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Mercer Savings Bank, Securities

2023-12-31Rank
Total securities$11,783,0003,936
U.S. Government securities$8,110,0003,723
U.S. Treasury securities$980,0002,530
U.S. Government agency obligations$7,130,0003,472
Securities issued by states & political subdivisions$3,673,0003,072
Other domestic debt securities$02,337
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$01,860
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$952,0003,770
Mortgage-backed securities$3,837,0003,138
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,837,0002,718
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$134,0001,676
Available-for-sale securities (fair market value)$11,649,0003,676
Total debt securities$11,783,0003,912
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0164
2023-09-30Rank
Total securities$11,597,0003,962
U.S. Government securities$8,171,0003,739
U.S. Treasury securities$967,0002,596
U.S. Government agency obligations$7,204,0003,475
Securities issued by states & political subdivisions$3,426,0003,109
Other domestic debt securities$02,352
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$01,872
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$935,0003,781
Mortgage-backed securities$3,379,0003,188
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,379,0002,785
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$147,0001,696
Available-for-sale securities (fair market value)$11,450,0003,686
Total debt securities$11,598,0003,940
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0162
2023-06-30Rank
Total securities$11,821,0003,989
U.S. Government securities$8,334,0003,771
U.S. Treasury securities$956,0002,628
U.S. Government agency obligations$7,378,0003,492
Securities issued by states & political subdivisions$3,487,0003,150
Other domestic debt securities$02,374
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$01,891
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$931,0003,782
Mortgage-backed securities$3,561,0003,191
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,561,0002,788
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$168,0001,708
Available-for-sale securities (fair market value)$11,653,0003,713
Total debt securities$11,822,0003,966
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0160
2023-03-31Rank
Total securities$13,462,0003,980
U.S. Government securities$9,518,0003,751
U.S. Treasury securities$1,949,0002,467
U.S. Government agency obligations$7,569,0003,487
Securities issued by states & political subdivisions$3,944,0003,143
Other domestic debt securities$02,426
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$01,925
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$932,0003,777
Mortgage-backed securities$3,738,0003,222
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,738,0002,808
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$191,0001,760
Available-for-sale securities (fair market value)$13,271,0003,713
Total debt securities$13,460,0003,960
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0121
2022-12-31Rank
Total securities$13,533,0004,016
U.S. Government securities$9,613,0003,776
U.S. Treasury securities$1,929,0002,496
U.S. Government agency obligations$7,684,0003,495
Securities issued by states & political subdivisions$3,920,0003,181
Other domestic debt securities$02,464
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$01,948
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$920,0003,738
Mortgage-backed securities$3,884,0003,232
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,884,0002,804
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$212,0001,767
Available-for-sale securities (fair market value)$13,321,0003,736
Total debt securities$13,535,0003,997
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$12,805,0004,071
U.S. Government securities$9,751,0003,778
U.S. Treasury securities$1,924,0002,526
U.S. Government agency obligations$7,827,0003,495
Securities issued by states & political subdivisions$3,054,0003,347
Other domestic debt securities$02,426
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$01,954
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$920,0003,749
Mortgage-backed securities$4,029,0003,239
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,029,0002,807
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$233,0001,749
Available-for-sale securities (fair market value)$12,572,0003,792
Total debt securities$12,806,0004,049
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$13,244,0004,077
U.S. Government securities$10,547,0003,736
U.S. Treasury securities$1,933,0002,498
U.S. Government agency obligations$8,614,0003,459
Securities issued by states & political subdivisions$2,697,0003,462
Other domestic debt securities$02,284
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$01,937
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$927,0003,787
Mortgage-backed securities$4,754,0003,219
Certificates of participation in pools of residential mortgages$4,299,0002,882
Issued or guaranteed by U.S.$4,299,0002,800
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$455,0001,904
Commercial mortgage pass-through securities$455,0001,410
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$257,0001,677
Available-for-sale securities (fair market value)$12,987,0003,807
Total debt securities$13,242,0004,061
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$9,064,0004,220
U.S. Government securities$7,070,0003,929
U.S. Treasury securities$1,957,0002,260
U.S. Government agency obligations$5,113,0003,765
Securities issued by states & political subdivisions$1,994,0003,598
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$946,0003,808
Mortgage-backed securities$3,196,0003,381
Certificates of participation in pools of residential mortgages$2,715,0003,134
Issued or guaranteed by U.S.$2,715,0003,049
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$481,0001,876
Commercial mortgage pass-through securities$481,0001,378
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$279,0001,589
Available-for-sale securities (fair market value)$8,785,0003,975
Total debt securities$9,064,0004,200
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$9,676,0004,162
U.S. Government securities$7,489,0003,782
U.S. Treasury securities$2,004,0001,759
U.S. Government agency obligations$5,485,0003,702
Securities issued by states & political subdivisions$2,187,0003,594
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$987,0003,823
Mortgage-backed securities$3,506,0003,344
Certificates of participation in pools of residential mortgages$2,982,0003,087
Issued or guaranteed by U.S.$2,982,0002,994
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$524,0001,825
Commercial mortgage pass-through securities$524,0001,345
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$305,0001,497
Available-for-sale securities (fair market value)$9,371,0003,948
Total debt securities$9,676,0004,140
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$8,924,0004,202
U.S. Government securities$7,739,0003,721
U.S. Treasury securities$2,021,0001,549
U.S. Government agency obligations$5,718,0003,693
Securities issued by states & political subdivisions$1,185,0003,802
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$995,0003,859
Mortgage-backed securities$3,724,0003,361
Certificates of participation in pools of residential mortgages$3,189,0003,081
Issued or guaranteed by U.S.$3,189,0002,996
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$535,0001,839
Commercial mortgage pass-through securities$535,0001,357
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$339,0001,509
Available-for-sale securities (fair market value)$8,585,0003,984
Total debt securities$8,922,0004,176
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$10,087,0004,128
U.S. Government securities$8,896,0003,603
U.S. Treasury securities$2,021,0001,439
U.S. Government agency obligations$6,875,0003,551
Securities issued by states & political subdivisions$1,191,0003,820
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$990,0003,878
Mortgage-backed securities$3,886,0003,337
Certificates of participation in pools of residential mortgages$3,351,0003,038
Issued or guaranteed by U.S.$3,351,0002,943
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$535,0001,831
Commercial mortgage pass-through securities$535,0001,363
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$385,0001,481
Available-for-sale securities (fair market value)$9,702,0003,918
Total debt securities$10,087,0004,105
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$6,907,0004,283
U.S. Government securities$5,725,0003,808
U.S. Treasury securities$01,631
U.S. Government agency obligations$5,725,0003,625
Securities issued by states & political subdivisions$1,182,0003,830
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$988,0003,898
Mortgage-backed securities$2,735,0003,458
Certificates of participation in pools of residential mortgages$2,214,0003,217
Issued or guaranteed by U.S.$2,214,0003,126
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$521,0001,830
Commercial mortgage pass-through securities$521,0001,368
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$422,0001,459
Available-for-sale securities (fair market value)$6,485,0004,074
Total debt securities$6,907,0004,262
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$4,577,0004,420
U.S. Government securities$3,375,0004,011
U.S. Treasury securities$01,194
U.S. Government agency obligations$3,375,0003,866
Securities issued by states & political subdivisions$1,202,0003,839
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$1,010,0003,890
Mortgage-backed securities$2,365,0003,515
Certificates of participation in pools of residential mortgages$2,365,0003,155
Issued or guaranteed by U.S.$2,365,0003,074
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$460,0001,432
Available-for-sale securities (fair market value)$4,117,0004,218
Total debt securities$4,577,0004,399
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$3,329,0004,513
U.S. Government securities$2,395,0004,186
U.S. Treasury securities$01,216
U.S. Government agency obligations$2,395,0004,042
Securities issued by states & political subdivisions$934,0003,882
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$1,014,0003,909
Mortgage-backed securities$1,381,0003,713
Certificates of participation in pools of residential mortgages$1,381,0003,397
Issued or guaranteed by U.S.$1,381,0003,306
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$496,0001,415
Available-for-sale securities (fair market value)$2,833,0004,323
Total debt securities$3,328,0004,493
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$3,453,0004,523
U.S. Government securities$2,525,0004,190
U.S. Treasury securities$01,251
U.S. Government agency obligations$2,525,0004,037
Securities issued by states & political subdivisions$928,0003,888
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$1,018,0003,945
Mortgage-backed securities$1,507,0003,696
Certificates of participation in pools of residential mortgages$1,507,0003,366
Issued or guaranteed by U.S.$1,507,0003,273
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$563,0001,395
Available-for-sale securities (fair market value)$2,890,0004,349
Total debt securities$3,454,0004,503
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$3,759,0004,541
U.S. Government securities$2,621,0004,231
U.S. Treasury securities$01,297
U.S. Government agency obligations$2,621,0004,082
Securities issued by states & political subdivisions$1,138,0003,793
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$1,018,0003,966
Mortgage-backed securities$1,603,0003,692
Certificates of participation in pools of residential mortgages$1,603,0003,346
Issued or guaranteed by U.S.$1,603,0003,238
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$912,0001,342
Available-for-sale securities (fair market value)$2,847,0004,384
Total debt securities$3,759,0004,521
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$3,924,0004,600
U.S. Government securities$2,723,0004,314
U.S. Treasury securities$01,363
U.S. Government agency obligations$2,723,0004,145
Securities issued by states & political subdivisions$1,201,0003,784
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$1,003,0004,029
Mortgage-backed securities$1,720,0003,672
Certificates of participation in pools of residential mortgages$1,720,0003,295
Issued or guaranteed by U.S.$1,720,0003,199
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$968,0001,371
Available-for-sale securities (fair market value)$2,956,0004,442
Total debt securities$3,924,0004,581
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$4,616,0004,611
U.S. Government securities$2,823,0004,373
U.S. Treasury securities$01,429
U.S. Government agency obligations$2,823,0004,210
Securities issued by states & political subdivisions$1,793,0003,652
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$1,002,0004,105
Mortgage-backed securities$1,821,0003,664
Certificates of participation in pools of residential mortgages$1,821,0003,287
Issued or guaranteed by U.S.$1,821,0003,183
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$1,363,0001,337
Available-for-sale securities (fair market value)$3,253,0004,492
Total debt securities$4,615,0004,592
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$4,723,0004,653
U.S. Government securities$2,929,0004,422
U.S. Treasury securities$01,467
U.S. Government agency obligations$2,929,0004,261
Securities issued by states & political subdivisions$1,794,0003,712
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$999,0004,169
Mortgage-backed securities$1,930,0003,638
Certificates of participation in pools of residential mortgages$1,930,0003,257
Issued or guaranteed by U.S.$1,930,0003,170
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$1,412,0001,384
Available-for-sale securities (fair market value)$3,311,0004,529
Total debt securities$4,723,0004,633
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$4,827,0004,707
U.S. Government securities$3,042,0004,466
U.S. Treasury securities$01,516
U.S. Government agency obligations$3,042,0004,298
Securities issued by states & political subdivisions$1,785,0003,776
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$996,0004,208
Mortgage-backed securities$2,047,0003,640
Certificates of participation in pools of residential mortgages$2,047,0003,250
Issued or guaranteed by U.S.$2,047,0003,160
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$1,482,0001,391
Available-for-sale securities (fair market value)$3,345,0004,575
Total debt securities$4,828,0004,688
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$4,940,0004,730
U.S. Government securities$3,165,0004,483
U.S. Treasury securities$01,513
U.S. Government agency obligations$3,165,0004,315
Securities issued by states & political subdivisions$1,775,0003,827
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$994,0004,256
Mortgage-backed securities$2,173,0003,631
Certificates of participation in pools of residential mortgages$2,173,0003,246
Issued or guaranteed by U.S.$2,173,0003,173
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$1,545,0001,409
Available-for-sale securities (fair market value)$3,395,0004,613
Total debt securities$4,941,0004,712
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$5,091,0004,774
U.S. Government securities$3,324,0004,520
U.S. Treasury securities$01,500
U.S. Government agency obligations$3,324,0004,360
Securities issued by states & political subdivisions$1,767,0003,875
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$991,0004,324
Mortgage-backed securities$2,335,0003,637
Certificates of participation in pools of residential mortgages$2,335,0003,248
Issued or guaranteed by U.S.$2,335,0003,220
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$1,630,0001,421
Available-for-sale securities (fair market value)$3,461,0004,673
Total debt securities$5,091,0004,756
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$5,269,0004,817
U.S. Government securities$3,495,0004,520
U.S. Treasury securities$01,475
U.S. Government agency obligations$3,495,0004,360
Securities issued by states & political subdivisions$1,774,0003,928
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$500,0004,501
Mortgage-backed securities$2,508,0003,643
Certificates of participation in pools of residential mortgages$2,508,0003,240
Issued or guaranteed by U.S.$2,508,0003,080
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$1,701,0001,436
Available-for-sale securities (fair market value)$3,568,0004,723
Total debt securities$5,269,0004,797
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$7,468,0004,659
U.S. Government securities$5,692,0004,256
U.S. Treasury securities$01,426
U.S. Government agency obligations$5,692,0004,110
Securities issued by states & political subdivisions$1,776,0003,973
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$1,399,0004,295
Mortgage-backed securities$2,704,0003,640
Certificates of participation in pools of residential mortgages$2,704,0003,235
Issued or guaranteed by U.S.$2,704,0003,229
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$1,794,0001,448
Available-for-sale securities (fair market value)$5,674,0004,556
Total debt securities$7,470,0004,637
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$7,675,0004,706
U.S. Government securities$5,880,0004,285
U.S. Treasury securities$01,328
U.S. Government agency obligations$5,880,0004,144
Securities issued by states & political subdivisions$1,795,0004,036
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$1,414,0004,360
Mortgage-backed securities$2,872,0003,643
Certificates of participation in pools of residential mortgages$2,872,0003,234
Issued or guaranteed by U.S.$2,872,0003,229
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$1,879,0001,467
Available-for-sale securities (fair market value)$5,796,0004,612
Total debt securities$7,675,0004,682
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$7,905,0004,741
U.S. Government securities$6,094,0004,312
U.S. Treasury securities$01,313
U.S. Government agency obligations$6,094,0004,170
Securities issued by states & political subdivisions$1,811,0004,088
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$1,426,0004,425
Mortgage-backed securities$3,066,0003,656
Certificates of participation in pools of residential mortgages$3,066,0003,238
Issued or guaranteed by U.S.$3,066,0003,235
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$1,962,0001,508
Available-for-sale securities (fair market value)$5,943,0004,654
Total debt securities$7,904,0004,714
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$11,363,0004,489
U.S. Government securities$9,543,0003,846
U.S. Treasury securities$01,351
U.S. Government agency obligations$9,543,0003,709
Securities issued by states & political subdivisions$1,820,0004,116
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,443,0004,454
Mortgage-backed securities$2,225,0003,858
Certificates of participation in pools of residential mortgages$2,225,0003,495
Issued or guaranteed by U.S.$2,225,0003,489
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$2,094,0001,517
Available-for-sale securities (fair market value)$9,269,0004,390
Total debt securities$11,362,0004,464
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$13,529,0004,352
U.S. Government securities$11,739,0003,659
U.S. Treasury securities$01,390
U.S. Government agency obligations$11,739,0003,520
Securities issued by states & political subdivisions$1,790,0004,170
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,437,0004,511
Mortgage-backed securities$2,425,0003,870
Certificates of participation in pools of residential mortgages$2,425,0003,498
Issued or guaranteed by U.S.$2,425,0003,493
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$2,230,0001,522
Available-for-sale securities (fair market value)$11,299,0004,226
Total debt securities$13,529,0004,333
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$14,679,0004,253
U.S. Government securities$12,890,0003,513
U.S. Treasury securities$01,367
U.S. Government agency obligations$12,890,0003,382
Securities issued by states & political subdivisions$1,789,0004,205
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$1,435,0004,566
Mortgage-backed securities$2,585,0003,859
Certificates of participation in pools of residential mortgages$2,585,0003,476
Issued or guaranteed by U.S.$2,585,0003,470
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$2,330,0001,517
Available-for-sale securities (fair market value)$12,349,0004,126
Total debt securities$14,679,0004,232
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$17,524,0004,055
U.S. Government securities$15,680,0003,237
U.S. Treasury securities$01,214
U.S. Government agency obligations$15,680,0003,130
Securities issued by states & political subdivisions$1,844,0004,198
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$1,480,0004,609
Mortgage-backed securities$2,734,0003,863
Certificates of participation in pools of residential mortgages$2,734,0003,480
Issued or guaranteed by U.S.$2,734,0003,476
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$2,433,0001,517
Available-for-sale securities (fair market value)$15,091,0003,928
Total debt securities$17,524,0004,030
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$18,241,0004,061
U.S. Government securities$16,393,0003,262
U.S. Treasury securities$01,253
U.S. Government agency obligations$16,393,0003,151
Securities issued by states & political subdivisions$1,848,0004,220
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$1,487,0004,689
Mortgage-backed securities$2,917,0003,861
Certificates of participation in pools of residential mortgages$2,917,0003,474
Issued or guaranteed by U.S.$2,917,0003,468
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)$2,553,0001,542
Available-for-sale securities (fair market value)$15,688,0003,931
Total debt securities$18,241,0004,038
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$18,336,0004,110
U.S. Government securities$16,511,0003,323
U.S. Treasury securities$01,296
U.S. Government agency obligations$16,511,0003,214
Securities issued by states & political subdivisions$1,825,0004,254
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$1,465,0004,742
Mortgage-backed securities$3,081,0003,855
Certificates of participation in pools of residential mortgages$3,081,0003,459
Issued or guaranteed by U.S.$3,081,0003,456
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$2,660,0001,570
Available-for-sale securities (fair market value)$15,676,0003,978
Total debt securities$18,335,0004,089
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$18,420,0004,151
U.S. Government securities$16,598,0003,376
U.S. Treasury securities$01,367
U.S. Government agency obligations$16,598,0003,258
Securities issued by states & political subdivisions$1,822,0004,293
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$1,934,0004,661
Mortgage-backed securities$3,266,0003,838
Certificates of participation in pools of residential mortgages$3,266,0003,426
Issued or guaranteed by U.S.$3,266,0003,423
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$2,777,0001,582
Available-for-sale securities (fair market value)$15,643,0004,020
Total debt securities$18,420,0004,125
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$19,687,0004,123
U.S. Government securities$17,883,0003,323
U.S. Treasury securities$01,303
U.S. Government agency obligations$17,883,0003,219
Securities issued by states & political subdivisions$1,804,0004,368
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$5,999,0003,784
Mortgage-backed securities$3,465,0003,845
Certificates of participation in pools of residential mortgages$3,465,0003,420
Issued or guaranteed by U.S.$3,465,0003,416
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$2,915,0001,576
Available-for-sale securities (fair market value)$16,772,0004,008
Total debt securities$19,685,0004,093
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$21,882,0004,050
U.S. Government securities$20,085,0003,216
U.S. Treasury securities$01,348
U.S. Government agency obligations$20,085,0003,115
Securities issued by states & political subdivisions$1,797,0004,393
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$5,978,0003,832
Mortgage-backed securities$3,698,0003,876
Certificates of participation in pools of residential mortgages$3,698,0003,444
Issued or guaranteed by U.S.$3,698,0003,441
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$5,085,0001,356
Available-for-sale securities (fair market value)$16,797,0004,079
Total debt securities$21,881,0004,028
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$22,147,0004,071
U.S. Government securities$20,324,0003,248
U.S. Treasury securities$01,327
U.S. Government agency obligations$20,324,0003,148
Securities issued by states & political subdivisions$1,823,0004,407
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$2,009,0004,802
Mortgage-backed securities$3,927,0003,906
Certificates of participation in pools of residential mortgages$3,927,0003,476
Issued or guaranteed by U.S.$3,927,0003,474
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$5,237,0001,358
Available-for-sale securities (fair market value)$16,910,0004,119
Total debt securities$22,147,0004,047
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$24,226,0003,946
U.S. Government securities$22,407,0003,153
U.S. Treasury securities$2,000,000819
U.S. Government agency obligations$20,407,0003,209
Securities issued by states & political subdivisions$1,819,0004,471
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$1,511,0005,001
Mortgage-backed securities$4,137,0003,926
Certificates of participation in pools of residential mortgages$4,137,0003,488
Issued or guaranteed by U.S.$4,137,0003,483
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$7,375,0001,229
Available-for-sale securities (fair market value)$16,851,0004,186
Total debt securities$24,226,0003,919
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$24,109,0004,056
U.S. Government securities$22,618,0003,219
U.S. Treasury securities$1,999,000824
U.S. Government agency obligations$20,619,0003,271
Securities issued by states & political subdivisions$1,491,0004,624
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$1,510,0005,063
Mortgage-backed securities$4,423,0003,949
Certificates of participation in pools of residential mortgages$4,423,0003,504
Issued or guaranteed by U.S.$4,423,0003,503
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$7,582,0001,242
Available-for-sale securities (fair market value)$16,527,0004,292
Total debt securities$24,109,0004,026
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$24,350,0004,084
U.S. Government securities$22,867,0003,244
U.S. Treasury securities$1,998,000793
U.S. Government agency obligations$20,869,0003,302
Securities issued by states & political subdivisions$1,483,0004,674
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$1,512,0005,127
Mortgage-backed securities$4,634,0003,966
Certificates of participation in pools of residential mortgages$4,634,0003,510
Issued or guaranteed by U.S.$4,634,0003,510
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)$9,714,0001,115
Available-for-sale securities (fair market value)$14,636,0004,513
Total debt securities$24,349,0004,051
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$24,523,0004,100
U.S. Government securities$23,057,0003,237
U.S. Treasury securities$1,998,000717
U.S. Government agency obligations$21,059,0003,301
Securities issued by states & political subdivisions$1,466,0004,710
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$1,511,0005,169
Mortgage-backed securities$4,897,0003,946
Certificates of participation in pools of residential mortgages$4,897,0003,491
Issued or guaranteed by U.S.$4,897,0003,491
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)$9,901,0001,103
Available-for-sale securities (fair market value)$14,622,0004,572
Total debt securities$24,524,0004,068
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$23,052,0004,206
U.S. Government securities$22,751,0003,233
U.S. Treasury securities$1,997,000689
U.S. Government agency obligations$20,754,0003,327
Securities issued by states & political subdivisions$301,0005,293
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$1,514,0005,212
Mortgage-backed securities$5,157,0003,920
Certificates of participation in pools of residential mortgages$5,157,0003,442
Issued or guaranteed by U.S.$5,157,0003,440
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)$9,718,0001,098
Available-for-sale securities (fair market value)$13,334,0004,699
Total debt securities$23,051,0004,177
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$23,359,0004,202
U.S. Government securities$23,058,0003,241
U.S. Treasury securities$1,997,000664
U.S. Government agency obligations$21,061,0003,331
Securities issued by states & political subdivisions$301,0005,338
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$1,508,0005,260
Mortgage-backed securities$5,523,0003,891
Certificates of participation in pools of residential mortgages$5,523,0003,389
Issued or guaranteed by U.S.$5,523,0003,386
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)$11,986,000976
Available-for-sale securities (fair market value)$11,373,0004,971
Total debt securities$23,359,0004,173
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$19,901,0004,513
U.S. Government securities$19,600,0003,555
U.S. Treasury securities$1,996,000685
U.S. Government agency obligations$17,604,0003,652
Securities issued by states & political subdivisions$301,0005,339
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$1,507,0005,284
Mortgage-backed securities$5,976,0003,837
Certificates of participation in pools of residential mortgages$5,976,0003,277
Issued or guaranteed by U.S.$5,976,0003,274
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)$12,280,000912
Available-for-sale securities (fair market value)$7,621,0005,390
Total debt securities$19,901,0004,480
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$18,573,0004,650
U.S. Government securities$18,272,0003,707
U.S. Treasury securities$1,995,000708
U.S. Government agency obligations$16,277,0003,824
Securities issued by states & political subdivisions$301,0005,363
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$1,025,0005,524
Mortgage-backed securities$5,472,0003,986
Certificates of participation in pools of residential mortgages$5,472,0003,420
Issued or guaranteed by U.S.$5,472,0003,415
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)$12,651,000864
Available-for-sale securities (fair market value)$5,922,0005,645
Total debt securities$18,573,0004,617
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$11,765,0005,332
U.S. Government securities$11,464,0004,477
U.S. Treasury securities$1,995,000695
U.S. Government agency obligations$9,469,0004,683
Securities issued by states & political subdivisions$301,0005,412
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$1,025,0005,557
Mortgage-backed securities$2,436,0004,632
Certificates of participation in pools of residential mortgages$2,436,0004,182
Issued or guaranteed by U.S.$2,436,0004,181
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)$10,740,000933
Available-for-sale securities (fair market value)$1,025,0006,300
Total debt securities$11,763,0005,307
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$12,305,0005,368
U.S. Government securities$11,683,0004,556
U.S. Treasury securities$1,994,000657
U.S. Government agency obligations$9,689,0004,749
Securities issued by states & political subdivisions$301,0005,454
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$321,000830
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,027,0005,636
Mortgage-backed securities$2,653,0004,697
Certificates of participation in pools of residential mortgages$2,653,0004,255
Issued or guaranteed by U.S.$2,653,0004,253
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)$10,957,000941
Available-for-sale securities (fair market value)$1,348,0006,341
Total debt securities$11,984,0005,374
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$17,542,0004,809
U.S. Government securities$14,920,0004,175
U.S. Treasury securities$1,994,000645
U.S. Government agency obligations$12,926,0004,344
Securities issued by states & political subdivisions$301,0005,465
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$2,321,000407
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$900,0005,775
Mortgage-backed securities$2,896,0004,691
Certificates of participation in pools of residential mortgages$2,896,0004,225
Issued or guaranteed by U.S.$2,896,0004,223
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)$14,202,000818
Available-for-sale securities (fair market value)$3,340,0006,123
Total debt securities$15,222,0005,006
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$17,455,0004,861
U.S. Government securities$15,134,0004,264
U.S. Treasury securities$1,993,000684
U.S. Government agency obligations$13,141,0004,406
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$2,321,000392
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$900,0005,809
Mortgage-backed securities$3,128,0004,671
Certificates of participation in pools of residential mortgages$3,128,0004,175
Issued or guaranteed by U.S.$3,128,0004,171
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)$14,134,000830
Available-for-sale securities (fair market value)$3,321,0006,175
Total debt securities$15,136,0005,086
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$16,568,0004,918
U.S. Government securities$14,247,0004,305
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,247,0004,215
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 - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,125
Foreign debt securitiesNANA
Equity securities$2,321,000373
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,233,0004,828
Certificates of participation in pools of residential mortgages$2,233,0004,361
Issued or guaranteed by U.S.$2,233,0004,352
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,247,000840
Available-for-sale securities (fair market value)$2,321,0006,326
Total debt securities$14,247,0005,165
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$13,524,0005,248
U.S. Government securities$11,203,0004,707
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,203,0004,609
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 - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,094
Foreign debt securitiesNANA
Equity securities$2,321,000388
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$192,0005,631
Certificates of participation in pools of residential mortgages$192,0005,331
Issued or guaranteed by U.S.$192,0005,315
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,203,000954
Available-for-sale securities (fair market value)$2,321,0006,388
Total debt securities$11,203,0005,524
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$19,929,0004,574
U.S. Government securities$14,096,0004,395
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,096,0004,283
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 - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,028
Foreign debt securitiesNANA
Equity securities$5,833,000217
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$247,0005,603
Certificates of participation in pools of residential mortgages$247,0005,293
Issued or guaranteed by U.S.$247,0005,278
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,096,000848
Available-for-sale securities (fair market value)$5,833,0005,945
Total debt securities$14,096,0005,212
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$19,929,0004,554
U.S. Government securities$14,133,0004,362
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,133,0004,239
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 - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,072
Foreign debt securitiesNANA
Equity securities$5,796,000217
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$282,0005,561
Certificates of participation in pools of residential mortgages$282,0005,240
Issued or guaranteed by U.S.$282,0005,229
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,133,000853
Available-for-sale securities (fair market value)$5,796,0005,964
Total debt securities$14,133,0005,195
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$24,078,0004,004
U.S. Government securities$14,194,0004,176
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,194,0004,057
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 - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,087
Foreign debt securitiesNANA
Equity securities$9,884,000154
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$341,0005,536
Certificates of participation in pools of residential mortgages$341,0005,147
Issued or guaranteed by U.S.$341,0005,135
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,194,000854
Available-for-sale securities (fair market value)$9,884,0005,275
Total debt securities$14,194,0005,090
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$24,144,0003,949
U.S. Government securities$14,253,0004,143
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,253,0004,029
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,145
Foreign debt securitiesNANA
Equity securities$9,891,000150
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$398,0005,561
Certificates of participation in pools of residential mortgages$398,0005,122
Issued or guaranteed by U.S.$398,0005,110
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,253,000869
Available-for-sale securities (fair market value)$9,891,0005,234
Total debt securities$14,253,0005,034
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$20,996,0004,272
U.S. Government securities$4,256,0006,225
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,256,0006,108
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 - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,114
Foreign debt securitiesNANA
Equity securities$16,740,000102
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$427,0005,570
Certificates of participation in pools of residential mortgages$427,0005,152
Issued or guaranteed by U.S.$427,0005,141
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,256,0001,592
Available-for-sale securities (fair market value)$16,740,0004,365
Total debt securities$4,256,0006,734
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$21,850,0004,235
U.S. Government securities$5,298,0006,054
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,298,0005,935
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 - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,133
Foreign debt securitiesNANA
Equity securities$16,552,00098
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$470,0005,639
Certificates of participation in pools of residential mortgages$470,0005,242
Issued or guaranteed by U.S.$470,0005,230
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,298,0001,490
Available-for-sale securities (fair market value)$16,552,0004,413
Total debt securities$5,298,0006,620
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$21,806,0004,216
U.S. Government securities$3,344,0006,576
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,344,0006,480
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 - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,182
Foreign debt securitiesNANA
Equity securities$18,462,00094
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$504,0005,686
Certificates of participation in pools of residential mortgages$504,0005,293
Issued or guaranteed by U.S.$504,0005,278
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,344,0001,768
Available-for-sale securities (fair market value)$18,462,0004,170
Total debt securities$3,344,0007,011
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$20,256,0004,412
U.S. Government securities$4,371,0006,333
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,371,0006,242
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 - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,284
Foreign debt securitiesNANA
Equity securities$15,885,000129
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$531,0005,735
Certificates of participation in pools of residential mortgages$531,0005,349
Issued or guaranteed by U.S.$531,0005,332
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,371,0001,662
Available-for-sale securities (fair market value)$15,885,0004,521
Total debt securities$4,371,0006,870
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$19,108,0004,533
U.S. Government securities$2,559,0006,891
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,559,0006,793
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 - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,390
Foreign debt securitiesNANA
Equity securities$16,549,000142
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$559,0005,781
Certificates of participation in pools of residential mortgages$559,0005,393
Issued or guaranteed by U.S.$559,0005,373
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,338,0002,063
Available-for-sale securities (fair market value)$16,770,0004,375
Total debt securities$2,559,0007,273
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$12,497,0005,462
U.S. Government securities$2,592,0006,977
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,592,0006,887
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securitiesNANA
Equity securities$9,905,000222
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$592,0005,816
Certificates of participation in pools of residential mortgages$592,0005,432
Issued or guaranteed by U.S.$592,0005,414
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)$2,592,0002,029
Available-for-sale securities (fair market value)$9,905,0005,382
Total debt securities$2,592,0007,332
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$16,319,0004,917
U.S. Government securities$3,119,0006,934
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,119,0006,837
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securitiesNANA
Equity securities$13,200,000160
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$619,0005,804
Certificates of participation in pools of residential mortgages$619,0005,414
Issued or guaranteed by U.S.$619,0005,398
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)$3,119,0001,927
Available-for-sale securities (fair market value)$13,200,0004,863
Total debt securities$3,119,0007,299
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$18,428,0004,571
U.S. Government securities$7,166,0005,784
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,166,0005,699
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securitiesNANA
Equity securities$11,262,000163
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$666,0005,773
Certificates of participation in pools of residential mortgages$666,0005,387
Issued or guaranteed by U.S.$666,0005,369
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)$7,166,0001,392
Available-for-sale securities (fair market value)$11,262,0005,122
Total debt securities$7,166,0006,406
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$22,533,0004,136
U.S. Government securities$8,729,0005,395
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,729,0005,317
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securitiesNANA
Equity securities$13,804,000211
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$729,0005,757
Certificates of participation in pools of residential mortgages$729,0005,362
Issued or guaranteed by U.S.$729,0005,340
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)$8,729,0001,237
Available-for-sale securities (fair market value)$13,804,0004,789
Total debt securities$8,729,0006,104
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$24,422,0003,931
U.S. Government securities$9,361,0005,253
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,361,0005,167
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securitiesNANA
Equity securities$15,061,000219
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$861,0005,640
Certificates of participation in pools of residential mortgages$861,0005,221
Issued or guaranteed by U.S.$861,0005,194
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)$9,361,0001,181
Available-for-sale securities (fair market value)$15,061,0004,618
Total debt securities$9,361,0005,995
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$26,493,0003,729
U.S. Government securities$10,902,0005,069
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,902,0004,967
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securitiesNANA
Equity securities$15,591,000200
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$902,0005,432
Certificates of participation in pools of residential mortgages$902,0005,002
Issued or guaranteed by U.S.$902,0004,979
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)$10,902,0001,144
Available-for-sale securities (fair market value)$15,591,0004,523
Total debt securities$10,902,0005,799
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$28,995,0003,527
U.S. Government securities$11,950,0004,964
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,950,0004,867
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securitiesNANA
Equity securities$17,045,000190
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$950,0005,301
Certificates of participation in pools of residential mortgages$950,0004,845
Issued or guaranteed by U.S.$950,0004,830
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)$11,950,0001,135
Available-for-sale securities (fair market value)$17,045,0004,324
Total debt securities$11,950,0005,669
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$31,151,0003,343
U.S. Government securities$13,996,0004,580
U.S. Treasury securitiesNANA
U.S. Government agency obligations$13,996,0004,470
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securitiesNANA
Equity securities$17,155,000180
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$996,0005,259
Certificates of participation in pools of residential mortgages$996,0004,799
Issued or guaranteed by U.S.$996,0004,785
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)$17,775,000876
Available-for-sale securities (fair market value)$13,376,0004,887
Total debt securities$13,996,0005,336
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$31,008,0003,373
U.S. Government securities$14,037,0004,588
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,037,0004,466
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securitiesNANA
Equity securities$16,971,000178
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,037,0005,259
Certificates of participation in pools of residential mortgages$1,037,0004,779
Issued or guaranteed by U.S.$1,037,0004,760
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)$14,037,0001,054
Available-for-sale securities (fair market value)$16,971,0004,346
Total debt securities$14,037,0005,356
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$33,432,0003,207
U.S. Government securities$16,117,0004,304
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,117,0004,195
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securitiesNANA
Equity securities$17,315,000180
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,117,0005,199
Certificates of participation in pools of residential mortgages$1,117,0004,713
Issued or guaranteed by U.S.$1,117,0004,697
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)$16,117,000981
Available-for-sale securities (fair market value)$17,315,0004,360
Total debt securities$16,117,0005,079
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$33,232,0003,275
U.S. Government securities$16,156,0004,355
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,156,0004,229
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securitiesNANA
Equity securities$17,076,000183
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,156,0005,179
Certificates of participation in pools of residential mortgages$1,156,0004,695
Issued or guaranteed by U.S.$1,156,0004,671
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)$16,156,0001,017
Available-for-sale securities (fair market value)$17,076,0004,396
Total debt securities$16,156,0005,119
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$32,540,0003,305
U.S. Government securities$16,255,0004,315
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,255,0004,184
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securitiesNANA
Equity securities$16,285,000188
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,255,0005,141
Certificates of participation in pools of residential mortgages$1,255,0004,648
Issued or guaranteed by U.S.$1,255,0004,625
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)$16,255,0001,024
Available-for-sale securities (fair market value)$16,285,0004,477
Total debt securities$16,255,0005,078
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$32,710,0003,336
U.S. Government securities$16,296,0004,346
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,296,0004,211
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securitiesNANA
Equity securities$16,414,000183
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,297,0005,159
Certificates of participation in pools of residential mortgages$1,297,0004,651
Issued or guaranteed by U.S.$1,297,0004,633
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,296,0001,039
Available-for-sale securities (fair market value)$16,414,0004,505
Total debt securities$16,296,0005,117
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$33,911,0003,223
U.S. Government securities$16,337,0004,322
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,337,0004,188
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securitiesNANA
Equity securities$17,574,000181
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,338,0005,184
Certificates of participation in pools of residential mortgages$1,338,0004,668
Issued or guaranteed by U.S.$1,338,0004,647
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,337,0001,057
Available-for-sale securities (fair market value)$17,574,0004,295
Total debt securities$16,337,0005,112
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$34,295,0003,173
U.S. Government securities$16,392,0004,274
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,392,0004,147
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securitiesNANA
Equity securities$17,903,000179
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,393,0005,196
Certificates of participation in pools of residential mortgages$1,393,0004,680
Issued or guaranteed by U.S.$1,393,0004,661
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,392,0001,068
Available-for-sale securities (fair market value)$17,903,0004,258
Total debt securities$16,392,0005,092
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$39,952,0002,841
U.S. Government securities$16,601,0004,304
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,601,0004,172
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securitiesNANA
Equity securities$23,351,000135
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,602,0005,152
Certificates of participation in pools of residential mortgages$1,602,0004,620
Issued or guaranteed by U.S.$1,602,0004,597
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,601,0001,071
Available-for-sale securities (fair market value)$23,351,0003,654
Total debt securities$16,601,0005,105
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$39,764,0002,900
U.S. Government securities$16,643,0004,348
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,643,0004,215
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securitiesNANA
Equity securities$23,121,000144
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,644,0005,208
Certificates of participation in pools of residential mortgages$1,644,0004,660
Issued or guaranteed by U.S.$1,644,0004,644
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,643,0001,083
Available-for-sale securities (fair market value)$23,121,0003,746
Total debt securities$16,643,0005,145
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$38,371,0003,006
U.S. Government securities$14,687,0004,709
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,687,0004,562
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securitiesNANA
Equity securities$23,684,000155
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,688,0005,228
Certificates of participation in pools of residential mortgages$1,688,0004,660
Issued or guaranteed by U.S.$1,688,0004,643
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,687,0001,173
Available-for-sale securities (fair market value)$23,684,0003,717
Total debt securities$14,687,0005,493
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$38,662,0002,970
U.S. Government securities$15,604,0004,491
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,604,0004,349
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securitiesNANA
Equity securities$23,058,000165
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,925,0005,126
Certificates of participation in pools of residential mortgages$1,925,0004,561
Issued or guaranteed by U.S.$1,925,0004,547
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,604,0001,116
Available-for-sale securities (fair market value)$23,058,0003,747
Total debt securities$15,604,0005,343
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$42,559,0002,788
U.S. Government securities$17,219,0004,293
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,219,0004,151
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securitiesNANA
Equity securities$25,340,000156
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,040,0005,118
Certificates of participation in pools of residential mortgages$2,040,0004,539
Issued or guaranteed by U.S.$2,040,0004,523
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,218,0001,059
Available-for-sale securities (fair market value)$25,341,0003,569
Total debt securities$17,219,0005,147
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$46,001,0002,636
U.S. Government securities$7,453,0006,388
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,453,0006,229
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securitiesNANA
Equity securities$38,548,000119
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,455,0004,988
Certificates of participation in pools of residential mortgages$2,455,0004,382
Issued or guaranteed by U.S.$2,455,0004,368
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,453,0001,721
Available-for-sale securities (fair market value)$38,548,0002,606
Total debt securities$7,453,0007,067
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$32,028,0003,533
U.S. Government securities$7,633,0006,408
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,633,0006,233
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securitiesNANA
Equity securities$24,395,000177
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,635,0004,876
Certificates of participation in pools of residential mortgages$2,635,0004,266
Issued or guaranteed by U.S.$2,635,0004,252
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,054,000975
Available-for-sale securities (fair market value)$12,974,0005,255
Total debt securities$7,633,0007,077
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$30,569,0003,590
U.S. Government securities$6,627,0006,589
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,627,0006,406
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securitiesNANA
Equity securities$23,942,000198
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,130,0004,674
Certificates of participation in pools of residential mortgages$3,130,0004,042
Issued or guaranteed by U.S.$3,130,0004,028
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,628,0001,841
Available-for-sale securities (fair market value)$23,941,0003,674
Total debt securities$6,627,0007,287
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$33,207,0003,294
U.S. Government securities$7,383,0006,284
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,383,0006,115
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securitiesNANA
Equity securities$25,824,000186
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,386,0004,662
Certificates of participation in pools of residential mortgages$3,386,0003,987
Issued or guaranteed by U.S.$3,386,0003,974
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,383,0001,718
Available-for-sale securities (fair market value)$25,824,0003,423
Total debt securities$7,383,0007,019
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$27,904,0003,729
U.S. Government securities$7,507,0006,299
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,507,0006,121
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securitiesNANA
Equity securities$20,397,000221
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,511,0004,678
Certificates of participation in pools of residential mortgages$3,511,0003,965
Issued or guaranteed by U.S.$3,511,0003,950
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,507,0001,738
Available-for-sale securities (fair market value)$20,397,0003,988
Total debt securities$7,507,0007,023
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$33,903,0003,191
U.S. Government securities$8,209,0006,104
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,209,0005,899
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securitiesNANA
Equity securities$25,694,000190
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,709,0004,592
Certificates of participation in pools of residential mortgages$3,709,0003,844
Issued or guaranteed by U.S.$3,709,0003,830
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,209,0001,676
Available-for-sale securities (fair market value)$25,694,0003,368
Total debt securities$8,209,0006,869
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$24,924,0003,868
U.S. Government securities$5,273,0007,114
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,273,0006,877
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securitiesNANA
Equity securities$19,651,000221
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$273,0006,652
Certificates of participation in pools of residential mortgages$273,0006,087
Issued or guaranteed by U.S.$273,0006,064
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,273,0002,238
Available-for-sale securities (fair market value)$19,651,0003,881
Total debt securities$5,273,0007,746
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$15,858,0005,394
U.S. Government securities$5,362,0007,600
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,362,0007,252
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$10,496,000491
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$362,0006,335
Certificates of participation in pools of residential mortgages$362,0005,700
Issued or guaranteed by U.S.$362,0005,681
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,362,0002,690
Available-for-sale securities (fair market value)$10,496,0005,591
Total debt securities$5,362,0008,114
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$14,574,0005,894
U.S. Government securities$5,705,0007,734
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,705,0007,206
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$8,869,000550
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$705,0006,180
Certificates of participation in pools of residential mortgages$705,0005,413
Issued or guaranteed by U.S.$705,0005,404
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,705,0002,881
Available-for-sale securities (fair market value)$8,869,0006,192
Total debt securities$5,705,0008,312
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$17,017,0005,364
U.S. Government securities$5,937,0007,623
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,937,0006,752
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$11,080,000459
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$937,0006,180
Certificates of participation in pools of residential mortgages$937,0005,349
Issued or guaranteed by U.S.$937,0005,332
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,937,0003,139
Available-for-sale securities (fair market value)$11,080,0005,491
Total debt securities$5,937,0008,307
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$10,123,0007,367
U.S. Government securities$4,811,0008,689
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,811,0007,400
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$5,312,000761
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,176,0006,142
Certificates of participation in pools of residential mortgages$1,176,0005,163
Issued or guaranteed by U.S.$1,176,0005,145
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,812,0004,229
Available-for-sale securities (fair market value)$5,311,0007,345
Total debt securities$4,811,0009,206
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$8,592,0008,409
U.S. Government securities$4,778,0009,273
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,778,0007,778
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$3,909,000926
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$95,000113
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,673,0006,154
Certificates of participation in pools of residential mortgages$1,673,0005,025
Issued or guaranteed by U.S.$1,673,0005,006
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,683,0004,840
Available-for-sale securities (fair market value)$3,909,0008,226
Total debt securities$4,778,0009,756
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$9,903,0008,326
U.S. Government securities$5,686,0009,217
U.S. Treasury securities$010,180
U.S. Government agency obligations$5,686,0007,323
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$4,336,000803
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$119,00098
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,112,0006,168
Certificates of participation in pools of residential mortgages$2,112,0004,812
Issued or guaranteed by U.S.$2,112,0004,783
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,567,0004,768
Available-for-sale securities (fair market value)$4,336,0008,341
Total debt securities$5,686,0009,793
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$7,118,0009,880
U.S. Government securities$4,347,00010,508
U.S. Treasury securities$011,131
U.S. Government agency obligations$4,347,0008,129
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$2,889,000997
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$118,000143
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,801,0006,845
Certificates of participation in pools of residential mortgages$1,801,0005,400
Issued or guaranteed by U.S.$1,801,0005,375
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,229,0008,465
Available-for-sale securities (fair market value)$2,889,0008,206
Total debt securities$4,347,00011,036
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$4,669,00011,442
U.S. Government securities$4,038,00011,061
U.S. Treasury securities$011,566
U.S. Government agency obligations$4,038,0008,572
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$776,0002,431
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$145,000103
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,518,0006,802
Certificates of participation in pools of residential mortgages$2,518,0005,266
Issued or guaranteed by U.S.$2,518,0005,226
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$4,038,00011,590
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$5,033,00011,583
U.S. Government securities$5,157,00010,681
U.S. Treasury securities$012,156
U.S. Government agency obligations$5,157,0007,879
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$61,0005,980
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$185,000158
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,294,0007,352
Certificates of participation in pools of residential mortgages$2,294,0005,819
Issued or guaranteed by U.S.$2,294,0005,753
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$5,157,00011,364
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA