Pickens Savings and Loan Association, FA, Securities

2021-12-31Rank
Total securities$43,228,0002,883
U.S. Government securities$17,389,0003,106
U.S. Treasury securities$484,0002,146
U.S. Government agency obligations$16,905,0002,845
Securities issued by states & political subdivisions$24,165,0001,840
Other domestic debt securities$1,674,0001,705
Privately issued residential mortgage-backed securities$4,000678
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$907,000477
Structured financial products - Total$0173
Other domestic debt securities - All other$763,0001,624
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,071
Mortgage-backed securities$12,635,0002,581
Certificates of participation in pools of residential mortgages$3,071,0003,076
Issued or guaranteed by U.S.$3,071,0002,982
Privately issued$0246
Collaterized mortgage obligations$3,847,0001,719
CMOs issued by government agencies or sponsored agencies$3,843,0001,666
Privately issued$4,000482
Commercial mortgage-backed securities$5,717,0001,098
Commercial mortgage pass-through securities$2,207,000976
Other commercial mortgage-backed securities$3,510,000888
Held to maturity securities (book value)$3,002,0001,093
Available-for-sale securities (fair market value)$40,226,0002,800
Total debt securities$43,228,0002,866
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$42,999,0002,827
U.S. Government securities$17,625,0003,017
U.S. Treasury securities$02,008
U.S. Government agency obligations$17,625,0002,792
Securities issued by states & political subdivisions$23,681,0001,832
Other domestic debt securities$1,693,0001,635
Privately issued residential mortgage-backed securities$4,000657
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$922,000483
Structured financial products - Total$0173
Other domestic debt securities - All other$767,0001,557
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,110
Mortgage-backed securities$12,801,0002,592
Certificates of participation in pools of residential mortgages$3,295,0003,065
Issued or guaranteed by U.S.$3,295,0002,977
Privately issued$0234
Collaterized mortgage obligations$3,573,0001,760
CMOs issued by government agencies or sponsored agencies$3,569,0001,714
Privately issued$4,000472
Commercial mortgage-backed securities$5,933,0001,095
Commercial mortgage pass-through securities$2,259,000971
Other commercial mortgage-backed securities$3,674,000868
Held to maturity securities (book value)$2,454,0001,142
Available-for-sale securities (fair market value)$40,545,0002,742
Total debt securities$42,999,0002,811
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$42,398,0002,781
U.S. Government securities$16,813,0003,013
U.S. Treasury securities$01,913
U.S. Government agency obligations$16,813,0002,807
Securities issued by states & political subdivisions$23,783,0001,803
Other domestic debt securities$1,802,0001,577
Privately issued residential mortgage-backed securities$4,000660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$931,000499
Structured financial products - Total$0166
Other domestic debt securities - All other$867,0001,495
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,151
Mortgage-backed securities$11,580,0002,645
Certificates of participation in pools of residential mortgages$3,491,0003,020
Issued or guaranteed by U.S.$3,491,0002,925
Privately issued$0247
Collaterized mortgage obligations$2,046,0002,016
CMOs issued by government agencies or sponsored agencies$2,042,0001,967
Privately issued$4,000459
Commercial mortgage-backed securities$6,043,0001,056
Commercial mortgage pass-through securities$2,262,000965
Other commercial mortgage-backed securities$3,781,000842
Held to maturity securities (book value)$2,207,0001,154
Available-for-sale securities (fair market value)$40,191,0002,685
Total debt securities$42,398,0002,768
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$39,977,0002,756
U.S. Government securities$14,702,0003,021
U.S. Treasury securities$01,631
U.S. Government agency obligations$14,702,0002,846
Securities issued by states & political subdivisions$23,464,0001,767
Other domestic debt securities$1,811,0001,549
Privately issued residential mortgage-backed securities$4,000668
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$942,000493
Structured financial products - Total$0158
Other domestic debt securities - All other$865,0001,446
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,172
Mortgage-backed securities$9,220,0002,795
Certificates of participation in pools of residential mortgages$1,386,0003,421
Issued or guaranteed by U.S.$1,386,0003,326
Privately issued$0261
Collaterized mortgage obligations$1,644,0002,096
CMOs issued by government agencies or sponsored agencies$1,640,0002,045
Privately issued$4,000457
Commercial mortgage-backed securities$6,190,0001,025
Commercial mortgage pass-through securities$2,223,000954
Other commercial mortgage-backed securities$3,967,000798
Held to maturity securities (book value)$2,209,0001,127
Available-for-sale securities (fair market value)$37,768,0002,641
Total debt securities$39,977,0002,735
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$39,284,0002,659
U.S. Government securities$13,931,0002,932
U.S. Treasury securities$01,194
U.S. Government agency obligations$13,931,0002,790
Securities issued by states & political subdivisions$23,533,0001,716
Other domestic debt securities$1,820,0001,489
Privately issued residential mortgage-backed securities$5,000647
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$947,000467
Structured financial products - Total$0156
Other domestic debt securities - All other$868,0001,383
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,195
Mortgage-backed securities$8,257,0002,810
Certificates of participation in pools of residential mortgages$1,503,0003,361
Issued or guaranteed by U.S.$1,503,0003,275
Privately issued$0245
Collaterized mortgage obligations$898,0002,332
CMOs issued by government agencies or sponsored agencies$893,0002,284
Privately issued$5,000452
Commercial mortgage-backed securities$5,856,0001,000
Commercial mortgage pass-through securities$2,319,000902
Other commercial mortgage-backed securities$3,537,000794
Held to maturity securities (book value)$2,212,0001,107
Available-for-sale securities (fair market value)$37,072,0002,563
Total debt securities$39,284,0002,637
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$38,153,0002,604
U.S. Government securities$14,541,0002,849
U.S. Treasury securities$01,216
U.S. Government agency obligations$14,541,0002,713
Securities issued by states & political subdivisions$21,830,0001,695
Other domestic debt securities$1,782,0001,473
Privately issued residential mortgage-backed securities$5,000648
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$913,000454
Structured financial products - Total$0152
Other domestic debt securities - All other$864,0001,342
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,211
Mortgage-backed securities$8,641,0002,765
Certificates of participation in pools of residential mortgages$1,712,0003,295
Issued or guaranteed by U.S.$1,712,0003,204
Privately issued$0251
Collaterized mortgage obligations$923,0002,341
CMOs issued by government agencies or sponsored agencies$918,0002,295
Privately issued$5,000445
Commercial mortgage-backed securities$6,006,000968
Commercial mortgage pass-through securities$2,333,000883
Other commercial mortgage-backed securities$3,673,000755
Held to maturity securities (book value)$2,215,0001,099
Available-for-sale securities (fair market value)$35,938,0002,515
Total debt securities$38,153,0002,583
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$34,867,0002,676
U.S. Government securities$14,386,0002,882
U.S. Treasury securities$01,251
U.S. Government agency obligations$14,386,0002,745
Securities issued by states & political subdivisions$18,719,0001,759
Other domestic debt securities$1,762,0001,400
Privately issued residential mortgage-backed securities$5,000639
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$902,000407
Structured financial products - Total$0154
Other domestic debt securities - All other$855,0001,301
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,254
Mortgage-backed securities$8,302,0002,788
Certificates of participation in pools of residential mortgages$1,882,0003,261
Issued or guaranteed by U.S.$1,882,0003,168
Privately issued$0251
Collaterized mortgage obligations$956,0002,352
CMOs issued by government agencies or sponsored agencies$951,0002,312
Privately issued$5,000436
Commercial mortgage-backed securities$5,464,000975
Commercial mortgage pass-through securities$2,320,000871
Other commercial mortgage-backed securities$3,144,000779
Held to maturity securities (book value)$2,217,0001,103
Available-for-sale securities (fair market value)$32,650,0002,594
Total debt securities$34,867,0002,655
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$33,682,0002,663
U.S. Government securities$16,764,0002,713
U.S. Treasury securities$01,297
U.S. Government agency obligations$16,764,0002,574
Securities issued by states & political subdivisions$15,193,0001,875
Other domestic debt securities$1,725,0001,363
Privately issued residential mortgage-backed securities$5,000655
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$919,000385
Structured financial products - Total$0155
Other domestic debt securities - All other$801,0001,237
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,281
Mortgage-backed securities$10,432,0002,610
Certificates of participation in pools of residential mortgages$4,055,0002,824
Issued or guaranteed by U.S.$4,055,0002,732
Privately issued$0267
Collaterized mortgage obligations$974,0002,356
CMOs issued by government agencies or sponsored agencies$969,0002,312
Privately issued$5,000440
Commercial mortgage-backed securities$5,403,000962
Commercial mortgage pass-through securities$2,281,000855
Other commercial mortgage-backed securities$3,122,000752
Held to maturity securities (book value)$2,340,0001,097
Available-for-sale securities (fair market value)$31,342,0002,601
Total debt securities$33,682,0002,645
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$30,420,0002,831
U.S. Government securities$15,562,0002,880
U.S. Treasury securities$01,363
U.S. Government agency obligations$15,562,0002,718
Securities issued by states & political subdivisions$13,034,0002,026
Other domestic debt securities$1,824,0001,315
Privately issued residential mortgage-backed securities$6,000626
Commercial mortgage-backed securities - Total$0179
Asset backed securities$950,000364
Structured financial products - Total$0159
Other domestic debt securities - All other$868,0001,190
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$9,353,0002,679
Certificates of participation in pools of residential mortgages$4,131,0002,758
Issued or guaranteed by U.S.$4,131,0002,673
Privately issued$0249
Collaterized mortgage obligations$473,0002,585
CMOs issued by government agencies or sponsored agencies$467,0002,548
Privately issued$6,000434
Commercial mortgage-backed securities$4,749,0001,003
Commercial mortgage pass-through securities$2,135,000873
Other commercial mortgage-backed securities$2,614,000779
Held to maturity securities (book value)$2,342,0001,136
Available-for-sale securities (fair market value)$28,078,0002,764
Total debt securities$30,420,0002,810
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$32,127,0002,774
U.S. Government securities$12,346,0003,201
U.S. Treasury securities$01,429
U.S. Government agency obligations$12,346,0003,049
Securities issued by states & political subdivisions$13,929,0001,950
Other domestic debt securities$5,852,000833
Privately issued residential mortgage-backed securities$4,025,000246
Commercial mortgage-backed securities - Total$0182
Asset backed securities$966,000353
Structured financial products - Total$0154
Other domestic debt securities - All other$861,0001,191
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,426
Mortgage-backed securities$9,631,0002,629
Certificates of participation in pools of residential mortgages$4,310,0002,719
Issued or guaranteed by U.S.$292,0003,772
Privately issued$4,018,000100
Collaterized mortgage obligations$498,0002,585
CMOs issued by government agencies or sponsored agencies$491,0002,545
Privately issued$7,000438
Commercial mortgage-backed securities$4,823,000983
Commercial mortgage pass-through securities$2,184,000860
Other commercial mortgage-backed securities$2,639,000754
Held to maturity securities (book value)$2,344,0001,201
Available-for-sale securities (fair market value)$29,783,0002,688
Total debt securities$32,128,0002,759
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$27,913,0003,015
U.S. Government securities$9,841,0003,512
U.S. Treasury securities$01,467
U.S. Government agency obligations$9,841,0003,357
Securities issued by states & political subdivisions$12,081,0002,158
Other domestic debt securities$5,991,000812
Privately issued residential mortgage-backed securities$4,167,000231
Commercial mortgage-backed securities - Total$0177
Asset backed securities$968,000337
Structured financial products - Total$0152
Other domestic debt securities - All other$856,0001,225
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$04,470
Mortgage-backed securities$6,817,0002,927
Certificates of participation in pools of residential mortgages$4,471,0002,691
Issued or guaranteed by U.S.$311,0003,797
Privately issued$4,160,00077
Collaterized mortgage obligations$532,0002,562
CMOs issued by government agencies or sponsored agencies$525,0002,514
Privately issued$7,000449
Commercial mortgage-backed securities$1,814,0001,341
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$1,814,000821
Held to maturity securities (book value)$2,347,0001,242
Available-for-sale securities (fair market value)$25,566,0002,918
Total debt securities$27,913,0002,996
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$27,200,0003,096
U.S. Government securities$9,094,0003,644
U.S. Treasury securities$01,516
U.S. Government agency obligations$9,094,0003,470
Securities issued by states & political subdivisions$12,027,0002,228
Other domestic debt securities$6,079,000795
Privately issued residential mortgage-backed securities$4,259,000238
Commercial mortgage-backed securities - Total$0171
Asset backed securities$966,000323
Structured financial products - Total$0154
Other domestic debt securities - All other$854,0001,231
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$04,517
Mortgage-backed securities$5,869,0003,049
Certificates of participation in pools of residential mortgages$4,578,0002,689
Issued or guaranteed by U.S.$327,0003,811
Privately issued$4,251,00080
Collaterized mortgage obligations$560,0002,570
CMOs issued by government agencies or sponsored agencies$552,0002,525
Privately issued$8,000466
Commercial mortgage-backed securities$731,0001,554
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$731,000959
Held to maturity securities (book value)$2,349,0001,258
Available-for-sale securities (fair market value)$24,851,0002,987
Total debt securities$27,200,0003,077
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$27,767,0003,092
U.S. Government securities$14,243,0003,147
U.S. Treasury securities$01,513
U.S. Government agency obligations$14,243,0002,977
Securities issued by states & political subdivisions$11,691,0002,314
Other domestic debt securities$1,833,0001,291
Privately issued residential mortgage-backed securities$9,000622
Commercial mortgage-backed securities - Total$0160
Asset backed securities$985,000320
Structured financial products - Total$0154
Other domestic debt securities - All other$839,0001,234
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$04,567
Mortgage-backed securities$6,039,0003,037
Certificates of participation in pools of residential mortgages$4,733,0002,666
Issued or guaranteed by U.S.$4,733,0002,623
Privately issued$0211
Collaterized mortgage obligations$585,0002,567
CMOs issued by government agencies or sponsored agencies$576,0002,522
Privately issued$9,000461
Commercial mortgage-backed securities$721,0001,527
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$721,000915
Held to maturity securities (book value)$2,467,0001,285
Available-for-sale securities (fair market value)$25,300,0002,990
Total debt securities$27,767,0003,075
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$28,261,0003,084
U.S. Government securities$14,779,0003,125
U.S. Treasury securities$01,500
U.S. Government agency obligations$14,779,0002,968
Securities issued by states & political subdivisions$11,586,0002,349
Other domestic debt securities$1,896,0001,232
Privately issued residential mortgage-backed securities$9,000575
Commercial mortgage-backed securities - Total$0150
Asset backed securities$982,000311
Structured financial products - Total$43,000167
Other domestic debt securities - All other$862,0001,234
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$04,627
Mortgage-backed securities$6,143,0003,053
Certificates of participation in pools of residential mortgages$4,830,0002,696
Issued or guaranteed by U.S.$4,830,0002,678
Privately issued$0145
Collaterized mortgage obligations$609,0002,558
CMOs issued by government agencies or sponsored agencies$600,0002,513
Privately issued$9,000470
Commercial mortgage-backed securities$704,0001,518
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$704,000919
Held to maturity securities (book value)$2,469,0001,317
Available-for-sale securities (fair market value)$25,792,0002,967
Total debt securities$28,261,0003,062
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$28,181,0003,127
U.S. Government securities$14,825,0003,138
U.S. Treasury securities$01,475
U.S. Government agency obligations$14,825,0002,973
Securities issued by states & political subdivisions$11,445,0002,419
Other domestic debt securities$1,911,0001,381
Privately issued residential mortgage-backed securities$10,000864
Commercial mortgage-backed securities - Total$0147
Asset backed securities$976,000305
Structured financial products - Total$62,000177
Other domestic debt securities - All other$863,0001,232
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$04,680
Mortgage-backed securities$6,472,0003,045
Certificates of participation in pools of residential mortgages$5,096,0002,695
Issued or guaranteed by U.S.$5,096,0002,571
Privately issued$0453
Collaterized mortgage obligations$664,0002,567
CMOs issued by government agencies or sponsored agencies$654,0002,512
Privately issued$10,000497
Commercial mortgage-backed securities$712,0001,487
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$712,000908
Held to maturity securities (book value)$2,471,0001,336
Available-for-sale securities (fair market value)$25,710,0003,009
Total debt securities$28,181,0003,110
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$28,561,0003,155
U.S. Government securities$15,817,0003,120
U.S. Treasury securities$01,426
U.S. Government agency obligations$15,817,0002,975
Securities issued by states & political subdivisions$11,297,0002,463
Other domestic debt securities$1,447,0001,356
Privately issued residential mortgage-backed securities$12,000548
Commercial mortgage-backed securities - Total$0147
Asset backed securities$495,000329
Structured financial products - Total$86,000184
Other domestic debt securities - All other$854,0001,259
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$04,746
Mortgage-backed securities$6,824,0002,998
Certificates of participation in pools of residential mortgages$5,396,0002,698
Issued or guaranteed by U.S.$5,396,0002,696
Privately issued$067
Collaterized mortgage obligations$712,0002,547
CMOs issued by government agencies or sponsored agencies$700,0002,492
Privately issued$12,000508
Commercial mortgage-backed securities$716,0001,316
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$716,000890
Held to maturity securities (book value)$2,589,0001,345
Available-for-sale securities (fair market value)$25,972,0003,027
Total debt securities$28,561,0003,133
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$26,157,0003,332
U.S. Government securities$10,275,0003,702
U.S. Treasury securities$01,328
U.S. Government agency obligations$10,275,0003,550
Securities issued by states & political subdivisions$14,923,0002,188
Other domestic debt securities$959,0001,541
Privately issued residential mortgage-backed securities$12,000555
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$84,000197
Other domestic debt securities - All other$863,0001,286
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$04,818
Mortgage-backed securities$4,644,0003,340
Certificates of participation in pools of residential mortgages$3,640,0003,076
Issued or guaranteed by U.S.$3,640,0003,073
Privately issued$064
Collaterized mortgage obligations$267,0002,752
CMOs issued by government agencies or sponsored agencies$255,0002,695
Privately issued$12,000522
Commercial mortgage-backed securities$737,0001,302
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$737,000858
Held to maturity securities (book value)$2,591,0001,378
Available-for-sale securities (fair market value)$23,566,0003,223
Total debt securities$26,156,0003,303
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$25,862,0003,389
U.S. Government securities$11,012,0003,631
U.S. Treasury securities$01,313
U.S. Government agency obligations$11,012,0003,490
Securities issued by states & political subdivisions$14,241,0002,281
Other domestic debt securities$609,0001,663
Privately issued residential mortgage-backed securities$12,000568
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$84,000207
Other domestic debt securities - All other$513,0001,405
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$04,886
Mortgage-backed securities$4,927,0003,344
Certificates of participation in pools of residential mortgages$3,879,0003,082
Issued or guaranteed by U.S.$3,879,0003,080
Privately issued$069
Collaterized mortgage obligations$307,0002,743
CMOs issued by government agencies or sponsored agencies$295,0002,682
Privately issued$12,000532
Commercial mortgage-backed securities$741,0001,288
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$741,000845
Held to maturity securities (book value)$2,593,0001,426
Available-for-sale securities (fair market value)$23,269,0003,275
Total debt securities$25,862,0003,364
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$24,520,0003,521
U.S. Government securities$11,746,0003,601
U.S. Treasury securities$01,351
U.S. Government agency obligations$11,746,0003,475
Securities issued by states & political subdivisions$12,125,0002,505
Other domestic debt securities$649,0001,680
Privately issued residential mortgage-backed securities$30,000558
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$110,000209
Other domestic debt securities - All other$509,0001,439
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$04,931
Mortgage-backed securities$5,315,0003,307
Certificates of participation in pools of residential mortgages$4,199,0003,052
Issued or guaranteed by U.S.$4,199,0003,050
Privately issued$067
Collaterized mortgage obligations$367,0002,750
CMOs issued by government agencies or sponsored agencies$337,0002,686
Privately issued$30,000523
Commercial mortgage-backed securities$749,0001,245
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$749,000805
Held to maturity securities (book value)$2,246,0001,492
Available-for-sale securities (fair market value)$22,274,0003,376
Total debt securities$24,519,0003,495
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$23,999,0003,589
U.S. Government securities$11,327,0003,705
U.S. Treasury securities$01,390
U.S. Government agency obligations$11,327,0003,557
Securities issued by states & political subdivisions$12,020,0002,541
Other domestic debt securities$652,0001,733
Privately issued residential mortgage-backed securities$33,000588
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$106,000211
Other domestic debt securities - All other$513,0001,470
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$04,985
Mortgage-backed securities$5,629,0003,305
Certificates of participation in pools of residential mortgages$4,488,0003,062
Issued or guaranteed by U.S.$4,488,0003,059
Privately issued$066
Collaterized mortgage obligations$408,0002,772
CMOs issued by government agencies or sponsored agencies$375,0002,708
Privately issued$33,000555
Commercial mortgage-backed securities$733,0001,231
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$733,000798
Held to maturity securities (book value)$2,248,0001,518
Available-for-sale securities (fair market value)$21,751,0003,433
Total debt securities$23,999,0003,564
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$24,482,0003,561
U.S. Government securities$11,516,0003,666
U.S. Treasury securities$01,367
U.S. Government agency obligations$11,516,0003,527
Securities issued by states & political subdivisions$12,275,0002,527
Other domestic debt securities$691,0001,736
Privately issued residential mortgage-backed securities$35,000608
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$149,000215
Other domestic debt securities - All other$507,0001,486
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$05,033
Mortgage-backed securities$5,962,0003,278
Certificates of participation in pools of residential mortgages$4,782,0003,011
Issued or guaranteed by U.S.$4,782,0003,005
Privately issued$071
Collaterized mortgage obligations$457,0002,746
CMOs issued by government agencies or sponsored agencies$422,0002,675
Privately issued$35,000573
Commercial mortgage-backed securities$723,0001,195
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$723,000774
Held to maturity securities (book value)$2,250,0001,527
Available-for-sale securities (fair market value)$22,232,0003,416
Total debt securities$24,482,0003,535
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$23,338,0003,633
U.S. Government securities$10,289,0003,811
U.S. Treasury securities$01,214
U.S. Government agency obligations$10,289,0003,683
Securities issued by states & political subdivisions$12,357,0002,517
Other domestic debt securities$692,0001,732
Privately issued residential mortgage-backed securities$41,000606
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$148,000219
Other domestic debt securities - All other$503,0001,499
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$05,116
Mortgage-backed securities$4,528,0003,531
Certificates of participation in pools of residential mortgages$4,010,0003,193
Issued or guaranteed by U.S.$4,010,0003,192
Privately issued$067
Collaterized mortgage obligations$518,0002,738
CMOs issued by government agencies or sponsored agencies$477,0002,675
Privately issued$41,000574
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$2,252,0001,540
Available-for-sale securities (fair market value)$21,086,0003,481
Total debt securities$23,337,0003,607
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$23,290,0003,701
U.S. Government securities$10,482,0003,903
U.S. Treasury securities$01,253
U.S. Government agency obligations$10,482,0003,783
Securities issued by states & political subdivisions$12,123,0002,544
Other domestic debt securities$685,0001,763
Privately issued residential mortgage-backed securities$44,000633
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$146,000225
Other domestic debt securities - All other$495,0001,564
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$05,199
Mortgage-backed securities$4,429,0003,579
Certificates of participation in pools of residential mortgages$3,848,0003,265
Issued or guaranteed by U.S.$3,848,0003,261
Privately issued$071
Collaterized mortgage obligations$581,0002,743
CMOs issued by government agencies or sponsored agencies$537,0002,672
Privately issued$44,000597
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$2,254,0001,586
Available-for-sale securities (fair market value)$21,036,0003,549
Total debt securities$23,289,0003,677
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$23,316,0003,761
U.S. Government securities$10,416,0004,010
U.S. Treasury securities$01,296
U.S. Government agency obligations$10,416,0003,888
Securities issued by states & political subdivisions$12,216,0002,528
Other domestic debt securities$684,0001,780
Privately issued residential mortgage-backed securities$46,000634
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$147,000225
Other domestic debt securities - All other$491,0001,569
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$05,255
Mortgage-backed securities$4,199,0003,639
Certificates of participation in pools of residential mortgages$3,543,0003,350
Issued or guaranteed by U.S.$3,543,0003,349
Privately issued$066
Collaterized mortgage obligations$656,0002,731
CMOs issued by government agencies or sponsored agencies$610,0002,662
Privately issued$46,000602
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$2,257,0001,618
Available-for-sale securities (fair market value)$21,059,0003,584
Total debt securities$23,316,0003,737
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$23,699,0003,753
U.S. Government securities$10,855,0003,991
U.S. Treasury securities$01,367
U.S. Government agency obligations$10,855,0003,845
Securities issued by states & political subdivisions$12,154,0002,552
Other domestic debt securities$690,0001,770
Privately issued residential mortgage-backed securities$48,000636
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$148,000223
Other domestic debt securities - All other$494,0001,560
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,301
Mortgage-backed securities$4,446,0003,606
Certificates of participation in pools of residential mortgages$3,735,0003,320
Issued or guaranteed by U.S.$3,735,0003,317
Privately issued$066
Collaterized mortgage obligations$711,0002,732
CMOs issued by government agencies or sponsored agencies$663,0002,669
Privately issued$48,000606
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$2,259,0001,659
Available-for-sale securities (fair market value)$21,440,0003,581
Total debt securities$23,699,0003,732
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$23,180,0003,864
U.S. Government securities$11,557,0003,979
U.S. Treasury securities$01,303
U.S. Government agency obligations$11,557,0003,854
Securities issued by states & political subdivisions$10,920,0002,708
Other domestic debt securities$703,0001,775
Privately issued residential mortgage-backed securities$51,000652
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$150,000222
Other domestic debt securities - All other$502,0001,507
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$05,371
Mortgage-backed securities$4,774,0003,597
Certificates of participation in pools of residential mortgages$3,981,0003,302
Issued or guaranteed by U.S.$3,981,0003,298
Privately issued$065
Collaterized mortgage obligations$793,0002,728
CMOs issued by government agencies or sponsored agencies$742,0002,668
Privately issued$51,000621
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$1,824,0001,723
Available-for-sale securities (fair market value)$21,356,0003,660
Total debt securities$23,180,0003,838
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$24,006,0003,884
U.S. Government securities$12,213,0004,020
U.S. Treasury securities$01,348
U.S. Government agency obligations$12,213,0003,893
Securities issued by states & political subdivisions$11,084,0002,706
Other domestic debt securities$709,0001,784
Privately issued residential mortgage-backed securities$53,000674
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$153,000227
Other domestic debt securities - All other$503,0001,509
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$05,428
Mortgage-backed securities$5,186,0003,611
Certificates of participation in pools of residential mortgages$4,294,0003,314
Issued or guaranteed by U.S.$4,294,0003,312
Privately issued$067
Collaterized mortgage obligations$892,0002,729
CMOs issued by government agencies or sponsored agencies$839,0002,678
Privately issued$53,000642
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$1,826,0001,753
Available-for-sale securities (fair market value)$22,180,0003,692
Total debt securities$24,006,0003,863
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$23,115,0003,990
U.S. Government securities$12,920,0004,013
U.S. Treasury securities$01,327
U.S. Government agency obligations$12,920,0003,895
Securities issued by states & political subdivisions$9,482,0002,910
Other domestic debt securities$713,0001,830
Privately issued residential mortgage-backed securities$57,000715
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$154,000222
Other domestic debt securities - All other$502,0001,561
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$05,487
Mortgage-backed securities$5,593,0003,599
Certificates of participation in pools of residential mortgages$4,603,0003,311
Issued or guaranteed by U.S.$4,603,0003,309
Privately issued$070
Collaterized mortgage obligations$990,0002,720
CMOs issued by government agencies or sponsored agencies$933,0002,660
Privately issued$57,000679
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$1,320,0001,844
Available-for-sale securities (fair market value)$21,795,0003,745
Total debt securities$23,115,0003,968
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$23,202,0004,039
U.S. Government securities$12,940,0004,057
U.S. Treasury securities$01,361
U.S. Government agency obligations$12,940,0003,939
Securities issued by states & political subdivisions$9,549,0002,894
Other domestic debt securities$713,0001,846
Privately issued residential mortgage-backed securities$59,000711
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$154,000222
Other domestic debt securities - All other$500,0001,590
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$05,563
Mortgage-backed securities$5,382,0003,700
Certificates of participation in pools of residential mortgages$4,311,0003,442
Issued or guaranteed by U.S.$4,311,0003,437
Privately issued$075
Collaterized mortgage obligations$1,071,0002,726
CMOs issued by government agencies or sponsored agencies$1,012,0002,667
Privately issued$59,000674
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$1,321,0001,872
Available-for-sale securities (fair market value)$21,881,0003,793
Total debt securities$23,202,0004,016
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$23,750,0004,090
U.S. Government securities$13,517,0004,095
U.S. Treasury securities$01,381
U.S. Government agency obligations$13,517,0003,978
Securities issued by states & political subdivisions$9,509,0002,940
Other domestic debt securities$724,0001,902
Privately issued residential mortgage-backed securities$60,000747
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$161,000236
Other domestic debt securities - All other$503,0001,614
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$05,639
Mortgage-backed securities$5,754,0003,721
Certificates of participation in pools of residential mortgages$4,582,0003,469
Issued or guaranteed by U.S.$4,582,0003,467
Privately issued$073
Collaterized mortgage obligations$1,172,0002,741
CMOs issued by government agencies or sponsored agencies$1,112,0002,666
Privately issued$60,000712
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$1,323,0001,906
Available-for-sale securities (fair market value)$22,427,0003,836
Total debt securities$23,750,0004,060
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$21,586,0004,308
U.S. Government securities$12,442,0004,307
U.S. Treasury securities$01,342
U.S. Government agency obligations$12,442,0004,200
Securities issued by states & political subdivisions$8,425,0003,152
Other domestic debt securities$719,0001,959
Privately issued residential mortgage-backed securities$63,000763
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$157,000241
Other domestic debt securities - All other$499,0001,719
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$05,698
Mortgage-backed securities$4,874,0003,923
Certificates of participation in pools of residential mortgages$3,597,0003,764
Issued or guaranteed by U.S.$3,597,0003,764
Privately issued$075
Collaterized mortgage obligations$1,277,0002,744
CMOs issued by government agencies or sponsored agencies$1,214,0002,670
Privately issued$63,000730
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$812,0002,043
Available-for-sale securities (fair market value)$20,774,0003,994
Total debt securities$21,586,0004,287
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$19,914,0004,465
U.S. Government securities$11,655,0004,430
U.S. Treasury securities$01,198
U.S. Government agency obligations$11,655,0004,329
Securities issued by states & political subdivisions$7,534,0003,293
Other domestic debt securities$725,0002,009
Privately issued residential mortgage-backed securities$66,000786
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$159,000247
Other domestic debt securities - All other$500,0001,703
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$05,749
Mortgage-backed securities$5,285,0003,891
Certificates of participation in pools of residential mortgages$3,905,0003,710
Issued or guaranteed by U.S.$3,905,0003,710
Privately issued$076
Collaterized mortgage obligations$1,380,0002,714
CMOs issued by government agencies or sponsored agencies$1,314,0002,641
Privately issued$66,000753
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$19,914,0004,097
Total debt securities$19,914,0004,444
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$20,148,0004,445
U.S. Government securities$11,850,0004,403
U.S. Treasury securities$01,131
U.S. Government agency obligations$11,850,0004,311
Securities issued by states & political subdivisions$7,585,0003,285
Other domestic debt securities$713,0002,067
Privately issued residential mortgage-backed securities$70,000820
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$146,000270
Other domestic debt securities - All other$497,0001,778
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$05,833
Mortgage-backed securities$5,624,0003,833
Certificates of participation in pools of residential mortgages$4,130,0003,660
Issued or guaranteed by U.S.$4,130,0003,657
Privately issued$081
Collaterized mortgage obligations$1,494,0002,662
CMOs issued by government agencies or sponsored agencies$1,424,0002,579
Privately issued$70,000783
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$20,148,0004,075
Total debt securities$20,148,0004,424
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$20,058,0004,486
U.S. Government securities$11,928,0004,430
U.S. Treasury securities$01,131
U.S. Government agency obligations$11,928,0004,324
Securities issued by states & political subdivisions$7,417,0003,320
Other domestic debt securities$713,0002,120
Privately issued residential mortgage-backed securities$74,000850
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$146,000290
Other domestic debt securities - All other$493,0001,830
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$05,888
Mortgage-backed securities$6,010,0003,801
Certificates of participation in pools of residential mortgages$4,390,0003,618
Issued or guaranteed by U.S.$4,390,0003,614
Privately issued$080
Collaterized mortgage obligations$1,620,0002,633
CMOs issued by government agencies or sponsored agencies$1,546,0002,550
Privately issued$74,000814
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$20,058,0004,126
Total debt securities$20,055,0004,458
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$20,441,0004,459
U.S. Government securities$12,174,0004,383
U.S. Treasury securities$01,152
U.S. Government agency obligations$12,174,0004,289
Securities issued by states & political subdivisions$7,500,0003,301
Other domestic debt securities$767,0002,145
Privately issued residential mortgage-backed securities$78,000871
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$192,000282
Other domestic debt securities - All other$497,0001,864
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,912
Mortgage-backed securities$5,994,0003,834
Certificates of participation in pools of residential mortgages$4,932,0003,489
Issued or guaranteed by U.S.$4,932,0003,485
Privately issued$083
Collaterized mortgage obligations$1,062,0002,916
CMOs issued by government agencies or sponsored agencies$984,0002,827
Privately issued$78,000832
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$20,441,0004,111
Total debt securities$20,441,0004,429
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$19,649,0004,548
U.S. Government securities$11,758,0004,471
U.S. Treasury securities$01,161
U.S. Government agency obligations$11,758,0004,368
Securities issued by states & political subdivisions$7,601,0003,259
Other domestic debt securities$290,0002,499
Privately issued residential mortgage-backed securities$85,000910
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$205,000278
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,985
Mortgage-backed securities$6,683,0003,764
Certificates of participation in pools of residential mortgages$5,501,0003,416
Issued or guaranteed by U.S.$5,501,0003,411
Privately issued$083
Collaterized mortgage obligations$1,182,0002,919
CMOs issued by government agencies or sponsored agencies$1,097,0002,835
Privately issued$85,000872
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$19,649,0004,196
Total debt securities$19,649,0004,518
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$20,315,0004,452
U.S. Government securities$12,591,0004,326
U.S. Treasury securities$01,135
U.S. Government agency obligations$12,591,0004,226
Securities issued by states & political subdivisions$7,432,0003,253
Other domestic debt securities$292,0002,487
Privately issued residential mortgage-backed securities$89,000938
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$203,000279
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,039
Mortgage-backed securities$7,365,0003,665
Certificates of participation in pools of residential mortgages$6,078,0003,287
Issued or guaranteed by U.S.$6,078,0003,285
Privately issued$085
Collaterized mortgage obligations$1,287,0002,924
CMOs issued by government agencies or sponsored agencies$1,198,0002,835
Privately issued$89,000902
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$20,315,0004,104
Total debt securities$20,314,0004,422
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$19,375,0004,597
U.S. Government securities$11,744,0004,546
U.S. Treasury securities$01,086
U.S. Government agency obligations$11,744,0004,448
Securities issued by states & political subdivisions$7,289,0003,262
Other domestic debt securities$342,0002,525
Privately issued residential mortgage-backed securities$90,000988
Commercial mortgage-backed securities - Total$0122
Asset backed securities$252,000375
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,124
Mortgage-backed securities$7,555,0003,772
Certificates of participation in pools of residential mortgages$7,465,0003,181
Issued or guaranteed by U.S.$7,465,0003,180
Privately issued$088
Collaterized mortgage obligations$90,0003,666
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$90,000949
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$19,375,0004,246
Total debt securities$19,375,0004,564
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$17,329,0004,830
U.S. Government securities$9,764,0004,925
U.S. Treasury securities$01,068
U.S. Government agency obligations$9,764,0004,829
Securities issued by states & political subdivisions$7,219,0003,230
Other domestic debt securities$346,0002,513
Privately issued residential mortgage-backed securities$95,0001,039
Commercial mortgage-backed securities - Total$0125
Asset backed securities$251,000335
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,201
Mortgage-backed securities$8,210,0003,712
Certificates of participation in pools of residential mortgages$8,115,0003,097
Issued or guaranteed by U.S.$8,115,0003,097
Privately issued$094
Collaterized mortgage obligations$95,0003,682
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$95,000999
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$17,329,0004,456
Total debt securities$17,328,0004,798
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$16,932,0004,905
U.S. Government securities$9,705,0005,038
U.S. Treasury securities$01,157
U.S. Government agency obligations$9,705,0004,939
Securities issued by states & political subdivisions$6,863,0003,202
Other domestic debt securities$364,0002,482
Privately issued residential mortgage-backed securities$101,0001,065
Commercial mortgage-backed securities - Total$0130
Asset backed securities$263,000286
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,234
Mortgage-backed securities$8,767,0003,667
Certificates of participation in pools of residential mortgages$05,796
Issued or guaranteed by U.S.$05,788
Privately issued$094
Collaterized mortgage obligations$8,767,0001,697
CMOs issued by government agencies or sponsored agencies$8,666,0001,615
Privately issued$101,0001,025
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$8,898,0001,048
Available-for-sale securities (fair market value)$8,034,0005,575
Total debt securities$16,932,0004,878
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$15,895,0004,997
U.S. Government securities$8,611,0005,167
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,611,0005,077
Securities issued by states & political subdivisions$6,407,0003,252
Other domestic debt securities$877,0002,100
Privately issued residential mortgage-backed securities$618,000879
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$259,0001,929
Foreign debt securitiesNANA
Equity securities$01,386
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,174,0003,679
Certificates of participation in pools of residential mortgages$7,556,0003,091
Issued or guaranteed by U.S.$7,556,0003,091
Privately issued$0121
Collaterized mortgage obligations$618,0003,307
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$618,000835
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,455,0001,089
Available-for-sale securities (fair market value)$7,440,0005,639
Total debt securities$15,895,0004,974
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$15,435,0005,030
U.S. Government securities$8,561,0005,172
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,561,0005,067
Securities issued by states & political subdivisions$5,953,0003,310
Other domestic debt securities$921,0002,070
Privately issued residential mortgage-backed securities$638,000900
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$283,0001,883
Foreign debt securitiesNANA
Equity securities$01,426
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,129,0003,656
Certificates of participation in pools of residential mortgages$7,491,0003,046
Issued or guaranteed by U.S.$7,491,0003,043
Privately issued$0132
Collaterized mortgage obligations$638,0003,276
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$638,000852
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,073,0001,113
Available-for-sale securities (fair market value)$7,362,0005,652
Total debt securities$15,435,0005,001
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$13,443,0005,320
U.S. Government securities$8,169,0005,361
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,169,0005,248
Securities issued by states & political subdivisions$4,842,0003,535
Other domestic debt securities$432,0002,363
Privately issued residential mortgage-backed securities$113,0001,186
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$319,0001,782
Foreign debt securitiesNANA
Equity securities$01,444
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,723,0003,835
Certificates of participation in pools of residential mortgages$6,610,0003,181
Issued or guaranteed by U.S.$6,610,0003,174
Privately issued$0125
Collaterized mortgage obligations$113,0003,645
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$113,0001,130
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,448,0001,262
Available-for-sale securities (fair market value)$6,995,0005,782
Total debt securities$13,443,0005,289
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$11,890,0005,535
U.S. Government securities$7,913,0005,414
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,913,0005,302
Securities issued by states & political subdivisions$3,540,0003,849
Other domestic debt securities$437,0002,415
Privately issued residential mortgage-backed securities$121,0001,211
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$316,0001,827
Foreign debt securitiesNANA
Equity securities$01,470
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,025,0003,720
Certificates of participation in pools of residential mortgages$6,904,0003,053
Issued or guaranteed by U.S.$6,904,0003,047
Privately issued$0136
Collaterized mortgage obligations$121,0003,601
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$121,0001,155
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,616,0001,465
Available-for-sale securities (fair market value)$7,274,0005,746
Total debt securities$11,890,0005,500
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$12,808,0005,326
U.S. Government securities$8,376,0005,165
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,376,0005,061
Securities issued by states & political subdivisions$3,991,0003,721
Other domestic debt securities$441,0002,558
Privately issued residential mortgage-backed securities$125,0001,265
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$316,0001,837
Foreign debt securitiesNANA
Equity securities$01,492
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,483,0003,548
Certificates of participation in pools of residential mortgages$7,358,0002,866
Issued or guaranteed by U.S.$7,358,0002,859
Privately issued$0141
Collaterized mortgage obligations$125,0003,594
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$125,0001,206
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,915,0001,430
Available-for-sale securities (fair market value)$7,893,0005,582
Total debt securities$12,808,0005,290
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$13,695,0005,146
U.S. Government securities$9,512,0004,932
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,512,0004,817
Securities issued by states & political subdivisions$3,740,0003,711
Other domestic debt securities$443,0002,644
Privately issued residential mortgage-backed securities$142,0001,329
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$301,0001,870
Foreign debt securitiesNANA
Equity securities$01,538
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,126,0003,421
Certificates of participation in pools of residential mortgages$7,984,0002,720
Issued or guaranteed by U.S.$7,984,0002,712
Privately issued$0141
Collaterized mortgage obligations$142,0003,572
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$142,0001,269
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,726,0001,490
Available-for-sale securities (fair market value)$8,969,0005,383
Total debt securities$13,695,0005,111
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$11,864,0005,428
U.S. Government securities$8,012,0005,343
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,012,0005,226
Securities issued by states & political subdivisions$3,402,0003,749
Other domestic debt securities$450,0002,629
Privately issued residential mortgage-backed securities$147,0001,360
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$303,0001,814
Foreign debt securitiesNANA
Equity securities$01,578
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,619,0003,691
Certificates of participation in pools of residential mortgages$6,472,0003,029
Issued or guaranteed by U.S.$6,472,0003,021
Privately issued$0148
Collaterized mortgage obligations$147,0003,493
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$147,0001,301
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,883,0001,644
Available-for-sale securities (fair market value)$7,981,0005,621
Total debt securities$11,864,0005,397
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$12,968,0005,308
U.S. Government securities$9,155,0005,190
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,155,0005,078
Securities issued by states & political subdivisions$3,402,0003,738
Other domestic debt securities$411,0002,718
Privately issued residential mortgage-backed securities$146,0001,397
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$265,0001,864
Foreign debt securitiesNANA
Equity securities$01,606
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,253,0003,631
Certificates of participation in pools of residential mortgages$7,107,0002,984
Issued or guaranteed by U.S.$7,107,0002,977
Privately issued$0145
Collaterized mortgage obligations$146,0003,477
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$146,0001,340
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,895,0001,681
Available-for-sale securities (fair market value)$9,073,0005,479
Total debt securities$12,968,0005,268
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$12,433,0005,374
U.S. Government securities$8,993,0005,169
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,993,0005,070
Securities issued by states & political subdivisions$3,023,0003,894
Other domestic debt securities$417,0002,763
Privately issued residential mortgage-backed securities$151,0001,431
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$266,0001,911
Foreign debt securitiesNANA
Equity securities$01,667
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,611,0003,618
Certificates of participation in pools of residential mortgages$7,460,0002,979
Issued or guaranteed by U.S.$7,460,0002,971
Privately issued$0157
Collaterized mortgage obligations$151,0003,496
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$151,0001,364
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,526,0001,744
Available-for-sale securities (fair market value)$8,907,0005,507
Total debt securities$12,433,0005,332
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$11,935,0005,495
U.S. Government securities$8,446,0005,304
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,446,0005,206
Securities issued by states & political subdivisions$3,025,0003,913
Other domestic debt securities$464,0002,828
Privately issued residential mortgage-backed securities$158,0001,477
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$306,0001,982
Foreign debt securitiesNANA
Equity securities$01,720
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,056,0003,812
Certificates of participation in pools of residential mortgages$6,898,0003,177
Issued or guaranteed by U.S.$6,898,0003,167
Privately issued$0171
Collaterized mortgage obligations$158,0003,493
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$158,0001,409
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,536,0001,806
Available-for-sale securities (fair market value)$8,399,0005,600
Total debt securities$11,935,0005,448
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$13,821,0005,221
U.S. Government securities$10,337,0004,930
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,337,0004,841
Securities issued by states & political subdivisions$3,025,0003,881
Other domestic debt securities$459,0002,885
Privately issued residential mortgage-backed securities$152,0001,502
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$307,0002,043
Foreign debt securitiesNANA
Equity securities$01,777
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,450,0003,606
Certificates of participation in pools of residential mortgages$8,298,0002,989
Issued or guaranteed by U.S.$8,298,0002,975
Privately issued$0181
Collaterized mortgage obligations$152,0003,499
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$152,0001,431
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,040,0001,741
Available-for-sale securities (fair market value)$9,781,0005,355
Total debt securities$13,821,0005,178
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$13,903,0005,246
U.S. Government securities$10,948,0004,904
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,948,0004,817
Securities issued by states & political subdivisions$2,541,0004,006
Other domestic debt securities$414,0002,851
Privately issued residential mortgage-backed securities$150,0001,534
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$264,0002,198
Foreign debt securitiesNANA
Equity securities$01,804
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9,081,0003,558
Certificates of participation in pools of residential mortgages$8,931,0002,938
Issued or guaranteed by U.S.$8,931,0002,924
Privately issued$0191
Collaterized mortgage obligations$150,0003,515
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$150,0001,462
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,515,0001,846
Available-for-sale securities (fair market value)$10,388,0005,310
Total debt securities$13,903,0005,204
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$14,680,0005,167
U.S. Government securities$11,742,0004,823
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,742,0004,731
Securities issued by states & political subdivisions$2,541,0003,964
Other domestic debt securities$397,0002,814
Privately issued residential mortgage-backed securities$174,0001,471
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$223,0002,204
Foreign debt securitiesNANA
Equity securities$01,803
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9,389,0003,441
Certificates of participation in pools of residential mortgages$9,215,0002,840
Issued or guaranteed by U.S.$9,215,0002,825
Privately issued$0188
Collaterized mortgage obligations$174,0003,468
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$174,0001,402
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,572,0001,836
Available-for-sale securities (fair market value)$11,108,0005,208
Total debt securities$14,680,0005,123
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$15,354,0005,024
U.S. Government securities$12,357,0004,647
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,357,0004,557
Securities issued by states & political subdivisions$2,542,0003,941
Other domestic debt securities$455,0002,728
Privately issued residential mortgage-backed securities$209,0001,426
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$246,0002,139
Foreign debt securitiesNANA
Equity securities$01,898
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9,578,0003,321
Certificates of participation in pools of residential mortgages$9,369,0002,747
Issued or guaranteed by U.S.$9,369,0002,732
Privately issued$0192
Collaterized mortgage obligations$209,0003,369
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$209,0001,363
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,579,0001,850
Available-for-sale securities (fair market value)$11,775,0005,051
Total debt securities$15,354,0004,981
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$15,516,0005,052
U.S. Government securities$12,450,0004,665
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,450,0004,584
Securities issued by states & political subdivisions$2,542,0003,978
Other domestic debt securities$524,0002,560
Privately issued residential mortgage-backed securities$231,0001,379
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$293,0002,096
Foreign debt securitiesNANA
Equity securities$01,972
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,684,0003,456
Certificates of participation in pools of residential mortgages$8,453,0002,883
Issued or guaranteed by U.S.$8,453,0002,869
Privately issued$0202
Collaterized mortgage obligations$231,0003,338
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$231,0001,310
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,432,0001,716
Available-for-sale securities (fair market value)$11,084,0005,216
Total debt securities$15,516,0005,001
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$14,821,0005,148
U.S. Government securities$11,547,0004,839
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,547,0004,749
Securities issued by states & political subdivisions$2,544,0003,990
Other domestic debt securities$730,0002,385
Privately issued residential mortgage-backed securities$276,0001,349
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$454,0001,952
Foreign debt securitiesNANA
Equity securities$01,949
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,768,0003,710
Certificates of participation in pools of residential mortgages$6,492,0003,153
Issued or guaranteed by U.S.$6,492,0003,141
Privately issued$0205
Collaterized mortgage obligations$276,0003,277
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$276,0001,280
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,602,0001,719
Available-for-sale securities (fair market value)$10,219,0005,364
Total debt securities$14,821,0005,092
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$11,331,0005,788
U.S. Government securities$8,017,0005,737
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,017,0005,632
Securities issued by states & political subdivisions$2,544,0003,994
Other domestic debt securities$770,0002,185
Privately issued residential mortgage-backed securities$315,0001,227
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$455,0001,826
Foreign debt securitiesNANA
Equity securities$01,903
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,546,0004,285
Certificates of participation in pools of residential mortgages$3,231,0003,812
Issued or guaranteed by U.S.$3,231,0003,797
Privately issued$0191
Collaterized mortgage obligations$315,0003,160
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$315,0001,167
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,861,0001,604
Available-for-sale securities (fair market value)$5,470,0006,351
Total debt securities$11,331,0005,723
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$11,539,0005,812
U.S. Government securities$8,648,0005,679
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,648,0005,570
Securities issued by states & political subdivisions$2,544,0003,996
Other domestic debt securities$347,0002,521
Privately issued residential mortgage-backed securities$347,0001,181
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securitiesNANA
Equity securities$01,839
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,756,0004,057
Certificates of participation in pools of residential mortgages$3,409,0003,582
Issued or guaranteed by U.S.$3,409,0003,565
Privately issued$0194
Collaterized mortgage obligations$347,0003,092
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$347,0001,122
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,393,0001,694
Available-for-sale securities (fair market value)$6,146,0006,255
Total debt securities$11,539,0005,749
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$8,677,0006,372
U.S. Government securities$5,753,0006,492
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,753,0006,371
Securities issued by states & political subdivisions$2,541,0004,003
Other domestic debt securities$383,0002,446
Privately issued residential mortgage-backed securities$383,0001,119
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securitiesNANA
Equity securities$01,877
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,920,0004,754
Certificates of participation in pools of residential mortgages$1,537,0004,450
Issued or guaranteed by U.S.$1,537,0004,436
Privately issued$0207
Collaterized mortgage obligations$383,0003,034
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$383,0001,056
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,382,0001,707
Available-for-sale securities (fair market value)$3,295,0006,897
Total debt securities$8,677,0006,317
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$9,347,0006,273
U.S. Government securities$6,387,0006,356
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,387,0006,228
Securities issued by states & political subdivisions$2,547,0004,015
Other domestic debt securities$413,0002,439
Privately issued residential mortgage-backed securities$413,0001,074
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securitiesNANA
Equity securities$01,899
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,067,0004,678
Certificates of participation in pools of residential mortgages$1,654,0004,376
Issued or guaranteed by U.S.$1,654,0004,359
Privately issued$0218
Collaterized mortgage obligations$413,0002,972
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$413,0001,007
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,106,0001,777
Available-for-sale securities (fair market value)$4,241,0006,708
Total debt securities$9,347,0006,215
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$9,471,0006,280
U.S. Government securities$6,484,0006,379
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,484,0006,241
Securities issued by states & political subdivisions$2,548,0004,025
Other domestic debt securities$439,0002,453
Privately issued residential mortgage-backed securities$439,0001,038
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securitiesNANA
Equity securities$01,944
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,210,0004,615
Certificates of participation in pools of residential mortgages$1,771,0004,315
Issued or guaranteed by U.S.$1,771,0004,300
Privately issued$0208
Collaterized mortgage obligations$439,0002,929
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$439,000977
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,341,0001,782
Available-for-sale securities (fair market value)$4,130,0006,759
Total debt securities$9,471,0006,222
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$9,321,0006,357
U.S. Government securities$6,615,0006,383
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,615,0006,251
Securities issued by states & political subdivisions$2,249,0004,162
Other domestic debt securities$457,0002,466
Privately issued residential mortgage-backed securities$457,0001,012
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securitiesNANA
Equity securities$01,983
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,356,0004,546
Certificates of participation in pools of residential mortgages$1,899,0004,252
Issued or guaranteed by U.S.$1,899,0004,231
Privately issued$0214
Collaterized mortgage obligations$457,0002,887
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$457,000943
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,045,0001,885
Available-for-sale securities (fair market value)$4,276,0006,773
Total debt securities$9,321,0006,294
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$9,202,0006,405
U.S. Government securities$6,482,0006,440
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,482,0006,303
Securities issued by states & political subdivisions$2,242,0004,167
Other domestic debt securities$478,0002,444
Privately issued residential mortgage-backed securities$478,000984
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securitiesNANA
Equity securities$02,017
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,537,0004,462
Certificates of participation in pools of residential mortgages$2,059,0004,155
Issued or guaranteed by U.S.$2,059,0004,141
Privately issued$0211
Collaterized mortgage obligations$478,0002,862
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$478,000921
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,376,0001,997
Available-for-sale securities (fair market value)$4,826,0006,675
Total debt securities$9,202,0006,341
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$9,487,0006,412
U.S. Government securities$6,690,0006,428
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,690,0006,289
Securities issued by states & political subdivisions$2,246,0004,191
Other domestic debt securities$551,0002,351
Privately issued residential mortgage-backed securities$551,000946
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securitiesNANA
Equity securities$02,050
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,804,0004,381
Certificates of participation in pools of residential mortgages$2,253,0004,073
Issued or guaranteed by U.S.$2,253,0004,059
Privately issued$0205
Collaterized mortgage obligations$551,0002,794
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$551,000888
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,212,0002,059
Available-for-sale securities (fair market value)$5,275,0006,618
Total debt securities$9,487,0006,353
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$9,708,0006,407
U.S. Government securities$6,884,0006,384
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,884,0006,246
Securities issued by states & political subdivisions$2,250,0004,222
Other domestic debt securities$574,0002,418
Privately issued residential mortgage-backed securities$574,000902
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securitiesNANA
Equity securities$02,073
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,995,0004,339
Certificates of participation in pools of residential mortgages$2,421,0004,009
Issued or guaranteed by U.S.$2,421,0003,994
Privately issued$0216
Collaterized mortgage obligations$574,0002,779
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$574,000842
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,345,0002,063
Available-for-sale securities (fair market value)$5,363,0006,622
Total debt securities$9,708,0006,349
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$10,034,0006,318
U.S. Government securities$7,159,0006,303
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,159,0006,172
Securities issued by states & political subdivisions$2,253,0004,219
Other domestic debt securities$622,0002,418
Privately issued residential mortgage-backed securities$622,000878
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securitiesNANA
Equity securities$02,096
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,306,0004,267
Certificates of participation in pools of residential mortgages$2,684,0003,929
Issued or guaranteed by U.S.$2,684,0003,916
Privately issued$0225
Collaterized mortgage obligations$622,0002,770
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$622,000818
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,367,0002,076
Available-for-sale securities (fair market value)$5,667,0006,565
Total debt securities$10,034,0006,255
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$9,603,0006,452
U.S. Government securities$7,514,0006,260
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,514,0006,124
Securities issued by states & political subdivisions$1,382,0004,768
Other domestic debt securities$707,0002,440
Privately issued residential mortgage-backed securities$707,000849
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securitiesNANA
Equity securities$02,107
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,713,0004,216
Certificates of participation in pools of residential mortgages$3,006,0003,871
Issued or guaranteed by U.S.$3,006,0003,857
Privately issued$0223
Collaterized mortgage obligations$707,0002,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$707,000788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,511,0002,276
Available-for-sale securities (fair market value)$6,092,0006,482
Total debt securities$9,603,0006,391
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$9,126,0006,614
U.S. Government securities$7,170,0006,415
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,170,0006,269
Securities issued by states & political subdivisions$1,152,0004,961
Other domestic debt securities$804,0002,436
Privately issued residential mortgage-backed securities$804,000815
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securitiesNANA
Equity securities$02,164
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,496,0004,031
Certificates of participation in pools of residential mortgages$3,692,0003,711
Issued or guaranteed by U.S.$3,692,0003,702
Privately issued$0207
Collaterized mortgage obligations$804,0002,751
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$804,000759
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,249,0002,370
Available-for-sale securities (fair market value)$5,877,0006,619
Total debt securities$9,126,0006,556
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$9,473,0006,578
U.S. Government securities$7,435,0006,343
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,435,0006,197
Securities issued by states & political subdivisions$1,160,0004,976
Other domestic debt securities$878,0002,431
Privately issued residential mortgage-backed securities$878,000790
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securitiesNANA
Equity securities$02,194
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,827,0003,988
Certificates of participation in pools of residential mortgages$3,949,0003,649
Issued or guaranteed by U.S.$3,949,0003,641
Privately issued$0203
Collaterized mortgage obligations$878,0002,751
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$878,000737
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,312,0002,384
Available-for-sale securities (fair market value)$6,161,0006,548
Total debt securities$9,473,0006,517
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$9,938,0006,515
U.S. Government securities$7,808,0006,268
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,808,0006,115
Securities issued by states & political subdivisions$1,159,0005,003
Other domestic debt securities$971,0002,406
Privately issued residential mortgage-backed securities$971,000714
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securitiesNANA
Equity securities$02,231
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,278,0003,872
Certificates of participation in pools of residential mortgages$4,307,0003,549
Issued or guaranteed by U.S.$4,307,0003,542
Privately issued$0225
Collaterized mortgage obligations$971,0002,695
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$971,000664
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,338,0002,386
Available-for-sale securities (fair market value)$6,600,0006,483
Total debt securities$9,938,0006,449
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$9,780,0006,627
U.S. Government securities$7,717,0006,378
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,717,0006,210
Securities issued by states & political subdivisions$949,0005,227
Other domestic debt securities$1,114,0002,305
Privately issued residential mortgage-backed securities$1,114,000676
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securitiesNANA
Equity securities$02,274
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,127,0003,730
Certificates of participation in pools of residential mortgages$5,013,0003,393
Issued or guaranteed by U.S.$5,013,0003,384
Privately issued$0225
Collaterized mortgage obligations$1,114,0002,632
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$1,114,000633
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,645,0002,977
Available-for-sale securities (fair market value)$8,135,0006,205
Total debt securities$9,780,0006,551
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$8,508,0006,877
U.S. Government securities$6,076,0006,812
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,076,0006,652
Securities issued by states & political subdivisions$969,0005,201
Other domestic debt securities$1,463,0002,228
Privately issued residential mortgage-backed securities$1,463,000667
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securitiesNANA
Equity securities$02,298
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,772,0004,139
Certificates of participation in pools of residential mortgages$3,309,0004,007
Issued or guaranteed by U.S.$3,309,0003,998
Privately issued$0230
Collaterized mortgage obligations$1,463,0002,546
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$1,463,000625
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$895,0003,420
Available-for-sale securities (fair market value)$7,613,0006,313
Total debt securities$8,508,0006,804
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$7,919,0007,069
U.S. Government securities$7,138,0006,538
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,138,0006,367
Securities issued by states & political subdivisions$781,0005,448
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securitiesNANA
Equity securities$02,350
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,154,0004,010
Certificates of participation in pools of residential mortgages$3,466,0003,934
Issued or guaranteed by U.S.$3,466,0003,923
Privately issued$0248
Collaterized mortgage obligations$1,688,0002,440
CMOs issued by government agencies or sponsored agencies$1,688,0002,309
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$738,0003,587
Available-for-sale securities (fair market value)$7,181,0006,451
Total debt securities$7,919,0006,999
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$8,274,0006,943
U.S. Government securities$7,492,0006,320
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,492,0006,142
Securities issued by states & political subdivisions$782,0005,485
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securitiesNANA
Equity securities$02,398
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,487,0003,895
Certificates of participation in pools of residential mortgages$3,650,0003,862
Issued or guaranteed by U.S.$3,650,0003,849
Privately issued$0253
Collaterized mortgage obligations$1,837,0002,410
CMOs issued by government agencies or sponsored agencies$1,837,0002,281
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,929,0002,932
Available-for-sale securities (fair market value)$6,345,0006,613
Total debt securities$8,274,0006,853
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$4,712,0007,844
U.S. Government securities$4,172,0007,375
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,172,0007,186
Securities issued by states & political subdivisions$540,0005,778
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,670,0004,550
Certificates of participation in pools of residential mortgages$1,940,0004,724
Issued or guaranteed by U.S.$1,940,0004,707
Privately issued$0256
Collaterized mortgage obligations$1,730,0002,637
CMOs issued by government agencies or sponsored agencies$1,730,0002,498
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$4,712,0007,021
Total debt securities$4,712,0007,760
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$4,137,0008,044
U.S. Government securities$2,663,0008,013
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,663,0007,825
Securities issued by states & political subdivisions$528,0005,758
Other domestic debt securities$946,0002,890
Privately issued residential mortgage-backed securities$946,000726
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securitiesNANA
Equity securities$02,418
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,109,0004,838
Certificates of participation in pools of residential mortgages$3,109,0004,132
Issued or guaranteed by U.S.$2,163,0004,559
Privately issued$946,000135
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,470,0003,205
Available-for-sale securities (fair market value)$2,667,0007,612
Total debt securities$4,137,0007,958
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$3,018,0008,429
U.S. Government securities$2,488,0008,131
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,488,0007,939
Securities issued by states & political subdivisions$530,0005,753
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securitiesNANA
Equity securities$02,426
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,488,0005,085
Certificates of participation in pools of residential mortgages$2,488,0004,377
Issued or guaranteed by U.S.$2,488,0004,362
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$3,018,0007,536
Total debt securities$3,018,0008,341
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$1,026,0009,130
U.S. Government securities$287,0009,165
U.S. Treasury securitiesNANA
U.S. Government agency obligations$287,0009,020
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$739,0003,137
Privately issued residential mortgage-backed securities$739,000884
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$776,0006,079
Certificates of participation in pools of residential mortgages$776,0005,416
Issued or guaranteed by U.S.$37,0006,774
Privately issued$739,000141
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$1,026,0008,222
Total debt securities$1,026,0009,057
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$293,0009,693
U.S. Government securities$293,0009,524
U.S. Treasury securitiesNANA
U.S. Government agency obligations$293,0009,337
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$46,0007,126
Certificates of participation in pools of residential mortgages$46,0006,682
Issued or guaranteed by U.S.$46,0006,660
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$293,0008,872
Total debt securities$293,0009,590
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$629,0009,943
U.S. Government securities$297,0009,873
U.S. Treasury securitiesNANA
U.S. Government agency obligations$297,0009,628
Securities issued by states & political subdivisions$332,0006,689
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$57,0007,459
Certificates of participation in pools of residential mortgages$57,0006,963
Issued or guaranteed by U.S.$57,0006,945
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$629,0008,930
Total debt securities$629,0009,852
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$538,00010,170
U.S. Government securities$538,0009,983
U.S. Treasury securitiesNANA
U.S. Government agency obligations$538,0009,574
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$89,0007,557
Certificates of participation in pools of residential mortgages$89,0007,036
Issued or guaranteed by U.S.$89,0007,018
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,0006,558
Available-for-sale securities (fair market value)$526,0009,096
Total debt securities$538,00010,071
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$560,00010,679
U.S. Government securities$230,00010,607
U.S. Treasury securitiesNANA
U.S. Government agency obligations$230,00010,152
Securities issued by states & political subdivisions$330,0007,125
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$111,0007,848
Certificates of participation in pools of residential mortgages$111,0007,236
Issued or guaranteed by U.S.$111,0007,209
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$560,0009,430
Total debt securities$560,00010,587
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$1,037,00011,125
U.S. Government securities$839,00011,016
U.S. Treasury securitiesNANA
U.S. Government agency obligations$839,00010,263
Securities issued by states & political subdivisions$199,0007,946
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$1,000298
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$138,0008,349
Certificates of participation in pools of residential mortgages$138,0007,696
Issued or guaranteed by U.S.$138,0007,677
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$1,037,0009,497
Total debt securities$1,038,00011,032
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$3,453,00010,846
U.S. Government securities$3,220,00010,468
U.S. Treasury securities$3,032,0005,961
U.S. Government agency obligations$188,00011,072
Securities issued by states & political subdivisions$234,0008,103
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$1,000320
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$188,0008,720
Certificates of participation in pools of residential mortgages$188,0007,901
Issued or guaranteed by U.S.$188,0007,869
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,0008,380
Available-for-sale securities (fair market value)$3,423,0008,738
Total debt securities$3,454,00010,734
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$3,817,00011,331
U.S. Government securities$3,570,00010,929
U.S. Treasury securities$3,351,0006,804
U.S. Government agency obligations$219,00011,540
Securities issued by states & political subdivisions$190,0008,732
Other domestic debt securities$30,0005,518
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$30,0004,311
Foreign debt securitiesNANA
Equity securities$28,0007,551
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$1,000393
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$219,0009,173
Certificates of participation in pools of residential mortgages$219,0008,268
Issued or guaranteed by U.S.$219,0008,241
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,817,0008,750
Available-for-sale securities (fair market value)$011,262
Total debt securities$3,790,00011,246
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$3,893,00011,775
U.S. Government securities$3,571,00011,355
U.S. Treasury securities$3,255,0007,093
U.S. Government agency obligations$316,00011,849
Securities issued by states & political subdivisions$296,0008,492
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$28,0007,434
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$2,000365
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$316,0009,627
Certificates of participation in pools of residential mortgages$316,0008,594
Issued or guaranteed by U.S.$316,0008,537
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$3,867,00011,672
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$4,362,00011,940
U.S. Government securities$4,099,00011,366
U.S. Treasury securities$3,710,0006,840
U.S. Government agency obligations$389,00012,246
Securities issued by states & political subdivisions$265,0008,476
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$2,000542
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$389,00010,014
Certificates of participation in pools of residential mortgages$389,0008,886
Issued or guaranteed by U.S.$389,0008,821
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$4,364,00011,798
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