First State Bank of St. Peter, Securities

2024-06-30Rank
Total securities$18,978,0003,555
U.S. Government securities$11,651,0003,418
U.S. Treasury securities$02,648
U.S. Government agency obligations$11,651,0003,053
Securities issued by states & political subdivisions$7,327,0002,658
Other domestic debt securities$02,316
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$01,858
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,000,0003,608
Mortgage-backed securities$03,857
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,669
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,763
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,622
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$7,327,0001,042
Available-for-sale securities (fair market value)$11,651,0003,612
Total debt securities$18,978,0003,530
Structured notes
Amortized cost$7,365,000198
Fair value$6,715,000191
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$19,537,0003,562
U.S. Government securities$12,050,0003,436
U.S. Treasury securities$02,737
U.S. Government agency obligations$12,050,0003,094
Securities issued by states & political subdivisions$7,487,0002,643
Other domestic debt securities$02,328
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$01,839
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,000,0003,630
Mortgage-backed securities$03,876
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,731
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,620
Other commercial mortgage-backed securities$01,356
Held to maturity securities (book value)$7,487,0001,053
Available-for-sale securities (fair market value)$12,050,0003,631
Total debt securities$19,537,0003,541
Structured notes
Amortized cost$7,365,000205
Fair value$6,646,000198
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$20,065,0003,576
U.S. Government securities$12,548,0003,419
U.S. Treasury securities$02,754
U.S. Government agency obligations$12,548,0003,058
Securities issued by states & political subdivisions$7,517,0002,665
Other domestic debt securities$02,337
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0003,751
Mortgage-backed securities$03,879
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$7,517,0001,068
Available-for-sale securities (fair market value)$12,548,0003,637
Total debt securities$20,065,0003,555
Structured notes
Amortized cost$7,365,000216
Fair value$6,648,000213
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$20,314,0003,581
U.S. Government securities$12,682,0003,419
U.S. Treasury securities$02,809
U.S. Government agency obligations$12,682,0003,020
Securities issued by states & political subdivisions$7,632,0002,666
Other domestic debt securities$02,352
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0003,762
Mortgage-backed securities$03,892
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,701
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$7,632,0001,074
Available-for-sale securities (fair market value)$12,682,0003,632
Total debt securities$20,314,0003,557
Structured notes
Amortized cost$7,865,000211
Fair value$6,895,000211
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$20,419,0003,615
U.S. Government securities$12,773,0003,461
U.S. Treasury securities$02,832
U.S. Government agency obligations$12,773,0003,068
Securities issued by states & political subdivisions$7,646,0002,710
Other domestic debt securities$02,374
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0003,756
Mortgage-backed securities$03,920
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,723
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$7,646,0001,087
Available-for-sale securities (fair market value)$12,773,0003,671
Total debt securities$20,419,0003,594
Structured notes
Amortized cost$7,864,000235
Fair value$6,983,000238
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$20,485,0003,704
U.S. Government securities$12,923,0003,529
U.S. Treasury securities$02,901
U.S. Government agency obligations$12,923,0003,075
Securities issued by states & political subdivisions$7,562,0002,779
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0003,754
Mortgage-backed securities$1,0003,915
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,0003,747
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$7,562,0001,127
Available-for-sale securities (fair market value)$12,923,0003,733
Total debt securities$20,485,0003,679
Structured notes
Amortized cost$7,864,000258
Fair value$7,051,000260
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$19,144,0003,772
U.S. Government securities$11,811,0003,626
U.S. Treasury securities$02,941
U.S. Government agency obligations$11,811,0003,160
Securities issued by states & political subdivisions$7,333,0002,826
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0003,822
Mortgage-backed securities$2,0003,938
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$2,0003,773
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$7,333,0001,148
Available-for-sale securities (fair market value)$11,811,0003,800
Total debt securities$19,144,0003,750
Structured notes
Amortized cost$7,863,000277
Fair value$6,994,000277
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$18,561,0003,809
U.S. Government securities$11,233,0003,674
U.S. Treasury securities$02,957
U.S. Government agency obligations$11,233,0003,226
Securities issued by states & political subdivisions$7,328,0002,848
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0003,840
Mortgage-backed securities$2,0003,970
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$2,0003,805
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$7,328,0001,137
Available-for-sale securities (fair market value)$11,233,0003,853
Total debt securities$18,561,0003,785
Structured notes
Amortized cost$7,363,000288
Fair value$6,443,000287
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$17,576,0003,879
U.S. Government securities$10,730,0003,723
U.S. Treasury securities$02,920
U.S. Government agency obligations$10,730,0003,285
Securities issued by states & political subdivisions$6,846,0002,955
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0003,874
Mortgage-backed securities$2,0004,029
Certificates of participation in pools of residential mortgages$2,0003,904
Issued or guaranteed by U.S.$2,0003,842
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$6,846,0001,083
Available-for-sale securities (fair market value)$10,730,0003,912
Total debt securities$17,576,0003,862
Structured notes
Amortized cost$6,862,000289
Fair value$6,279,000287
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$15,943,0003,913
U.S. Government securities$9,080,0003,784
U.S. Treasury securities$02,666
U.S. Government agency obligations$9,080,0003,400
Securities issued by states & political subdivisions$6,863,0002,964
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0003,895
Mortgage-backed securities$2,0004,049
Certificates of participation in pools of residential mortgages$2,0003,920
Issued or guaranteed by U.S.$2,0003,863
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$6,863,000987
Available-for-sale securities (fair market value)$9,080,0003,962
Total debt securities$15,943,0003,894
Structured notes
Amortized cost$6,362,000261
Fair value$6,031,000260
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$12,627,0004,019
U.S. Government securities$5,722,0003,934
U.S. Treasury securities$02,212
U.S. Government agency obligations$5,722,0003,680
Securities issued by states & political subdivisions$6,905,0002,999
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0003,924
Mortgage-backed securities$2,0004,065
Certificates of participation in pools of residential mortgages$2,0003,940
Issued or guaranteed by U.S.$2,0003,876
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$6,905,000874
Available-for-sale securities (fair market value)$5,722,0004,121
Total debt securities$12,627,0003,999
Structured notes
Amortized cost$4,365,000314
Fair value$4,320,000315
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$11,485,0004,062
U.S. Government securities$4,256,0004,064
U.S. Treasury securities$02,008
U.S. Government agency obligations$4,256,0003,857
Securities issued by states & political subdivisions$7,229,0002,956
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0003,953
Mortgage-backed securities$2,0004,122
Certificates of participation in pools of residential mortgages$2,0003,999
Issued or guaranteed by U.S.$2,0003,937
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$7,229,000836
Available-for-sale securities (fair market value)$4,256,0004,240
Total debt securities$11,485,0004,042
Structured notes
Amortized cost$3,365,000319
Fair value$3,351,000319
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$10,181,0004,122
U.S. Government securities$2,905,0004,217
U.S. Treasury securities$01,913
U.S. Government agency obligations$2,905,0004,030
Securities issued by states & political subdivisions$7,276,0002,939
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0003,986
Mortgage-backed securities$2,0004,141
Certificates of participation in pools of residential mortgages$2,0004,017
Issued or guaranteed by U.S.$2,0003,956
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$7,276,000805
Available-for-sale securities (fair market value)$2,905,0004,325
Total debt securities$10,181,0004,100
Structured notes
Amortized cost$1,999,000430
Fair value$1,997,000400
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$9,472,0004,136
U.S. Government securities$1,979,0004,284
U.S. Treasury securities$01,631
U.S. Government agency obligations$1,979,0004,137
Securities issued by states & political subdivisions$7,493,0002,902
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0004,006
Mortgage-backed securities$2,0004,136
Certificates of participation in pools of residential mortgages$2,0004,013
Issued or guaranteed by U.S.$2,0003,947
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$7,493,000770
Available-for-sale securities (fair market value)$1,979,0004,389
Total debt securities$9,472,0004,112
Structured notes
Amortized cost$999,000428
Fair value$991,000387
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$9,149,0004,100
U.S. Government securities$999,0004,394
U.S. Treasury securities$01,194
U.S. Government agency obligations$999,0004,269
Securities issued by states & political subdivisions$8,150,0002,806
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0004,029
Mortgage-backed securities$2,0004,140
Certificates of participation in pools of residential mortgages$2,0004,014
Issued or guaranteed by U.S.$2,0003,950
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$8,150,000730
Available-for-sale securities (fair market value)$999,0004,468
Total debt securities$9,149,0004,075
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$11,280,0003,911
U.S. Government securities$3,483,0004,022
U.S. Treasury securities$500,0001,134
U.S. Government agency obligations$2,983,0003,932
Securities issued by states & political subdivisions$7,797,0002,731
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0004,043
Mortgage-backed securities$2,0004,151
Certificates of participation in pools of residential mortgages$2,0004,020
Issued or guaranteed by U.S.$2,0003,958
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$7,797,000746
Available-for-sale securities (fair market value)$3,483,0004,264
Total debt securities$11,280,0003,889
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$12,571,0003,814
U.S. Government securities$5,013,0003,826
U.S. Treasury securities$500,0001,178
U.S. Government agency obligations$4,513,0003,736
Securities issued by states & political subdivisions$7,558,0002,704
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0003,958
Mortgage-backed securities$2,0004,170
Certificates of participation in pools of residential mortgages$2,0004,034
Issued or guaranteed by U.S.$2,0003,975
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$7,558,000759
Available-for-sale securities (fair market value)$5,013,0004,167
Total debt securities$12,571,0003,793
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$15,928,0003,572
U.S. Government securities$8,518,0003,472
U.S. Treasury securities$01,297
U.S. Government agency obligations$8,518,0003,316
Securities issued by states & political subdivisions$7,410,0002,629
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0003,981
Mortgage-backed securities$2,0004,210
Certificates of participation in pools of residential mortgages$2,0004,074
Issued or guaranteed by U.S.$2,0004,005
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$7,410,000779
Available-for-sale securities (fair market value)$8,518,0003,899
Total debt securities$15,928,0003,548
Structured notes
Amortized cost$4,245,000118
Fair value$4,252,000116
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$16,653,0003,570
U.S. Government securities$9,670,0003,411
U.S. Treasury securities$01,363
U.S. Government agency obligations$9,670,0003,258
Securities issued by states & political subdivisions$6,983,0002,685
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0004,036
Mortgage-backed securities$2,0004,246
Certificates of participation in pools of residential mortgages$2,0004,101
Issued or guaranteed by U.S.$2,0004,037
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$6,983,000839
Available-for-sale securities (fair market value)$9,670,0003,851
Total debt securities$16,653,0003,546
Structured notes
Amortized cost$7,745,00093
Fair value$7,684,00093
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$16,556,0003,623
U.S. Government securities$9,469,0003,475
U.S. Treasury securities$01,429
U.S. Government agency obligations$9,469,0003,322
Securities issued by states & political subdivisions$7,087,0002,686
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0004,110
Mortgage-backed securities$2,0004,296
Certificates of participation in pools of residential mortgages$2,0004,146
Issued or guaranteed by U.S.$2,0004,073
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$7,087,000866
Available-for-sale securities (fair market value)$9,469,0003,926
Total debt securities$16,556,0003,602
Structured notes
Amortized cost$8,993,000110
Fair value$8,967,000109
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$16,485,0003,688
U.S. Government securities$9,379,0003,567
U.S. Treasury securities$01,467
U.S. Government agency obligations$9,379,0003,409
Securities issued by states & political subdivisions$7,106,0002,738
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$1,000,0004,156
Mortgage-backed securities$2,0004,326
Certificates of participation in pools of residential mortgages$2,0004,175
Issued or guaranteed by U.S.$2,0004,107
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)$7,106,000895
Available-for-sale securities (fair market value)$9,379,0003,985
Total debt securities$16,485,0003,667
Structured notes
Amortized cost$9,492,000125
Fair value$9,377,000125
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$16,254,0003,760
U.S. Government securities$9,259,0003,618
U.S. Treasury securities$01,516
U.S. Government agency obligations$9,259,0003,448
Securities issued by states & political subdivisions$6,995,0002,813
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$1,000,0004,191
Mortgage-backed securities$3,0004,363
Certificates of participation in pools of residential mortgages$3,0004,208
Issued or guaranteed by U.S.$3,0004,141
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)$6,995,000920
Available-for-sale securities (fair market value)$9,259,0004,039
Total debt securities$16,254,0003,740
Structured notes
Amortized cost$9,491,000138
Fair value$9,256,000138
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$16,186,0003,804
U.S. Government securities$9,112,0003,676
U.S. Treasury securities$01,513
U.S. Government agency obligations$9,112,0003,515
Securities issued by states & political subdivisions$7,074,0002,854
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$1,000,0004,233
Mortgage-backed securities$2,0004,410
Certificates of participation in pools of residential mortgages$2,0004,257
Issued or guaranteed by U.S.$2,0004,209
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)$7,074,000949
Available-for-sale securities (fair market value)$9,112,0004,099
Total debt securities$16,186,0003,781
Structured notes
Amortized cost$9,489,000145
Fair value$9,110,000146
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$15,950,0003,857
U.S. Government securities$8,955,0003,757
U.S. Treasury securities$01,500
U.S. Government agency obligations$8,955,0003,600
Securities issued by states & political subdivisions$6,995,0002,895
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$1,000,0004,290
Mortgage-backed securities$3,0004,463
Certificates of participation in pools of residential mortgages$3,0004,311
Issued or guaranteed by U.S.$3,0004,291
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)$6,995,000985
Available-for-sale securities (fair market value)$8,955,0004,166
Total debt securities$15,950,0003,835
Structured notes
Amortized cost$9,488,000134
Fair value$8,952,000135
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$16,006,0003,906
U.S. Government securities$9,059,0003,737
U.S. Treasury securities$01,475
U.S. Government agency obligations$9,059,0003,582
Securities issued by states & political subdivisions$6,947,0002,959
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$1,000,0004,337
Mortgage-backed securities$3,0004,517
Certificates of participation in pools of residential mortgages$3,0004,365
Issued or guaranteed by U.S.$3,0004,251
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)$6,947,0001,000
Available-for-sale securities (fair market value)$9,059,0004,210
Total debt securities$16,006,0003,882
Structured notes
Amortized cost$9,481,000135
Fair value$9,056,000135
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$16,042,0003,948
U.S. Government securities$9,078,0003,820
U.S. Treasury securities$01,426
U.S. Government agency obligations$9,078,0003,665
Securities issued by states & political subdivisions$6,964,0002,992
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0004,402
Mortgage-backed securities$3,0004,559
Certificates of participation in pools of residential mortgages$3,0004,408
Issued or guaranteed by U.S.$3,0004,400
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)$6,964,0001,021
Available-for-sale securities (fair market value)$9,078,0004,251
Total debt securities$16,042,0003,923
Structured notes
Amortized cost$9,484,000135
Fair value$9,075,000135
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$16,455,0003,990
U.S. Government securities$9,193,0003,825
U.S. Treasury securities$01,328
U.S. Government agency obligations$9,193,0003,682
Securities issued by states & political subdivisions$7,262,0003,022
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0004,479
Mortgage-backed securities$3,0004,613
Certificates of participation in pools of residential mortgages$3,0004,463
Issued or guaranteed by U.S.$3,0004,457
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)$7,262,0001,017
Available-for-sale securities (fair market value)$9,193,0004,322
Total debt securities$16,455,0003,965
Structured notes
Amortized cost$9,482,000132
Fair value$9,190,000132
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$16,432,0004,027
U.S. Government securities$9,292,0003,829
U.S. Treasury securities$01,313
U.S. Government agency obligations$9,292,0003,685
Securities issued by states & political subdivisions$7,140,0003,082
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0004,540
Mortgage-backed securities$3,0004,672
Certificates of participation in pools of residential mortgages$3,0004,520
Issued or guaranteed by U.S.$3,0004,515
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)$7,140,0001,053
Available-for-sale securities (fair market value)$9,292,0004,345
Total debt securities$16,432,0004,001
Structured notes
Amortized cost$9,481,000137
Fair value$9,289,000138
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$16,472,0004,080
U.S. Government securities$9,314,0003,883
U.S. Treasury securities$01,351
U.S. Government agency obligations$9,314,0003,747
Securities issued by states & political subdivisions$7,158,0003,119
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0004,572
Mortgage-backed securities$3,0004,717
Certificates of participation in pools of residential mortgages$3,0004,560
Issued or guaranteed by U.S.$3,0004,554
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)$7,158,0001,075
Available-for-sale securities (fair market value)$9,314,0004,385
Total debt securities$16,472,0004,055
Structured notes
Amortized cost$9,479,000144
Fair value$9,311,000144
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$16,641,0004,101
U.S. Government securities$9,212,0003,950
U.S. Treasury securities$01,390
U.S. Government agency obligations$9,212,0003,809
Securities issued by states & political subdivisions$7,429,0003,114
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0004,634
Mortgage-backed securities$3,0004,786
Certificates of participation in pools of residential mortgages$3,0004,627
Issued or guaranteed by U.S.$3,0004,622
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)$7,429,0001,080
Available-for-sale securities (fair market value)$9,212,0004,425
Total debt securities$16,641,0004,076
Structured notes
Amortized cost$9,477,000155
Fair value$9,209,000158
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$16,278,0004,135
U.S. Government securities$8,913,0003,993
U.S. Treasury securities$01,367
U.S. Government agency obligations$8,913,0003,850
Securities issued by states & political subdivisions$7,365,0003,150
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0004,682
Mortgage-backed securities$3,0004,828
Certificates of participation in pools of residential mortgages$3,0004,672
Issued or guaranteed by U.S.$3,0004,666
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)$7,365,0001,082
Available-for-sale securities (fair market value)$8,913,0004,459
Total debt securities$16,278,0004,109
Structured notes
Amortized cost$9,233,000149
Fair value$8,910,000151
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$14,806,0004,277
U.S. Government securities$7,748,0004,170
U.S. Treasury securities$01,214
U.S. Government agency obligations$7,748,0004,052
Securities issued by states & political subdivisions$7,058,0003,200
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0004,756
Mortgage-backed securities$3,0004,871
Certificates of participation in pools of residential mortgages$3,0004,710
Issued or guaranteed by U.S.$3,0004,706
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)$7,058,0001,103
Available-for-sale securities (fair market value)$7,748,0004,601
Total debt securities$14,806,0004,251
Structured notes
Amortized cost$7,243,000174
Fair value$7,230,000174
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$16,384,0004,202
U.S. Government securities$8,991,0004,087
U.S. Treasury securities$01,253
U.S. Government agency obligations$8,991,0003,962
Securities issued by states & political subdivisions$7,393,0003,144
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0004,838
Mortgage-backed securities$3,0004,935
Certificates of participation in pools of residential mortgages$3,0004,777
Issued or guaranteed by U.S.$3,0004,771
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)$7,393,0001,111
Available-for-sale securities (fair market value)$8,991,0004,518
Total debt securities$16,384,0004,179
Structured notes
Amortized cost$8,994,000173
Fair value$8,988,000174
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$16,551,0004,253
U.S. Government securities$8,715,0004,232
U.S. Treasury securities$01,296
U.S. Government agency obligations$8,715,0004,116
Securities issued by states & political subdivisions$7,836,0003,086
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0004,894
Mortgage-backed securities$3,0004,979
Certificates of participation in pools of residential mortgages$3,0004,820
Issued or guaranteed by U.S.$3,0004,816
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)$7,836,0001,121
Available-for-sale securities (fair market value)$8,715,0004,616
Total debt securities$16,551,0004,228
Structured notes
Amortized cost$8,718,000209
Fair value$8,711,000209
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$16,954,0004,265
U.S. Government securities$8,700,0004,286
U.S. Treasury securities$01,367
U.S. Government agency obligations$8,700,0004,155
Securities issued by states & political subdivisions$8,254,0003,047
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,500,0004,771
Mortgage-backed securities$3,0005,026
Certificates of participation in pools of residential mortgages$3,0004,862
Issued or guaranteed by U.S.$3,0004,857
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)$8,254,0001,120
Available-for-sale securities (fair market value)$8,700,0004,679
Total debt securities$16,960,0004,237
Structured notes
Amortized cost$8,719,000250
Fair value$8,697,000250
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$17,398,0004,309
U.S. Government securities$8,725,0004,355
U.S. Treasury securities$01,303
U.S. Government agency obligations$8,725,0004,242
Securities issued by states & political subdivisions$8,673,0003,002
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$1,500,0004,840
Mortgage-backed securities$4,0005,084
Certificates of participation in pools of residential mortgages$4,0004,915
Issued or guaranteed by U.S.$4,0004,909
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)$8,673,0001,103
Available-for-sale securities (fair market value)$8,725,0004,754
Total debt securities$17,398,0004,285
Structured notes
Amortized cost$6,974,000352
Fair value$6,971,000347
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$19,076,0004,245
U.S. Government securities$10,529,0004,229
U.S. Treasury securities$01,348
U.S. Government agency obligations$10,529,0004,114
Securities issued by states & political subdivisions$8,547,0003,035
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$500,0005,230
Mortgage-backed securities$4,0005,159
Certificates of participation in pools of residential mortgages$4,0004,990
Issued or guaranteed by U.S.$4,0004,986
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)$8,547,0001,120
Available-for-sale securities (fair market value)$10,529,0004,656
Total debt securities$19,076,0004,217
Structured notes
Amortized cost$9,998,000303
Fair value$9,949,000299
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$19,645,0004,250
U.S. Government securities$11,005,0004,241
U.S. Treasury securities$01,327
U.S. Government agency obligations$11,005,0004,119
Securities issued by states & political subdivisions$8,640,0003,011
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,000,0004,807
Mortgage-backed securities$4,0005,216
Certificates of participation in pools of residential mortgages$4,0005,050
Issued or guaranteed by U.S.$4,0005,041
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)$8,640,0001,134
Available-for-sale securities (fair market value)$11,005,0004,672
Total debt securities$19,645,0004,223
Structured notes
Amortized cost$10,997,000313
Fair value$11,001,000312
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$17,175,0004,525
U.S. Government securities$8,493,0004,638
U.S. Treasury securities$01,361
U.S. Government agency obligations$8,493,0004,519
Securities issued by states & political subdivisions$8,682,0003,023
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$2,000,0004,866
Mortgage-backed securities$5,0005,296
Certificates of participation in pools of residential mortgages$5,0005,114
Issued or guaranteed by U.S.$5,0005,105
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)$8,682,0001,141
Available-for-sale securities (fair market value)$8,493,0004,991
Total debt securities$17,175,0004,509
Structured notes
Amortized cost$7,997,000446
Fair value$7,988,000430
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$18,100,0004,525
U.S. Government securities$9,413,0004,624
U.S. Treasury securities$01,381
U.S. Government agency obligations$9,413,0004,506
Securities issued by states & political subdivisions$8,687,0003,067
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$2,500,0004,785
Mortgage-backed securities$5,0005,384
Certificates of participation in pools of residential mortgages$5,0005,204
Issued or guaranteed by U.S.$5,0005,197
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)$8,687,0001,161
Available-for-sale securities (fair market value)$9,413,0004,985
Total debt securities$18,100,0004,501
Structured notes
Amortized cost$9,496,000421
Fair value$9,408,000417
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$19,642,0004,449
U.S. Government securities$10,819,0004,509
U.S. Treasury securities$01,342
U.S. Government agency obligations$10,819,0004,402
Securities issued by states & political subdivisions$8,823,0003,078
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$2,500,0004,838
Mortgage-backed securities$5,0005,436
Certificates of participation in pools of residential mortgages$5,0005,259
Issued or guaranteed by U.S.$5,0005,253
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)$8,823,0001,175
Available-for-sale securities (fair market value)$10,819,0004,895
Total debt securities$19,642,0004,429
Structured notes
Amortized cost$10,995,000379
Fair value$10,814,000375
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$20,294,0004,424
U.S. Government securities$11,631,0004,436
U.S. Treasury securities$01,198
U.S. Government agency obligations$11,631,0004,336
Securities issued by states & political subdivisions$8,663,0003,110
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$3,000,0004,732
Mortgage-backed securities$5,0005,493
Certificates of participation in pools of residential mortgages$5,0005,319
Issued or guaranteed by U.S.$5,0005,311
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$8,663,0001,173
Available-for-sale securities (fair market value)$11,631,0004,856
Total debt securities$20,294,0004,402
Structured notes
Amortized cost$12,000,000358
Fair value$11,626,000358
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$20,718,0004,406
U.S. Government securities$11,946,0004,390
U.S. Treasury securities$01,131
U.S. Government agency obligations$11,946,0004,295
Securities issued by states & political subdivisions$8,772,0003,090
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$4,500,0004,341
Mortgage-backed securities$6,0005,533
Certificates of participation in pools of residential mortgages$6,0005,355
Issued or guaranteed by U.S.$6,0005,346
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$8,772,0001,152
Available-for-sale securities (fair market value)$11,946,0004,858
Total debt securities$20,718,0004,385
Structured notes
Amortized cost$12,500,000336
Fair value$11,940,000337
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$21,553,0004,361
U.S. Government securities$12,025,0004,408
U.S. Treasury securities$01,131
U.S. Government agency obligations$12,025,0004,303
Securities issued by states & political subdivisions$9,528,0002,970
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$4,500,0004,396
Mortgage-backed securities$6,0005,590
Certificates of participation in pools of residential mortgages$6,0005,414
Issued or guaranteed by U.S.$6,0005,405
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$9,528,0001,078
Available-for-sale securities (fair market value)$12,025,0004,902
Total debt securities$21,553,0004,333
Structured notes
Amortized cost$12,500,000325
Fair value$12,019,000327
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$22,072,0004,315
U.S. Government securities$12,143,0004,387
U.S. Treasury securities$01,152
U.S. Government agency obligations$12,143,0004,292
Securities issued by states & political subdivisions$9,929,0002,900
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$2,500,0004,960
Mortgage-backed securities$7,0005,606
Certificates of participation in pools of residential mortgages$7,0005,417
Issued or guaranteed by U.S.$7,0005,407
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$9,929,0001,000
Available-for-sale securities (fair market value)$12,143,0004,902
Total debt securities$22,072,0004,283
Structured notes
Amortized cost$12,500,000319
Fair value$12,136,000320
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$23,860,0004,182
U.S. Government securities$13,993,0004,191
U.S. Treasury securities$01,161
U.S. Government agency obligations$13,993,0004,090
Securities issued by states & political subdivisions$9,867,0002,872
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,000,0004,572
Mortgage-backed securities$7,0005,667
Certificates of participation in pools of residential mortgages$7,0005,470
Issued or guaranteed by U.S.$7,0005,462
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$9,867,000977
Available-for-sale securities (fair market value)$13,993,0004,743
Total debt securities$23,860,0004,156
Structured notes
Amortized cost$14,000,000312
Fair value$13,986,000313
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$18,309,0004,643
U.S. Government securities$9,318,0004,806
U.S. Treasury securities$01,135
U.S. Government agency obligations$9,318,0004,707
Securities issued by states & political subdivisions$8,991,0002,992
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,500,0004,414
Mortgage-backed securities$8,0005,702
Certificates of participation in pools of residential mortgages$8,0005,490
Issued or guaranteed by U.S.$8,0005,484
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$8,991,0001,016
Available-for-sale securities (fair market value)$9,318,0005,246
Total debt securities$18,309,0004,610
Structured notes
Amortized cost$9,300,000446
Fair value$9,310,000447
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$19,464,0004,591
U.S. Government securities$10,763,0004,680
U.S. Treasury securities$01,086
U.S. Government agency obligations$10,763,0004,577
Securities issued by states & political subdivisions$8,701,0003,010
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,500,0004,463
Mortgage-backed securities$9,0005,792
Certificates of participation in pools of residential mortgages$9,0005,584
Issued or guaranteed by U.S.$9,0005,573
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$8,701,0001,044
Available-for-sale securities (fair market value)$10,763,0005,161
Total debt securities$19,464,0004,558
Structured notes
Amortized cost$10,550,000415
Fair value$10,553,000415
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$18,354,0004,732
U.S. Government securities$9,768,0004,924
U.S. Treasury securities$01,068
U.S. Government agency obligations$9,768,0004,828
Securities issued by states & political subdivisions$8,586,0002,965
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,750,0005,423
Mortgage-backed securities$10,0005,828
Certificates of participation in pools of residential mortgages$10,0005,618
Issued or guaranteed by U.S.$10,0005,608
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$8,586,0001,048
Available-for-sale securities (fair market value)$9,768,0005,333
Total debt securities$18,354,0004,699
Structured notes
Amortized cost$9,550,000515
Fair value$9,555,000516
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$21,202,0004,499
U.S. Government securities$12,412,0004,607
U.S. Treasury securities$01,157
U.S. Government agency obligations$12,412,0004,515
Securities issued by states & political subdivisions$8,790,0002,854
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,525,0005,532
Mortgage-backed securities$10,0005,869
Certificates of participation in pools of residential mortgages$10,0005,656
Issued or guaranteed by U.S.$10,0005,647
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$8,790,0001,057
Available-for-sale securities (fair market value)$12,412,0005,045
Total debt securities$21,202,0004,475
Structured notes
Amortized cost$10,149,000574
Fair value$10,121,000576
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$17,706,0004,796
U.S. Government securities$10,466,0004,861
U.S. Treasury securities$01,076
U.S. Government agency obligations$10,466,0004,759
Securities issued by states & political subdivisions$7,240,0003,098
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,525,0005,285
Mortgage-backed securities$11,0005,882
Certificates of participation in pools of residential mortgages$11,0005,653
Issued or guaranteed by U.S.$11,0005,641
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$7,240,0001,170
Available-for-sale securities (fair market value)$10,466,0005,263
Total debt securities$17,706,0004,770
Structured notes
Amortized cost$7,849,000693
Fair value$7,851,000691
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$17,949,0004,723
U.S. Government securities$10,586,0004,807
U.S. Treasury securities$01,126
U.S. Government agency obligations$10,586,0004,703
Securities issued by states & political subdivisions$7,363,0003,006
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,312,0005,012
Mortgage-backed securities$11,0005,911
Certificates of participation in pools of residential mortgages$11,0005,675
Issued or guaranteed by U.S.$11,0005,663
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$7,363,0001,168
Available-for-sale securities (fair market value)$10,586,0005,220
Total debt securities$17,949,0004,688
Structured notes
Amortized cost$7,680,000733
Fair value$7,689,000734
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$17,612,0004,817
U.S. Government securities$10,187,0005,001
U.S. Treasury securities$01,225
U.S. Government agency obligations$10,187,0004,886
Securities issued by states & political subdivisions$7,425,0002,936
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,829,0004,568
Mortgage-backed securities$11,0005,945
Certificates of participation in pools of residential mortgages$11,0005,698
Issued or guaranteed by U.S.$11,0005,691
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$7,425,0001,172
Available-for-sale securities (fair market value)$10,187,0005,348
Total debt securities$17,612,0004,781
Structured notes
Amortized cost$6,498,000971
Fair value$6,505,000972
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$19,078,0004,652
U.S. Government securities$11,237,0004,807
U.S. Treasury securities$01,272
U.S. Government agency obligations$11,237,0004,680
Securities issued by states & political subdivisions$7,841,0002,817
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,775,0004,583
Mortgage-backed securities$12,0005,963
Certificates of participation in pools of residential mortgages$12,0005,709
Issued or guaranteed by U.S.$12,0005,698
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$6,484,0001,264
Available-for-sale securities (fair market value)$12,594,0004,992
Total debt securities$19,078,0004,613
Structured notes
Amortized cost$6,747,0001,003
Fair value$6,688,0001,006
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$17,187,0004,754
U.S. Government securities$9,740,0004,891
U.S. Treasury securities$01,275
U.S. Government agency obligations$9,740,0004,770
Securities issued by states & political subdivisions$7,447,0002,897
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,095,0004,821
Mortgage-backed securities$12,0005,991
Certificates of participation in pools of residential mortgages$12,0005,704
Issued or guaranteed by U.S.$12,0005,693
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$6,289,0001,290
Available-for-sale securities (fair market value)$10,898,0005,140
Total debt securities$17,187,0004,723
Structured notes
Amortized cost$4,321,0001,256
Fair value$4,258,0001,258
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$15,059,0004,965
U.S. Government securities$8,055,0005,201
U.S. Treasury securities$01,180
U.S. Government agency obligations$8,055,0005,085
Securities issued by states & political subdivisions$7,004,0002,898
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,025,0005,278
Mortgage-backed securities$12,0006,050
Certificates of participation in pools of residential mortgages$12,0005,743
Issued or guaranteed by U.S.$12,0005,728
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$6,064,0001,348
Available-for-sale securities (fair market value)$8,995,0005,377
Total debt securities$15,059,0004,928
Structured notes
Amortized cost$2,573,0001,686
Fair value$2,580,0001,688
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$15,041,0004,986
U.S. Government securities$8,443,0005,240
U.S. Treasury securities$01,121
U.S. Government agency obligations$8,443,0005,126
Securities issued by states & political subdivisions$6,598,0002,860
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,025,0005,330
Mortgage-backed securities$20,0006,053
Certificates of participation in pools of residential mortgages$20,0005,751
Issued or guaranteed by U.S.$20,0005,740
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$5,653,0001,432
Available-for-sale securities (fair market value)$9,388,0005,364
Total debt securities$15,041,0004,950
Structured notes
Amortized cost$3,000,0001,615
Fair value$3,011,0001,659
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$16,456,0004,856
U.S. Government securities$10,264,0004,946
U.S. Treasury securities$01,130
U.S. Government agency obligations$10,264,0004,843
Securities issued by states & political subdivisions$6,192,0002,941
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,750,0005,126
Mortgage-backed securities$21,0006,147
Certificates of participation in pools of residential mortgages$21,0005,852
Issued or guaranteed by U.S.$21,0005,842
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$5,373,0001,482
Available-for-sale securities (fair market value)$11,083,0005,133
Total debt securities$16,456,0004,813
Structured notes
Amortized cost$1,250,0002,162
Fair value$1,252,0002,166
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$15,114,0004,998
U.S. Government securities$9,973,0005,001
U.S. Treasury securities$01,077
U.S. Government agency obligations$9,973,0004,905
Securities issued by states & political subdivisions$5,141,0003,212
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,750,0005,162
Mortgage-backed securities$22,0006,199
Certificates of participation in pools of residential mortgages$22,0005,911
Issued or guaranteed by U.S.$22,0005,898
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$4,322,0001,623
Available-for-sale securities (fair market value)$10,792,0005,185
Total debt securities$15,114,0004,961
Structured notes
Amortized cost$1,000,0001,971
Fair value$995,0002,102
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$14,714,0005,099
U.S. Government securities$9,889,0005,030
U.S. Treasury securities$01,047
U.S. Government agency obligations$9,889,0004,933
Securities issued by states & political subdivisions$4,825,0003,312
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,250,0005,371
Mortgage-backed securities$22,0006,275
Certificates of participation in pools of residential mortgages$22,0005,993
Issued or guaranteed by U.S.$22,0005,974
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$4,006,0001,726
Available-for-sale securities (fair market value)$10,708,0005,228
Total debt securities$14,714,0005,056
Structured notes
Amortized cost$500,0002,012
Fair value$499,0002,125
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$15,289,0005,008
U.S. Government securities$10,537,0004,888
U.S. Treasury securities$01,036
U.S. Government agency obligations$10,537,0004,800
Securities issued by states & political subdivisions$4,752,0003,288
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,500,0005,293
Mortgage-backed securities$23,0006,327
Certificates of participation in pools of residential mortgages$23,0006,044
Issued or guaranteed by U.S.$23,0006,023
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$3,933,0001,755
Available-for-sale securities (fair market value)$11,356,0005,110
Total debt securities$15,289,0004,957
Structured notes
Amortized cost$500,0001,532
Fair value$495,0001,629
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$14,955,0005,103
U.S. Government securities$11,132,0004,870
U.S. Treasury securities$0981
U.S. Government agency obligations$11,132,0004,782
Securities issued by states & political subdivisions$3,823,0003,516
Other domestic debt securities$03,349
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$02,517
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$2,750,0005,248
Mortgage-backed securities$23,0006,378
Certificates of participation in pools of residential mortgages$23,0006,106
Issued or guaranteed by U.S.$23,0006,090
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,711,0001,817
Available-for-sale securities (fair market value)$11,244,0005,170
Total debt securities$14,955,0005,061
Structured notes
Amortized cost$499,0001,393
Fair value$499,0001,360
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$12,973,0005,418
U.S. Government securities$9,360,0005,292
U.S. Treasury securities$0973
U.S. Government agency obligations$9,360,0005,208
Securities issued by states & political subdivisions$3,613,0003,549
Other domestic debt securities$03,273
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$02,447
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$2,750,0005,331
Mortgage-backed securities$24,0006,403
Certificates of participation in pools of residential mortgages$24,0006,136
Issued or guaranteed by U.S.$24,0006,116
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,613,0001,829
Available-for-sale securities (fair market value)$9,360,0005,507
Total debt securities$12,973,0005,377
Structured notes
Amortized cost$1,249,000863
Fair value$1,257,000858
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$11,778,0005,573
U.S. Government securities$7,966,0005,581
U.S. Treasury securities$01,019
U.S. Government agency obligations$7,966,0005,493
Securities issued by states & political subdivisions$3,563,0003,535
Other domestic debt securities$249,0002,902
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$249,0002,130
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$2,750,0005,348
Mortgage-backed securities$26,0006,416
Certificates of participation in pools of residential mortgages$26,0006,146
Issued or guaranteed by U.S.$26,0006,126
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,563,0001,853
Available-for-sale securities (fair market value)$8,215,0005,673
Total debt securities$11,778,0005,533
Structured notes
Amortized cost$1,048,000908
Fair value$1,037,000917
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$12,196,0005,550
U.S. Government securities$8,211,0005,544
U.S. Treasury securities$01,021
U.S. Government agency obligations$8,211,0005,464
Securities issued by states & political subdivisions$3,639,0003,527
Other domestic debt securities$346,0002,785
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$346,0002,060
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$2,750,0005,332
Mortgage-backed securities$28,0006,430
Certificates of participation in pools of residential mortgages$28,0006,162
Issued or guaranteed by U.S.$28,0006,137
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,639,0001,848
Available-for-sale securities (fair market value)$8,557,0005,675
Total debt securities$12,196,0005,488
Structured notes
Amortized cost$798,0001,200
Fair value$785,0001,200
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$11,672,0005,644
U.S. Government securities$7,888,0005,628
U.S. Treasury securities$01,044
U.S. Government agency obligations$7,888,0005,538
Securities issued by states & political subdivisions$3,444,0003,612
Other domestic debt securities$340,0002,744
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$340,0002,024
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$1,000,0006,115
Mortgage-backed securities$29,0006,428
Certificates of participation in pools of residential mortgages$29,0006,154
Issued or guaranteed by U.S.$29,0006,125
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,444,0001,901
Available-for-sale securities (fair market value)$8,228,0005,736
Total debt securities$11,672,0005,571
Structured notes
Amortized cost$798,0001,310
Fair value$804,0001,306
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$11,028,0005,842
U.S. Government securities$7,539,0005,874
U.S. Treasury securities$01,146
U.S. Government agency obligations$7,539,0005,762
Securities issued by states & political subdivisions$3,151,0003,728
Other domestic debt securities$338,0002,575
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$338,0001,896
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$2,325,0005,526
Mortgage-backed securities$32,0006,362
Certificates of participation in pools of residential mortgages$32,0006,081
Issued or guaranteed by U.S.$32,0006,060
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)$3,151,0002,021
Available-for-sale securities (fair market value)$7,877,0005,852
Total debt securities$11,028,0005,774
Structured notes
Amortized cost$1,665,0001,222
Fair value$1,678,0001,217
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$11,276,0005,858
U.S. Government securities$7,996,0005,843
U.S. Treasury securities$01,235
U.S. Government agency obligations$7,996,0005,740
Securities issued by states & political subdivisions$2,939,0003,825
Other domestic debt securities$341,0002,529
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$341,0001,872
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$3,075,0005,206
Mortgage-backed securities$53,0006,256
Certificates of participation in pools of residential mortgages$53,0005,950
Issued or guaranteed by U.S.$53,0005,927
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)$2,939,0002,112
Available-for-sale securities (fair market value)$8,337,0005,808
Total debt securities$11,276,0005,793
Structured notes
Amortized cost$2,763,0001,027
Fair value$2,771,0001,022
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$10,660,0005,986
U.S. Government securities$7,746,0005,913
U.S. Treasury securities$01,362
U.S. Government agency obligations$7,746,0005,803
Securities issued by states & political subdivisions$2,569,0003,986
Other domestic debt securities$345,0002,474
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$345,0001,832
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$3,875,0004,946
Mortgage-backed securities$60,0006,258
Certificates of participation in pools of residential mortgages$60,0005,941
Issued or guaranteed by U.S.$60,0005,919
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)$2,569,0002,227
Available-for-sale securities (fair market value)$8,091,0005,848
Total debt securities$10,660,0005,930
Structured notes
Amortized cost$3,601,000863
Fair value$3,573,000859
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$11,778,0005,777
U.S. Government securities$8,761,0005,710
U.S. Treasury securities$01,448
U.S. Government agency obligations$8,761,0005,592
Securities issued by states & political subdivisions$2,674,0003,954
Other domestic debt securities$343,0002,499
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$343,0001,879
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$4,325,0004,791
Mortgage-backed securities$67,0006,256
Certificates of participation in pools of residential mortgages$67,0005,936
Issued or guaranteed by U.S.$67,0005,912
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)$2,674,0002,227
Available-for-sale securities (fair market value)$9,104,0005,683
Total debt securities$11,778,0005,724
Structured notes
Amortized cost$4,299,000786
Fair value$4,284,000780
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$10,948,0005,991
U.S. Government securities$7,784,0005,990
U.S. Treasury securities$199,0001,398
U.S. Government agency obligations$7,585,0005,922
Securities issued by states & political subdivisions$2,721,0003,939
Other domestic debt securities$443,0002,449
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$443,0001,869
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$4,575,0004,713
Mortgage-backed securities$75,0006,258
Certificates of participation in pools of residential mortgages$75,0005,929
Issued or guaranteed by U.S.$75,0005,904
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)$2,721,0002,263
Available-for-sale securities (fair market value)$8,227,0005,877
Total debt securities$10,948,0005,938
Structured notes
Amortized cost$4,129,000859
Fair value$4,100,000858
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$11,393,0005,939
U.S. Government securities$7,469,0006,135
U.S. Treasury securities$199,0001,467
U.S. Government agency obligations$7,270,0006,062
Securities issued by states & political subdivisions$3,247,0003,681
Other domestic debt securities$677,0002,185
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$677,0001,622
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$4,775,0004,689
Mortgage-backed securities$83,0006,280
Certificates of participation in pools of residential mortgages$83,0005,950
Issued or guaranteed by U.S.$83,0005,919
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)$3,147,0002,205
Available-for-sale securities (fair market value)$8,246,0005,901
Total debt securities$11,393,0005,878
Structured notes
Amortized cost$4,328,000903
Fair value$4,283,000901
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$11,961,0005,846
U.S. Government securities$7,860,0006,060
U.S. Treasury securities$197,0001,528
U.S. Government agency obligations$7,663,0005,970
Securities issued by states & political subdivisions$3,454,0003,596
Other domestic debt securities$647,0002,233
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$647,0001,683
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$4,775,0004,718
Mortgage-backed securities$89,0006,304
Certificates of participation in pools of residential mortgages$89,0005,967
Issued or guaranteed by U.S.$89,0005,939
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)$3,354,0002,186
Available-for-sale securities (fair market value)$8,607,0005,834
Total debt securities$11,961,0005,796
Structured notes
Amortized cost$4,828,000900
Fair value$4,717,000900
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$12,082,0005,857
U.S. Government securities$8,182,0006,022
U.S. Treasury securities$197,0001,615
U.S. Government agency obligations$7,985,0005,932
Securities issued by states & political subdivisions$3,263,0003,693
Other domestic debt securities$637,0002,292
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$637,0001,758
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$2,950,0005,383
Mortgage-backed securities$98,0006,324
Certificates of participation in pools of residential mortgages$98,0005,979
Issued or guaranteed by U.S.$98,0005,955
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,163,0002,267
Available-for-sale securities (fair market value)$8,919,0005,821
Total debt securities$12,082,0005,804
Structured notes
Amortized cost$4,828,000914
Fair value$4,744,000913
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$12,136,0005,884
U.S. Government securities$8,409,0005,959
U.S. Treasury securities$397,0001,502
U.S. Government agency obligations$8,012,0005,908
Securities issued by states & political subdivisions$3,094,0003,795
Other domestic debt securities$633,0002,376
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$633,0001,868
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$2,950,0005,417
Mortgage-backed securities$105,0006,380
Certificates of participation in pools of residential mortgages$105,0006,021
Issued or guaranteed by U.S.$105,0005,995
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,994,0002,361
Available-for-sale securities (fair market value)$9,142,0005,794
Total debt securities$12,136,0005,831
Structured notes
Amortized cost$4,828,000920
Fair value$4,756,000919
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$13,200,0005,680
U.S. Government securities$9,462,0005,685
U.S. Treasury securities$396,0001,536
U.S. Government agency obligations$9,066,0005,644
Securities issued by states & political subdivisions$2,989,0003,835
Other domestic debt securities$749,0002,336
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$749,0001,860
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$2,950,0005,417
Mortgage-backed securities$118,0006,395
Certificates of participation in pools of residential mortgages$118,0006,029
Issued or guaranteed by U.S.$118,0006,008
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,889,0002,407
Available-for-sale securities (fair market value)$10,311,0005,542
Total debt securities$13,200,0005,624
Structured notes
Amortized cost$5,328,000812
Fair value$5,302,000809
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$13,166,0005,728
U.S. Government securities$9,424,0005,734
U.S. Treasury securities$397,0001,595
U.S. Government agency obligations$9,027,0005,698
Securities issued by states & political subdivisions$2,992,0003,801
Other domestic debt securities$750,0002,410
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$750,0001,939
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$2,200,0005,725
Mortgage-backed securities$137,0006,393
Certificates of participation in pools of residential mortgages$137,0006,028
Issued or guaranteed by U.S.$137,0006,001
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,892,0002,438
Available-for-sale securities (fair market value)$10,274,0005,580
Total debt securities$13,166,0005,659
Structured notes
Amortized cost$5,232,000799
Fair value$5,228,000799
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$12,914,0005,848
U.S. Government securities$9,374,0005,832
U.S. Treasury securities$394,0001,704
U.S. Government agency obligations$8,980,0005,793
Securities issued by states & political subdivisions$2,793,0003,892
Other domestic debt securities$747,0002,491
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$747,0002,048
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$1,400,0006,238
Mortgage-backed securities$151,0006,440
Certificates of participation in pools of residential mortgages$151,0006,075
Issued or guaranteed by U.S.$151,0006,052
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,693,0002,515
Available-for-sale securities (fair market value)$10,221,0005,658
Total debt securities$12,914,0005,789
Structured notes
Amortized cost$4,729,000914
Fair value$4,677,000906
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$11,508,0006,178
U.S. Government securities$8,022,0006,159
U.S. Treasury securities$197,0001,858
U.S. Government agency obligations$7,825,0006,089
Securities issued by states & political subdivisions$3,084,0003,778
Other domestic debt securities$402,0002,908
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$402,0002,473
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$1,300,0006,277
Mortgage-backed securities$166,0006,453
Certificates of participation in pools of residential mortgages$166,0006,075
Issued or guaranteed by U.S.$166,0006,056
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,984,0002,467
Available-for-sale securities (fair market value)$8,524,0006,005
Total debt securities$11,508,0006,113
Structured notes
Amortized cost$3,633,0001,074
Fair value$3,628,0001,073
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$10,322,0006,431
U.S. Government securities$6,869,0006,531
U.S. Treasury securities$198,0001,877
U.S. Government agency obligations$6,671,0006,427
Securities issued by states & political subdivisions$2,895,0003,878
Other domestic debt securities$558,0002,688
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$558,0002,284
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$1,413,0006,266
Mortgage-backed securities$190,0006,468
Certificates of participation in pools of residential mortgages$190,0006,073
Issued or guaranteed by U.S.$190,0006,056
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,895,0002,515
Available-for-sale securities (fair market value)$7,427,0006,293
Total debt securities$10,322,0006,357
Structured notes
Amortized cost$3,085,0001,196
Fair value$3,094,0001,197
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$11,920,0006,178
U.S. Government securities$8,415,0006,182
U.S. Treasury securities$197,0001,992
U.S. Government agency obligations$8,218,0006,062
Securities issued by states & political subdivisions$2,847,0003,894
Other domestic debt securities$658,0002,714
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$658,0002,319
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$1,913,0005,996
Mortgage-backed securities$216,0006,493
Certificates of participation in pools of residential mortgages$216,0006,090
Issued or guaranteed by U.S.$216,0006,074
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,847,0002,557
Available-for-sale securities (fair market value)$9,073,0006,016
Total debt securities$11,920,0006,105
Structured notes
Amortized cost$2,835,0001,286
Fair value$2,790,0001,289
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$11,960,0006,148
U.S. Government securities$8,549,0006,101
U.S. Treasury securities$200,0001,959
U.S. Government agency obligations$8,349,0005,990
Securities issued by states & political subdivisions$2,742,0003,956
Other domestic debt securities$669,0002,804
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$669,0002,397
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$2,213,0005,760
Mortgage-backed securities$255,0006,465
Certificates of participation in pools of residential mortgages$255,0006,029
Issued or guaranteed by U.S.$255,0006,008
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,742,0002,560
Available-for-sale securities (fair market value)$9,218,0005,984
Total debt securities$11,960,0006,065
Structured notes
Amortized cost$1,599,0001,483
Fair value$1,604,0001,485
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$12,645,0006,072
U.S. Government securities$8,711,0006,119
U.S. Treasury securities$301,0001,957
U.S. Government agency obligations$8,410,0006,032
Securities issued by states & political subdivisions$2,962,0003,879
Other domestic debt securities$972,0002,646
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$972,0002,340
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$2,513,0005,570
Mortgage-backed securities$288,0006,460
Certificates of participation in pools of residential mortgages$288,0006,042
Issued or guaranteed by U.S.$288,0006,018
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,962,0002,528
Available-for-sale securities (fair market value)$9,683,0005,926
Total debt securities$12,645,0005,982
Structured notes
Amortized cost$1,350,0001,497
Fair value$1,346,0001,498
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$11,846,0006,151
U.S. Government securities$7,906,0006,198
U.S. Treasury securities$403,0001,956
U.S. Government agency obligations$7,503,0006,136
Securities issued by states & political subdivisions$2,965,0003,879
Other domestic debt securities$975,0002,760
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$975,0002,458
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$2,513,0005,534
Mortgage-backed securities$332,0006,448
Certificates of participation in pools of residential mortgages$332,0006,023
Issued or guaranteed by U.S.$332,0005,997
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,965,0002,550
Available-for-sale securities (fair market value)$8,881,0006,030
Total debt securities$11,846,0006,061
Structured notes
Amortized cost$1,250,0001,303
Fair value$1,243,0001,308
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$11,585,0006,133
U.S. Government securities$7,547,0006,236
U.S. Treasury securities$405,0001,972
U.S. Government agency obligations$7,142,0006,181
Securities issued by states & political subdivisions$3,054,0003,801
Other domestic debt securities$984,0002,822
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$984,0002,501
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$1,450,0006,224
Mortgage-backed securities$418,0006,407
Certificates of participation in pools of residential mortgages$418,0005,946
Issued or guaranteed by U.S.$418,0005,926
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
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)$3,054,0002,545
Available-for-sale securities (fair market value)$8,531,0006,057
Total debt securities$11,585,0006,039
Structured notes
Amortized cost$494,0001,771
Fair value$499,0001,761
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$11,805,0006,137
U.S. Government securities$7,797,0006,205
U.S. Treasury securities$407,0002,016
U.S. Government agency obligations$7,390,0006,146
Securities issued by states & political subdivisions$3,048,0003,739
Other domestic debt securities$960,0002,882
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$960,0002,549
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$1,450,0006,247
Mortgage-backed securities$254,0006,634
Certificates of participation in pools of residential mortgages$254,0006,173
Issued or guaranteed by U.S.$254,0006,154
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
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)$2,952,0002,617
Available-for-sale securities (fair market value)$8,853,0005,968
Total debt securities$11,805,0006,044
Structured notes
Amortized cost$450,0001,522
Fair value$455,0001,521
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$11,830,0006,100
U.S. Government securities$7,929,0006,182
U.S. Treasury securities$408,0002,150
U.S. Government agency obligations$7,521,0006,118
Securities issued by states & political subdivisions$3,145,0003,678
Other domestic debt securities$756,0003,027
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$756,0002,686
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$1,700,0006,081
Mortgage-backed securities$389,0006,479
Certificates of participation in pools of residential mortgages$251,0006,157
Issued or guaranteed by U.S.$251,0006,139
Privately issued$0252
Collaterized mortgage obligations$138,0004,052
CMOs issued by government agencies or sponsored agencies$138,0003,876
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)$3,048,0002,626
Available-for-sale securities (fair market value)$8,782,0006,009
Total debt securities$11,830,0006,003
Structured notes
Amortized cost$201,0001,488
Fair value$205,0001,490
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$9,668,0006,600
U.S. Government securities$6,422,0006,668
U.S. Treasury securities$301,0002,763
U.S. Government agency obligations$6,121,0006,550
Securities issued by states & political subdivisions$2,598,0003,966
Other domestic debt securities$648,0003,206
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$648,0002,759
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$1,700,0006,167
Mortgage-backed securities$953,0005,949
Certificates of participation in pools of residential mortgages$398,0005,848
Issued or guaranteed by U.S.$398,0005,824
Privately issued$0260
Collaterized mortgage obligations$555,0003,659
CMOs issued by government agencies or sponsored agencies$555,0003,492
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)$2,498,0002,979
Available-for-sale securities (fair market value)$7,170,0006,356
Total debt securities$9,668,0006,503
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$11,187,0006,448
U.S. Government securities$8,201,0006,437
U.S. Treasury securities$603,0003,145
U.S. Government agency obligations$7,598,0006,305
Securities issued by states & political subdivisions$2,657,0003,918
Other domestic debt securities$299,0003,255
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$299,0002,847
Foreign debt securitiesNANA
Equity securities$30,0007,580
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,190,0006,886
Mortgage-backed securities$1,588,0005,060
Certificates of participation in pools of residential mortgages$620,0005,246
Issued or guaranteed by U.S.$620,0005,231
Privately issued$0308
Collaterized mortgage obligations$968,0002,893
CMOs issued by government agencies or sponsored agencies$968,0002,740
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,559,0003,599
Available-for-sale securities (fair market value)$8,628,0006,090
Total debt securities$11,157,0006,334
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$9,941,0007,091
U.S. Government securities$7,640,0006,924
U.S. Treasury securities$797,0004,023
U.S. Government agency obligations$6,843,0006,710
Securities issued by states & political subdivisions$2,128,0004,523
Other domestic debt securities$143,0003,436
Privately issued residential mortgage-backed securities$48,0001,320
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$95,0003,034
Foreign debt securitiesNANA
Equity securities$30,0007,562
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$400,0007,804
Mortgage-backed securities$2,100,0005,016
Certificates of participation in pools of residential mortgages$979,0005,051
Issued or guaranteed by U.S.$931,0005,106
Privately issued$48,000262
Collaterized mortgage obligations$1,121,0002,917
CMOs issued by government agencies or sponsored agencies$1,121,0002,772
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)$2,030,0004,214
Available-for-sale securities (fair market value)$7,911,0006,466
Total debt securities$9,911,0006,981
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$9,320,0007,312
U.S. Government securities$7,182,0007,082
U.S. Treasury securities$713,0005,560
U.S. Government agency obligations$6,469,0006,525
Securities issued by states & political subdivisions$1,956,0004,740
Other domestic debt securities$152,0003,309
Privately issued residential mortgage-backed securities$49,0001,361
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$103,0002,834
Foreign debt securitiesNANA
Equity securities$30,0007,401
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$300,0008,008
Mortgage-backed securities$2,817,0004,845
Certificates of participation in pools of residential mortgages$1,202,0005,050
Issued or guaranteed by U.S.$1,153,0005,074
Privately issued$49,000302
Collaterized mortgage obligations$1,615,0002,838
CMOs issued by government agencies or sponsored agencies$1,615,0002,703
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,807,0004,881
Available-for-sale securities (fair market value)$7,513,0006,516
Total debt securities$9,290,0007,190
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$9,416,0007,585
U.S. Government securities$7,682,0007,383
U.S. Treasury securities$706,0006,864
U.S. Government agency obligations$6,976,0006,387
Securities issued by states & political subdivisions$1,655,0004,942
Other domestic debt securities$49,0003,540
Privately issued residential mortgage-backed securities$49,0001,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$30,0007,379
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,0008,580
Mortgage-backed securities$3,245,0004,643
Certificates of participation in pools of residential mortgages$1,460,0004,865
Issued or guaranteed by U.S.$1,411,0004,880
Privately issued$49,000348
Collaterized mortgage obligations$1,785,0002,830
CMOs issued by government agencies or sponsored agencies$1,785,0002,726
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,473,0005,966
Available-for-sale securities (fair market value)$7,943,0006,374
Total debt securities$9,386,0007,473
Structured notes
Amortized cost$250,0002,431
Fair value$250,0002,440
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$9,175,0008,222
U.S. Government securities$7,484,0008,066
U.S. Treasury securities$699,0007,774
U.S. Government agency obligations$6,785,0006,797
Securities issued by states & political subdivisions$1,611,0005,216
Other domestic debt securities$50,0004,066
Privately issued residential mortgage-backed securities$50,0001,751
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$30,0007,443
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,0009,005
Mortgage-backed securities$3,649,0004,861
Certificates of participation in pools of residential mortgages$1,570,0005,129
Issued or guaranteed by U.S.$1,520,0005,166
Privately issued$50,000420
Collaterized mortgage obligations$2,079,0003,024
CMOs issued by government agencies or sponsored agencies$2,079,0002,898
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,444,0006,697
Available-for-sale securities (fair market value)$7,731,0006,718
Total debt securities$9,145,0008,106
Structured notes
Amortized cost$450,0002,877
Fair value$451,0002,865
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$8,662,0008,750
U.S. Government securities$7,119,0008,558
U.S. Treasury securities$1,565,0007,625
U.S. Government agency obligations$5,554,0007,396
Securities issued by states & political subdivisions$1,310,0005,840
Other domestic debt securities$203,0003,996
Privately issued residential mortgage-backed securities$50,0002,149
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$153,0003,281
Foreign debt securitiesNANA
Equity securities$30,0007,455
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,0009,373
Mortgage-backed securities$3,682,0005,129
Certificates of participation in pools of residential mortgages$1,758,0005,162
Issued or guaranteed by U.S.$1,708,0005,184
Privately issued$50,000488
Collaterized mortgage obligations$1,924,0003,507
CMOs issued by government agencies or sponsored agencies$1,924,0003,361
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)$1,310,0007,173
Available-for-sale securities (fair market value)$7,352,0007,011
Total debt securities$8,632,0008,644
Structured notes
Amortized cost$350,0003,937
Fair value$339,0003,957
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$7,840,0009,597
U.S. Government securities$5,927,0009,690
U.S. Treasury securities$1,425,0009,051
U.S. Government agency obligations$4,502,0008,013
Securities issued by states & political subdivisions$1,464,0005,893
Other domestic debt securities$419,0003,836
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$419,0003,071
Foreign debt securitiesNANA
Equity securities$30,0007,452
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,0009,982
Mortgage-backed securities$2,779,0006,008
Certificates of participation in pools of residential mortgages$1,425,0005,835
Issued or guaranteed by U.S.$1,425,0005,809
Privately issued$0564
Collaterized mortgage obligations$1,354,0004,167
CMOs issued by government agencies or sponsored agencies$1,354,0003,983
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)$1,259,00010,570
Available-for-sale securities (fair market value)$6,581,0006,075
Total debt securities$7,810,0009,511
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$7,729,0009,994
U.S. Government securities$5,587,00010,170
U.S. Treasury securities$1,398,0009,367
U.S. Government agency obligations$4,189,0008,456
Securities issued by states & political subdivisions$1,626,0005,803
Other domestic debt securities$486,0004,355
Privately issued residential mortgage-backed securities$6,0003,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$480,0003,381
Foreign debt securitiesNANA
Equity securities$30,0007,311
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,00010,397
Mortgage-backed securities$3,251,0006,255
Certificates of participation in pools of residential mortgages$1,794,0005,981
Issued or guaranteed by U.S.$1,794,0005,929
Privately issued$0731
Collaterized mortgage obligations$1,457,0004,501
CMOs issued by government agencies or sponsored agencies$1,451,0004,306
Privately issued$6,0002,873
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$7,699,0009,862
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$8,689,0009,710
U.S. Government securities$5,822,00010,269
U.S. Treasury securities$1,500,0009,564
U.S. Government agency obligations$4,322,0008,461
Securities issued by states & political subdivisions$1,230,0006,149
Other domestic debt securities$1,613,0003,285
Privately issued residential mortgage-backed securities$926,0001,861
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$687,0003,445
Foreign debt securitiesNANA
Equity securities$24,0007,441
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,00010,714
Mortgage-backed securities$4,033,0006,017
Certificates of participation in pools of residential mortgages$2,397,0005,696
Issued or guaranteed by U.S.$1,786,0006,348
Privately issued$611,000476
Collaterized mortgage obligations$1,636,0004,345
CMOs issued by government agencies or sponsored agencies$1,321,0004,285
Privately issued$315,0002,320
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$8,665,0009,588
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