$12,842,0005,244
Total debt securities$12,842,0005,909
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$12,026,0006,124
U.S. Government securities$12,026,0005,235
U.S. Treasury securities$02,082
U.S. Government agency obligations$12,026,0005,086
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$720,0006,697
Mortgage-backed securities$5,005,0004,068
Certificates of participation in pools of residential mortgages$4,763,0003,498
Issued or guaranteed by U.S.$4,763,0003,486
Privately issued$0230
Collaterized mortgage obligations$242,0003,438
CMOs issued by government agencies or sponsored agencies$242,0003,143
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$12,026,0005,400
Total debt securities$12,026,0006,041
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$10,164,0006,567
U.S. Government securities$10,164,0005,717
U.S. Treasury securities$02,227
U.S. Government agency obligations$10,164,0005,557
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$739,0006,701
Mortgage-backed securities$2,930,0004,757
Certificates of participation in pools of residential mortgages$2,930,0004,140
Issued or guaranteed by U.S.$2,930,0004,127
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$10,164,0005,815
Total debt securities$10,163,0006,485
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$10,964,0006,336
U.S. Government securities$10,964,0005,394
U.S. Treasury securities$02,287
U.S. Government agency obligations$10,964,0005,224
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$741,0006,729
Mortgage-backed securities$2,729,0004,844
Certificates of participation in pools of residential mortgages$2,729,0004,219
Issued or guaranteed by U.S.$2,729,0004,201
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$10,964,0005,610
Total debt securities$10,965,0006,246
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$9,937,0006,509
U.S. Government securities$9,937,0005,579
U.S. Treasury securities$02,322
U.S. Government agency obligations$9,937,0005,411
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$508,0006,917
Mortgage-backed securities$3,192,0004,736
Certificates of participation in pools of residential mortgages$3,192,0004,067
Issued or guaranteed by U.S.$3,192,0004,055
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$9,937,0005,744
Total debt securities$9,937,0006,411
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$7,101,0007,249
U.S. Government securities$7,101,0006,424
U.S. Treasury securities$02,382
U.S. Government agency obligations$7,101,0006,242
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$513,0006,955
Mortgage-backed securities$2,116,0005,260
Certificates of participation in pools of residential mortgages$2,116,0004,595
Issued or guaranteed by U.S.$2,116,0004,579
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$7,101,0006,430
Total debt securities$7,099,0007,153
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$8,105,0006,991
U.S. Government securities$8,105,0006,123
U.S. Treasury securities$02,544
U.S. Government agency obligations$8,105,0005,923
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$517,0006,979
Mortgage-backed securities$2,306,0005,169
Certificates of participation in pools of residential mortgages$2,306,0004,470
Issued or guaranteed by U.S.$2,306,0004,456
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$8,105,0006,170
Total debt securities$8,106,0006,897
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$9,293,0006,672
U.S. Government securities$9,293,0005,710
U.S. Treasury securities$03,182
U.S. Government agency obligations$9,293,0005,474
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$980,0006,809
Mortgage-backed securities$1,975,0005,286
Certificates of participation in pools of residential mortgages$1,975,0004,508
Issued or guaranteed by U.S.$1,975,0004,488
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$9,293,0005,789
Total debt securities$9,293,0006,574
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$6,245,0007,931
U.S. Government securities$6,245,0007,214
U.S. Treasury securities$04,186
U.S. Government agency obligations$6,245,0006,864
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0007,050
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,496,0003,230
Available-for-sale securities (fair market value)$2,749,0007,940
Total debt securities$6,245,0007,814
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$4,000,0009,021
U.S. Government securities$4,000,0008,500
U.S. Treasury securities$05,412
U.S. Government agency obligations$4,000,0007,989
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$300,0007,878
Mortgage-backed securities$07,939
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.$07,506
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,000,0003,386
Available-for-sale securities (fair market value)$09,616
Total debt securities$4,000,0008,906
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA