Home > Ormsby State Bank > Securities

Ormsby State Bank, Securities

2019-06-30Rank
Total securities$7,826,0004,397
U.S. Government securities$4,966,0004,118
U.S. Treasury securities$01,467
U.S. Government agency obligations$4,966,0003,957
Securities issued by states & political subdivisions$2,360,0003,561
Other domestic debt securities$500,0001,720
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$500,0001,323
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$729,0004,251
Mortgage-backed securities$4,966,0003,141
Certificates of participation in pools of residential mortgages$4,966,0002,606
Issued or guaranteed by U.S.$4,966,0002,537
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$7,826,0004,136
Total debt securities$7,826,0004,374
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$8,025,0004,433
U.S. Government securities$5,182,0004,140
U.S. Treasury securities$01,516
U.S. Government agency obligations$5,182,0003,983
Securities issued by states & political subdivisions$2,347,0003,625
Other domestic debt securities$496,0001,745
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$496,0001,358
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$771,0004,281
Mortgage-backed securities$5,182,0003,131
Certificates of participation in pools of residential mortgages$5,182,0002,588
Issued or guaranteed by U.S.$5,182,0002,523
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$8,025,0004,157
Total debt securities$8,025,0004,407
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$7,817,0004,493
U.S. Government securities$4,794,0004,225
U.S. Treasury securities$01,513
U.S. Government agency obligations$4,794,0004,075
Securities issued by states & political subdivisions$2,538,0003,642
Other domestic debt securities$485,0001,748
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$485,0001,371
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$800,0004,325
Mortgage-backed securities$4,794,0003,191
Certificates of participation in pools of residential mortgages$4,794,0002,656
Issued or guaranteed by U.S.$4,794,0002,613
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$7,817,0004,225
Total debt securities$7,818,0004,471
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$8,015,0004,516
U.S. Government securities$4,971,0004,261
U.S. Treasury securities$01,500
U.S. Government agency obligations$4,971,0004,113
Securities issued by states & political subdivisions$2,559,0003,686
Other domestic debt securities$485,0001,716
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$485,0001,382
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$851,0004,379
Mortgage-backed securities$4,971,0003,190
Certificates of participation in pools of residential mortgages$4,971,0002,666
Issued or guaranteed by U.S.$4,971,0002,648
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$8,015,0004,249
Total debt securities$8,013,0004,492
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$8,326,0004,548
U.S. Government securities$5,269,0004,256
U.S. Treasury securities$01,475
U.S. Government agency obligations$5,269,0004,106
Securities issued by states & political subdivisions$2,573,0003,741
Other domestic debt securities$484,0001,907
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$484,0001,385
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$896,0004,407
Mortgage-backed securities$5,269,0003,175
Certificates of participation in pools of residential mortgages$5,269,0002,662
Issued or guaranteed by U.S.$5,269,0002,538
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$8,326,0004,271
Total debt securities$8,325,0004,522
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$8,625,0004,574
U.S. Government securities$5,567,0004,273
U.S. Treasury securities$01,426
U.S. Government agency obligations$5,567,0004,130
Securities issued by states & political subdivisions$2,573,0003,784
Other domestic debt securities$485,0001,734
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$485,0001,423
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$964,0004,444
Mortgage-backed securities$5,567,0003,153
Certificates of participation in pools of residential mortgages$5,566,0002,658
Issued or guaranteed by U.S.$5,566,0002,656
Privately issued$067
Collaterized mortgage obligations$1,0003,032
CMOs issued by government agencies or sponsored agencies$1,0002,947
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$8,625,0004,291
Total debt securities$8,625,0004,546
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$8,592,0004,642
U.S. Government securities$5,019,0004,403
U.S. Treasury securities$01,328
U.S. Government agency obligations$5,019,0004,261
Securities issued by states & political subdivisions$3,078,0003,747
Other domestic debt securities$495,0001,734
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$495,0001,437
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$1,033,0004,464
Mortgage-backed securities$5,019,0003,282
Certificates of participation in pools of residential mortgages$5,016,0002,798
Issued or guaranteed by U.S.$5,016,0002,793
Privately issued$064
Collaterized mortgage obligations$3,0003,028
CMOs issued by government agencies or sponsored agencies$3,0002,940
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$8,592,0004,366
Total debt securities$8,592,0004,619
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$8,624,0004,685
U.S. Government securities$4,987,0004,468
U.S. Treasury securities$01,313
U.S. Government agency obligations$4,987,0004,349
Securities issued by states & political subdivisions$3,137,0003,785
Other domestic debt securities$500,0001,731
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$500,0001,437
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$1,089,0004,514
Mortgage-backed securities$4,987,0003,333
Certificates of participation in pools of residential mortgages$4,982,0002,858
Issued or guaranteed by U.S.$4,982,0002,855
Privately issued$069
Collaterized mortgage obligations$5,0003,052
CMOs issued by government agencies or sponsored agencies$5,0002,963
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$8,624,0004,397
Total debt securities$8,624,0004,661
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$8,945,0004,706
U.S. Government securities$5,264,0004,465
U.S. Treasury securities$01,351
U.S. Government agency obligations$5,264,0004,346
Securities issued by states & political subdivisions$2,931,0003,851
Other domestic debt securities$750,0001,647
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$750,0001,367
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$1,190,0004,509
Mortgage-backed securities$5,264,0003,320
Certificates of participation in pools of residential mortgages$5,256,0002,843
Issued or guaranteed by U.S.$5,256,0002,842
Privately issued$067
Collaterized mortgage obligations$8,0003,075
CMOs issued by government agencies or sponsored agencies$8,0002,977
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$8,945,0004,411
Total debt securities$8,945,0004,681
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$8,270,0004,814
U.S. Government securities$4,965,0004,568
U.S. Treasury securities$01,390
U.S. Government agency obligations$4,965,0004,438
Securities issued by states & political subdivisions$2,556,0003,976
Other domestic debt securities$749,0001,695
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$749,0001,394
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$1,234,0004,565
Mortgage-backed securities$4,965,0003,428
Certificates of participation in pools of residential mortgages$4,955,0002,962
Issued or guaranteed by U.S.$4,955,0002,958
Privately issued$066
Collaterized mortgage obligations$10,0003,111
CMOs issued by government agencies or sponsored agencies$10,0003,015
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$8,270,0004,500
Total debt securities$8,270,0004,785
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$7,846,0004,872
U.S. Government securities$4,234,0004,683
U.S. Treasury securities$01,367
U.S. Government agency obligations$4,234,0004,559
Securities issued by states & political subdivisions$2,866,0003,936
Other domestic debt securities$746,0001,707
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$746,0001,395
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$1,322,0004,590
Mortgage-backed securities$4,234,0003,545
Certificates of participation in pools of residential mortgages$4,220,0003,120
Issued or guaranteed by U.S.$4,220,0003,116
Privately issued$071
Collaterized mortgage obligations$14,0003,113
CMOs issued by government agencies or sponsored agencies$14,0003,004
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$7,846,0004,553
Total debt securities$7,847,0004,846
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$7,546,0004,950
U.S. Government securities$4,664,0004,646
U.S. Treasury securities$01,214
U.S. Government agency obligations$4,664,0004,528
Securities issued by states & political subdivisions$2,319,0004,084
Other domestic debt securities$563,0001,779
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$563,0001,449
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$1,454,0004,615
Mortgage-backed securities$4,664,0003,499
Certificates of participation in pools of residential mortgages$4,645,0003,059
Issued or guaranteed by U.S.$4,645,0003,058
Privately issued$067
Collaterized mortgage obligations$19,0003,131
CMOs issued by government agencies or sponsored agencies$19,0003,026
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)$300,0001,988
Available-for-sale securities (fair market value)$7,246,0004,650
Total debt securities$7,546,0004,927
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$7,838,0004,982
U.S. Government securities$4,942,0004,704
U.S. Treasury securities$01,253
U.S. Government agency obligations$4,942,0004,582
Securities issued by states & political subdivisions$2,333,0004,113
Other domestic debt securities$563,0001,807
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$563,0001,456
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$1,545,0004,670
Mortgage-backed securities$4,942,0003,492
Certificates of participation in pools of residential mortgages$4,918,0003,050
Issued or guaranteed by U.S.$4,918,0003,047
Privately issued$071
Collaterized mortgage obligations$24,0003,157
CMOs issued by government agencies or sponsored agencies$24,0003,040
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)$300,0002,037
Available-for-sale securities (fair market value)$7,538,0004,682
Total debt securities$7,838,0004,958
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$8,048,0005,031
U.S. Government securities$5,160,0004,756
U.S. Treasury securities$01,296
U.S. Government agency obligations$5,160,0004,642
Securities issued by states & political subdivisions$2,324,0004,136
Other domestic debt securities$564,0001,828
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$564,0001,468
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$1,669,0004,682
Mortgage-backed securities$5,160,0003,475
Certificates of participation in pools of residential mortgages$5,131,0003,025
Issued or guaranteed by U.S.$5,131,0003,024
Privately issued$066
Collaterized mortgage obligations$29,0003,170
CMOs issued by government agencies or sponsored agencies$29,0003,061
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)$300,0002,077
Available-for-sale securities (fair market value)$7,748,0004,731
Total debt securities$8,048,0005,007
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$7,873,0005,115
U.S. Government securities$4,471,0004,947
U.S. Treasury securities$01,367
U.S. Government agency obligations$4,471,0004,832
Securities issued by states & political subdivisions$2,836,0004,041
Other domestic debt securities$566,0001,813
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$566,0001,459
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$1,764,0004,703
Mortgage-backed securities$4,471,0003,603
Certificates of participation in pools of residential mortgages$4,436,0003,152
Issued or guaranteed by U.S.$4,436,0003,150
Privately issued$066
Collaterized mortgage obligations$35,0003,195
CMOs issued by government agencies or sponsored agencies$35,0003,085
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)$425,0002,065
Available-for-sale securities (fair market value)$7,448,0004,803
Total debt securities$7,873,0005,094
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$7,637,0005,220
U.S. Government securities$4,132,0005,088
U.S. Treasury securities$01,303
U.S. Government agency obligations$4,132,0004,982
Securities issued by states & political subdivisions$2,835,0004,079
Other domestic debt securities$670,0001,792
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$670,0001,435
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$1,872,0004,747
Mortgage-backed securities$4,132,0003,710
Certificates of participation in pools of residential mortgages$4,090,0003,278
Issued or guaranteed by U.S.$4,090,0003,274
Privately issued$065
Collaterized mortgage obligations$42,0003,231
CMOs issued by government agencies or sponsored agencies$42,0003,122
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)$524,0002,031
Available-for-sale securities (fair market value)$7,113,0004,915
Total debt securities$7,637,0005,198
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$8,267,0005,249
U.S. Government securities$4,324,0005,165
U.S. Treasury securities$01,348
U.S. Government agency obligations$4,324,0005,058
Securities issued by states & political subdivisions$2,820,0004,105
Other domestic debt securities$1,123,0001,555
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$1,123,0001,233
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$1,922,0004,765
Mortgage-backed securities$4,324,0003,757
Certificates of participation in pools of residential mortgages$4,275,0003,322
Issued or guaranteed by U.S.$4,275,0003,320
Privately issued$067
Collaterized mortgage obligations$49,0003,264
CMOs issued by government agencies or sponsored agencies$49,0003,154
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)$974,0001,930
Available-for-sale securities (fair market value)$7,293,0004,988
Total debt securities$8,267,0005,228
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$8,376,0005,308
U.S. Government securities$4,609,0005,199
U.S. Treasury securities$01,327
U.S. Government agency obligations$4,609,0005,093
Securities issued by states & political subdivisions$2,639,0004,169
Other domestic debt securities$1,128,0001,590
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$1,128,0001,247
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$1,940,0004,833
Mortgage-backed securities$4,609,0003,771
Certificates of participation in pools of residential mortgages$4,552,0003,316
Issued or guaranteed by U.S.$4,552,0003,314
Privately issued$070
Collaterized mortgage obligations$57,0003,289
CMOs issued by government agencies or sponsored agencies$57,0003,175
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)$975,0001,935
Available-for-sale securities (fair market value)$7,401,0005,032
Total debt securities$8,376,0005,287
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$9,508,0005,263
U.S. Government securities$4,792,0005,267
U.S. Treasury securities$01,361
U.S. Government agency obligations$4,792,0005,150
Securities issued by states & political subdivisions$2,987,0004,119
Other domestic debt securities$1,729,0001,425
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$1,729,0001,114
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$2,110,0004,828
Mortgage-backed securities$4,792,0003,805
Certificates of participation in pools of residential mortgages$4,725,0003,351
Issued or guaranteed by U.S.$4,725,0003,346
Privately issued$075
Collaterized mortgage obligations$67,0003,322
CMOs issued by government agencies or sponsored agencies$67,0003,209
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)$1,576,0001,819
Available-for-sale securities (fair market value)$7,932,0005,051
Total debt securities$9,508,0005,244
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$11,001,0005,214
U.S. Government securities$5,722,0005,193
U.S. Treasury securities$01,381
U.S. Government agency obligations$5,722,0005,078
Securities issued by states & political subdivisions$2,992,0004,153
Other domestic debt securities$2,287,0001,317
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$2,287,0001,003
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$1,114,0005,189
Mortgage-backed securities$4,963,0003,845
Certificates of participation in pools of residential mortgages$4,888,0003,393
Issued or guaranteed by U.S.$4,888,0003,391
Privately issued$073
Collaterized mortgage obligations$75,0003,377
CMOs issued by government agencies or sponsored agencies$75,0003,252
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)$1,678,0001,829
Available-for-sale securities (fair market value)$9,323,0004,995
Total debt securities$11,001,0005,191
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$11,213,0005,254
U.S. Government securities$5,930,0005,242
U.S. Treasury securities$01,342
U.S. Government agency obligations$5,930,0005,124
Securities issued by states & political subdivisions$2,986,0004,195
Other domestic debt securities$2,297,0001,348
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$2,297,0001,035
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$1,292,0005,191
Mortgage-backed securities$4,918,0003,917
Certificates of participation in pools of residential mortgages$4,833,0003,466
Issued or guaranteed by U.S.$4,833,0003,466
Privately issued$075
Collaterized mortgage obligations$85,0003,406
CMOs issued by government agencies or sponsored agencies$85,0003,281
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)$1,679,0001,840
Available-for-sale securities (fair market value)$9,534,0005,014
Total debt securities$11,213,0005,230
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$10,810,0005,333
U.S. Government securities$5,542,0005,335
U.S. Treasury securities$01,198
U.S. Government agency obligations$5,542,0005,224
Securities issued by states & political subdivisions$2,964,0004,240
Other domestic debt securities$2,304,0001,379
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$2,304,0001,055
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$1,334,0005,217
Mortgage-backed securities$4,527,0004,028
Certificates of participation in pools of residential mortgages$4,434,0003,596
Issued or guaranteed by U.S.$4,434,0003,595
Privately issued$076
Collaterized mortgage obligations$93,0003,433
CMOs issued by government agencies or sponsored agencies$93,0003,303
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)$1,680,0001,842
Available-for-sale securities (fair market value)$9,130,0005,110
Total debt securities$10,810,0005,310
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$11,243,0005,320
U.S. Government securities$5,669,0005,321
U.S. Treasury securities$01,131
U.S. Government agency obligations$5,669,0005,214
Securities issued by states & political subdivisions$3,263,0004,187
Other domestic debt securities$2,311,0001,415
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$2,311,0001,076
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$1,158,0005,340
Mortgage-backed securities$4,652,0004,022
Certificates of participation in pools of residential mortgages$4,551,0003,573
Issued or guaranteed by U.S.$4,551,0003,570
Privately issued$081
Collaterized mortgage obligations$101,0003,432
CMOs issued by government agencies or sponsored agencies$101,0003,296
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)$1,681,0001,831
Available-for-sale securities (fair market value)$9,562,0005,097
Total debt securities$11,243,0005,294
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$11,484,0005,345
U.S. Government securities$5,906,0005,329
U.S. Treasury securities$01,131
U.S. Government agency obligations$5,906,0005,218
Securities issued by states & political subdivisions$3,264,0004,194
Other domestic debt securities$2,314,0001,455
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$2,314,0001,109
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$1,428,0005,293
Mortgage-backed securities$4,887,0004,027
Certificates of participation in pools of residential mortgages$4,773,0003,545
Issued or guaranteed by U.S.$4,773,0003,541
Privately issued$080
Collaterized mortgage obligations$114,0003,453
CMOs issued by government agencies or sponsored agencies$114,0003,317
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)$1,682,0001,816
Available-for-sale securities (fair market value)$9,802,0005,128
Total debt securities$11,484,0005,313
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$9,859,0005,512
U.S. Government securities$4,064,0005,667
U.S. Treasury securities$01,152
U.S. Government agency obligations$4,064,0005,567
Securities issued by states & political subdivisions$3,082,0004,251
Other domestic debt securities$2,513,0001,435
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$2,513,0001,088
Foreign debt securities$200,000279
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,719,0005,219
Mortgage-backed securities$3,045,0004,418
Certificates of participation in pools of residential mortgages$2,913,0004,022
Issued or guaranteed by U.S.$2,913,0004,016
Privately issued$083
Collaterized mortgage obligations$132,0003,461
CMOs issued by government agencies or sponsored agencies$132,0003,321
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)$2,084,0001,681
Available-for-sale securities (fair market value)$7,775,0005,373
Total debt securities$9,859,0005,480
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$10,431,0005,506
U.S. Government securities$4,439,0005,641
U.S. Treasury securities$01,161
U.S. Government agency obligations$4,439,0005,528
Securities issued by states & political subdivisions$3,259,0004,183
Other domestic debt securities$2,533,0001,434
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$2,533,0001,062
Foreign debt securities$200,000286
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,841,0005,246
Mortgage-backed securities$3,415,0004,392
Certificates of participation in pools of residential mortgages$3,257,0003,958
Issued or guaranteed by U.S.$3,257,0003,954
Privately issued$083
Collaterized mortgage obligations$158,0003,477
CMOs issued by government agencies or sponsored agencies$158,0003,324
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)$2,185,0001,624
Available-for-sale securities (fair market value)$8,246,0005,373
Total debt securities$10,431,0005,469
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$9,641,0005,582
U.S. Government securities$3,444,0005,865
U.S. Treasury securities$01,135
U.S. Government agency obligations$3,444,0005,761
Securities issued by states & political subdivisions$3,257,0004,183
Other domestic debt securities$2,740,0001,368
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$2,740,000996
Foreign debt securities$200,000281
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,090,0005,165
Mortgage-backed securities$2,418,0004,635
Certificates of participation in pools of residential mortgages$2,236,0004,242
Issued or guaranteed by U.S.$2,236,0004,241
Privately issued$085
Collaterized mortgage obligations$182,0003,506
CMOs issued by government agencies or sponsored agencies$182,0003,360
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)$2,387,0001,605
Available-for-sale securities (fair market value)$7,254,0005,503
Total debt securities$9,641,0005,548
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$10,345,0005,590
U.S. Government securities$4,272,0005,821
U.S. Treasury securities$01,086
U.S. Government agency obligations$4,272,0005,722
Securities issued by states & political subdivisions$2,853,0004,300
Other domestic debt securities$3,020,0001,341
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$3,020,000987
Foreign debt securities$200,000262
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,959,0005,294
Mortgage-backed securities$2,731,0004,681
Certificates of participation in pools of residential mortgages$2,520,0004,297
Issued or guaranteed by U.S.$2,520,0004,296
Privately issued$088
Collaterized mortgage obligations$211,0003,562
CMOs issued by government agencies or sponsored agencies$211,0003,404
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)$2,716,0001,583
Available-for-sale securities (fair market value)$7,629,0005,547
Total debt securities$10,345,0005,558
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$10,869,0005,589
U.S. Government securities$4,873,0005,798
U.S. Treasury securities$01,068
U.S. Government agency obligations$4,873,0005,703
Securities issued by states & political subdivisions$2,807,0004,289
Other domestic debt securities$3,189,0001,310
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$3,189,000957
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,201
Mortgage-backed securities$3,032,0004,659
Certificates of participation in pools of residential mortgages$2,793,0004,251
Issued or guaranteed by U.S.$2,793,0004,250
Privately issued$094
Collaterized mortgage obligations$239,0003,547
CMOs issued by government agencies or sponsored agencies$239,0003,387
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)$2,787,0001,571
Available-for-sale securities (fair market value)$8,082,0005,544
Total debt securities$10,869,0005,559
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$11,141,0005,597
U.S. Government securities$5,437,0005,771
U.S. Treasury securities$01,157
U.S. Government agency obligations$5,437,0005,658
Securities issued by states & political subdivisions$2,506,0004,303
Other domestic debt securities$3,198,0001,294
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$3,198,000939
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,234
Mortgage-backed securities$3,596,0004,566
Certificates of participation in pools of residential mortgages$3,327,0004,123
Issued or guaranteed by U.S.$3,327,0004,119
Privately issued$094
Collaterized mortgage obligations$269,0003,567
CMOs issued by government agencies or sponsored agencies$269,0003,397
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)$2,788,0001,593
Available-for-sale securities (fair market value)$8,353,0005,538
Total debt securities$11,141,0005,569
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$11,815,0005,517
U.S. Government securities$5,874,0005,688
U.S. Treasury securities$01,076
U.S. Government agency obligations$5,874,0005,576
Securities issued by states & political subdivisions$2,264,0004,382
Other domestic debt securities$3,677,0001,214
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$3,677,000825
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,916
Mortgage-backed securities$4,034,0004,416
Certificates of participation in pools of residential mortgages$3,723,0003,927
Issued or guaranteed by U.S.$3,723,0003,921
Privately issued$0121
Collaterized mortgage obligations$311,0003,496
CMOs issued by government agencies or sponsored agencies$311,0003,235
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$3,204,0001,581
Available-for-sale securities (fair market value)$8,611,0005,482
Total debt securities$11,815,0005,492
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$11,710,0005,487
U.S. Government securities$6,507,0005,573
U.S. Treasury securities$01,126
U.S. Government agency obligations$6,507,0005,459
Securities issued by states & political subdivisions$1,508,0004,663
Other domestic debt securities$3,695,0001,221
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$3,695,000802
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,942
Mortgage-backed securities$4,108,0004,362
Certificates of participation in pools of residential mortgages$3,746,0003,862
Issued or guaranteed by U.S.$3,746,0003,850
Privately issued$0132
Collaterized mortgage obligations$362,0003,458
CMOs issued by government agencies or sponsored agencies$362,0003,189
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$3,180,0001,600
Available-for-sale securities (fair market value)$8,530,0005,502
Total debt securities$11,710,0005,452
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$11,897,0005,540
U.S. Government securities$7,433,0005,510
U.S. Treasury securities$01,225
U.S. Government agency obligations$7,433,0005,402
Securities issued by states & political subdivisions$699,0005,108
Other domestic debt securities$3,765,0001,156
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$3,765,000727
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,008
Mortgage-backed securities$3,894,0004,404
Certificates of participation in pools of residential mortgages$3,489,0003,911
Issued or guaranteed by U.S.$3,489,0003,898
Privately issued$0125
Collaterized mortgage obligations$405,0003,410
CMOs issued by government agencies or sponsored agencies$405,0003,130
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$3,192,0001,629
Available-for-sale securities (fair market value)$8,705,0005,549
Total debt securities$11,897,0005,506
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$11,478,0005,575
U.S. Government securities$6,979,0005,606
U.S. Treasury securities$01,272
U.S. Government agency obligations$6,979,0005,486
Securities issued by states & political subdivisions$523,0005,252
Other domestic debt securities$3,976,0001,173
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$3,976,000722
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,043
Mortgage-backed securities$3,784,0004,347
Certificates of participation in pools of residential mortgages$3,352,0003,874
Issued or guaranteed by U.S.$3,352,0003,862
Privately issued$0136
Collaterized mortgage obligations$432,0003,347
CMOs issued by government agencies or sponsored agencies$432,0003,068
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$3,397,0001,610
Available-for-sale securities (fair market value)$8,081,0005,613
Total debt securities$11,478,0005,542
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$8,986,0005,862
U.S. Government securities$4,499,0006,030
U.S. Treasury securities$01,275
U.S. Government agency obligations$4,499,0005,897
Securities issued by states & political subdivisions$522,0005,259
Other domestic debt securities$3,965,0001,239
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$3,965,000706
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,121
Mortgage-backed securities$3,222,0004,433
Certificates of participation in pools of residential mortgages$2,694,0003,995
Issued or guaranteed by U.S.$2,694,0003,985
Privately issued$0141
Collaterized mortgage obligations$528,0003,270
CMOs issued by government agencies or sponsored agencies$528,0002,979
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$3,402,0001,623
Available-for-sale securities (fair market value)$5,584,0005,940
Total debt securities$8,986,0005,820
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$9,379,0005,767
U.S. Government securities$5,073,0005,892
U.S. Treasury securities$01,180
U.S. Government agency obligations$5,073,0005,767
Securities issued by states & political subdivisions$326,0005,441
Other domestic debt securities$3,980,0001,281
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$3,980,000707
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,199
Mortgage-backed securities$3,788,0004,323
Certificates of participation in pools of residential mortgages$2,999,0003,882
Issued or guaranteed by U.S.$2,999,0003,873
Privately issued$0141
Collaterized mortgage obligations$789,0003,100
CMOs issued by government agencies or sponsored agencies$789,0002,807
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$3,404,0001,665
Available-for-sale securities (fair market value)$5,975,0005,876
Total debt securities$9,379,0005,734
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$8,638,0005,982
U.S. Government securities$4,675,0006,113
U.S. Treasury securities$01,121
U.S. Government agency obligations$4,675,0005,996
Securities issued by states & political subdivisions$225,0005,525
Other domestic debt securities$3,738,0001,322
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$3,738,000706
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,254
Mortgage-backed securities$3,659,0004,353
Certificates of participation in pools of residential mortgages$2,802,0003,983
Issued or guaranteed by U.S.$2,802,0003,975
Privately issued$0148
Collaterized mortgage obligations$857,0002,983
CMOs issued by government agencies or sponsored agencies$857,0002,676
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$3,099,0001,766
Available-for-sale securities (fair market value)$5,539,0006,023
Total debt securities$8,638,0005,941
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$8,049,0006,152
U.S. Government securities$4,553,0006,240
U.S. Treasury securities$01,130
U.S. Government agency obligations$4,553,0006,122
Securities issued by states & political subdivisions$325,0005,431
Other domestic debt securities$3,171,0001,461
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$3,171,000798
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,343
Mortgage-backed securities$3,408,0004,493
Certificates of participation in pools of residential mortgages$2,491,0004,224
Issued or guaranteed by U.S.$2,491,0004,218
Privately issued$0145
Collaterized mortgage obligations$917,0002,937
CMOs issued by government agencies or sponsored agencies$917,0002,609
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$2,538,0001,900
Available-for-sale securities (fair market value)$5,511,0006,107
Total debt securities$8,049,0006,107
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$7,455,0006,252
U.S. Government securities$3,551,0006,520
U.S. Treasury securities$01,077
U.S. Government agency obligations$3,551,0006,425
Securities issued by states & political subdivisions$506,0005,276
Other domestic debt securities$3,398,0001,462
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$3,398,000779
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,334
Mortgage-backed securities$2,398,0004,858
Certificates of participation in pools of residential mortgages$1,411,0004,767
Issued or guaranteed by U.S.$1,411,0004,759
Privately issued$0157
Collaterized mortgage obligations$987,0002,887
CMOs issued by government agencies or sponsored agencies$987,0002,545
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$2,718,0001,882
Available-for-sale securities (fair market value)$4,737,0006,262
Total debt securities$7,455,0006,211
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$7,467,0006,285
U.S. Government securities$3,829,0006,491
U.S. Treasury securities$01,047
U.S. Government agency obligations$3,829,0006,397
Securities issued by states & political subdivisions$506,0005,317
Other domestic debt securities$3,132,0001,603
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$3,132,000873
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,353
Mortgage-backed securities$2,418,0004,934
Certificates of participation in pools of residential mortgages$1,356,0004,884
Issued or guaranteed by U.S.$1,356,0004,871
Privately issued$0171
Collaterized mortgage obligations$1,062,0002,841
CMOs issued by government agencies or sponsored agencies$1,062,0002,480
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$2,750,0001,965
Available-for-sale securities (fair market value)$4,717,0006,324
Total debt securities$7,467,0006,245
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$7,236,0006,335
U.S. Government securities$3,605,0006,574
U.S. Treasury securities$01,036
U.S. Government agency obligations$3,605,0006,488
Securities issued by states & political subdivisions$506,0005,337
Other domestic debt securities$3,125,0001,626
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$3,125,000881
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,419
Mortgage-backed securities$2,447,0004,977
Certificates of participation in pools of residential mortgages$1,277,0004,963
Issued or guaranteed by U.S.$1,277,0004,950
Privately issued$0181
Collaterized mortgage obligations$1,170,0002,794
CMOs issued by government agencies or sponsored agencies$1,170,0002,431
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$2,593,0001,997
Available-for-sale securities (fair market value)$4,643,0006,337
Total debt securities$7,236,0006,291
Structured notes
Amortized cost$200,0001,904
Fair value$201,0001,904
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$7,207,0006,409
U.S. Government securities$3,816,0006,616
U.S. Treasury securities$0981
U.S. Government agency obligations$3,816,0006,530
Securities issued by states & political subdivisions$506,0005,270
Other domestic debt securities$2,885,0001,608
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,885,000932
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,461
Mortgage-backed securities$2,704,0004,980
Certificates of participation in pools of residential mortgages$1,414,0004,983
Issued or guaranteed by U.S.$1,414,0004,967
Privately issued$0191
Collaterized mortgage obligations$1,290,0002,760
CMOs issued by government agencies or sponsored agencies$1,290,0002,394
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)$2,593,0002,027
Available-for-sale securities (fair market value)$4,614,0006,370
Total debt securities$7,207,0006,365
Structured notes
Amortized cost$200,0001,634
Fair value$187,0001,648
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$9,516,0006,018
U.S. Government securities$5,771,0006,179
U.S. Treasury securities$0973
U.S. Government agency obligations$5,771,0006,094
Securities issued by states & political subdivisions$546,0005,172
Other domestic debt securities$3,199,0001,502
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,199,000855
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,485
Mortgage-backed securities$2,478,0005,021
Certificates of participation in pools of residential mortgages$1,186,0005,090
Issued or guaranteed by U.S.$1,186,0005,077
Privately issued$0188
Collaterized mortgage obligations$1,292,0002,700
CMOs issued by government agencies or sponsored agencies$1,292,0002,370
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)$2,793,0001,991
Available-for-sale securities (fair market value)$6,723,0006,009
Total debt securities$9,516,0005,972
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$9,393,0006,005
U.S. Government securities$5,455,0006,255
U.S. Treasury securities$01,019
U.S. Government agency obligations$5,455,0006,164
Securities issued by states & political subdivisions$545,0005,165
Other domestic debt securities$3,393,0001,447
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,393,000811
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,510
Mortgage-backed securities$1,955,0005,178
Certificates of participation in pools of residential mortgages$695,0005,365
Issued or guaranteed by U.S.$695,0005,349
Privately issued$0192
Collaterized mortgage obligations$1,260,0002,641
CMOs issued by government agencies or sponsored agencies$1,260,0002,304
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)$2,793,0002,014
Available-for-sale securities (fair market value)$6,600,0005,992
Total debt securities$9,393,0005,957
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$8,877,0006,136
U.S. Government securities$5,221,0006,378
U.S. Treasury securities$01,021
U.S. Government agency obligations$5,221,0006,289
Securities issued by states & political subdivisions$545,0005,223
Other domestic debt securities$3,111,0001,546
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,111,000927
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,542
Mortgage-backed securities$1,825,0005,232
Certificates of participation in pools of residential mortgages$571,0005,458
Issued or guaranteed by U.S.$571,0005,437
Privately issued$0202
Collaterized mortgage obligations$1,254,0002,637
CMOs issued by government agencies or sponsored agencies$1,254,0002,303
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)$2,498,0002,081
Available-for-sale securities (fair market value)$6,379,0006,085
Total debt securities$8,877,0006,068
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$7,851,0006,378
U.S. Government securities$4,168,0006,720
U.S. Treasury securities$01,044
U.S. Government agency obligations$4,168,0006,614
Securities issued by states & political subdivisions$546,0005,240
Other domestic debt securities$3,137,0001,466
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,137,000905
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,559
Mortgage-backed securities$1,627,0005,247
Certificates of participation in pools of residential mortgages$305,0005,655
Issued or guaranteed by U.S.$305,0005,625
Privately issued$0205
Collaterized mortgage obligations$1,322,0002,601
CMOs issued by government agencies or sponsored agencies$1,322,0002,268
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)$2,498,0002,118
Available-for-sale securities (fair market value)$5,353,0006,345
Total debt securities$7,851,0006,309
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$9,911,0006,034
U.S. Government securities$6,488,0006,157
U.S. Treasury securities$01,146
U.S. Government agency obligations$6,488,0006,051
Securities issued by states & political subdivisions$684,0005,138
Other domestic debt securities$2,739,0001,451
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,739,000925
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,607
Mortgage-backed securities$1,585,0005,046
Certificates of participation in pools of residential mortgages$316,0005,516
Issued or guaranteed by U.S.$316,0005,494
Privately issued$0191
Collaterized mortgage obligations$1,269,0002,496
CMOs issued by government agencies or sponsored agencies$1,269,0002,199
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)$2,270,0002,235
Available-for-sale securities (fair market value)$7,641,0005,896
Total debt securities$9,911,0005,961
Structured notes
Amortized cost$500,0001,948
Fair value$500,0001,997
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$11,213,0005,863
U.S. Government securities$7,994,0005,845
U.S. Treasury securities$01,235
U.S. Government agency obligations$7,994,0005,742
Securities issued by states & political subdivisions$682,0005,171
Other domestic debt securities$2,537,0001,441
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,537,000921
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,0006,701
Mortgage-backed securities$1,616,0004,934
Certificates of participation in pools of residential mortgages$327,0005,436
Issued or guaranteed by U.S.$327,0005,414
Privately issued$0194
Collaterized mortgage obligations$1,289,0002,432
CMOs issued by government agencies or sponsored agencies$1,289,0002,133
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)$2,470,0002,225
Available-for-sale securities (fair market value)$8,743,0005,723
Total debt securities$11,213,0005,801
Structured notes
Amortized cost$500,0002,161
Fair value$498,0002,278
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$11,624,0005,792
U.S. Government securities$8,413,0005,754
U.S. Treasury securities$01,362
U.S. Government agency obligations$8,413,0005,645
Securities issued by states & political subdivisions$680,0005,200
Other domestic debt securities$2,531,0001,382
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,531,000886
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,701
Mortgage-backed securities$1,644,0004,898
Certificates of participation in pools of residential mortgages$341,0005,438
Issued or guaranteed by U.S.$341,0005,417
Privately issued$0207
Collaterized mortgage obligations$1,303,0002,398
CMOs issued by government agencies or sponsored agencies$1,303,0002,113
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)$2,470,0002,250
Available-for-sale securities (fair market value)$9,154,0005,655
Total debt securities$11,624,0005,731
Structured notes
Amortized cost$500,0002,252
Fair value$495,0002,348
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$11,724,0005,785
U.S. Government securities$8,509,0005,762
U.S. Treasury securities$01,448
U.S. Government agency obligations$8,509,0005,641
Securities issued by states & political subdivisions$681,0005,251
Other domestic debt securities$2,534,0001,374
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,534,000897
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,733
Mortgage-backed securities$1,473,0005,003
Certificates of participation in pools of residential mortgages$366,0005,422
Issued or guaranteed by U.S.$366,0005,397
Privately issued$0218
Collaterized mortgage obligations$1,107,0002,460
CMOs issued by government agencies or sponsored agencies$1,107,0002,186
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)$2,470,0002,283
Available-for-sale securities (fair market value)$9,254,0005,648
Total debt securities$11,724,0005,732
Structured notes
Amortized cost$500,0002,315
Fair value$493,0002,484
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$10,136,0006,144
U.S. Government securities$7,169,0006,160
U.S. Treasury securities$01,498
U.S. Government agency obligations$7,169,0006,034
Securities issued by states & political subdivisions$681,0005,269
Other domestic debt securities$2,286,0001,439
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,286,000977
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,775
Mortgage-backed securities$1,484,0004,991
Certificates of participation in pools of residential mortgages$384,0005,403
Issued or guaranteed by U.S.$384,0005,382
Privately issued$0208
Collaterized mortgage obligations$1,100,0002,459
CMOs issued by government agencies or sponsored agencies$1,100,0002,184
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)$2,224,0002,406
Available-for-sale securities (fair market value)$7,912,0005,945
Total debt securities$10,136,0006,091
Structured notes
Amortized cost$500,0002,419
Fair value$492,0002,584
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$9,322,0006,356
U.S. Government securities$7,098,0006,234
U.S. Treasury securities$01,574
U.S. Government agency obligations$7,098,0006,108
Securities issued by states & political subdivisions$681,0005,302
Other domestic debt securities$1,543,0001,670
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,543,0001,181
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,0006,830
Mortgage-backed securities$1,503,0004,981
Certificates of participation in pools of residential mortgages$402,0005,391
Issued or guaranteed by U.S.$402,0005,365
Privately issued$0214
Collaterized mortgage obligations$1,101,0002,425
CMOs issued by government agencies or sponsored agencies$1,101,0002,154
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)$1,681,0002,639
Available-for-sale securities (fair market value)$7,641,0006,039
Total debt securities$9,322,0006,293
Structured notes
Amortized cost$500,0002,538
Fair value$491,0002,701
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$9,532,0006,328
U.S. Government securities$7,316,0006,185
U.S. Treasury securities$01,634
U.S. Government agency obligations$7,316,0006,056
Securities issued by states & political subdivisions$678,0005,334
Other domestic debt securities$1,538,0001,689
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,538,0001,203
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,0006,910
Mortgage-backed securities$1,494,0005,000
Certificates of participation in pools of residential mortgages$414,0005,416
Issued or guaranteed by U.S.$414,0005,391
Privately issued$0211
Collaterized mortgage obligations$1,080,0002,423
CMOs issued by government agencies or sponsored agencies$1,080,0002,151
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)$1,682,0002,665
Available-for-sale securities (fair market value)$7,850,0005,993
Total debt securities$9,532,0006,267
Structured notes
Amortized cost$500,0002,594
Fair value$484,0002,774
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$10,595,0006,160
U.S. Government securities$8,373,0005,984
U.S. Treasury securities$01,715
U.S. Government agency obligations$8,373,0005,836
Securities issued by states & political subdivisions$681,0005,351
Other domestic debt securities$1,541,0001,746
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,541,0001,261
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,0006,941
Mortgage-backed securities$1,455,0005,062
Certificates of participation in pools of residential mortgages$317,0005,585
Issued or guaranteed by U.S.$317,0005,562
Privately issued$0205
Collaterized mortgage obligations$1,138,0002,401
CMOs issued by government agencies or sponsored agencies$1,138,0002,125
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)$1,682,0002,720
Available-for-sale securities (fair market value)$8,913,0005,824
Total debt securities$10,595,0006,103
Structured notes
Amortized cost$500,0002,585
Fair value$489,0002,743
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$10,498,0006,221
U.S. Government securities$7,977,0006,071
U.S. Treasury securities$01,737
U.S. Government agency obligations$7,977,0005,926
Securities issued by states & political subdivisions$778,0005,288
Other domestic debt securities$291,0002,807
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$291,0002,271
Foreign debt securities$1,452,00067
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,0006,980
Mortgage-backed securities$1,537,0005,056
Certificates of participation in pools of residential mortgages$348,0005,578
Issued or guaranteed by U.S.$348,0005,552
Privately issued$0216
Collaterized mortgage obligations$1,189,0002,381
CMOs issued by government agencies or sponsored agencies$1,189,0002,119
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,979,0002,663
Available-for-sale securities (fair market value)$8,519,0005,921
Total debt securities$10,498,0006,161
Structured notes
Amortized cost$500,0002,581
Fair value$490,0002,748
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$11,003,0006,137
U.S. Government securities$8,158,0006,020
U.S. Treasury securities$01,786
U.S. Government agency obligations$8,158,0005,879
Securities issued by states & political subdivisions$902,0005,190
Other domestic debt securities$1,943,0001,693
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,943,0001,268
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,0007,026
Mortgage-backed securities$1,690,0005,030
Certificates of participation in pools of residential mortgages$385,0005,564
Issued or guaranteed by U.S.$385,0005,544
Privately issued$0225
Collaterized mortgage obligations$1,305,0002,334
CMOs issued by government agencies or sponsored agencies$1,305,0002,083
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)$2,300,0002,553
Available-for-sale securities (fair market value)$8,703,0005,883
Total debt securities$11,003,0006,070
Structured notes
Amortized cost$500,0002,532
Fair value$493,0002,701
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$11,280,0006,107
U.S. Government securities$8,423,0006,000
U.S. Treasury securities$01,839
U.S. Government agency obligations$8,423,0005,856
Securities issued by states & political subdivisions$911,0005,160
Other domestic debt securities$1,946,0001,713
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,946,0001,310
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,0007,067
Mortgage-backed securities$1,909,0004,987
Certificates of participation in pools of residential mortgages$426,0005,574
Issued or guaranteed by U.S.$426,0005,548
Privately issued$0223
Collaterized mortgage obligations$1,483,0002,312
CMOs issued by government agencies or sponsored agencies$1,483,0002,062
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)$2,307,0002,597
Available-for-sale securities (fair market value)$8,973,0005,844
Total debt securities$11,280,0006,036
Structured notes
Amortized cost$500,0002,519
Fair value$497,0002,635
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$12,003,0006,051
U.S. Government securities$9,056,0005,909
U.S. Treasury securities$01,963
U.S. Government agency obligations$9,056,0005,764
Securities issued by states & political subdivisions$908,0005,188
Other domestic debt securities$2,039,0001,703
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,039,0001,315
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,0007,125
Mortgage-backed securities$1,977,0005,030
Certificates of participation in pools of residential mortgages$467,0005,594
Issued or guaranteed by U.S.$467,0005,575
Privately issued$0207
Collaterized mortgage obligations$1,510,0002,335
CMOs issued by government agencies or sponsored agencies$1,510,0002,098
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)$2,407,0002,598
Available-for-sale securities (fair market value)$9,596,0005,785
Total debt securities$12,003,0005,978
Structured notes
Amortized cost$500,0002,494
Fair value$489,0002,655
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$11,219,0006,239
U.S. Government securities$7,788,0006,236
U.S. Treasury securities$01,963
U.S. Government agency obligations$7,788,0006,096
Securities issued by states & political subdivisions$1,286,0004,865
Other domestic debt securities$2,145,0001,734
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,145,0001,356
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,0007,158
Mortgage-backed securities$1,742,0005,196
Certificates of participation in pools of residential mortgages$536,0005,549
Issued or guaranteed by U.S.$536,0005,530
Privately issued$0203
Collaterized mortgage obligations$1,206,0002,544
CMOs issued by government agencies or sponsored agencies$1,206,0002,295
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)$2,744,0002,531
Available-for-sale securities (fair market value)$8,475,0006,012
Total debt securities$11,219,0006,173
Structured notes
Amortized cost$500,0002,430
Fair value$496,0002,574
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$11,057,0006,286
U.S. Government securities$7,522,0006,345
U.S. Treasury securities$01,990
U.S. Government agency obligations$7,522,0006,188
Securities issued by states & political subdivisions$1,288,0004,880
Other domestic debt securities$2,247,0001,709
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,247,0001,366
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,0007,193
Mortgage-backed securities$1,933,0005,121
Certificates of participation in pools of residential mortgages$595,0005,518
Issued or guaranteed by U.S.$595,0005,501
Privately issued$0225
Collaterized mortgage obligations$1,338,0002,500
CMOs issued by government agencies or sponsored agencies$1,338,0002,257
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)$2,844,0002,536
Available-for-sale securities (fair market value)$8,213,0006,107
Total debt securities$11,057,0006,216
Structured notes
Amortized cost$500,0002,417
Fair value$496,0002,593
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$11,694,0006,229
U.S. Government securities$8,162,0006,233
U.S. Treasury securities$02,098
U.S. Government agency obligations$8,162,0006,078
Securities issued by states & political subdivisions$1,391,0004,803
Other domestic debt securities$2,141,0001,818
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,141,0001,475
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,0007,226
Mortgage-backed securities$2,137,0005,076
Certificates of participation in pools of residential mortgages$642,0005,528
Issued or guaranteed by U.S.$642,0005,512
Privately issued$0225
Collaterized mortgage obligations$1,495,0002,467
CMOs issued by government agencies or sponsored agencies$1,495,0002,233
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)$2,850,0002,555
Available-for-sale securities (fair market value)$8,844,0006,074
Total debt securities$11,694,0006,153
Structured notes
Amortized cost$700,0002,315
Fair value$675,0002,322
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$11,778,0006,186
U.S. Government securities$8,565,0006,096
U.S. Treasury securities$02,082
U.S. Government agency obligations$8,565,0005,937
Securities issued by states & political subdivisions$1,066,0005,103
Other domestic debt securities$2,147,0001,917
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,147,0001,570
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,0007,231
Mortgage-backed securities$2,431,0004,996
Certificates of participation in pools of residential mortgages$723,0005,490
Issued or guaranteed by U.S.$723,0005,471
Privately issued$0230
Collaterized mortgage obligations$1,708,0002,430
CMOs issued by government agencies or sponsored agencies$1,708,0002,204
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,515,0002,629
Available-for-sale securities (fair market value)$9,263,0005,972
Total debt securities$11,778,0006,101
Structured notes
Amortized cost$700,0002,095
Fair value$693,0002,105
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$9,519,0006,729
U.S. Government securities$6,611,0006,717
U.S. Treasury securities$02,227
U.S. Government agency obligations$6,611,0006,547
Securities issued by states & political subdivisions$1,057,0005,161
Other domestic debt securities$1,851,0002,081
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,851,0001,807
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,0007,263
Mortgage-backed securities$2,022,0005,161
Certificates of participation in pools of residential mortgages$782,0005,462
Issued or guaranteed by U.S.$782,0005,439
Privately issued$0248
Collaterized mortgage obligations$1,240,0002,637
CMOs issued by government agencies or sponsored agencies$1,240,0002,503
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,482,0002,689
Available-for-sale securities (fair market value)$7,037,0006,482
Total debt securities$9,519,0006,650
Structured notes
Amortized cost$500,0002,031
Fair value$490,0002,208
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$7,595,0007,100
U.S. Government securities$5,017,0007,140
U.S. Treasury securities$02,287
U.S. Government agency obligations$5,017,0006,960
Securities issued by states & political subdivisions$728,0005,547
Other domestic debt securities$1,850,0002,192
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,850,0001,911
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,0007,291
Mortgage-backed securities$1,703,0005,371
Certificates of participation in pools of residential mortgages$885,0005,406
Issued or guaranteed by U.S.$885,0005,380
Privately issued$0253
Collaterized mortgage obligations$818,0002,958
CMOs issued by government agencies or sponsored agencies$818,0002,806
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,151,0002,835
Available-for-sale securities (fair market value)$5,444,0006,852
Total debt securities$7,595,0007,004
Structured notes
Amortized cost$500,0001,773
Fair value$488,0001,948
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$8,630,0006,815
U.S. Government securities$6,139,0006,676
U.S. Treasury securities$02,322
U.S. Government agency obligations$6,139,0006,499
Securities issued by states & political subdivisions$739,0005,512
Other domestic debt securities$1,752,0002,301
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,752,0002,007
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,0007,318
Mortgage-backed securities$1,612,0005,520
Certificates of participation in pools of residential mortgages$784,0005,567
Issued or guaranteed by U.S.$784,0005,545
Privately issued$0256
Collaterized mortgage obligations$828,0003,172
CMOs issued by government agencies or sponsored agencies$828,0003,019
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,059,0002,867
Available-for-sale securities (fair market value)$6,571,0006,520
Total debt securities$8,630,0006,716
Structured notes
Amortized cost$500,0001,576
Fair value$502,0001,671
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$9,543,0006,592
U.S. Government securities$6,208,0006,721
U.S. Treasury securities$02,382
U.S. Government agency obligations$6,208,0006,540
Securities issued by states & political subdivisions$738,0005,484
Other domestic debt securities$2,597,0001,963
Privately issued residential mortgage-backed securities$845,000746
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,752,0002,014
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,0007,345
Mortgage-backed securities$1,798,0005,423
Certificates of participation in pools of residential mortgages$953,0005,434
Issued or guaranteed by U.S.$953,0005,415
Privately issued$0257
Collaterized mortgage obligations$845,0003,247
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$845,000660
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,059,0002,924
Available-for-sale securities (fair market value)$7,484,0006,331
Total debt securities$9,543,0006,497
Structured notes
Amortized cost$250,0001,611
Fair value$246,0001,678
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$8,665,0006,842
U.S. Government securities$5,293,0007,046
U.S. Treasury securities$02,544
U.S. Government agency obligations$5,293,0006,842
Securities issued by states & political subdivisions$898,0005,300
Other domestic debt securities$2,474,0002,012
Privately issued residential mortgage-backed securities$724,000791
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,750,0002,031
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,0007,376
Mortgage-backed securities$1,845,0005,403
Certificates of participation in pools of residential mortgages$1,121,0005,242
Issued or guaranteed by U.S.$1,121,0005,223
Privately issued$0252
Collaterized mortgage obligations$724,0003,379
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$724,000708
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,223,0002,924
Available-for-sale securities (fair market value)$6,442,0006,571
Total debt securities$8,665,0006,743
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$7,431,0007,195
U.S. Government securities$5,140,0007,172
U.S. Treasury securities$03,182
U.S. Government agency obligations$5,140,0006,926
Securities issued by states & political subdivisions$843,0005,434
Other domestic debt securities$1,448,0002,596
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,448,0002,219
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,0007,560
Mortgage-backed securities$1,223,0005,732
Certificates of participation in pools of residential mortgages$1,223,0005,043
Issued or guaranteed by U.S.$1,223,0005,016
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,958,0003,229
Available-for-sale securities (fair market value)$5,473,0006,846
Total debt securities$7,431,0007,094
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$9,713,0006,887
U.S. Government securities$7,513,0006,708
U.S. Treasury securities$04,186
U.S. Government agency obligations$7,513,0006,340
Securities issued by states & political subdivisions$957,0005,418
Other domestic debt securities$1,243,0002,305
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$1,243,0001,993
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,048,0003,815
Available-for-sale securities (fair market value)$7,665,0006,361
Total debt securities$9,713,0006,747
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$9,153,0007,335
U.S. Government securities$7,189,0007,096
U.S. Treasury securities$50,0005,394
U.S. Government agency obligations$7,139,0006,594
Securities issued by states & political subdivisions$814,0005,898
Other domestic debt securities$1,150,0002,238
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$1,150,0001,885
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,162
Mortgage-backed securities$07,939
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.$07,506
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,915,0004,295
Available-for-sale securities (fair market value)$7,238,0006,682
Total debt securities$9,153,0007,216
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$7,812,0007,775
U.S. Government securities$6,063,0007,547
U.S. Treasury securities$261,0006,426
U.S. Government agency obligations$5,802,0006,806
Securities issued by states & political subdivisions$931,0005,869
Other domestic debt securities$818,0002,391
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$818,0001,972
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,358
Mortgage-backed securities$08,139
Certificates of participation in pools of residential mortgages$07,719
Issued or guaranteed by U.S.$07,698
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,697,0004,949
Available-for-sale securities (fair market value)$6,115,0006,960
Total debt securities$7,812,0007,630
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$7,440,0008,281
U.S. Government securities$5,348,0008,390
U.S. Treasury securities$506,0007,088
U.S. Government agency obligations$4,842,0007,379
Securities issued by states & political subdivisions$1,125,0005,612
Other domestic debt securities$967,0001,885
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$967,0001,513
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,806
Mortgage-backed securities$08,506
Certificates of participation in pools of residential mortgages$08,022
Issued or guaranteed by U.S.$07,996
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,892,0005,702
Available-for-sale securities (fair market value)$5,548,0007,248
Total debt securities$7,440,0008,158
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$6,939,0009,008
U.S. Government securities$4,833,0009,249
U.S. Treasury securities$750,0007,681
U.S. Government agency obligations$4,083,0008,170
Securities issued by states & political subdivisions$1,039,0006,026
Other domestic debt securities$1,067,0001,973
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$1,067,0001,482
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,225
Mortgage-backed securities$09,059
Certificates of participation in pools of residential mortgages$08,543
Issued or guaranteed by U.S.$08,513
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,959,0006,332
Available-for-sale securities (fair market value)$4,980,0007,787
Total debt securities$6,939,0008,916
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$5,592,0009,952
U.S. Government securities$3,308,00010,426
U.S. Treasury securities$252,0009,853
U.S. Government agency obligations$3,056,0008,938
Securities issued by states & political subdivisions$1,063,0006,222
Other domestic debt securities$1,221,0002,260
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$1,221,0001,749
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$498,0008,949
Mortgage-backed securities$09,533
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,284,0006,437
Available-for-sale securities (fair market value)$3,308,0008,790
Total debt securities$5,592,0009,833
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$4,360,00011,123
U.S. Government securities$2,358,00011,588
U.S. Treasury securities$247,00010,876
U.S. Government agency obligations$2,111,0009,815
Securities issued by states & political subdivisions$756,0007,109
Other domestic debt securities$1,246,0002,532
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$1,246,0001,994
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$300,0009,621
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,360,0008,382
Available-for-sale securities (fair market value)$011,262
Total debt securities$4,360,00011,032
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$4,026,00011,723
U.S. Government securities$1,753,00012,353
U.S. Treasury securities$250,00011,284
U.S. Government agency obligations$1,503,00010,695
Securities issued by states & political subdivisions$877,0007,065
Other domestic debt securities$1,346,0002,899
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$1,346,0002,226
Foreign debt securitiesNANA
Equity securities$50,0006,709
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$300,0009,961
Mortgage-backed securities$010,693
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$3,976,00011,624
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$4,156,00012,048
U.S. Government securities$1,752,00012,848
U.S. Treasury securities$350,00011,624
U.S. Government agency obligations$1,402,00011,124
Securities issued by states & political subdivisions$1,033,0006,506
Other domestic debt securities$1,371,0003,575
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$1,371,0002,509
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$401,00010,018
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$4,156,00011,908
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