The First Bank and Trust Company of Murphysboro, Securities

2019-12-31Rank
Total securities$13,192,0003,814
U.S. Government securities$7,075,0003,709
U.S. Treasury securities$01,363
U.S. Government agency obligations$7,075,0003,557
Securities issued by states & political subdivisions$3,676,0003,227
Other domestic debt securities$2,441,0001,199
Privately issued residential mortgage-backed securities$2,441,000299
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$12,384,0002,376
Mortgage-backed securities$2,970,0003,432
Certificates of participation in pools of residential mortgages$2,970,0002,994
Issued or guaranteed by U.S.$529,0003,616
Privately issued$2,441,000125
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$13,192,0003,574
Total debt securities$13,192,0003,793
Structured notes
Amortized cost$499,000582
Fair value$495,000585
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$14,867,0003,752
U.S. Government securities$9,308,0003,492
U.S. Treasury securities$01,429
U.S. Government agency obligations$9,308,0003,338
Securities issued by states & political subdivisions$3,535,0003,273
Other domestic debt securities$2,024,0001,273
Privately issued residential mortgage-backed securities$2,024,000325
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$14,334,0002,226
Mortgage-backed securities$2,994,0003,445
Certificates of participation in pools of residential mortgages$2,994,0002,990
Issued or guaranteed by U.S.$970,0003,473
Privately issued$2,024,000145
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$14,867,0003,497
Total debt securities$14,867,0003,729
Structured notes
Amortized cost$749,000636
Fair value$748,000634
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$16,720,0003,674
U.S. Government securities$12,468,0003,243
U.S. Treasury securities$01,467
U.S. Government agency obligations$12,468,0003,082
Securities issued by states & political subdivisions$4,252,0003,198
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$14,438,0002,273
Mortgage-backed securities$3,391,0003,378
Certificates of participation in pools of residential mortgages$3,391,0002,913
Issued or guaranteed by U.S.$3,391,0002,832
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$16,720,0003,417
Total debt securities$16,720,0003,653
Structured notes
Amortized cost$749,000701
Fair value$742,000701
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$17,969,0003,664
U.S. Government securities$12,557,0003,261
U.S. Treasury securities$01,516
U.S. Government agency obligations$12,557,0003,095
Securities issued by states & political subdivisions$5,412,0003,069
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$14,781,0002,288
Mortgage-backed securities$3,493,0003,383
Certificates of participation in pools of residential mortgages$3,493,0002,919
Issued or guaranteed by U.S.$3,493,0002,832
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$17,969,0003,387
Total debt securities$17,969,0003,639
Structured notes
Amortized cost$749,000713
Fair value$731,000715
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$17,180,0003,743
U.S. Government securities$11,556,0003,398
U.S. Treasury securities$01,513
U.S. Government agency obligations$11,556,0003,237
Securities issued by states & political subdivisions$5,624,0003,080
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$14,700,0002,313
Mortgage-backed securities$2,219,0003,620
Certificates of participation in pools of residential mortgages$2,219,0003,232
Issued or guaranteed by U.S.$2,219,0003,158
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$17,180,0003,471
Total debt securities$17,180,0003,719
Structured notes
Amortized cost$748,000736
Fair value$715,000736
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$17,445,0003,765
U.S. Government securities$11,604,0003,445
U.S. Treasury securities$01,500
U.S. Government agency obligations$11,604,0003,288
Securities issued by states & political subdivisions$5,841,0003,080
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$16,544,0002,165
Mortgage-backed securities$2,249,0003,665
Certificates of participation in pools of residential mortgages$2,249,0003,276
Issued or guaranteed by U.S.$2,249,0003,249
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$17,445,0003,481
Total debt securities$17,445,0003,744
Structured notes
Amortized cost$748,000719
Fair value$702,000720
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$17,797,0003,783
U.S. Government securities$11,918,0003,419
U.S. Treasury securities$01,475
U.S. Government agency obligations$11,918,0003,269
Securities issued by states & political subdivisions$5,879,0003,131
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$17,195,0002,162
Mortgage-backed securities$2,364,0003,686
Certificates of participation in pools of residential mortgages$2,364,0003,289
Issued or guaranteed by U.S.$2,364,0003,126
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$17,797,0003,505
Total debt securities$17,797,0003,763
Structured notes
Amortized cost$748,000723
Fair value$714,000721
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$17,955,0003,806
U.S. Government securities$12,234,0003,443
U.S. Treasury securities$01,426
U.S. Government agency obligations$12,234,0003,304
Securities issued by states & political subdivisions$5,721,0003,213
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$17,003,0002,198
Mortgage-backed securities$2,465,0003,695
Certificates of participation in pools of residential mortgages$2,465,0003,305
Issued or guaranteed by U.S.$2,465,0003,299
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$17,955,0003,529
Total debt securities$17,957,0003,785
Structured notes
Amortized cost$748,000697
Fair value$714,000694
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$18,419,0003,828
U.S. Government securities$12,610,0003,423
U.S. Treasury securities$01,328
U.S. Government agency obligations$12,610,0003,284
Securities issued by states & political subdivisions$5,809,0003,257
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,275,0002,123
Mortgage-backed securities$2,608,0003,698
Certificates of participation in pools of residential mortgages$2,608,0003,310
Issued or guaranteed by U.S.$2,608,0003,304
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$18,419,0003,553
Total debt securities$18,411,0003,809
Structured notes
Amortized cost$748,000699
Fair value$723,000698
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$18,782,0003,842
U.S. Government securities$13,107,0003,413
U.S. Treasury securities$01,313
U.S. Government agency obligations$13,107,0003,285
Securities issued by states & political subdivisions$5,675,0003,307
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,088,0002,170
Mortgage-backed securities$2,753,0003,716
Certificates of participation in pools of residential mortgages$2,753,0003,329
Issued or guaranteed by U.S.$2,753,0003,325
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$18,782,0003,554
Total debt securities$18,782,0003,815
Structured notes
Amortized cost$748,000726
Fair value$731,000727
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$18,995,0003,891
U.S. Government securities$13,308,0003,441
U.S. Treasury securities$01,351
U.S. Government agency obligations$13,308,0003,317
Securities issued by states & political subdivisions$5,687,0003,333
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,828,0002,227
Mortgage-backed securities$2,882,0003,732
Certificates of participation in pools of residential mortgages$2,882,0003,343
Issued or guaranteed by U.S.$2,882,0003,339
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$18,995,0003,598
Total debt securities$18,995,0003,865
Structured notes
Amortized cost$748,000774
Fair value$732,000775
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$20,112,0003,847
U.S. Government securities$13,682,0003,450
U.S. Treasury securities$01,390
U.S. Government agency obligations$13,682,0003,322
Securities issued by states & political subdivisions$6,430,0003,262
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,314,0002,143
Mortgage-backed securities$2,957,0003,767
Certificates of participation in pools of residential mortgages$2,957,0003,367
Issued or guaranteed by U.S.$2,957,0003,363
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$20,112,0003,544
Total debt securities$20,112,0003,822
Structured notes
Amortized cost$748,000808
Fair value$719,000807
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$21,060,0003,798
U.S. Government securities$13,737,0003,421
U.S. Treasury securities$01,367
U.S. Government agency obligations$13,737,0003,294
Securities issued by states & political subdivisions$7,323,0003,154
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,855,0002,167
Mortgage-backed securities$3,037,0003,771
Certificates of participation in pools of residential mortgages$3,037,0003,361
Issued or guaranteed by U.S.$3,037,0003,356
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$21,060,0003,482
Total debt securities$21,060,0003,768
Structured notes
Amortized cost$748,000800
Fair value$710,000800
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$21,735,0003,736
U.S. Government securities$12,281,0003,587
U.S. Treasury securities$01,214
U.S. Government agency obligations$12,281,0003,464
Securities issued by states & political subdivisions$9,454,0002,878
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,516,0002,057
Mortgage-backed securities$4,257,0003,575
Certificates of participation in pools of residential mortgages$4,257,0003,141
Issued or guaranteed by U.S.$4,257,0003,140
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$21,735,0003,441
Total debt securities$21,735,0003,705
Structured notes
Amortized cost$748,000786
Fair value$743,000784
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$21,840,0003,796
U.S. Government securities$11,052,0003,831
U.S. Treasury securities$01,253
U.S. Government agency obligations$11,052,0003,708
Securities issued by states & political subdivisions$10,788,0002,706
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,171,0002,200
Mortgage-backed securities$4,511,0003,564
Certificates of participation in pools of residential mortgages$4,511,0003,132
Issued or guaranteed by U.S.$4,511,0003,129
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$21,840,0003,493
Total debt securities$21,840,0003,765
Structured notes
Amortized cost$1,499,000649
Fair value$1,500,000639
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$24,680,0003,661
U.S. Government securities$12,995,0003,691
U.S. Treasury securities$01,296
U.S. Government agency obligations$12,995,0003,570
Securities issued by states & political subdivisions$11,685,0002,588
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,491,0002,196
Mortgage-backed securities$5,060,0003,494
Certificates of participation in pools of residential mortgages$5,060,0003,043
Issued or guaranteed by U.S.$5,060,0003,042
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$24,680,0003,352
Total debt securities$24,680,0003,638
Structured notes
Amortized cost$2,249,000608
Fair value$2,246,000608
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$20,546,0003,990
U.S. Government securities$7,827,0004,416
U.S. Treasury securities$250,0001,297
U.S. Government agency obligations$7,577,0004,326
Securities issued by states & political subdivisions$12,719,0002,499
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,380,0002,211
Mortgage-backed securities$3,985,0003,700
Certificates of participation in pools of residential mortgages$3,985,0003,265
Issued or guaranteed by U.S.$3,985,0003,262
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$20,546,0003,650
Total debt securities$20,546,0003,964
Structured notes
Amortized cost$500,0001,254
Fair value$499,0001,294
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$22,833,0003,890
U.S. Government securities$9,971,0004,186
U.S. Treasury securities$01,303
U.S. Government agency obligations$9,971,0004,066
Securities issued by states & political subdivisions$12,862,0002,502
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,593,0002,438
Mortgage-backed securities$4,711,0003,608
Certificates of participation in pools of residential mortgages$4,711,0003,126
Issued or guaranteed by U.S.$4,711,0003,123
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$22,833,0003,552
Total debt securities$22,833,0003,863
Structured notes
Amortized cost$800,0001,312
Fair value$801,0001,312
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$26,181,0003,718
U.S. Government securities$12,873,0003,944
U.S. Treasury securities$252,0001,269
U.S. Government agency obligations$12,621,0003,851
Securities issued by states & political subdivisions$13,308,0002,444
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,370,0002,310
Mortgage-backed securities$6,348,0003,417
Certificates of participation in pools of residential mortgages$6,348,0002,943
Issued or guaranteed by U.S.$6,348,0002,941
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$26,181,0003,399
Total debt securities$26,181,0003,695
Structured notes
Amortized cost$1,550,0001,114
Fair value$1,541,0001,114
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$27,017,0003,718
U.S. Government securities$13,255,0003,975
U.S. Treasury securities$253,0001,253
U.S. Government agency obligations$13,002,0003,881
Securities issued by states & political subdivisions$13,762,0002,385
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,154,0002,366
Mortgage-backed securities$6,227,0003,493
Certificates of participation in pools of residential mortgages$6,227,0003,007
Issued or guaranteed by U.S.$6,227,0003,004
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$27,017,0003,391
Total debt securities$27,017,0003,691
Structured notes
Amortized cost$1,550,0001,186
Fair value$1,548,0001,186
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$28,492,0003,657
U.S. Government securities$11,598,0004,227
U.S. Treasury securities$249,0001,290
U.S. Government agency obligations$11,349,0004,154
Securities issued by states & political subdivisions$16,894,0002,086
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,074,0002,305
Mortgage-backed securities$5,718,0003,641
Certificates of participation in pools of residential mortgages$5,718,0003,145
Issued or guaranteed by U.S.$5,718,0003,142
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$28,492,0003,338
Total debt securities$28,492,0003,632
Structured notes
Amortized cost$1,550,0001,250
Fair value$1,541,0001,250
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$29,936,0003,646
U.S. Government securities$10,779,0004,447
U.S. Treasury securities$248,0001,315
U.S. Government agency obligations$10,531,0004,364
Securities issued by states & political subdivisions$19,157,0001,901
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,897,0002,418
Mortgage-backed securities$5,644,0003,739
Certificates of participation in pools of residential mortgages$5,644,0003,241
Issued or guaranteed by U.S.$5,644,0003,239
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$29,936,0003,328
Total debt securities$29,936,0003,619
Structured notes
Amortized cost$1,300,0001,451
Fair value$1,291,0001,456
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$29,432,0003,724
U.S. Government securities$9,873,0004,627
U.S. Treasury securities$250,0001,270
U.S. Government agency obligations$9,623,0004,543
Securities issued by states & political subdivisions$19,559,0001,885
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,902,0002,492
Mortgage-backed securities$5,168,0003,885
Certificates of participation in pools of residential mortgages$5,168,0003,404
Issued or guaranteed by U.S.$5,168,0003,404
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$29,432,0003,398
Total debt securities$29,432,0003,699
Structured notes
Amortized cost$1,550,0001,393
Fair value$1,538,0001,392
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$27,385,0003,874
U.S. Government securities$7,356,0005,039
U.S. Treasury securities$01,198
U.S. Government agency obligations$7,356,0004,943
Securities issued by states & political subdivisions$20,029,0001,842
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,305,0002,553
Mortgage-backed securities$3,932,0004,154
Certificates of participation in pools of residential mortgages$3,712,0003,763
Issued or guaranteed by U.S.$3,712,0003,763
Privately issued$076
Collaterized mortgage obligations$220,0003,318
CMOs issued by government agencies or sponsored agencies$220,0003,200
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)$27,385,0003,541
Total debt securities$27,385,0003,847
Structured notes
Amortized cost$1,250,0001,508
Fair value$1,232,0001,512
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$24,321,0004,116
U.S. Government securities$6,736,0005,126
U.S. Treasury securities$01,131
U.S. Government agency obligations$6,736,0005,022
Securities issued by states & political subdivisions$17,585,0002,041
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,336,0002,571
Mortgage-backed securities$3,555,0004,246
Certificates of participation in pools of residential mortgages$3,323,0003,881
Issued or guaranteed by U.S.$3,323,0003,876
Privately issued$081
Collaterized mortgage obligations$232,0003,319
CMOs issued by government agencies or sponsored agencies$232,0003,198
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)$24,321,0003,758
Total debt securities$24,321,0004,080
Structured notes
Amortized cost$1,250,0001,496
Fair value$1,207,0001,505
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$23,972,0004,160
U.S. Government securities$6,253,0005,267
U.S. Treasury securities$01,131
U.S. Government agency obligations$6,253,0005,167
Securities issued by states & political subdivisions$17,719,0002,038
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,651,0002,481
Mortgage-backed securities$3,244,0004,369
Certificates of participation in pools of residential mortgages$2,995,0003,984
Issued or guaranteed by U.S.$2,995,0003,977
Privately issued$080
Collaterized mortgage obligations$249,0003,341
CMOs issued by government agencies or sponsored agencies$249,0003,213
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)$23,972,0003,812
Total debt securities$23,972,0004,131
Structured notes
Amortized cost$1,000,0001,570
Fair value$969,0001,673
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$24,064,0004,153
U.S. Government securities$6,561,0005,213
U.S. Treasury securities$01,152
U.S. Government agency obligations$6,561,0005,104
Securities issued by states & political subdivisions$17,503,0002,052
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,905,0002,451
Mortgage-backed securities$3,446,0004,335
Certificates of participation in pools of residential mortgages$3,178,0003,933
Issued or guaranteed by U.S.$3,178,0003,927
Privately issued$083
Collaterized mortgage obligations$268,0003,347
CMOs issued by government agencies or sponsored agencies$268,0003,216
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)$24,064,0003,813
Total debt securities$24,064,0004,125
Structured notes
Amortized cost$1,000,0001,552
Fair value$969,0001,669
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$24,849,0004,109
U.S. Government securities$6,615,0005,250
U.S. Treasury securities$01,161
U.S. Government agency obligations$6,615,0005,139
Securities issued by states & political subdivisions$17,698,0002,017
Other domestic debt securities$536,0002,274
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$536,0001,762
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$16,958,0002,466
Mortgage-backed securities$3,922,0004,288
Certificates of participation in pools of residential mortgages$3,636,0003,857
Issued or guaranteed by U.S.$3,636,0003,853
Privately issued$083
Collaterized mortgage obligations$286,0003,380
CMOs issued by government agencies or sponsored agencies$286,0003,235
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)$24,849,0003,798
Total debt securities$24,849,0004,081
Structured notes
Amortized cost$1,000,0001,588
Fair value$998,0001,709
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$24,266,0004,105
U.S. Government securities$6,300,0005,313
U.S. Treasury securities$01,135
U.S. Government agency obligations$6,300,0005,203
Securities issued by states & political subdivisions$17,454,0002,009
Other domestic debt securities$512,0002,292
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$512,0001,753
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$17,869,0002,362
Mortgage-backed securities$3,228,0004,461
Certificates of participation in pools of residential mortgages$2,924,0004,051
Issued or guaranteed by U.S.$2,924,0004,049
Privately issued$085
Collaterized mortgage obligations$304,0003,414
CMOs issued by government agencies or sponsored agencies$304,0003,270
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)$24,266,0003,781
Total debt securities$24,266,0004,076
Structured notes
Amortized cost$1,000,0001,621
Fair value$1,000,0001,733
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$24,855,0004,085
U.S. Government securities$6,074,0005,498
U.S. Treasury securities$01,086
U.S. Government agency obligations$6,074,0005,385
Securities issued by states & political subdivisions$17,403,0001,970
Other domestic debt securities$1,378,0001,846
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$378,000361
Structured financial products - Total$0340
Other domestic debt securities - All other$1,000,0001,544
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$15,879,0002,585
Mortgage-backed securities$3,593,0004,506
Certificates of participation in pools of residential mortgages$3,271,0004,084
Issued or guaranteed by U.S.$3,271,0004,082
Privately issued$088
Collaterized mortgage obligations$322,0003,485
CMOs issued by government agencies or sponsored agencies$322,0003,332
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)$24,855,0003,767
Total debt securities$24,855,0004,061
Structured notes
Amortized cost$750,0002,033
Fair value$747,0002,064
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$26,601,0003,971
U.S. Government securities$7,244,0005,361
U.S. Treasury securities$01,068
U.S. Government agency obligations$7,244,0005,257
Securities issued by states & political subdivisions$18,004,0001,870
Other domestic debt securities$1,353,0001,861
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$374,000316
Structured financial products - Total$0339
Other domestic debt securities - All other$979,0001,585
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$15,763,0002,631
Mortgage-backed securities$4,662,0004,327
Certificates of participation in pools of residential mortgages$4,326,0003,861
Issued or guaranteed by U.S.$4,326,0003,859
Privately issued$094
Collaterized mortgage obligations$336,0003,485
CMOs issued by government agencies or sponsored agencies$336,0003,327
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)$26,601,0003,663
Total debt securities$26,601,0003,940
Structured notes
Amortized cost$750,0002,290
Fair value$750,0002,316
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$23,803,0004,272
U.S. Government securities$7,098,0005,481
U.S. Treasury securities$01,157
U.S. Government agency obligations$7,098,0005,377
Securities issued by states & political subdivisions$15,816,0001,994
Other domestic debt securities$889,0002,128
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$392,000262
Structured financial products - Total$0346
Other domestic debt securities - All other$497,0001,848
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$14,549,0002,746
Mortgage-backed securities$4,277,0004,423
Certificates of participation in pools of residential mortgages$3,921,0003,960
Issued or guaranteed by U.S.$3,921,0003,956
Privately issued$094
Collaterized mortgage obligations$356,0003,500
CMOs issued by government agencies or sponsored agencies$356,0003,338
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)$23,803,0003,927
Total debt securities$23,803,0004,232
Structured notes
Amortized cost$1,000,0002,204
Fair value$999,0002,317
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$22,103,0004,366
U.S. Government securities$6,536,0005,577
U.S. Treasury securities$01,076
U.S. Government agency obligations$6,536,0005,471
Securities issued by states & political subdivisions$14,459,0002,090
Other domestic debt securities$1,108,0001,907
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$391,000196
Structured financial products - Total$0321
Other domestic debt securities - All other$717,0001,614
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$16,258,0002,463
Mortgage-backed securities$3,180,0004,612
Certificates of participation in pools of residential mortgages$2,804,0004,196
Issued or guaranteed by U.S.$2,804,0004,189
Privately issued$0121
Collaterized mortgage obligations$376,0003,451
CMOs issued by government agencies or sponsored agencies$376,0003,193
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)$22,103,0004,017
Total debt securities$22,103,0004,333
Structured notes
Amortized cost$1,750,0001,827
Fair value$1,753,0001,834
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$20,537,0004,447
U.S. Government securities$5,696,0005,740
U.S. Treasury securities$01,126
U.S. Government agency obligations$5,696,0005,632
Securities issued by states & political subdivisions$13,680,0002,092
Other domestic debt securities$1,161,0001,893
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$423,000184
Structured financial products - Total$0323
Other domestic debt securities - All other$738,0001,567
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$12,295,0002,850
Mortgage-backed securities$3,083,0004,600
Certificates of participation in pools of residential mortgages$2,692,0004,174
Issued or guaranteed by U.S.$2,692,0004,159
Privately issued$0132
Collaterized mortgage obligations$391,0003,438
CMOs issued by government agencies or sponsored agencies$391,0003,170
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)$20,537,0004,085
Total debt securities$20,537,0004,412
Structured notes
Amortized cost$1,000,0002,239
Fair value$1,000,0002,389
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$19,899,0004,579
U.S. Government securities$5,940,0005,834
U.S. Treasury securities$01,225
U.S. Government agency obligations$5,940,0005,708
Securities issued by states & political subdivisions$12,784,0002,145
Other domestic debt securities$1,175,0001,827
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$421,000177
Structured financial products - Total$0330
Other domestic debt securities - All other$754,0001,474
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$11,406,0002,992
Mortgage-backed securities$1,648,0004,982
Certificates of participation in pools of residential mortgages$1,240,0004,694
Issued or guaranteed by U.S.$1,240,0004,686
Privately issued$0125
Collaterized mortgage obligations$408,0003,404
CMOs issued by government agencies or sponsored agencies$408,0003,128
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)$19,899,0004,199
Total debt securities$19,899,0004,542
Structured notes
Amortized cost$2,250,0001,880
Fair value$2,251,0001,886
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$20,092,0004,535
U.S. Government securities$5,801,0005,857
U.S. Treasury securities$01,272
U.S. Government agency obligations$5,801,0005,727
Securities issued by states & political subdivisions$12,662,0002,119
Other domestic debt securities$1,629,0001,698
Privately issued residential mortgage-backed securities$425,0001,047
Commercial mortgage-backed securities - Total$081
Asset backed securities$444,000173
Structured financial products - Total$0337
Other domestic debt securities - All other$760,0001,513
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$11,320,0003,015
Mortgage-backed securities$1,768,0004,910
Certificates of participation in pools of residential mortgages$1,343,0004,622
Issued or guaranteed by U.S.$1,343,0004,614
Privately issued$0136
Collaterized mortgage obligations$425,0003,351
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$425,000993
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)$20,092,0004,157
Total debt securities$20,092,0004,501
Structured notes
Amortized cost$2,500,0001,826
Fair value$2,461,0001,865
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$21,062,0004,274
U.S. Government securities$6,979,0005,463
U.S. Treasury securities$01,275
U.S. Government agency obligations$6,979,0005,352
Securities issued by states & political subdivisions$12,880,0002,078
Other domestic debt securities$1,203,0001,987
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$450,000162
Structured financial products - Total$0343
Other domestic debt securities - All other$753,0001,526
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$12,114,0002,860
Mortgage-backed securities$2,004,0004,764
Certificates of participation in pools of residential mortgages$1,558,0004,438
Issued or guaranteed by U.S.$1,558,0004,433
Privately issued$0141
Collaterized mortgage obligations$446,0003,330
CMOs issued by government agencies or sponsored agencies$446,0003,041
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)$21,062,0003,931
Total debt securities$21,062,0004,244
Structured notes
Amortized cost$3,000,0001,519
Fair value$2,965,0001,568
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$21,714,0004,170
U.S. Government securities$6,708,0005,486
U.S. Treasury securities$01,180
U.S. Government agency obligations$6,708,0005,364
Securities issued by states & political subdivisions$13,756,0001,891
Other domestic debt securities$1,250,0002,017
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$493,000151
Structured financial products - Total$0351
Other domestic debt securities - All other$757,0001,535
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$15,231,0002,539
Mortgage-backed securities$2,135,0004,752
Certificates of participation in pools of residential mortgages$1,635,0004,382
Issued or guaranteed by U.S.$1,635,0004,375
Privately issued$0141
Collaterized mortgage obligations$500,0003,282
CMOs issued by government agencies or sponsored agencies$500,0002,977
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)$21,714,0003,833
Total debt securities$21,714,0004,130
Structured notes
Amortized cost$2,500,0001,704
Fair value$2,512,0001,726
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$22,437,0004,124
U.S. Government securities$7,756,0005,398
U.S. Treasury securities$01,121
U.S. Government agency obligations$7,756,0005,281
Securities issued by states & political subdivisions$13,445,0001,837
Other domestic debt securities$1,236,0002,024
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$483,000145
Structured financial products - Total$0352
Other domestic debt securities - All other$753,0001,492
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$12,941,0002,812
Mortgage-backed securities$2,808,0004,559
Certificates of participation in pools of residential mortgages$1,943,0004,317
Issued or guaranteed by U.S.$1,943,0004,309
Privately issued$0148
Collaterized mortgage obligations$865,0002,979
CMOs issued by government agencies or sponsored agencies$865,0002,673
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)$22,437,0003,764
Total debt securities$22,437,0004,084
Structured notes
Amortized cost$2,500,0001,788
Fair value$2,513,0001,807
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$23,389,0004,071
U.S. Government securities$8,748,0005,267
U.S. Treasury securities$01,130
U.S. Government agency obligations$8,748,0005,159
Securities issued by states & political subdivisions$13,392,0001,827
Other domestic debt securities$1,249,0002,069
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$510,000149
Structured financial products - Total$0358
Other domestic debt securities - All other$739,0001,521
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$10,100,0003,300
Mortgage-backed securities$3,093,0004,569
Certificates of participation in pools of residential mortgages$2,120,0004,358
Issued or guaranteed by U.S.$2,120,0004,351
Privately issued$0145
Collaterized mortgage obligations$973,0002,911
CMOs issued by government agencies or sponsored agencies$973,0002,588
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)$23,389,0003,698
Total debt securities$23,389,0004,041
Structured notes
Amortized cost$2,500,0001,588
Fair value$2,493,0001,623
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$25,645,0003,829
U.S. Government securities$10,808,0004,827
U.S. Treasury securities$01,077
U.S. Government agency obligations$10,808,0004,726
Securities issued by states & political subdivisions$13,623,0001,799
Other domestic debt securities$1,214,0002,152
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$507,000170
Structured financial products - Total$0366
Other domestic debt securities - All other$707,0001,580
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$9,889,0003,358
Mortgage-backed securities$4,691,0004,237
Certificates of participation in pools of residential mortgages$3,510,0003,964
Issued or guaranteed by U.S.$3,510,0003,956
Privately issued$0157
Collaterized mortgage obligations$1,181,0002,796
CMOs issued by government agencies or sponsored agencies$1,181,0002,460
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)$25,645,0003,462
Total debt securities$25,645,0003,794
Structured notes
Amortized cost$2,000,0001,485
Fair value$1,973,0001,601
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$25,485,0003,862
U.S. Government securities$11,225,0004,755
U.S. Treasury securities$01,047
U.S. Government agency obligations$11,225,0004,665
Securities issued by states & political subdivisions$13,028,0001,880
Other domestic debt securities$1,232,0002,260
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$547,000171
Structured financial products - Total$0375
Other domestic debt securities - All other$685,0001,677
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$10,001,0003,344
Mortgage-backed securities$4,922,0004,272
Certificates of participation in pools of residential mortgages$3,651,0003,998
Issued or guaranteed by U.S.$3,651,0003,989
Privately issued$0171
Collaterized mortgage obligations$1,271,0002,760
CMOs issued by government agencies or sponsored agencies$1,271,0002,405
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)$25,485,0003,486
Total debt securities$25,485,0003,828
Structured notes
Amortized cost$1,001,0001,526
Fair value$995,0001,710
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$23,296,0004,040
U.S. Government securities$10,766,0004,849
U.S. Treasury securities$01,036
U.S. Government agency obligations$10,766,0004,760
Securities issued by states & political subdivisions$11,379,0002,034
Other domestic debt securities$1,151,0002,344
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$534,000191
Structured financial products - Total$0397
Other domestic debt securities - All other$617,0001,751
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$7,764,0003,758
Mortgage-backed securities$4,543,0004,402
Certificates of participation in pools of residential mortgages$3,136,0004,242
Issued or guaranteed by U.S.$3,136,0004,228
Privately issued$0181
Collaterized mortgage obligations$1,407,0002,700
CMOs issued by government agencies or sponsored agencies$1,407,0002,341
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)$23,296,0003,643
Total debt securities$23,296,0003,999
Structured notes
Amortized cost$1,249,0001,038
Fair value$1,246,0001,038
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$17,177,0004,781
U.S. Government securities$9,171,0005,257
U.S. Treasury securities$0981
U.S. Government agency obligations$9,171,0005,178
Securities issued by states & political subdivisions$7,399,0002,576
Other domestic debt securities$607,0002,623
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$607,0001,818
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$7,875,0003,773
Mortgage-backed securities$3,874,0004,634
Certificates of participation in pools of residential mortgages$2,076,0004,714
Issued or guaranteed by U.S.$2,076,0004,701
Privately issued$0191
Collaterized mortgage obligations$1,798,0002,570
CMOs issued by government agencies or sponsored agencies$1,798,0002,202
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)$17,177,0004,308
Total debt securities$17,177,0004,737
Structured notes
Amortized cost$2,499,000506
Fair value$2,503,000495
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$14,505,0005,190
U.S. Government securities$8,236,0005,539
U.S. Treasury securities$0973
U.S. Government agency obligations$8,236,0005,457
Securities issued by states & political subdivisions$5,479,0002,997
Other domestic debt securities$790,0002,453
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$790,0001,674
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$7,953,0003,807
Mortgage-backed securities$3,306,0004,767
Certificates of participation in pools of residential mortgages$1,826,0004,819
Issued or guaranteed by U.S.$1,826,0004,804
Privately issued$0188
Collaterized mortgage obligations$1,480,0002,623
CMOs issued by government agencies or sponsored agencies$1,480,0002,293
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)$14,505,0004,682
Total debt securities$14,505,0005,145
Structured notes
Amortized cost$2,850,000497
Fair value$2,867,000492
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$16,586,0004,850
U.S. Government securities$9,773,0005,140
U.S. Treasury securities$253,000890
U.S. Government agency obligations$9,520,0005,114
Securities issued by states & political subdivisions$6,097,0002,804
Other domestic debt securities$716,0002,469
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$716,0001,694
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$7,920,0003,818
Mortgage-backed securities$3,414,0004,664
Certificates of participation in pools of residential mortgages$1,894,0004,753
Issued or guaranteed by U.S.$1,894,0004,738
Privately issued$0192
Collaterized mortgage obligations$1,520,0002,533
CMOs issued by government agencies or sponsored agencies$1,520,0002,189
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)$16,586,0004,353
Total debt securities$16,586,0004,811
Structured notes
Amortized cost$2,850,000484
Fair value$2,834,000484
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$16,468,0004,911
U.S. Government securities$8,107,0005,571
U.S. Treasury securities$253,000889
U.S. Government agency obligations$7,854,0005,557
Securities issued by states & political subdivisions$7,660,0002,490
Other domestic debt securities$701,0002,477
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$701,0001,755
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$9,006,0003,554
Mortgage-backed securities$2,023,0005,148
Certificates of participation in pools of residential mortgages$1,188,0005,075
Issued or guaranteed by U.S.$1,188,0005,055
Privately issued$0202
Collaterized mortgage obligations$835,0002,887
CMOs issued by government agencies or sponsored agencies$835,0002,561
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)$16,468,0004,414
Total debt securities$16,468,0004,858
Structured notes
Amortized cost$2,100,000625
Fair value$2,077,000624
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$16,307,0004,926
U.S. Government securities$7,715,0005,669
U.S. Treasury securities$256,000927
U.S. Government agency obligations$7,459,0005,673
Securities issued by states & political subdivisions$7,778,0002,480
Other domestic debt securities$814,0002,324
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$814,0001,629
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$8,159,0003,712
Mortgage-backed securities$1,816,0005,179
Certificates of participation in pools of residential mortgages$1,373,0004,923
Issued or guaranteed by U.S.$1,373,0004,901
Privately issued$0205
Collaterized mortgage obligations$443,0003,152
CMOs issued by government agencies or sponsored agencies$443,0002,811
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$16,307,0004,433
Total debt securities$16,307,0004,870
Structured notes
Amortized cost$1,848,000803
Fair value$1,844,000801
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$16,678,0004,922
U.S. Government securities$9,201,0005,412
U.S. Treasury securities$502,000903
U.S. Government agency obligations$8,699,0005,439
Securities issued by states & political subdivisions$7,043,0002,610
Other domestic debt securities$434,0002,498
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$434,0001,835
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$8,141,0003,738
Mortgage-backed securities$1,416,0005,136
Certificates of participation in pools of residential mortgages$1,416,0004,683
Issued or guaranteed by U.S.$1,416,0004,664
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$16,678,0004,374
Total debt securities$16,678,0004,870
Structured notes
Amortized cost$2,547,000893
Fair value$2,534,000894
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$17,194,0004,861
U.S. Government securities$11,456,0005,064
U.S. Treasury securities$499,000981
U.S. Government agency obligations$10,957,0005,063
Securities issued by states & political subdivisions$5,284,0002,992
Other domestic debt securities$454,0002,428
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$454,0001,798
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$8,918,0003,609
Mortgage-backed securities$1,491,0004,997
Certificates of participation in pools of residential mortgages$1,491,0004,503
Issued or guaranteed by U.S.$1,491,0004,489
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$17,194,0004,308
Total debt securities$17,194,0004,817
Structured notes
Amortized cost$4,298,000697
Fair value$4,248,000698
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$16,873,0004,900
U.S. Government securities$11,478,0005,089
U.S. Treasury securities$495,0001,110
U.S. Government agency obligations$10,983,0005,082
Securities issued by states & political subdivisions$4,950,0003,090
Other domestic debt securities$445,0002,389
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$445,0001,772
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$7,827,0003,813
Mortgage-backed securities$1,375,0005,049
Certificates of participation in pools of residential mortgages$1,375,0004,540
Issued or guaranteed by U.S.$1,375,0004,525
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$16,873,0004,338
Total debt securities$16,873,0004,855
Structured notes
Amortized cost$4,547,000707
Fair value$4,452,000709
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$17,439,0004,857
U.S. Government securities$11,963,0005,011
U.S. Treasury securities$495,0001,189
U.S. Government agency obligations$11,468,0004,990
Securities issued by states & political subdivisions$5,035,0003,077
Other domestic debt securities$441,0002,419
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$441,0001,821
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$7,824,0003,824
Mortgage-backed securities$1,600,0004,936
Certificates of participation in pools of residential mortgages$1,600,0004,410
Issued or guaranteed by U.S.$1,600,0004,393
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$17,439,0004,277
Total debt securities$17,439,0004,806
Structured notes
Amortized cost$5,297,000657
Fair value$5,182,000670
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$19,196,0004,664
U.S. Government securities$13,656,0004,730
U.S. Treasury securities$494,0001,240
U.S. Government agency obligations$13,162,0004,696
Securities issued by states & political subdivisions$5,036,0003,110
Other domestic debt securities$504,0002,278
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$504,0001,698
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$7,019,0004,032
Mortgage-backed securities$2,328,0004,553
Certificates of participation in pools of residential mortgages$2,328,0004,006
Issued or guaranteed by U.S.$2,328,0003,994
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$19,196,0004,099
Total debt securities$19,196,0004,619
Structured notes
Amortized cost$6,047,000611
Fair value$5,917,000624
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$20,145,0004,545
U.S. Government securities$14,445,0004,620
U.S. Treasury securities$494,0001,312
U.S. Government agency obligations$13,951,0004,583
Securities issued by states & political subdivisions$5,187,0003,030
Other domestic debt securities$513,0002,295
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$513,0001,713
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$7,013,0004,040
Mortgage-backed securities$2,889,0004,322
Certificates of participation in pools of residential mortgages$2,889,0003,741
Issued or guaranteed by U.S.$2,889,0003,719
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$20,145,0003,973
Total debt securities$20,145,0004,498
Structured notes
Amortized cost$6,297,000635
Fair value$6,152,000645
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$21,276,0004,398
U.S. Government securities$15,234,0004,482
U.S. Treasury securities$489,0001,362
U.S. Government agency obligations$14,745,0004,422
Securities issued by states & political subdivisions$5,584,0002,909
Other domestic debt securities$458,0002,477
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$458,0001,920
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$6,643,0004,138
Mortgage-backed securities$3,490,0004,079
Certificates of participation in pools of residential mortgages$3,490,0003,495
Issued or guaranteed by U.S.$3,490,0003,481
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$21,276,0003,826
Total debt securities$21,276,0004,336
Structured notes
Amortized cost$3,196,0001,206
Fair value$3,087,0001,208
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$21,204,0004,453
U.S. Government securities$15,397,0004,486
U.S. Treasury securities$248,0001,550
U.S. Government agency obligations$15,149,0004,394
Securities issued by states & political subdivisions$5,333,0002,966
Other domestic debt securities$474,0002,532
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$474,0002,000
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$6,556,0004,151
Mortgage-backed securities$4,072,0003,917
Certificates of participation in pools of residential mortgages$4,059,0003,337
Issued or guaranteed by U.S.$4,059,0003,324
Privately issued$0205
Collaterized mortgage obligations$13,0003,574
CMOs issued by government agencies or sponsored agencies$13,0003,226
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$21,204,0003,854
Total debt securities$21,203,0004,396
Structured notes
Amortized cost$3,196,0001,232
Fair value$3,109,0001,233
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$19,495,0004,694
U.S. Government securities$14,286,0004,664
U.S. Treasury securities$01,737
U.S. Government agency obligations$14,286,0004,527
Securities issued by states & political subdivisions$4,725,0003,178
Other domestic debt securities$484,0002,604
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$484,0002,106
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$5,879,0004,324
Mortgage-backed securities$3,923,0003,987
Certificates of participation in pools of residential mortgages$3,909,0003,400
Issued or guaranteed by U.S.$3,909,0003,387
Privately issued$0216
Collaterized mortgage obligations$14,0003,595
CMOs issued by government agencies or sponsored agencies$14,0003,245
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$19,495,0004,048
Total debt securities$19,496,0004,631
Structured notes
Amortized cost$6,296,000696
Fair value$6,230,000693
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$19,495,0004,684
U.S. Government securities$14,180,0004,661
U.S. Treasury securities$01,786
U.S. Government agency obligations$14,180,0004,526
Securities issued by states & political subdivisions$4,832,0003,129
Other domestic debt securities$483,0002,663
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$483,0002,189
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$5,913,0004,329
Mortgage-backed securities$4,271,0003,930
Certificates of participation in pools of residential mortgages$4,256,0003,336
Issued or guaranteed by U.S.$4,256,0003,323
Privately issued$0225
Collaterized mortgage obligations$15,0003,603
CMOs issued by government agencies or sponsored agencies$15,0003,254
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$19,495,0004,051
Total debt securities$19,495,0004,627
Structured notes
Amortized cost$6,296,000678
Fair value$6,234,000678
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$21,172,0004,479
U.S. Government securities$15,032,0004,544
U.S. Treasury securities$01,839
U.S. Government agency obligations$15,032,0004,410
Securities issued by states & political subdivisions$5,638,0002,829
Other domestic debt securities$502,0002,643
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$502,0002,172
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$5,968,0004,271
Mortgage-backed securities$4,818,0003,841
Certificates of participation in pools of residential mortgages$4,802,0003,255
Issued or guaranteed by U.S.$4,802,0003,242
Privately issued$0223
Collaterized mortgage obligations$16,0003,621
CMOs issued by government agencies or sponsored agencies$16,0003,278
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$21,172,0003,888
Total debt securities$21,172,0004,412
Structured notes
Amortized cost$6,296,000679
Fair value$6,248,000680
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$20,381,0004,663
U.S. Government securities$14,792,0004,661
U.S. Treasury securities$01,963
U.S. Government agency obligations$14,792,0004,519
Securities issued by states & political subdivisions$5,121,0003,004
Other domestic debt securities$468,0002,809
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$468,0002,368
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$5,896,0004,337
Mortgage-backed securities$5,240,0003,825
Certificates of participation in pools of residential mortgages$5,222,0003,215
Issued or guaranteed by U.S.$5,222,0003,208
Privately issued$0207
Collaterized mortgage obligations$18,0003,662
CMOs issued by government agencies or sponsored agencies$18,0003,326
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$20,381,0004,045
Total debt securities$20,381,0004,602
Structured notes
Amortized cost$5,944,000744
Fair value$5,882,000739
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$18,859,0004,896
U.S. Government securities$12,924,0005,032
U.S. Treasury securities$01,963
U.S. Government agency obligations$12,924,0004,874
Securities issued by states & political subdivisions$5,471,0002,921
Other domestic debt securities$464,0002,846
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$464,0002,419
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$10,190,0003,316
Mortgage-backed securities$5,783,0003,721
Certificates of participation in pools of residential mortgages$5,764,0003,100
Issued or guaranteed by U.S.$5,764,0003,091
Privately issued$0203
Collaterized mortgage obligations$19,0003,696
CMOs issued by government agencies or sponsored agencies$19,0003,359
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$18,859,0004,259
Total debt securities$18,859,0004,835
Structured notes
Amortized cost$3,944,0001,045
Fair value$3,905,0001,046
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$19,710,0004,739
U.S. Government securities$13,830,0004,848
U.S. Treasury securities$01,990
U.S. Government agency obligations$13,830,0004,703
Securities issued by states & political subdivisions$5,398,0002,958
Other domestic debt securities$482,0002,874
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$482,0002,472
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$9,608,0003,390
Mortgage-backed securities$5,936,0003,724
Certificates of participation in pools of residential mortgages$5,915,0003,095
Issued or guaranteed by U.S.$5,915,0003,089
Privately issued$0225
Collaterized mortgage obligations$21,0003,711
CMOs issued by government agencies or sponsored agencies$21,0003,376
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$19,710,0004,118
Total debt securities$19,710,0004,677
Structured notes
Amortized cost$3,943,0001,052
Fair value$3,897,0001,054
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$22,811,0004,417
U.S. Government securities$15,461,0004,617
U.S. Treasury securities$02,098
U.S. Government agency obligations$15,461,0004,452
Securities issued by states & political subdivisions$6,948,0002,536
Other domestic debt securities$402,0003,038
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$402,0002,640
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$9,195,0003,478
Mortgage-backed securities$6,462,0003,639
Certificates of participation in pools of residential mortgages$6,170,0003,092
Issued or guaranteed by U.S.$6,170,0003,084
Privately issued$0225
Collaterized mortgage obligations$292,0003,283
CMOs issued by government agencies or sponsored agencies$292,0003,013
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)$249,0004,006
Available-for-sale securities (fair market value)$22,562,0003,864
Total debt securities$22,811,0004,349
Structured notes
Amortized cost$4,691,000880
Fair value$4,559,000882
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$23,547,0004,315
U.S. Government securities$15,843,0004,496
U.S. Treasury securities$02,082
U.S. Government agency obligations$15,843,0004,345
Securities issued by states & political subdivisions$7,258,0002,489
Other domestic debt securities$446,0003,092
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$446,0002,681
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$8,635,0003,517
Mortgage-backed securities$6,825,0003,613
Certificates of participation in pools of residential mortgages$6,230,0003,100
Issued or guaranteed by U.S.$6,230,0003,089
Privately issued$0230
Collaterized mortgage obligations$595,0003,046
CMOs issued by government agencies or sponsored agencies$595,0002,784
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$23,547,0003,749
Total debt securities$23,547,0004,238
Structured notes
Amortized cost$4,691,000750
Fair value$4,705,000750
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$24,650,0004,256
U.S. Government securities$16,733,0004,386
U.S. Treasury securities$02,227
U.S. Government agency obligations$16,733,0004,236
Securities issued by states & political subdivisions$7,917,0002,343
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$7,492,0003,734
Mortgage-backed securities$7,309,0003,485
Certificates of participation in pools of residential mortgages$6,169,0003,115
Issued or guaranteed by U.S.$6,169,0003,103
Privately issued$0248
Collaterized mortgage obligations$1,140,0002,683
CMOs issued by government agencies or sponsored agencies$1,140,0002,552
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$24,650,0003,676
Total debt securities$24,650,0004,186
Structured notes
Amortized cost$4,691,000667
Fair value$4,655,000664
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$24,309,0004,228
U.S. Government securities$15,268,0004,503
U.S. Treasury securities$02,287
U.S. Government agency obligations$15,268,0004,339
Securities issued by states & political subdivisions$9,041,0002,133
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$6,858,0003,813
Mortgage-backed securities$8,358,0003,279
Certificates of participation in pools of residential mortgages$6,771,0002,970
Issued or guaranteed by U.S.$6,771,0002,956
Privately issued$0253
Collaterized mortgage obligations$1,587,0002,496
CMOs issued by government agencies or sponsored agencies$1,587,0002,362
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$24,309,0003,634
Total debt securities$24,309,0004,136
Structured notes
Amortized cost$3,192,000759
Fair value$3,137,000761
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$24,944,0004,056
U.S. Government securities$16,002,0004,291
U.S. Treasury securities$02,322
U.S. Government agency obligations$16,002,0004,134
Securities issued by states & political subdivisions$8,686,0002,159
Other domestic debt securities$256,0003,546
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$256,0003,158
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$5,146,0004,327
Mortgage-backed securities$10,898,0002,940
Certificates of participation in pools of residential mortgages$7,852,0002,739
Issued or guaranteed by U.S.$7,852,0002,727
Privately issued$0256
Collaterized mortgage obligations$3,046,0002,139
CMOs issued by government agencies or sponsored agencies$3,046,0002,028
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$24,944,0003,498
Total debt securities$24,944,0003,974
Structured notes
Amortized cost$1,996,000934
Fair value$2,009,000870
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$25,097,0004,008
U.S. Government securities$17,277,0004,101
U.S. Treasury securities$02,382
U.S. Government agency obligations$17,277,0003,935
Securities issued by states & political subdivisions$7,121,0002,386
Other domestic debt securities$699,0003,075
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$699,0002,729
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$5,942,0004,091
Mortgage-backed securities$10,961,0002,922
Certificates of participation in pools of residential mortgages$7,267,0002,823
Issued or guaranteed by U.S.$7,267,0002,811
Privately issued$0257
Collaterized mortgage obligations$3,694,0002,058
CMOs issued by government agencies or sponsored agencies$3,694,0001,947
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)$1,123,0003,418
Available-for-sale securities (fair market value)$23,974,0003,574
Total debt securities$25,097,0003,923
Structured notes
Amortized cost$3,250,000428
Fair value$3,252,000431
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$20,780,0004,528
U.S. Government securities$13,376,0004,792
U.S. Treasury securities$02,544
U.S. Government agency obligations$13,376,0004,618
Securities issued by states & political subdivisions$6,702,0002,471
Other domestic debt securities$702,0003,074
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$702,0002,730
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$5,642,0004,181
Mortgage-backed securities$9,287,0003,135
Certificates of participation in pools of residential mortgages$6,208,0003,032
Issued or guaranteed by U.S.$6,208,0003,018
Privately issued$0252
Collaterized mortgage obligations$3,079,0002,243
CMOs issued by government agencies or sponsored agencies$3,079,0002,142
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)$1,449,0003,288
Available-for-sale securities (fair market value)$19,331,0004,095
Total debt securities$20,780,0004,435
Structured notes
Amortized cost$1,000,000765
Fair value$1,000,000943
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$19,447,0004,603
U.S. Government securities$14,255,0004,515
U.S. Treasury securities$03,182
U.S. Government agency obligations$14,255,0004,296
Securities issued by states & political subdivisions$4,513,0003,059
Other domestic debt securities$679,0003,191
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$679,0002,747
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$5,884,0004,060
Mortgage-backed securities$10,542,0002,783
Certificates of participation in pools of residential mortgages$6,659,0002,706
Issued or guaranteed by U.S.$6,659,0002,690
Privately issued$0260
Collaterized mortgage obligations$3,883,0002,134
CMOs issued by government agencies or sponsored agencies$3,883,0001,996
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)$3,517,0002,626
Available-for-sale securities (fair market value)$15,930,0004,455
Total debt securities$19,447,0004,516
Structured notes
Amortized cost$1,000,000323
Fair value$993,000385
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$17,862,0005,020
U.S. Government securities$13,532,0004,875
U.S. Treasury securities$1,002,0002,736
U.S. Government agency obligations$12,530,0004,811
Securities issued by states & political subdivisions$3,680,0003,348
Other domestic debt securities$650,0002,761
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$650,0002,424
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,941,0004,293
Mortgage-backed securities$4,480,0003,574
Certificates of participation in pools of residential mortgages$3,059,0003,346
Issued or guaranteed by U.S.$3,059,0003,331
Privately issued$0308
Collaterized mortgage obligations$1,421,0002,578
CMOs issued by government agencies or sponsored agencies$1,421,0002,428
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,452,0003,243
Available-for-sale securities (fair market value)$14,410,0004,709
Total debt securities$17,862,0004,899
Structured notes
Amortized cost$249,000805
Fair value$240,000792
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$13,387,0006,184
U.S. Government securities$9,554,0006,247
U.S. Treasury securities$1,005,0003,522
U.S. Government agency obligations$8,549,0006,052
Securities issued by states & political subdivisions$3,347,0003,698
Other domestic debt securities$486,0002,896
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$486,0002,476
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,595,0004,398
Mortgage-backed securities$3,186,0004,386
Certificates of participation in pools of residential mortgages$1,697,0004,413
Issued or guaranteed by U.S.$1,697,0004,397
Privately issued$0307
Collaterized mortgage obligations$1,489,0002,685
CMOs issued by government agencies or sponsored agencies$1,489,0002,544
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)$3,289,0003,653
Available-for-sale securities (fair market value)$10,098,0005,839
Total debt securities$13,387,0006,069
Structured notes
Amortized cost$249,0001,159
Fair value$243,0001,147
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$13,123,0006,244
U.S. Government securities$9,107,0006,377
U.S. Treasury securities$1,008,0005,063
U.S. Government agency obligations$8,099,0005,881
Securities issued by states & political subdivisions$3,464,0003,696
Other domestic debt securities$552,0002,607
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$552,0002,155
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,856,0004,366
Mortgage-backed securities$3,859,0004,311
Certificates of participation in pools of residential mortgages$2,187,0004,247
Issued or guaranteed by U.S.$2,187,0004,228
Privately issued$0349
Collaterized mortgage obligations$1,672,0002,805
CMOs issued by government agencies or sponsored agencies$1,672,0002,670
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)$4,167,0003,712
Available-for-sale securities (fair market value)$8,956,0006,053
Total debt securities$13,123,0006,123
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$13,852,0006,288
U.S. Government securities$10,686,0006,249
U.S. Treasury securities$2,006,0005,147
U.S. Government agency obligations$8,680,0005,699
Securities issued by states & political subdivisions$2,608,0004,108
Other domestic debt securities$558,0002,229
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$558,0001,761
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,353,0004,336
Mortgage-backed securities$4,187,0004,164
Certificates of participation in pools of residential mortgages$2,647,0003,955
Issued or guaranteed by U.S.$2,647,0003,938
Privately issued$0394
Collaterized mortgage obligations$1,540,0002,964
CMOs issued by government agencies or sponsored agencies$1,540,0002,849
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)$6,915,0003,515
Available-for-sale securities (fair market value)$6,937,0006,732
Total debt securities$13,852,0006,158
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$15,673,0006,256
U.S. Government securities$12,560,0006,155
U.S. Treasury securities$1,501,0006,568
U.S. Government agency obligations$11,059,0005,178
Securities issued by states & political subdivisions$2,051,0004,734
Other domestic debt securities$1,062,0001,980
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,062,0001,484
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,689,0004,789
Mortgage-backed securities$3,883,0004,748
Certificates of participation in pools of residential mortgages$2,178,0004,611
Issued or guaranteed by U.S.$2,178,0004,588
Privately issued$0472
Collaterized mortgage obligations$1,705,0003,282
CMOs issued by government agencies or sponsored agencies$1,705,0003,149
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)$9,742,0003,231
Available-for-sale securities (fair market value)$5,931,0007,368
Total debt securities$15,673,0006,133
Structured notes
Amortized cost$1,000,0001,681
Fair value$1,008,0001,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$16,384,0006,344
U.S. Government securities$12,284,0006,486
U.S. Treasury securities$1,753,0007,450
U.S. Government agency obligations$10,531,0005,309
Securities issued by states & political subdivisions$1,953,0004,958
Other domestic debt securities$2,147,0001,723
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$2,147,0001,324
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,756,0005,424
Mortgage-backed securities$4,276,0004,791
Certificates of participation in pools of residential mortgages$2,474,0004,535
Issued or guaranteed by U.S.$2,474,0004,510
Privately issued$0558
Collaterized mortgage obligations$1,802,0003,594
CMOs issued by government agencies or sponsored agencies$1,802,0003,445
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)$10,948,0003,187
Available-for-sale securities (fair market value)$5,436,0007,808
Total debt securities$16,384,0006,237
Structured notes
Amortized cost$2,000,0001,612
Fair value$1,998,0001,636
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$19,493,0005,982
U.S. Government securities$15,778,0005,848
U.S. Treasury securities$4,248,0006,054
U.S. Government agency obligations$11,530,0004,859
Securities issued by states & political subdivisions$2,159,0004,984
Other domestic debt securities$1,556,0002,272
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,556,0001,781
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,648,0004,937
Mortgage-backed securities$3,281,0005,661
Certificates of participation in pools of residential mortgages$1,949,0005,255
Issued or guaranteed by U.S.$1,949,0005,228
Privately issued$0564
Collaterized mortgage obligations$1,332,0004,186
CMOs issued by government agencies or sponsored agencies$1,332,0004,002
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)$19,493,0003,530
Available-for-sale securities (fair market value)$011,262
Total debt securities$19,493,0005,891
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$19,829,0006,175
U.S. Government securities$16,610,0005,868
U.S. Treasury securities$5,747,0005,222
U.S. Government agency obligations$10,863,0005,279
Securities issued by states & political subdivisions$1,410,0006,158
Other domestic debt securities$1,809,0002,517
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,809,0001,909
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$2,905,0006,090
Mortgage-backed securities$7,354,0004,327
Certificates of participation in pools of residential mortgages$5,757,0003,478
Issued or guaranteed by U.S.$5,757,0003,438
Privately issued$0731
Collaterized mortgage obligations$1,597,0004,363
CMOs issued by government agencies or sponsored agencies$1,597,0004,176
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$19,829,0006,046
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$18,622,0006,392
U.S. Government securities$16,348,0005,874
U.S. Treasury securities$5,996,0005,193
U.S. Government agency obligations$10,352,0005,402
Securities issued by states & political subdivisions$259,0008,509
Other domestic debt securities$2,015,0002,907
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,015,0002,054
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$2,657,0006,328
Mortgage-backed securities$7,100,0004,551
Certificates of participation in pools of residential mortgages$5,740,0003,664
Issued or guaranteed by U.S.$5,740,0003,619
Privately issued$0831
Collaterized mortgage obligations$1,360,0004,619
CMOs issued by government agencies or sponsored agencies$1,360,0004,254
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$18,622,0006,281
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