Provident State Bank, Inc., Securities

2020-09-30Rank
Total securities$58,303,0002,000
U.S. Government securities$43,504,0001,597
U.S. Treasury securities$01,216
U.S. Government agency obligations$43,504,0001,520
Securities issued by states & political subdivisions$14,799,0002,109
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,683,0001,175
Mortgage-backed securities$40,532,0001,352
Certificates of participation in pools of residential mortgages$9,225,0002,139
Issued or guaranteed by U.S.$9,225,0002,075
Privately issued$0251
Collaterized mortgage obligations$15,477,000892
CMOs issued by government agencies or sponsored agencies$15,477,000858
Privately issued$0464
Commercial mortgage-backed securities$15,830,000590
Commercial mortgage pass-through securities$10,754,000402
Other commercial mortgage-backed securities$5,076,000678
Held to maturity securities (book value)$1,343,0001,231
Available-for-sale securities (fair market value)$56,960,0001,903
Total debt securities$58,302,0001,982
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$55,080,0002,019
U.S. Government securities$40,334,0001,666
U.S. Treasury securities$01,251
U.S. Government agency obligations$40,334,0001,575
Securities issued by states & political subdivisions$14,746,0002,038
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,461,0001,315
Mortgage-backed securities$40,334,0001,342
Certificates of participation in pools of residential mortgages$7,797,0002,270
Issued or guaranteed by U.S.$7,797,0002,207
Privately issued$0251
Collaterized mortgage obligations$18,364,000838
CMOs issued by government agencies or sponsored agencies$18,364,000804
Privately issued$0454
Commercial mortgage-backed securities$14,173,000602
Commercial mortgage pass-through securities$10,903,000395
Other commercial mortgage-backed securities$3,270,000767
Held to maturity securities (book value)$1,346,0001,235
Available-for-sale securities (fair market value)$53,734,0001,921
Total debt securities$55,080,0002,001
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$57,799,0001,884
U.S. Government securities$42,216,0001,629
U.S. Treasury securities$01,297
U.S. Government agency obligations$42,216,0001,551
Securities issued by states & political subdivisions$15,583,0001,844
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,356,0001,294
Mortgage-backed securities$42,216,0001,281
Certificates of participation in pools of residential mortgages$6,157,0002,509
Issued or guaranteed by U.S.$6,157,0002,424
Privately issued$0267
Collaterized mortgage obligations$21,086,000783
CMOs issued by government agencies or sponsored agencies$21,086,000753
Privately issued$0460
Commercial mortgage-backed securities$14,973,000583
Commercial mortgage pass-through securities$11,091,000379
Other commercial mortgage-backed securities$3,882,000706
Held to maturity securities (book value)$1,349,0001,235
Available-for-sale securities (fair market value)$56,450,0001,793
Total debt securities$57,799,0001,868
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$56,530,0001,931
U.S. Government securities$43,447,0001,612
U.S. Treasury securities$01,363
U.S. Government agency obligations$43,447,0001,518
Securities issued by states & political subdivisions$13,083,0002,023
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,652,0001,163
Mortgage-backed securities$43,447,0001,227
Certificates of participation in pools of residential mortgages$6,282,0002,430
Issued or guaranteed by U.S.$6,282,0002,368
Privately issued$0249
Collaterized mortgage obligations$21,799,000772
CMOs issued by government agencies or sponsored agencies$21,799,000744
Privately issued$0457
Commercial mortgage-backed securities$15,366,000565
Commercial mortgage pass-through securities$11,331,000368
Other commercial mortgage-backed securities$4,035,000662
Held to maturity securities (book value)$1,352,0001,281
Available-for-sale securities (fair market value)$55,178,0001,834
Total debt securities$56,530,0001,911
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$57,112,0001,901
U.S. Government securities$43,968,0001,599
U.S. Treasury securities$01,429
U.S. Government agency obligations$43,968,0001,517
Securities issued by states & political subdivisions$13,144,0002,011
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,043,0001,335
Mortgage-backed securities$43,968,0001,211
Certificates of participation in pools of residential mortgages$6,609,0002,351
Issued or guaranteed by U.S.$6,609,0002,280
Privately issued$0287
Collaterized mortgage obligations$21,309,000781
CMOs issued by government agencies or sponsored agencies$21,309,000749
Privately issued$0463
Commercial mortgage-backed securities$16,050,000547
Commercial mortgage pass-through securities$11,843,000367
Other commercial mortgage-backed securities$4,207,000634
Held to maturity securities (book value)$1,356,0001,340
Available-for-sale securities (fair market value)$55,756,0001,794
Total debt securities$57,112,0001,884
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$50,656,0002,105
U.S. Government securities$37,900,0001,826
U.S. Treasury securities$01,467
U.S. Government agency obligations$37,900,0001,724
Securities issued by states & political subdivisions$12,756,0002,095
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,032,0001,652
Mortgage-backed securities$37,900,0001,301
Certificates of participation in pools of residential mortgages$5,943,0002,451
Issued or guaranteed by U.S.$5,943,0002,398
Privately issued$0244
Collaterized mortgage obligations$20,373,000787
CMOs issued by government agencies or sponsored agencies$20,373,000748
Privately issued$0476
Commercial mortgage-backed securities$11,584,000630
Commercial mortgage pass-through securities$10,360,000410
Other commercial mortgage-backed securities$1,224,000901
Held to maturity securities (book value)$1,098,0001,434
Available-for-sale securities (fair market value)$49,558,0001,983
Total debt securities$50,657,0002,090
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$51,703,0002,095
U.S. Government securities$39,070,0001,802
U.S. Treasury securities$01,516
U.S. Government agency obligations$39,070,0001,694
Securities issued by states & political subdivisions$12,633,0002,159
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,839,0001,886
Mortgage-backed securities$39,070,0001,255
Certificates of participation in pools of residential mortgages$6,184,0002,432
Issued or guaranteed by U.S.$6,184,0002,377
Privately issued$0248
Collaterized mortgage obligations$21,072,000747
CMOs issued by government agencies or sponsored agencies$21,072,000709
Privately issued$0499
Commercial mortgage-backed securities$11,814,000585
Commercial mortgage pass-through securities$10,565,000396
Other commercial mortgage-backed securities$1,249,000824
Held to maturity securities (book value)$1,102,0001,455
Available-for-sale securities (fair market value)$50,601,0001,977
Total debt securities$51,702,0002,080
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$51,966,0002,117
U.S. Government securities$39,695,0001,797
U.S. Treasury securities$01,513
U.S. Government agency obligations$39,695,0001,691
Securities issued by states & political subdivisions$12,271,0002,250
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,852,0001,946
Mortgage-backed securities$39,695,0001,240
Certificates of participation in pools of residential mortgages$6,314,0002,427
Issued or guaranteed by U.S.$6,314,0002,392
Privately issued$0211
Collaterized mortgage obligations$21,482,000736
CMOs issued by government agencies or sponsored agencies$21,482,000700
Privately issued$0498
Commercial mortgage-backed securities$11,899,000572
Commercial mortgage pass-through securities$10,624,000379
Other commercial mortgage-backed securities$1,275,000794
Held to maturity securities (book value)$1,105,0001,482
Available-for-sale securities (fair market value)$50,861,0001,984
Total debt securities$51,966,0002,105
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$52,398,0002,120
U.S. Government securities$40,750,0001,762
U.S. Treasury securities$01,500
U.S. Government agency obligations$40,750,0001,668
Securities issued by states & political subdivisions$11,648,0002,342
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,809,0001,998
Mortgage-backed securities$40,750,0001,221
Certificates of participation in pools of residential mortgages$6,545,0002,432
Issued or guaranteed by U.S.$6,545,0002,420
Privately issued$0145
Collaterized mortgage obligations$22,024,000707
CMOs issued by government agencies or sponsored agencies$22,024,000676
Privately issued$0515
Commercial mortgage-backed securities$12,181,000563
Commercial mortgage pass-through securities$10,882,000370
Other commercial mortgage-backed securities$1,299,000785
Held to maturity securities (book value)$369,0001,731
Available-for-sale securities (fair market value)$52,029,0001,964
Total debt securities$52,398,0002,103
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$54,563,0002,106
U.S. Government securities$42,784,0001,675
U.S. Treasury securities$01,475
U.S. Government agency obligations$42,784,0001,583
Securities issued by states & political subdivisions$11,779,0002,379
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,356,0002,077
Mortgage-backed securities$42,784,0001,205
Certificates of participation in pools of residential mortgages$6,897,0002,415
Issued or guaranteed by U.S.$6,897,0002,302
Privately issued$0453
Collaterized mortgage obligations$23,284,000688
CMOs issued by government agencies or sponsored agencies$23,284,000653
Privately issued$0544
Commercial mortgage-backed securities$12,603,000536
Commercial mortgage pass-through securities$11,256,000351
Other commercial mortgage-backed securities$1,347,000762
Held to maturity securities (book value)$369,0001,758
Available-for-sale securities (fair market value)$54,194,0001,944
Total debt securities$54,563,0002,086
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$43,699,0002,499
U.S. Government securities$31,918,0002,118
U.S. Treasury securities$01,426
U.S. Government agency obligations$31,918,0002,017
Securities issued by states & political subdivisions$11,781,0002,415
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,216,0002,518
Mortgage-backed securities$25,741,0001,657
Certificates of participation in pools of residential mortgages$4,289,0002,898
Issued or guaranteed by U.S.$4,289,0002,891
Privately issued$067
Collaterized mortgage obligations$18,002,000793
CMOs issued by government agencies or sponsored agencies$18,002,000753
Privately issued$0557
Commercial mortgage-backed securities$3,450,000845
Commercial mortgage pass-through securities$2,056,000651
Other commercial mortgage-backed securities$1,394,000744
Held to maturity securities (book value)$368,0001,781
Available-for-sale securities (fair market value)$43,331,0002,313
Total debt securities$43,699,0002,479
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$46,772,0002,395
U.S. Government securities$31,756,0002,127
U.S. Treasury securities$01,328
U.S. Government agency obligations$31,756,0002,044
Securities issued by states & political subdivisions$13,788,0002,289
Other domestic debt securities$1,228,0001,410
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$1,228,000137
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,405,0002,457
Mortgage-backed securities$25,258,0001,689
Certificates of participation in pools of residential mortgages$4,568,0002,881
Issued or guaranteed by U.S.$4,568,0002,876
Privately issued$064
Collaterized mortgage obligations$17,136,000815
CMOs issued by government agencies or sponsored agencies$17,136,000775
Privately issued$0573
Commercial mortgage-backed securities$3,554,000824
Commercial mortgage pass-through securities$2,092,000651
Other commercial mortgage-backed securities$1,462,000718
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$46,772,0002,202
Total debt securities$45,544,0002,427
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$40,884,0002,647
U.S. Government securities$24,639,0002,523
U.S. Treasury securities$01,313
U.S. Government agency obligations$24,639,0002,422
Securities issued by states & political subdivisions$15,166,0002,193
Other domestic debt securities$1,079,0001,455
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$1,079,000151
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,965,0002,515
Mortgage-backed securities$22,538,0001,833
Certificates of participation in pools of residential mortgages$4,883,0002,873
Issued or guaranteed by U.S.$4,883,0002,870
Privately issued$069
Collaterized mortgage obligations$14,019,000940
CMOs issued by government agencies or sponsored agencies$14,019,000901
Privately issued$0584
Commercial mortgage-backed securities$3,636,000799
Commercial mortgage pass-through securities$2,113,000653
Other commercial mortgage-backed securities$1,523,000700
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$40,884,0002,436
Total debt securities$39,805,0002,666
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$40,026,0002,718
U.S. Government securities$23,756,0002,621
U.S. Treasury securities$01,351
U.S. Government agency obligations$23,756,0002,516
Securities issued by states & political subdivisions$15,189,0002,218
Other domestic debt securities$1,081,0001,468
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$1,081,000152
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,294,0002,497
Mortgage-backed securities$21,568,0001,905
Certificates of participation in pools of residential mortgages$5,128,0002,869
Issued or guaranteed by U.S.$5,128,0002,867
Privately issued$067
Collaterized mortgage obligations$12,740,000985
CMOs issued by government agencies or sponsored agencies$12,740,000942
Privately issued$0606
Commercial mortgage-backed securities$3,700,000780
Commercial mortgage pass-through securities$2,125,000630
Other commercial mortgage-backed securities$1,575,000668
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$40,026,0002,499
Total debt securities$38,945,0002,741
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$42,723,0002,647
U.S. Government securities$26,659,0002,492
U.S. Treasury securities$01,390
U.S. Government agency obligations$26,659,0002,388
Securities issued by states & political subdivisions$15,008,0002,235
Other domestic debt securities$1,056,0001,514
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$1,056,000146
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,276,0002,442
Mortgage-backed securities$22,356,0001,896
Certificates of participation in pools of residential mortgages$5,337,0002,892
Issued or guaranteed by U.S.$5,337,0002,889
Privately issued$066
Collaterized mortgage obligations$13,283,000965
CMOs issued by government agencies or sponsored agencies$13,283,000922
Privately issued$0642
Commercial mortgage-backed securities$3,736,000760
Commercial mortgage pass-through securities$2,115,000611
Other commercial mortgage-backed securities$1,621,000658
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$42,723,0002,420
Total debt securities$41,667,0002,673
Structured notes
Amortized cost$2,000,000472
Fair value$1,998,000477
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$41,251,0002,695
U.S. Government securities$24,883,0002,572
U.S. Treasury securities$01,367
U.S. Government agency obligations$24,883,0002,464
Securities issued by states & political subdivisions$15,472,0002,209
Other domestic debt securities$896,0001,652
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$896,000165
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,312,0002,354
Mortgage-backed securities$22,532,0001,890
Certificates of participation in pools of residential mortgages$5,513,0002,883
Issued or guaranteed by U.S.$5,513,0002,877
Privately issued$071
Collaterized mortgage obligations$13,237,000967
CMOs issued by government agencies or sponsored agencies$13,237,000915
Privately issued$0666
Commercial mortgage-backed securities$3,782,000732
Commercial mortgage pass-through securities$2,119,000583
Other commercial mortgage-backed securities$1,663,000625
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$41,251,0002,464
Total debt securities$40,355,0002,714
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$42,832,0002,637
U.S. Government securities$26,929,0002,468
U.S. Treasury securities$01,214
U.S. Government agency obligations$26,929,0002,366
Securities issued by states & political subdivisions$15,012,0002,268
Other domestic debt securities$891,0001,649
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$891,000166
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,228,0002,445
Mortgage-backed securities$24,386,0001,815
Certificates of participation in pools of residential mortgages$5,990,0002,814
Issued or guaranteed by U.S.$5,990,0002,811
Privately issued$067
Collaterized mortgage obligations$14,440,000930
CMOs issued by government agencies or sponsored agencies$14,440,000881
Privately issued$0671
Commercial mortgage-backed securities$3,956,000691
Commercial mortgage pass-through securities$2,184,000536
Other commercial mortgage-backed securities$1,772,000595
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$42,832,0002,415
Total debt securities$41,941,0002,650
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$41,826,0002,705
U.S. Government securities$26,128,0002,561
U.S. Treasury securities$01,253
U.S. Government agency obligations$26,128,0002,465
Securities issued by states & political subdivisions$14,784,0002,304
Other domestic debt securities$914,0001,667
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$914,000168
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,708,0002,621
Mortgage-backed securities$22,524,0001,928
Certificates of participation in pools of residential mortgages$6,709,0002,760
Issued or guaranteed by U.S.$6,709,0002,754
Privately issued$071
Collaterized mortgage obligations$11,824,0001,055
CMOs issued by government agencies or sponsored agencies$11,824,0001,010
Privately issued$0687
Commercial mortgage-backed securities$3,991,000653
Commercial mortgage pass-through securities$2,182,000480
Other commercial mortgage-backed securities$1,809,000585
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$41,826,0002,469
Total debt securities$40,912,0002,724
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$43,017,0002,692
U.S. Government securities$26,368,0002,621
U.S. Treasury securities$01,296
U.S. Government agency obligations$26,368,0002,524
Securities issued by states & political subdivisions$15,689,0002,204
Other domestic debt securities$960,0001,679
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$960,000162
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,543,0002,575
Mortgage-backed securities$22,588,0001,935
Certificates of participation in pools of residential mortgages$5,324,0002,984
Issued or guaranteed by U.S.$5,324,0002,984
Privately issued$066
Collaterized mortgage obligations$13,251,0001,002
CMOs issued by government agencies or sponsored agencies$13,251,000948
Privately issued$0699
Commercial mortgage-backed securities$4,013,000637
Commercial mortgage pass-through securities$2,169,000473
Other commercial mortgage-backed securities$1,844,000563
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$43,017,0002,448
Total debt securities$42,057,0002,711
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$47,089,0002,573
U.S. Government securities$30,076,0002,441
U.S. Treasury securities$01,367
U.S. Government agency obligations$30,076,0002,349
Securities issued by states & political subdivisions$16,022,0002,192
Other domestic debt securities$991,0001,654
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$991,000162
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,491,0002,510
Mortgage-backed securities$24,297,0001,855
Certificates of participation in pools of residential mortgages$6,080,0002,861
Issued or guaranteed by U.S.$6,080,0002,859
Privately issued$066
Collaterized mortgage obligations$16,366,000890
CMOs issued by government agencies or sponsored agencies$16,366,000842
Privately issued$0704
Commercial mortgage-backed securities$1,851,000801
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$1,851,000524
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$47,089,0002,343
Total debt securities$46,098,0002,594
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$49,008,0002,524
U.S. Government securities$31,970,0002,393
U.S. Treasury securities$01,303
U.S. Government agency obligations$31,970,0002,304
Securities issued by states & political subdivisions$16,593,0002,130
Other domestic debt securities$445,0001,964
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$445,000201
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,614,0002,704
Mortgage-backed securities$25,926,0001,789
Certificates of participation in pools of residential mortgages$6,451,0002,839
Issued or guaranteed by U.S.$6,451,0002,837
Privately issued$065
Collaterized mortgage obligations$17,566,000855
CMOs issued by government agencies or sponsored agencies$17,566,000810
Privately issued$0721
Commercial mortgage-backed securities$1,909,000766
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$1,909,000505
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$49,008,0002,305
Total debt securities$48,563,0002,520
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$50,092,0002,523
U.S. Government securities$33,327,0002,393
U.S. Treasury securities$01,348
U.S. Government agency obligations$33,327,0002,300
Securities issued by states & political subdivisions$16,289,0002,134
Other domestic debt securities$476,0001,966
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$476,000203
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,280,0002,665
Mortgage-backed securities$27,249,0001,788
Certificates of participation in pools of residential mortgages$6,776,0002,875
Issued or guaranteed by U.S.$6,776,0002,873
Privately issued$067
Collaterized mortgage obligations$18,557,000866
CMOs issued by government agencies or sponsored agencies$18,557,000826
Privately issued$0741
Commercial mortgage-backed securities$1,916,000722
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$1,916,000482
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$50,092,0002,309
Total debt securities$49,616,0002,519
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$57,588,0002,330
U.S. Government securities$39,768,0002,158
U.S. Treasury securities$01,327
U.S. Government agency obligations$39,768,0002,072
Securities issued by states & political subdivisions$17,312,0002,040
Other domestic debt securities$508,0001,938
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$508,000190
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,350,0002,442
Mortgage-backed securities$31,418,0001,642
Certificates of participation in pools of residential mortgages$7,298,0002,837
Issued or guaranteed by U.S.$7,298,0002,836
Privately issued$070
Collaterized mortgage obligations$22,134,000803
CMOs issued by government agencies or sponsored agencies$22,134,000763
Privately issued$0776
Commercial mortgage-backed securities$1,986,000694
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$1,986,000459
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$57,588,0002,105
Total debt securities$57,080,0002,314
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$63,622,0002,187
U.S. Government securities$45,898,0001,951
U.S. Treasury securities$01,361
U.S. Government agency obligations$45,898,0001,871
Securities issued by states & political subdivisions$17,190,0002,050
Other domestic debt securities$534,0001,930
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$534,000189
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,092,0002,388
Mortgage-backed securities$37,540,0001,511
Certificates of participation in pools of residential mortgages$11,320,0002,356
Issued or guaranteed by U.S.$11,320,0002,354
Privately issued$075
Collaterized mortgage obligations$24,224,000773
CMOs issued by government agencies or sponsored agencies$24,224,000739
Privately issued$0785
Commercial mortgage-backed securities$1,996,000674
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$1,996,000438
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$63,622,0001,969
Total debt securities$63,088,0002,178
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$57,545,0002,382
U.S. Government securities$43,524,0002,085
U.S. Treasury securities$01,381
U.S. Government agency obligations$43,524,0001,999
Securities issued by states & political subdivisions$13,457,0002,439
Other domestic debt securities$564,0001,977
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$564,000194
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,668,0002,595
Mortgage-backed securities$37,022,0001,562
Certificates of participation in pools of residential mortgages$11,767,0002,386
Issued or guaranteed by U.S.$11,767,0002,382
Privately issued$073
Collaterized mortgage obligations$25,255,000767
CMOs issued by government agencies or sponsored agencies$25,255,000729
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$57,545,0002,147
Total debt securities$56,981,0002,375
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$62,514,0002,232
U.S. Government securities$48,039,0001,926
U.S. Treasury securities$01,342
U.S. Government agency obligations$48,039,0001,859
Securities issued by states & political subdivisions$13,911,0002,400
Other domestic debt securities$564,0002,030
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$564,000199
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,422,0002,722
Mortgage-backed securities$39,228,0001,514
Certificates of participation in pools of residential mortgages$12,383,0002,358
Issued or guaranteed by U.S.$12,383,0002,357
Privately issued$075
Collaterized mortgage obligations$26,845,000748
CMOs issued by government agencies or sponsored agencies$26,845,000711
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$62,514,0002,007
Total debt securities$61,950,0002,237
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$71,017,0002,042
U.S. Government securities$56,151,0001,704
U.S. Treasury securities$01,198
U.S. Government agency obligations$56,151,0001,646
Securities issued by states & political subdivisions$14,278,0002,371
Other domestic debt securities$588,0002,076
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$588,000201
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,728,0002,599
Mortgage-backed securities$47,013,0001,318
Certificates of participation in pools of residential mortgages$15,924,0002,054
Issued or guaranteed by U.S.$15,924,0002,053
Privately issued$076
Collaterized mortgage obligations$31,089,000673
CMOs issued by government agencies or sponsored agencies$31,089,000639
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$71,017,0001,838
Total debt securities$70,429,0002,029
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$72,299,0002,000
U.S. Government securities$57,714,0001,658
U.S. Treasury securities$01,131
U.S. Government agency obligations$57,714,0001,599
Securities issued by states & political subdivisions$13,960,0002,400
Other domestic debt securities$625,0002,106
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$625,000207
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,033,0002,680
Mortgage-backed securities$48,475,0001,286
Certificates of participation in pools of residential mortgages$16,510,0002,029
Issued or guaranteed by U.S.$16,510,0002,028
Privately issued$081
Collaterized mortgage obligations$31,965,000664
CMOs issued by government agencies or sponsored agencies$31,965,000627
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$72,299,0001,795
Total debt securities$71,674,0001,986
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$68,263,0002,104
U.S. Government securities$54,688,0001,742
U.S. Treasury securities$01,131
U.S. Government agency obligations$54,688,0001,693
Securities issued by states & political subdivisions$12,927,0002,498
Other domestic debt securities$648,0002,151
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$648,000220
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,139,0002,843
Mortgage-backed securities$46,993,0001,346
Certificates of participation in pools of residential mortgages$15,126,0002,142
Issued or guaranteed by U.S.$15,126,0002,140
Privately issued$080
Collaterized mortgage obligations$31,867,000680
CMOs issued by government agencies or sponsored agencies$31,867,000633
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$68,263,0001,897
Total debt securities$67,615,0002,100
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$72,929,0001,991
U.S. Government securities$57,570,0001,661
U.S. Treasury securities$01,152
U.S. Government agency obligations$57,570,0001,614
Securities issued by states & political subdivisions$14,711,0002,301
Other domestic debt securities$648,0002,214
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$648,000214
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,092,0002,977
Mortgage-backed securities$49,532,0001,283
Certificates of participation in pools of residential mortgages$18,676,0001,878
Issued or guaranteed by U.S.$18,676,0001,876
Privately issued$083
Collaterized mortgage obligations$30,856,000710
CMOs issued by government agencies or sponsored agencies$30,856,000668
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$72,929,0001,796
Total debt securities$72,281,0001,980
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$90,228,0001,681
U.S. Government securities$74,143,0001,366
U.S. Treasury securities$01,161
U.S. Government agency obligations$74,143,0001,321
Securities issued by states & political subdivisions$15,437,0002,219
Other domestic debt securities$648,0002,210
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$648,000212
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$12,571,0002,951
Mortgage-backed securities$65,319,0001,024
Certificates of participation in pools of residential mortgages$25,329,0001,547
Issued or guaranteed by U.S.$25,329,0001,545
Privately issued$083
Collaterized mortgage obligations$39,990,000599
CMOs issued by government agencies or sponsored agencies$39,990,000558
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$90,228,0001,529
Total debt securities$89,580,0001,666
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$78,924,0001,853
U.S. Government securities$67,394,0001,462
U.S. Treasury securities$01,135
U.S. Government agency obligations$67,394,0001,421
Securities issued by states & political subdivisions$10,882,0002,717
Other domestic debt securities$648,0002,206
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$648,000217
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$12,214,0002,990
Mortgage-backed securities$59,366,0001,114
Certificates of participation in pools of residential mortgages$24,839,0001,530
Issued or guaranteed by U.S.$24,839,0001,528
Privately issued$085
Collaterized mortgage obligations$34,527,000684
CMOs issued by government agencies or sponsored agencies$34,527,000640
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$78,924,0001,678
Total debt securities$78,276,0001,849
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$75,405,0001,929
U.S. Government securities$63,839,0001,559
U.S. Treasury securities$01,086
U.S. Government agency obligations$63,839,0001,509
Securities issued by states & political subdivisions$10,918,0002,673
Other domestic debt securities$648,0002,267
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$648,000214
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$9,899,0003,336
Mortgage-backed securities$57,353,0001,217
Certificates of participation in pools of residential mortgages$24,402,0001,624
Issued or guaranteed by U.S.$24,402,0001,623
Privately issued$088
Collaterized mortgage obligations$32,951,000753
CMOs issued by government agencies or sponsored agencies$32,951,000699
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$75,405,0001,755
Total debt securities$74,758,0001,923
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$73,129,0001,967
U.S. Government securities$61,002,0001,645
U.S. Treasury securities$01,068
U.S. Government agency obligations$61,002,0001,608
Securities issued by states & political subdivisions$11,479,0002,540
Other domestic debt securities$648,0002,265
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$648,000216
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$8,490,0003,630
Mortgage-backed securities$54,401,0001,317
Certificates of participation in pools of residential mortgages$27,181,0001,529
Issued or guaranteed by U.S.$27,181,0001,527
Privately issued$094
Collaterized mortgage obligations$27,220,000880
CMOs issued by government agencies or sponsored agencies$27,220,000816
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$73,129,0001,791
Total debt securities$72,481,0001,963
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$46,227,0002,847
U.S. Government securities$35,414,0002,568
U.S. Treasury securities$01,157
U.S. Government agency obligations$35,414,0002,516
Securities issued by states & political subdivisions$10,165,0002,647
Other domestic debt securities$648,0002,242
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$648,000213
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$7,498,0003,849
Mortgage-backed securities$28,219,0002,078
Certificates of participation in pools of residential mortgages$15,774,0002,210
Issued or guaranteed by U.S.$15,774,0002,206
Privately issued$094
Collaterized mortgage obligations$12,445,0001,462
CMOs issued by government agencies or sponsored agencies$12,445,0001,349
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$46,227,0002,602
Total debt securities$45,579,0002,863
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$47,697,0002,691
U.S. Government securities$36,890,0002,379
U.S. Treasury securities$01,076
U.S. Government agency obligations$36,890,0002,319
Securities issued by states & political subdivisions$10,160,0002,604
Other domestic debt securities$647,0002,221
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$647,000199
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,089,0003,366
Mortgage-backed securities$18,451,0002,588
Certificates of participation in pools of residential mortgages$5,508,0003,494
Issued or guaranteed by U.S.$5,508,0003,491
Privately issued$0121
Collaterized mortgage obligations$12,943,0001,401
CMOs issued by government agencies or sponsored agencies$12,943,0001,243
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$47,697,0002,446
Total debt securities$47,050,0002,694
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$47,139,0002,649
U.S. Government securities$36,883,0002,333
U.S. Treasury securities$01,126
U.S. Government agency obligations$36,883,0002,267
Securities issued by states & political subdivisions$9,533,0002,657
Other domestic debt securities$723,0002,171
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$723,000196
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,597,0003,255
Mortgage-backed securities$19,390,0002,476
Certificates of participation in pools of residential mortgages$5,778,0003,381
Issued or guaranteed by U.S.$5,778,0003,377
Privately issued$0132
Collaterized mortgage obligations$13,612,0001,353
CMOs issued by government agencies or sponsored agencies$13,612,0001,200
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$47,139,0002,417
Total debt securities$46,416,0002,645
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$46,953,0002,679
U.S. Government securities$36,959,0002,376
U.S. Treasury securities$01,225
U.S. Government agency obligations$36,959,0002,309
Securities issued by states & political subdivisions$9,246,0002,635
Other domestic debt securities$748,0002,101
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$748,000204
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,185,0003,172
Mortgage-backed securities$17,639,0002,541
Certificates of participation in pools of residential mortgages$4,785,0003,580
Issued or guaranteed by U.S.$4,785,0003,568
Privately issued$0125
Collaterized mortgage obligations$12,854,0001,355
CMOs issued by government agencies or sponsored agencies$12,854,0001,186
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$46,953,0002,428
Total debt securities$46,205,0002,689
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$49,120,0002,556
U.S. Government securities$36,889,0002,352
U.S. Treasury securities$01,272
U.S. Government agency obligations$36,889,0002,283
Securities issued by states & political subdivisions$11,483,0002,284
Other domestic debt securities$748,0002,151
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$748,000196
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,832,0002,945
Mortgage-backed securities$17,963,0002,459
Certificates of participation in pools of residential mortgages$5,111,0003,429
Issued or guaranteed by U.S.$5,111,0003,421
Privately issued$0136
Collaterized mortgage obligations$12,852,0001,326
CMOs issued by government agencies or sponsored agencies$12,852,0001,151
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$49,120,0002,310
Total debt securities$48,372,0002,563
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$48,401,0002,480
U.S. Government securities$35,251,0002,344
U.S. Treasury securities$01,275
U.S. Government agency obligations$35,251,0002,267
Securities issued by states & political subdivisions$12,402,0002,122
Other domestic debt securities$748,0002,283
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$748,000197
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,871,0002,889
Mortgage-backed securities$17,276,0002,409
Certificates of participation in pools of residential mortgages$5,266,0003,289
Issued or guaranteed by U.S.$5,266,0003,282
Privately issued$0141
Collaterized mortgage obligations$12,010,0001,350
CMOs issued by government agencies or sponsored agencies$12,010,0001,171
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$48,401,0002,234
Total debt securities$47,653,0002,488
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$49,023,0002,412
U.S. Government securities$34,648,0002,339
U.S. Treasury securities$01,180
U.S. Government agency obligations$34,648,0002,262
Securities issued by states & political subdivisions$13,627,0001,907
Other domestic debt securities$748,0002,356
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$748,000215
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,318,0002,855
Mortgage-backed securities$18,361,0002,318
Certificates of participation in pools of residential mortgages$5,599,0003,179
Issued or guaranteed by U.S.$5,599,0003,172
Privately issued$0141
Collaterized mortgage obligations$12,762,0001,293
CMOs issued by government agencies or sponsored agencies$12,762,0001,118
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$49,023,0002,181
Total debt securities$48,275,0002,410
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$42,810,0002,701
U.S. Government securities$23,231,0003,160
U.S. Treasury securities$01,121
U.S. Government agency obligations$23,231,0003,076
Securities issued by states & political subdivisions$18,672,0001,389
Other domestic debt securities$907,0002,256
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$907,000206
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,730,0002,845
Mortgage-backed securities$14,734,0002,588
Certificates of participation in pools of residential mortgages$12,608,0002,146
Issued or guaranteed by U.S.$12,608,0002,138
Privately issued$0148
Collaterized mortgage obligations$2,126,0002,480
CMOs issued by government agencies or sponsored agencies$2,126,0002,216
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$42,810,0002,411
Total debt securities$41,903,0002,721
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$44,724,0002,626
U.S. Government securities$25,070,0003,075
U.S. Treasury securities$01,130
U.S. Government agency obligations$25,070,0002,997
Securities issued by states & political subdivisions$18,397,0001,385
Other domestic debt securities$1,257,0002,063
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$1,257,000184
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,598,0002,717
Mortgage-backed securities$11,644,0003,004
Certificates of participation in pools of residential mortgages$11,620,0002,320
Issued or guaranteed by U.S.$11,620,0002,315
Privately issued$0145
Collaterized mortgage obligations$24,0003,669
CMOs issued by government agencies or sponsored agencies$24,0003,325
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$44,724,0002,344
Total debt securities$44,724,0002,600
Structured notes
Amortized cost$2,000,0001,740
Fair value$2,004,0001,771
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$45,299,0002,581
U.S. Government securities$25,500,0002,996
U.S. Treasury securities$01,077
U.S. Government agency obligations$25,500,0002,928
Securities issued by states & political subdivisions$18,446,0001,369
Other domestic debt securities$1,353,0002,076
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$1,353,000191
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,389,0002,742
Mortgage-backed securities$12,057,0002,996
Certificates of participation in pools of residential mortgages$12,033,0002,340
Issued or guaranteed by U.S.$12,033,0002,333
Privately issued$0157
Collaterized mortgage obligations$24,0003,683
CMOs issued by government agencies or sponsored agencies$24,0003,326
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$45,299,0002,299
Total debt securities$45,299,0002,555
Structured notes
Amortized cost$2,000,0001,485
Fair value$2,001,0001,519
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$43,940,0002,655
U.S. Government securities$27,281,0002,860
U.S. Treasury securities$01,047
U.S. Government agency obligations$27,281,0002,800
Securities issued by states & political subdivisions$15,027,0001,649
Other domestic debt securities$1,632,0002,061
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$1,632,000189
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,879,0003,221
Mortgage-backed securities$9,611,0003,393
Certificates of participation in pools of residential mortgages$9,586,0002,731
Issued or guaranteed by U.S.$9,586,0002,722
Privately issued$0171
Collaterized mortgage obligations$25,0003,678
CMOs issued by government agencies or sponsored agencies$25,0003,312
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$43,940,0002,354
Total debt securities$43,940,0002,623
Structured notes
Amortized cost$2,000,0001,082
Fair value$1,999,0001,163
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$38,165,0002,904
U.S. Government securities$23,229,0003,145
U.S. Treasury securities$01,036
U.S. Government agency obligations$23,229,0003,075
Securities issued by states & political subdivisions$13,282,0001,797
Other domestic debt securities$1,654,0002,093
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$1,654,000198
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,829,0003,214
Mortgage-backed securities$10,083,0003,352
Certificates of participation in pools of residential mortgages$10,055,0002,709
Issued or guaranteed by U.S.$10,055,0002,698
Privately issued$0181
Collaterized mortgage obligations$28,0003,678
CMOs issued by government agencies or sponsored agencies$28,0003,302
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$38,165,0002,587
Total debt securities$38,165,0002,873
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$33,990,0003,167
U.S. Government securities$18,221,0003,743
U.S. Treasury securities$0981
U.S. Government agency obligations$18,221,0003,664
Securities issued by states & political subdivisions$14,140,0001,623
Other domestic debt securities$1,629,0002,011
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,629,0001,263
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,808,0003,279
Mortgage-backed securities$10,590,0003,334
Certificates of participation in pools of residential mortgages$10,561,0002,692
Issued or guaranteed by U.S.$10,561,0002,676
Privately issued$0191
Collaterized mortgage obligations$29,0003,683
CMOs issued by government agencies or sponsored agencies$29,0003,298
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$33,990,0002,821
Total debt securities$33,989,0003,132
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$34,147,0003,143
U.S. Government securities$18,607,0003,736
U.S. Treasury securities$0973
U.S. Government agency obligations$18,607,0003,662
Securities issued by states & political subdivisions$13,915,0001,612
Other domestic debt securities$1,625,0001,978
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,625,0001,243
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,132,0003,118
Mortgage-backed securities$10,928,0003,231
Certificates of participation in pools of residential mortgages$10,898,0002,621
Issued or guaranteed by U.S.$10,898,0002,605
Privately issued$0188
Collaterized mortgage obligations$30,0003,648
CMOs issued by government agencies or sponsored agencies$30,0003,293
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$34,147,0002,789
Total debt securities$34,147,0003,103
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$34,550,0003,065
U.S. Government securities$20,118,0003,491
U.S. Treasury securities$01,019
U.S. Government agency obligations$20,118,0003,421
Securities issued by states & political subdivisions$13,626,0001,608
Other domestic debt securities$806,0002,391
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$806,0001,629
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,273,0002,951
Mortgage-backed securities$11,023,0003,132
Certificates of participation in pools of residential mortgages$10,993,0002,534
Issued or guaranteed by U.S.$10,993,0002,517
Privately issued$0192
Collaterized mortgage obligations$30,0003,579
CMOs issued by government agencies or sponsored agencies$30,0003,220
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$34,550,0002,716
Total debt securities$34,550,0003,031
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$36,665,0002,965
U.S. Government securities$20,828,0003,441
U.S. Treasury securities$01,021
U.S. Government agency obligations$20,828,0003,380
Securities issued by states & political subdivisions$14,512,0001,532
Other domestic debt securities$1,325,0002,094
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,325,0001,412
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,089,0002,922
Mortgage-backed securities$11,221,0003,081
Certificates of participation in pools of residential mortgages$11,189,0002,496
Issued or guaranteed by U.S.$11,189,0002,480
Privately issued$0202
Collaterized mortgage obligations$32,0003,589
CMOs issued by government agencies or sponsored agencies$32,0003,251
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$36,665,0002,647
Total debt securities$36,664,0002,930
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$37,779,0002,890
U.S. Government securities$21,686,0003,326
U.S. Treasury securities$01,044
U.S. Government agency obligations$21,686,0003,271
Securities issued by states & political subdivisions$14,466,0001,550
Other domestic debt securities$1,627,0001,893
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,627,0001,251
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,581,0002,966
Mortgage-backed securities$11,942,0002,904
Certificates of participation in pools of residential mortgages$11,908,0002,292
Issued or guaranteed by U.S.$11,908,0002,281
Privately issued$0205
Collaterized mortgage obligations$34,0003,575
CMOs issued by government agencies or sponsored agencies$34,0003,230
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,0003,607
Available-for-sale securities (fair market value)$37,778,0002,577
Total debt securities$37,778,0002,850
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$37,975,0002,891
U.S. Government securities$21,820,0003,362
U.S. Treasury securities$01,146
U.S. Government agency obligations$21,820,0003,297
Securities issued by states & political subdivisions$14,373,0001,535
Other domestic debt securities$1,782,0001,707
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,782,0001,144
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,554,0002,996
Mortgage-backed securities$12,188,0002,630
Certificates of participation in pools of residential mortgages$12,153,0002,044
Issued or guaranteed by U.S.$12,153,0002,034
Privately issued$0191
Collaterized mortgage obligations$35,0003,501
CMOs issued by government agencies or sponsored agencies$35,0003,174
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,0003,658
Available-for-sale securities (fair market value)$37,974,0002,541
Total debt securities$37,974,0002,847
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$37,719,0002,900
U.S. Government securities$21,569,0003,439
U.S. Treasury securities$01,235
U.S. Government agency obligations$21,569,0003,369
Securities issued by states & political subdivisions$14,230,0001,507
Other domestic debt securities$1,920,0001,618
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,920,0001,085
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,086,0003,236
Mortgage-backed securities$12,299,0002,435
Certificates of participation in pools of residential mortgages$12,262,0001,867
Issued or guaranteed by U.S.$12,262,0001,857
Privately issued$0194
Collaterized mortgage obligations$37,0003,470
CMOs issued by government agencies or sponsored agencies$37,0003,135
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,0003,699
Available-for-sale securities (fair market value)$37,717,0002,530
Total debt securities$37,719,0002,852
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$28,596,0003,532
U.S. Government securities$11,967,0004,986
U.S. Treasury securities$01,362
U.S. Government agency obligations$11,967,0004,877
Securities issued by states & political subdivisions$14,618,0001,432
Other domestic debt securities$2,011,0001,499
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,011,000987
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,132,0003,971
Mortgage-backed securities$2,537,0004,495
Certificates of participation in pools of residential mortgages$2,498,0003,931
Issued or guaranteed by U.S.$2,498,0003,919
Privately issued$0207
Collaterized mortgage obligations$39,0003,449
CMOs issued by government agencies or sponsored agencies$39,0003,123
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,0003,746
Available-for-sale securities (fair market value)$28,594,0003,099
Total debt securities$28,596,0003,493
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$32,120,0003,300
U.S. Government securities$16,213,0004,222
U.S. Treasury securities$01,448
U.S. Government agency obligations$16,213,0004,121
Securities issued by states & political subdivisions$13,897,0001,517
Other domestic debt securities$2,010,0001,505
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,010,0001,012
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,705,0003,300
Mortgage-backed securities$2,743,0004,396
Certificates of participation in pools of residential mortgages$2,702,0003,833
Issued or guaranteed by U.S.$2,702,0003,817
Privately issued$0218
Collaterized mortgage obligations$41,0003,433
CMOs issued by government agencies or sponsored agencies$41,0003,127
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,0003,809
Available-for-sale securities (fair market value)$32,117,0002,870
Total debt securities$32,120,0003,258
Structured notes
Amortized cost$1,000,0001,848
Fair value$999,0001,869
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$25,982,0003,837
U.S. Government securities$12,398,0004,973
U.S. Treasury securities$01,498
U.S. Government agency obligations$12,398,0004,851
Securities issued by states & political subdivisions$11,584,0001,774
Other domestic debt securities$2,000,0001,513
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,000,0001,044
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,724,0003,294
Mortgage-backed securities$2,912,0004,318
Certificates of participation in pools of residential mortgages$2,870,0003,764
Issued or guaranteed by U.S.$2,870,0003,753
Privately issued$0208
Collaterized mortgage obligations$42,0003,443
CMOs issued by government agencies or sponsored agencies$42,0003,139
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,0003,880
Available-for-sale securities (fair market value)$25,977,0003,352
Total debt securities$25,981,0003,787
Structured notes
Amortized cost$2,000,0001,406
Fair value$1,998,0001,412
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$26,304,0003,824
U.S. Government securities$12,477,0005,002
U.S. Treasury securities$01,574
U.S. Government agency obligations$12,477,0004,876
Securities issued by states & political subdivisions$11,828,0001,714
Other domestic debt securities$1,999,0001,518
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,999,0001,053
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,208,0003,380
Mortgage-backed securities$3,014,0004,266
Certificates of participation in pools of residential mortgages$2,969,0003,709
Issued or guaranteed by U.S.$2,969,0003,687
Privately issued$0214
Collaterized mortgage obligations$45,0003,423
CMOs issued by government agencies or sponsored agencies$45,0003,117
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,0003,965
Available-for-sale securities (fair market value)$26,298,0003,341
Total debt securities$26,303,0003,767
Structured notes
Amortized cost$2,000,0001,480
Fair value$1,993,0001,496
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$24,198,0004,061
U.S. Government securities$12,496,0005,001
U.S. Treasury securities$01,634
U.S. Government agency obligations$12,496,0004,863
Securities issued by states & political subdivisions$11,702,0001,685
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,030,0003,409
Mortgage-backed securities$3,099,0004,235
Certificates of participation in pools of residential mortgages$3,052,0003,685
Issued or guaranteed by U.S.$3,052,0003,670
Privately issued$0211
Collaterized mortgage obligations$47,0003,437
CMOs issued by government agencies or sponsored agencies$47,0003,112
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,0004,012
Available-for-sale securities (fair market value)$24,191,0003,527
Total debt securities$24,198,0004,012
Structured notes
Amortized cost$2,000,0001,533
Fair value$1,982,0001,545
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$25,846,0003,938
U.S. Government securities$13,750,0004,797
U.S. Treasury securities$01,715
U.S. Government agency obligations$13,750,0004,662
Securities issued by states & political subdivisions$12,096,0001,644
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,834,0003,626
Mortgage-backed securities$3,294,0004,196
Certificates of participation in pools of residential mortgages$3,244,0003,640
Issued or guaranteed by U.S.$3,244,0003,624
Privately issued$0205
Collaterized mortgage obligations$50,0003,436
CMOs issued by government agencies or sponsored agencies$50,0003,109
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,0004,079
Available-for-sale securities (fair market value)$25,839,0003,432
Total debt securities$25,842,0003,885
Structured notes
Amortized cost$2,000,0001,539
Fair value$1,986,0001,550
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$29,051,0003,646
U.S. Government securities$16,932,0004,234
U.S. Treasury securities$01,737
U.S. Government agency obligations$16,932,0004,097
Securities issued by states & political subdivisions$12,119,0001,636
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,323,0003,320
Mortgage-backed securities$3,536,0004,123
Certificates of participation in pools of residential mortgages$3,484,0003,554
Issued or guaranteed by U.S.$3,484,0003,538
Privately issued$0216
Collaterized mortgage obligations$52,0003,447
CMOs issued by government agencies or sponsored agencies$52,0003,122
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,0004,159
Available-for-sale securities (fair market value)$29,043,0003,155
Total debt securities$29,052,0003,592
Structured notes
Amortized cost$2,000,0001,536
Fair value$1,988,0001,553
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$19,764,0004,640
U.S. Government securities$9,136,0005,767
U.S. Treasury securities$1,003,0001,115
U.S. Government agency obligations$8,133,0005,887
Securities issued by states & political subdivisions$10,628,0001,831
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,492,0003,476
Mortgage-backed securities$648,0005,713
Certificates of participation in pools of residential mortgages$591,0005,310
Issued or guaranteed by U.S.$591,0005,291
Privately issued$0225
Collaterized mortgage obligations$57,0003,450
CMOs issued by government agencies or sponsored agencies$57,0003,127
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,0004,217
Available-for-sale securities (fair market value)$19,755,0004,018
Total debt securities$19,764,0004,582
Structured notes
Amortized cost$2,000,0001,512
Fair value$1,997,0001,515
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$20,447,0004,576
U.S. Government securities$10,432,0005,509
U.S. Treasury securities$1,010,0001,150
U.S. Government agency obligations$9,422,0005,590
Securities issued by states & political subdivisions$10,015,0001,929
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,841,0003,218
Mortgage-backed securities$684,0005,737
Certificates of participation in pools of residential mortgages$622,0005,328
Issued or guaranteed by U.S.$622,0005,305
Privately issued$0223
Collaterized mortgage obligations$62,0003,476
CMOs issued by government agencies or sponsored agencies$62,0003,159
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$261,0003,767
Available-for-sale securities (fair market value)$20,186,0004,006
Total debt securities$20,447,0004,504
Structured notes
Amortized cost$2,250,0001,457
Fair value$2,250,0001,457
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$20,428,0004,659
U.S. Government securities$10,472,0005,569
U.S. Treasury securities$1,016,0001,225
U.S. Government agency obligations$9,456,0005,667
Securities issued by states & political subdivisions$9,956,0001,926
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,842,0003,606
Mortgage-backed securities$731,0005,780
Certificates of participation in pools of residential mortgages$664,0005,369
Issued or guaranteed by U.S.$664,0005,353
Privately issued$0207
Collaterized mortgage obligations$67,0003,504
CMOs issued by government agencies or sponsored agencies$67,0003,196
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$263,0003,816
Available-for-sale securities (fair market value)$20,165,0004,066
Total debt securities$20,428,0004,598
Structured notes
Amortized cost$2,249,0001,441
Fair value$2,246,0001,436
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$17,848,0005,042
U.S. Government securities$7,720,0006,263
U.S. Treasury securities$1,026,0001,246
U.S. Government agency obligations$6,694,0006,406
Securities issued by states & political subdivisions$10,128,0001,917
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,801,0003,604
Mortgage-backed securities$928,0005,696
Certificates of participation in pools of residential mortgages$855,0005,246
Issued or guaranteed by U.S.$855,0005,230
Privately issued$0203
Collaterized mortgage obligations$73,0003,529
CMOs issued by government agencies or sponsored agencies$73,0003,214
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,260,0003,099
Available-for-sale securities (fair market value)$16,588,0004,582
Total debt securities$17,848,0004,981
Structured notes
Amortized cost$1,250,0001,873
Fair value$1,253,0001,872
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$18,551,0004,910
U.S. Government securities$7,823,0006,263
U.S. Treasury securities$2,041,000978
U.S. Government agency obligations$5,782,0006,731
Securities issued by states & political subdivisions$10,728,0001,823
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,265,0004,187
Mortgage-backed securities$984,0005,655
Certificates of participation in pools of residential mortgages$904,0005,221
Issued or guaranteed by U.S.$904,0005,207
Privately issued$0225
Collaterized mortgage obligations$80,0003,534
CMOs issued by government agencies or sponsored agencies$80,0003,223
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$267,0003,942
Available-for-sale securities (fair market value)$18,284,0004,311
Total debt securities$18,552,0004,850
Structured notes
Amortized cost$250,0002,703
Fair value$256,0002,702
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$17,926,0005,105
U.S. Government securities$7,112,0006,535
U.S. Treasury securities$2,048,0001,036
U.S. Government agency obligations$5,064,0007,026
Securities issued by states & political subdivisions$10,814,0001,775
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,008,0003,966
Mortgage-backed securities$1,076,0005,650
Certificates of participation in pools of residential mortgages$988,0005,219
Issued or guaranteed by U.S.$988,0005,205
Privately issued$0225
Collaterized mortgage obligations$88,0003,583
CMOs issued by government agencies or sponsored agencies$88,0003,278
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$268,0003,981
Available-for-sale securities (fair market value)$17,658,0004,498
Total debt securities$17,926,0005,028
Structured notes
Amortized cost$250,0002,656
Fair value$261,0002,657
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$20,628,0004,695
U.S. Government securities$9,405,0005,890
U.S. Treasury securities$2,078,0001,001
U.S. Government agency obligations$7,327,0006,258
Securities issued by states & political subdivisions$11,223,0001,756
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,630,0003,764
Mortgage-backed securities$1,166,0005,638
Certificates of participation in pools of residential mortgages$1,063,0005,200
Issued or guaranteed by U.S.$1,063,0005,183
Privately issued$0230
Collaterized mortgage obligations$103,0003,626
CMOs issued by government agencies or sponsored agencies$103,0003,308
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$272,0004,026
Available-for-sale securities (fair market value)$20,356,0004,129
Total debt securities$20,628,0004,617
Structured notes
Amortized cost$250,0002,444
Fair value$265,0002,434
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$22,616,0004,480
U.S. Government securities$11,044,0005,515
U.S. Treasury securities$2,083,0001,063
U.S. Government agency obligations$8,961,0005,880
Securities issued by states & political subdivisions$11,572,0001,720
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,790,0003,909
Mortgage-backed securities$1,221,0005,621
Certificates of participation in pools of residential mortgages$1,108,0005,187
Issued or guaranteed by U.S.$1,108,0005,167
Privately issued$0248
Collaterized mortgage obligations$113,0003,667
CMOs issued by government agencies or sponsored agencies$113,0003,491
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$276,0004,074
Available-for-sale securities (fair market value)$22,340,0003,917
Total debt securities$22,616,0004,409
Structured notes
Amortized cost$750,0001,927
Fair value$771,0001,922
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$23,711,0004,291
U.S. Government securities$11,398,0005,288
U.S. Treasury securities$2,094,0001,078
U.S. Government agency obligations$9,304,0005,628
Securities issued by states & political subdivisions$12,313,0001,613
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,148,0003,727
Mortgage-backed securities$1,411,0005,512
Certificates of participation in pools of residential mortgages$1,273,0005,067
Issued or guaranteed by U.S.$1,273,0005,045
Privately issued$0253
Collaterized mortgage obligations$138,0003,720
CMOs issued by government agencies or sponsored agencies$138,0003,533
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$279,0004,097
Available-for-sale securities (fair market value)$23,432,0003,730
Total debt securities$23,710,0004,203
Structured notes
Amortized cost$750,0001,657
Fair value$770,0001,654
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$25,602,0003,978
U.S. Government securities$12,594,0004,966
U.S. Treasury securities$2,121,0001,089
U.S. Government agency obligations$10,473,0005,280
Securities issued by states & political subdivisions$13,008,0001,490
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,871,0004,094
Mortgage-backed securities$1,984,0005,331
Certificates of participation in pools of residential mortgages$1,803,0004,797
Issued or guaranteed by U.S.$1,803,0004,782
Privately issued$0256
Collaterized mortgage obligations$181,0003,821
CMOs issued by government agencies or sponsored agencies$181,0003,633
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$280,0004,146
Available-for-sale securities (fair market value)$25,322,0003,462
Total debt securities$25,603,0003,896
Structured notes
Amortized cost$750,0001,461
Fair value$773,0001,457
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$23,437,0004,216
U.S. Government securities$10,454,0005,488
U.S. Treasury securities$2,105,0001,120
U.S. Government agency obligations$8,349,0005,839
Securities issued by states & political subdivisions$12,983,0001,428
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,806,0003,809
Mortgage-backed securities$2,353,0005,163
Certificates of participation in pools of residential mortgages$2,124,0004,591
Issued or guaranteed by U.S.$2,124,0004,575
Privately issued$0257
Collaterized mortgage obligations$229,0003,865
CMOs issued by government agencies or sponsored agencies$229,0003,687
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$383,0004,089
Available-for-sale securities (fair market value)$23,054,0003,664
Total debt securities$23,437,0004,122
Structured notes
Amortized cost$750,0001,190
Fair value$775,0001,190
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$25,816,0003,918
U.S. Government securities$12,554,0004,962
U.S. Treasury securities$2,109,0001,178
U.S. Government agency obligations$10,445,0005,281
Securities issued by states & political subdivisions$13,262,0001,380
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,582,0005,023
Mortgage-backed securities$2,443,0005,105
Certificates of participation in pools of residential mortgages$2,185,0004,549
Issued or guaranteed by U.S.$2,185,0004,533
Privately issued$0252
Collaterized mortgage obligations$258,0003,864
CMOs issued by government agencies or sponsored agencies$258,0003,696
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$386,0004,179
Available-for-sale securities (fair market value)$25,430,0003,392
Total debt securities$25,816,0003,834
Structured notes
Amortized cost$750,0001,042
Fair value$761,0001,051
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$16,269,0005,157
U.S. Government securities$5,567,0007,001
U.S. Treasury securities$1,013,0002,005
U.S. Government agency obligations$4,554,0007,158
Securities issued by states & political subdivisions$10,702,0001,620
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,717,0005,514
Mortgage-backed securities$523,0006,314
Certificates of participation in pools of residential mortgages$192,0006,265
Issued or guaranteed by U.S.$192,0006,240
Privately issued$0260
Collaterized mortgage obligations$331,0003,916
CMOs issued by government agencies or sponsored agencies$331,0003,741
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,422,0003,520
Available-for-sale securities (fair market value)$14,847,0004,629
Total debt securities$16,267,0005,065
Structured notes
Amortized cost$250,000742
Fair value$256,000749
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$20,170,0004,594
U.S. Government securities$13,823,0004,822
U.S. Treasury securities$1,514,0002,208
U.S. Government agency obligations$12,309,0004,866
Securities issued by states & political subdivisions$5,979,0002,491
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$368,0004,517
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,895,0005,763
Mortgage-backed securities$715,0005,839
Certificates of participation in pools of residential mortgages$242,0005,961
Issued or guaranteed by U.S.$242,0005,941
Privately issued$0308
Collaterized mortgage obligations$473,0003,383
CMOs issued by government agencies or sponsored agencies$473,0003,218
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,436,0004,181
Available-for-sale securities (fair market value)$18,734,0003,984
Total debt securities$19,802,0004,526
Structured notes
Amortized cost$250,000761
Fair value$214,000821
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$19,553,0004,937
U.S. Government securities$13,457,0005,125
U.S. Treasury securities$05,412
U.S. Government agency obligations$13,457,0004,649
Securities issued by states & political subdivisions$5,815,0002,641
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$281,0004,995
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,642,0005,921
Mortgage-backed securities$1,287,0005,596
Certificates of participation in pools of residential mortgages$285,0006,152
Issued or guaranteed by U.S.$285,0006,135
Privately issued$0307
Collaterized mortgage obligations$1,002,0002,984
CMOs issued by government agencies or sponsored agencies$1,002,0002,841
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,918,0004,292
Available-for-sale securities (fair market value)$17,635,0004,239
Total debt securities$19,272,0004,857
Structured notes
Amortized cost$250,0001,090
Fair value$244,0001,144
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$11,764,0006,590
U.S. Government securities$5,295,0007,901
U.S. Treasury securities$504,0005,904
U.S. Government agency obligations$4,791,0007,323
Securities issued by states & political subdivisions$6,200,0002,547
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$269,0004,844
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,254,0005,935
Mortgage-backed securities$2,045,0005,282
Certificates of participation in pools of residential mortgages$360,0006,242
Issued or guaranteed by U.S.$360,0006,224
Privately issued$0349
Collaterized mortgage obligations$1,685,0002,798
CMOs issued by government agencies or sponsored agencies$1,685,0002,662
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,434,0004,497
Available-for-sale securities (fair market value)$9,330,0005,953
Total debt securities$11,495,0006,531
Structured notes
Amortized cost$250,0001,336
Fair value$243,0001,423
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$16,977,0005,548
U.S. Government securities$10,455,0006,326
U.S. Treasury securities$508,0007,066
U.S. Government agency obligations$9,947,0005,253
Securities issued by states & political subdivisions$6,278,0002,293
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$244,0005,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,117,0006,331
Mortgage-backed securities$3,141,0004,698
Certificates of participation in pools of residential mortgages$433,0006,301
Issued or guaranteed by U.S.$433,0006,281
Privately issued$0394
Collaterized mortgage obligations$2,708,0002,364
CMOs issued by government agencies or sponsored agencies$2,708,0002,261
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,276,0002,422
Available-for-sale securities (fair market value)$4,701,0007,587
Total debt securities$16,733,0005,459
Structured notes
Amortized cost$1,234,0001,080
Fair value$1,235,0001,072
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$17,378,0005,852
U.S. Government securities$10,755,0006,738
U.S. Treasury securities$08,776
U.S. Government agency obligations$10,755,0005,286
Securities issued by states & political subdivisions$6,392,0002,285
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$231,0005,032
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,867,0005,979
Mortgage-backed securities$3,346,0005,021
Certificates of participation in pools of residential mortgages$501,0006,663
Issued or guaranteed by U.S.$501,0006,644
Privately issued$0472
Collaterized mortgage obligations$2,845,0002,635
CMOs issued by government agencies or sponsored agencies$2,845,0002,521
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,075,0002,349
Available-for-sale securities (fair market value)$2,303,0008,884
Total debt securities$17,147,0005,788
Structured notes
Amortized cost$1,221,0001,552
Fair value$1,245,0001,512
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$17,020,0006,200
U.S. Government securities$11,696,0006,691
U.S. Treasury securities$010,180
U.S. Government agency obligations$11,696,0004,953
Securities issued by states & political subdivisions$5,106,0002,760
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$218,0004,894
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,695,0007,214
Mortgage-backed securities$3,113,0005,456
Certificates of participation in pools of residential mortgages$557,0006,870
Issued or guaranteed by U.S.$557,0006,839
Privately issued$0558
Collaterized mortgage obligations$2,556,0003,074
CMOs issued by government agencies or sponsored agencies$2,556,0002,939
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,015,0002,807
Available-for-sale securities (fair market value)$4,005,0008,499
Total debt securities$16,802,0006,134
Structured notes
Amortized cost$960,0002,910
Fair value$935,0002,902
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$12,994,0007,709
U.S. Government securities$8,812,0008,288
U.S. Treasury securities$011,131
U.S. Government agency obligations$8,812,0005,846
Securities issued by states & political subdivisions$3,961,0003,492
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$221,0004,610
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,427,0006,618
Mortgage-backed securities$3,299,0005,649
Certificates of participation in pools of residential mortgages$624,0007,105
Issued or guaranteed by U.S.$624,0007,081
Privately issued$0564
Collaterized mortgage obligations$2,675,0003,215
CMOs issued by government agencies or sponsored agencies$2,675,0003,057
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,809,0005,731
Available-for-sale securities (fair market value)$3,185,0007,988
Total debt securities$12,773,0007,672
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$15,215,0007,329
U.S. Government securities$11,816,0007,318
U.S. Treasury securities$011,566
U.S. Government agency obligations$11,816,0004,944
Securities issued by states & political subdivisions$3,380,0003,974
Other domestic debt securities$19,0006,385
Privately issued residential mortgage-backed securities$19,0003,254
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$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,724,0004,779
Mortgage-backed securities$5,188,0005,160
Certificates of participation in pools of residential mortgages$929,0007,227
Issued or guaranteed by U.S.$929,0007,175
Privately issued$0731
Collaterized mortgage obligations$4,259,0002,884
CMOs issued by government agencies or sponsored agencies$4,240,0002,728
Privately issued$19,0002,779
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$15,215,0007,178
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$5,477,00011,341
U.S. Government securities$4,245,00011,264
U.S. Treasury securities$602,00011,090
U.S. Government agency obligations$3,643,0008,993
Securities issued by states & political subdivisions$858,0006,859
Other domestic debt securities$374,0005,518
Privately issued residential mortgage-backed securities$127,0003,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$247,0004,591
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,573,0006,410
Mortgage-backed securities$3,520,0006,380
Certificates of participation in pools of residential mortgages$2,240,0005,869
Issued or guaranteed by U.S.$2,240,0005,803
Privately issued$0831
Collaterized mortgage obligations$1,280,0004,698
CMOs issued by government agencies or sponsored agencies$1,153,0004,448
Privately issued$127,0002,893
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$5,477,00011,202
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