American Bank & Trust, Securities

2019-06-30Rank
Total securities$133,931,000993
U.S. Government securities$69,272,0001,155
U.S. Treasury securities$01,467
U.S. Government agency obligations$69,272,0001,090
Securities issued by states & political subdivisions$59,938,000551
Other domestic debt securities$4,611,000911
Privately issued residential mortgage-backed securities$4,611,000220
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$110,000258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,260,000744
Mortgage-backed securities$69,901,000846
Certificates of participation in pools of residential mortgages$39,301,000779
Issued or guaranteed by U.S.$39,301,000773
Privately issued$0244
Collaterized mortgage obligations$18,283,000821
CMOs issued by government agencies or sponsored agencies$13,672,000943
Privately issued$4,611,000154
Commercial mortgage-backed securities$12,317,000606
Commercial mortgage pass-through securities$2,248,000850
Other commercial mortgage-backed securities$10,069,000420
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$133,931,000886
Total debt securities$133,821,000981
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$117,013,0001,123
U.S. Government securities$64,768,0001,203
U.S. Treasury securities$01,516
U.S. Government agency obligations$64,768,0001,142
Securities issued by states & political subdivisions$47,414,000729
Other domestic debt securities$4,775,000898
Privately issued residential mortgage-backed securities$4,775,000218
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$56,000318
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,372,0001,443
Mortgage-backed securities$67,563,000858
Certificates of participation in pools of residential mortgages$38,277,000816
Issued or guaranteed by U.S.$38,277,000809
Privately issued$0248
Collaterized mortgage obligations$19,099,000795
CMOs issued by government agencies or sponsored agencies$14,324,000905
Privately issued$4,775,000153
Commercial mortgage-backed securities$10,187,000631
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$10,187,000372
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$117,013,0001,006
Total debt securities$116,957,0001,108
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$127,893,0001,045
U.S. Government securities$61,050,0001,264
U.S. Treasury securities$01,513
U.S. Government agency obligations$61,050,0001,202
Securities issued by states & political subdivisions$61,969,000572
Other domestic debt securities$4,819,000862
Privately issued residential mortgage-backed securities$4,819,000204
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$55,000440
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,656,000944
Mortgage-backed securities$63,907,000891
Certificates of participation in pools of residential mortgages$33,771,000900
Issued or guaranteed by U.S.$33,771,000893
Privately issued$0211
Collaterized mortgage obligations$30,136,000578
CMOs issued by government agencies or sponsored agencies$25,317,000623
Privately issued$4,819,000152
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$127,893,000922
Total debt securities$127,838,0001,029
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$129,572,0001,025
U.S. Government securities$62,562,0001,245
U.S. Treasury securities$01,500
U.S. Government agency obligations$62,562,0001,180
Securities issued by states & political subdivisions$61,288,000578
Other domestic debt securities$5,652,000773
Privately issued residential mortgage-backed securities$5,022,000164
Commercial mortgage-backed securities - Total$0150
Asset backed securities$630,000337
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$70,000466
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,223,000780
Mortgage-backed securities$65,638,000866
Certificates of participation in pools of residential mortgages$35,270,000877
Issued or guaranteed by U.S.$35,270,000873
Privately issued$0145
Collaterized mortgage obligations$30,368,000557
CMOs issued by government agencies or sponsored agencies$25,346,000614
Privately issued$5,022,000145
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$129,572,000911
Total debt securities$129,504,0001,012
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$121,293,0001,099
U.S. Government securities$63,905,0001,235
U.S. Treasury securities$01,475
U.S. Government agency obligations$63,905,0001,174
Securities issued by states & political subdivisions$51,002,000716
Other domestic debt securities$6,316,000836
Privately issued residential mortgage-backed securities$5,315,000279
Commercial mortgage-backed securities - Total$0147
Asset backed securities$1,001,000297
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$70,000498
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$109,879,000545
Mortgage-backed securities$67,268,000857
Certificates of participation in pools of residential mortgages$35,325,000896
Issued or guaranteed by U.S.$35,325,000879
Privately issued$0453
Collaterized mortgage obligations$31,943,000545
CMOs issued by government agencies or sponsored agencies$26,628,000589
Privately issued$5,315,000146
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$121,293,000985
Total debt securities$121,222,0001,085
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$122,190,0001,121
U.S. Government securities$65,118,0001,245
U.S. Treasury securities$01,426
U.S. Government agency obligations$65,118,0001,190
Securities issued by states & political subdivisions$50,270,000752
Other domestic debt securities$6,732,000709
Privately issued residential mortgage-backed securities$5,729,000146
Commercial mortgage-backed securities - Total$0147
Asset backed securities$1,003,000280
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$70,000538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$108,940,000554
Mortgage-backed securities$68,893,000831
Certificates of participation in pools of residential mortgages$35,106,000923
Issued or guaranteed by U.S.$35,106,000922
Privately issued$067
Collaterized mortgage obligations$33,787,000533
CMOs issued by government agencies or sponsored agencies$28,058,000575
Privately issued$5,729,000139
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$122,190,000996
Total debt securities$122,121,0001,101
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$118,382,0001,153
U.S. Government securities$64,814,0001,254
U.S. Treasury securities$01,328
U.S. Government agency obligations$64,814,0001,198
Securities issued by states & political subdivisions$50,202,000789
Other domestic debt securities$3,296,000978
Privately issued residential mortgage-backed securities$2,337,000202
Commercial mortgage-backed securities - Total$0146
Asset backed securities$959,000272
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$70,000799
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$107,917,000564
Mortgage-backed securities$65,181,000882
Certificates of participation in pools of residential mortgages$33,077,000991
Issued or guaranteed by U.S.$33,077,000991
Privately issued$064
Collaterized mortgage obligations$32,104,000547
CMOs issued by government agencies or sponsored agencies$29,767,000542
Privately issued$2,337,000192
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$118,382,0001,026
Total debt securities$118,312,0001,135
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$123,290,0001,109
U.S. Government securities$68,927,0001,220
U.S. Treasury securities$01,313
U.S. Government agency obligations$68,927,0001,163
Securities issued by states & political subdivisions$50,874,000784
Other domestic debt securities$3,430,000994
Privately issued residential mortgage-backed securities$2,463,000203
Commercial mortgage-backed securities - Total$0146
Asset backed securities$967,000261
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$59,000838
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$111,177,000548
Mortgage-backed securities$69,402,000842
Certificates of participation in pools of residential mortgages$35,259,000964
Issued or guaranteed by U.S.$35,259,000964
Privately issued$069
Collaterized mortgage obligations$34,143,000524
CMOs issued by government agencies or sponsored agencies$31,680,000525
Privately issued$2,463,000193
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$123,290,000976
Total debt securities$123,231,0001,093
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$139,882,0001,026
U.S. Government securities$79,025,0001,116
U.S. Treasury securities$01,351
U.S. Government agency obligations$79,025,0001,066
Securities issued by states & political subdivisions$57,264,000700
Other domestic debt securities$3,534,000998
Privately issued residential mortgage-backed securities$2,569,000210
Commercial mortgage-backed securities - Total$0138
Asset backed securities$965,000248
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$59,000833
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$126,529,000497
Mortgage-backed securities$79,616,000785
Certificates of participation in pools of residential mortgages$43,158,000869
Issued or guaranteed by U.S.$43,158,000869
Privately issued$067
Collaterized mortgage obligations$36,458,000512
CMOs issued by government agencies or sponsored agencies$33,889,000509
Privately issued$2,569,000198
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$139,882,000898
Total debt securities$139,822,0001,013
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$142,299,0001,020
U.S. Government securities$82,828,0001,074
U.S. Treasury securities$01,390
U.S. Government agency obligations$82,828,0001,027
Securities issued by states & political subdivisions$55,799,000714
Other domestic debt securities$3,613,0001,015
Privately issued residential mortgage-backed securities$2,675,000216
Commercial mortgage-backed securities - Total$0146
Asset backed securities$938,000260
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$59,000847
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$125,188,000513
Mortgage-backed securities$83,537,000761
Certificates of participation in pools of residential mortgages$45,013,000870
Issued or guaranteed by U.S.$45,013,000870
Privately issued$066
Collaterized mortgage obligations$38,524,000508
CMOs issued by government agencies or sponsored agencies$35,849,000499
Privately issued$2,675,000206
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$142,299,000893
Total debt securities$142,239,0001,007
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$111,093,0001,240
U.S. Government securities$57,965,0001,419
U.S. Treasury securities$01,367
U.S. Government agency obligations$57,965,0001,356
Securities issued by states & political subdivisions$50,290,000816
Other domestic debt securities$2,779,0001,131
Privately issued residential mortgage-backed securities$1,776,000263
Commercial mortgage-backed securities - Total$0137
Asset backed securities$1,003,000254
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$59,000854
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$103,246,000584
Mortgage-backed securities$57,785,0001,003
Certificates of participation in pools of residential mortgages$18,093,0001,651
Issued or guaranteed by U.S.$18,093,0001,650
Privately issued$071
Collaterized mortgage obligations$39,692,000493
CMOs issued by government agencies or sponsored agencies$37,916,000472
Privately issued$1,776,000248
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$111,093,0001,099
Total debt securities$111,033,0001,215
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$110,112,0001,232
U.S. Government securities$58,127,0001,403
U.S. Treasury securities$01,214
U.S. Government agency obligations$58,127,0001,341
Securities issued by states & political subdivisions$50,043,000811
Other domestic debt securities$1,898,0001,311
Privately issued residential mortgage-backed securities$896,000345
Commercial mortgage-backed securities - Total$0131
Asset backed securities$1,002,000254
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$44,000863
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,455,000597
Mortgage-backed securities$57,022,0001,020
Certificates of participation in pools of residential mortgages$18,514,0001,629
Issued or guaranteed by U.S.$18,514,0001,629
Privately issued$067
Collaterized mortgage obligations$38,508,000505
CMOs issued by government agencies or sponsored agencies$37,612,000481
Privately issued$896,000327
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$110,112,0001,092
Total debt securities$110,068,0001,212
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$144,800,000985
U.S. Government securities$82,386,0001,078
U.S. Treasury securities$01,253
U.S. Government agency obligations$82,386,0001,031
Securities issued by states & political subdivisions$60,437,000651
Other domestic debt securities$1,949,0001,332
Privately issued residential mortgage-backed securities$943,000354
Commercial mortgage-backed securities - Total$0142
Asset backed securities$1,006,000255
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$28,000907
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$117,383,000537
Mortgage-backed securities$75,918,000816
Certificates of participation in pools of residential mortgages$32,599,0001,091
Issued or guaranteed by U.S.$32,599,0001,087
Privately issued$071
Collaterized mortgage obligations$43,319,000482
CMOs issued by government agencies or sponsored agencies$42,376,000456
Privately issued$943,000332
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$144,800,000869
Total debt securities$144,771,000978
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$147,147,000987
U.S. Government securities$85,903,0001,059
U.S. Treasury securities$01,296
U.S. Government agency obligations$85,903,0001,002
Securities issued by states & political subdivisions$59,284,000659
Other domestic debt securities$1,932,0001,336
Privately issued residential mortgage-backed securities$963,000353
Commercial mortgage-backed securities - Total$0153
Asset backed securities$969,000257
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$28,000922
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$110,320,000573
Mortgage-backed securities$77,512,000802
Certificates of participation in pools of residential mortgages$34,036,0001,055
Issued or guaranteed by U.S.$34,036,0001,054
Privately issued$066
Collaterized mortgage obligations$43,476,000487
CMOs issued by government agencies or sponsored agencies$42,513,000459
Privately issued$963,000334
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$147,147,000867
Total debt securities$147,119,000976
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$135,866,0001,057
U.S. Government securities$77,049,0001,186
U.S. Treasury securities$01,367
U.S. Government agency obligations$77,049,0001,121
Securities issued by states & political subdivisions$57,840,000670
Other domestic debt securities$949,0001,684
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$949,000268
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$28,000926
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$109,192,000572
Mortgage-backed securities$73,089,000831
Certificates of participation in pools of residential mortgages$34,012,0001,070
Issued or guaranteed by U.S.$34,012,0001,068
Privately issued$066
Collaterized mortgage obligations$39,077,000529
CMOs issued by government agencies or sponsored agencies$39,077,000492
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$135,866,000929
Total debt securities$135,838,0001,049
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$135,614,0001,060
U.S. Government securities$77,250,0001,191
U.S. Treasury securities$01,303
U.S. Government agency obligations$77,250,0001,127
Securities issued by states & political subdivisions$57,391,000665
Other domestic debt securities$950,0001,683
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$950,000279
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$23,000964
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$111,418,000562
Mortgage-backed securities$75,264,000813
Certificates of participation in pools of residential mortgages$36,809,0001,000
Issued or guaranteed by U.S.$36,809,0001,000
Privately issued$065
Collaterized mortgage obligations$38,455,000535
CMOs issued by government agencies or sponsored agencies$38,455,000500
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$135,614,000932
Total debt securities$135,591,0001,048
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$136,784,0001,073
U.S. Government securities$80,760,0001,186
U.S. Treasury securities$01,348
U.S. Government agency obligations$80,760,0001,129
Securities issued by states & political subdivisions$55,060,000690
Other domestic debt securities$941,0001,702
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$941,000285
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$23,000977
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$107,313,000596
Mortgage-backed securities$77,797,000818
Certificates of participation in pools of residential mortgages$38,358,0001,007
Issued or guaranteed by U.S.$38,358,0001,006
Privately issued$067
Collaterized mortgage obligations$39,439,000536
CMOs issued by government agencies or sponsored agencies$39,439,000506
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$136,784,000943
Total debt securities$136,761,0001,061
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$133,334,0001,104
U.S. Government securities$82,083,0001,178
U.S. Treasury securities$01,327
U.S. Government agency obligations$82,083,0001,109
Securities issued by states & political subdivisions$51,227,000733
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$24,000989
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$114,758,000571
Mortgage-backed securities$79,109,000804
Certificates of participation in pools of residential mortgages$41,729,000955
Issued or guaranteed by U.S.$41,729,000955
Privately issued$070
Collaterized mortgage obligations$37,380,000565
CMOs issued by government agencies or sponsored agencies$37,380,000532
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$133,334,000969
Total debt securities$133,311,0001,094
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$134,841,0001,093
U.S. Government securities$85,297,0001,136
U.S. Treasury securities$01,361
U.S. Government agency obligations$85,297,0001,076
Securities issued by states & political subdivisions$49,521,000765
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$23,000999
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,100,000686
Mortgage-backed securities$82,407,000789
Certificates of participation in pools of residential mortgages$43,246,000941
Issued or guaranteed by U.S.$43,246,000938
Privately issued$075
Collaterized mortgage obligations$39,161,000557
CMOs issued by government agencies or sponsored agencies$39,161,000524
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$134,841,000959
Total debt securities$134,818,0001,082
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$144,683,0001,035
U.S. Government securities$95,642,0001,051
U.S. Treasury securities$01,381
U.S. Government agency obligations$95,642,000996
Securities issued by states & political subdivisions$49,016,000776
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$25,0001,023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$98,784,000638
Mortgage-backed securities$91,677,000735
Certificates of participation in pools of residential mortgages$50,486,000842
Issued or guaranteed by U.S.$50,486,000841
Privately issued$073
Collaterized mortgage obligations$41,191,000549
CMOs issued by government agencies or sponsored agencies$41,191,000518
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$144,683,000917
Total debt securities$144,658,0001,022
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$154,032,000992
U.S. Government securities$106,156,000960
U.S. Treasury securities$01,342
U.S. Government agency obligations$106,156,000926
Securities issued by states & political subdivisions$47,868,000789
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$8,0001,161
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$106,262,000610
Mortgage-backed securities$102,172,000676
Certificates of participation in pools of residential mortgages$55,596,000790
Issued or guaranteed by U.S.$55,596,000790
Privately issued$075
Collaterized mortgage obligations$46,576,000515
CMOs issued by government agencies or sponsored agencies$46,576,000482
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$154,032,000868
Total debt securities$154,024,000979
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$91,969,0001,622
U.S. Government securities$55,036,0001,734
U.S. Treasury securities$01,198
U.S. Government agency obligations$55,036,0001,676
Securities issued by states & political subdivisions$36,925,0001,048
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$8,0001,182
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,294,000985
Mortgage-backed securities$50,091,0001,245
Certificates of participation in pools of residential mortgages$29,460,0001,336
Issued or guaranteed by U.S.$29,460,0001,336
Privately issued$076
Collaterized mortgage obligations$20,631,000900
CMOs issued by government agencies or sponsored agencies$20,631,000854
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$91,969,0001,439
Total debt securities$91,961,0001,605
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$94,296,0001,570
U.S. Government securities$58,181,0001,644
U.S. Treasury securities$01,131
U.S. Government agency obligations$58,181,0001,585
Securities issued by states & political subdivisions$36,107,0001,056
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$8,0001,202
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$64,391,000931
Mortgage-backed securities$52,312,0001,191
Certificates of participation in pools of residential mortgages$30,538,0001,299
Issued or guaranteed by U.S.$30,538,0001,299
Privately issued$081
Collaterized mortgage obligations$21,774,000858
CMOs issued by government agencies or sponsored agencies$21,774,000807
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$94,296,0001,396
Total debt securities$94,288,0001,548
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$97,726,0001,530
U.S. Government securities$61,612,0001,572
U.S. Treasury securities$01,131
U.S. Government agency obligations$61,612,0001,522
Securities issued by states & political subdivisions$36,106,0001,052
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$8,0001,201
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,857,000994
Mortgage-backed securities$55,658,0001,148
Certificates of participation in pools of residential mortgages$32,288,0001,234
Issued or guaranteed by U.S.$32,288,0001,232
Privately issued$080
Collaterized mortgage obligations$23,370,000843
CMOs issued by government agencies or sponsored agencies$23,370,000789
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$97,726,0001,368
Total debt securities$97,718,0001,511
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$102,930,0001,451
U.S. Government securities$66,701,0001,460
U.S. Treasury securities$01,152
U.S. Government agency obligations$66,701,0001,420
Securities issued by states & political subdivisions$35,220,0001,083
Other domestic debt securities$1,001,0001,975
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$1,001,0001,530
Foreign debt securities$0316
Equity securities$8,0001,205
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,517,0001,048
Mortgage-backed securities$59,782,0001,078
Certificates of participation in pools of residential mortgages$34,162,0001,167
Issued or guaranteed by U.S.$34,162,0001,166
Privately issued$083
Collaterized mortgage obligations$25,620,000809
CMOs issued by government agencies or sponsored agencies$25,620,000759
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$102,930,0001,305
Total debt securities$102,922,0001,435
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$107,223,0001,417
U.S. Government securities$68,719,0001,455
U.S. Treasury securities$01,161
U.S. Government agency obligations$68,719,0001,412
Securities issued by states & political subdivisions$35,999,0001,041
Other domestic debt securities$2,505,0001,441
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$2,505,0001,070
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$51,986,0001,101
Mortgage-backed securities$62,527,0001,080
Certificates of participation in pools of residential mortgages$35,013,0001,164
Issued or guaranteed by U.S.$35,013,0001,162
Privately issued$083
Collaterized mortgage obligations$27,514,000812
CMOs issued by government agencies or sponsored agencies$27,514,000757
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$107,223,0001,286
Total debt securities$107,225,0001,401
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$99,287,0001,492
U.S. Government securities$64,069,0001,522
U.S. Treasury securities$01,135
U.S. Government agency obligations$64,069,0001,473
Securities issued by states & political subdivisions$32,697,0001,134
Other domestic debt securities$2,521,0001,418
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$2,521,0001,036
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$48,144,0001,168
Mortgage-backed securities$58,872,0001,126
Certificates of participation in pools of residential mortgages$32,069,0001,260
Issued or guaranteed by U.S.$32,069,0001,258
Privately issued$085
Collaterized mortgage obligations$26,803,000834
CMOs issued by government agencies or sponsored agencies$26,803,000777
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$99,287,0001,354
Total debt securities$99,288,0001,472
Structured notes
Amortized cost$1,999,0001,311
Fair value$2,004,0001,256
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$94,779,0001,566
U.S. Government securities$61,825,0001,604
U.S. Treasury securities$01,086
U.S. Government agency obligations$61,825,0001,552
Securities issued by states & political subdivisions$30,417,0001,182
Other domestic debt securities$2,537,0001,455
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$2,537,0001,079
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$52,108,0001,076
Mortgage-backed securities$57,595,0001,215
Certificates of participation in pools of residential mortgages$29,259,0001,414
Issued or guaranteed by U.S.$29,259,0001,412
Privately issued$088
Collaterized mortgage obligations$28,336,000846
CMOs issued by government agencies or sponsored agencies$28,336,000781
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$94,779,0001,417
Total debt securities$94,779,0001,543
Structured notes
Amortized cost$2,000,0001,316
Fair value$2,009,0001,337
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$102,734,0001,456
U.S. Government securities$69,707,0001,481
U.S. Treasury securities$01,068
U.S. Government agency obligations$69,707,0001,441
Securities issued by states & political subdivisions$29,485,0001,193
Other domestic debt securities$3,542,0001,255
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$3,542,000909
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$57,130,0001,013
Mortgage-backed securities$65,476,0001,107
Certificates of participation in pools of residential mortgages$34,868,0001,250
Issued or guaranteed by U.S.$34,868,0001,250
Privately issued$094
Collaterized mortgage obligations$30,608,000810
CMOs issued by government agencies or sponsored agencies$30,608,000744
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$102,734,0001,322
Total debt securities$102,734,0001,436
Structured notes
Amortized cost$1,999,0001,583
Fair value$2,012,0001,498
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$106,377,0001,427
U.S. Government securities$74,844,0001,419
U.S. Treasury securities$01,157
U.S. Government agency obligations$74,844,0001,380
Securities issued by states & political subdivisions$27,977,0001,207
Other domestic debt securities$3,556,0001,242
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$3,556,000890
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$46,521,0001,213
Mortgage-backed securities$68,607,0001,066
Certificates of participation in pools of residential mortgages$38,041,0001,142
Issued or guaranteed by U.S.$38,041,0001,142
Privately issued$094
Collaterized mortgage obligations$30,566,000837
CMOs issued by government agencies or sponsored agencies$30,566,000777
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$106,377,0001,298
Total debt securities$106,377,0001,412
Structured notes
Amortized cost$4,000,0001,182
Fair value$4,014,0001,181
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$100,222,0001,456
U.S. Government securities$72,198,0001,385
U.S. Treasury securities$01,076
U.S. Government agency obligations$72,198,0001,343
Securities issued by states & political subdivisions$25,951,0001,251
Other domestic debt securities$2,073,0001,566
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$2,073,0001,094
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$47,310,0001,111
Mortgage-backed securities$60,916,0001,143
Certificates of participation in pools of residential mortgages$44,000,000975
Issued or guaranteed by U.S.$44,000,000974
Privately issued$0121
Collaterized mortgage obligations$16,916,0001,189
CMOs issued by government agencies or sponsored agencies$16,916,0001,061
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$100,222,0001,321
Total debt securities$100,221,0001,439
Structured notes
Amortized cost$5,999,000881
Fair value$6,032,000860
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$60,473,0002,165
U.S. Government securities$39,073,0002,219
U.S. Treasury securities$01,126
U.S. Government agency obligations$39,073,0002,157
Securities issued by states & political subdivisions$19,308,0001,598
Other domestic debt securities$2,092,0001,555
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$2,092,0001,059
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$39,748,0001,264
Mortgage-backed securities$28,756,0001,917
Certificates of participation in pools of residential mortgages$17,567,0001,910
Issued or guaranteed by U.S.$17,567,0001,905
Privately issued$0132
Collaterized mortgage obligations$11,189,0001,498
CMOs issued by government agencies or sponsored agencies$11,189,0001,333
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$60,473,0001,963
Total debt securities$60,473,0002,144
Structured notes
Amortized cost$4,992,0001,071
Fair value$5,045,0001,017
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$62,339,0002,122
U.S. Government securities$41,457,0002,155
U.S. Treasury securities$01,225
U.S. Government agency obligations$41,457,0002,096
Securities issued by states & political subdivisions$18,766,0001,589
Other domestic debt securities$2,116,0001,510
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$2,116,000984
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$43,202,0001,204
Mortgage-backed securities$31,164,0001,783
Certificates of participation in pools of residential mortgages$18,211,0001,800
Issued or guaranteed by U.S.$18,211,0001,797
Privately issued$0125
Collaterized mortgage obligations$12,953,0001,348
CMOs issued by government agencies or sponsored agencies$12,953,0001,180
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$62,339,0001,906
Total debt securities$62,339,0002,100
Structured notes
Amortized cost$4,991,0001,199
Fair value$5,054,0001,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$60,883,0002,153
U.S. Government securities$40,146,0002,212
U.S. Treasury securities$01,272
U.S. Government agency obligations$40,146,0002,141
Securities issued by states & political subdivisions$18,613,0001,555
Other domestic debt securities$2,124,0001,538
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$2,124,000997
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$37,662,0001,339
Mortgage-backed securities$28,018,0001,879
Certificates of participation in pools of residential mortgages$14,363,0002,063
Issued or guaranteed by U.S.$14,363,0002,058
Privately issued$0136
Collaterized mortgage obligations$13,655,0001,274
CMOs issued by government agencies or sponsored agencies$13,655,0001,106
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$60,883,0001,947
Total debt securities$60,883,0002,134
Structured notes
Amortized cost$6,989,000986
Fair value$6,985,000971
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$39,017,0002,951
U.S. Government securities$20,850,0003,398
U.S. Treasury securities$01,275
U.S. Government agency obligations$20,850,0003,299
Securities issued by states & political subdivisions$18,167,0001,552
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$34,558,0001,422
Mortgage-backed securities$19,852,0002,242
Certificates of participation in pools of residential mortgages$4,685,0003,435
Issued or guaranteed by U.S.$4,685,0003,428
Privately issued$0141
Collaterized mortgage obligations$15,167,0001,181
CMOs issued by government agencies or sponsored agencies$15,167,0001,010
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$39,017,0002,676
Total debt securities$39,017,0002,930
Structured notes
Amortized cost$999,0002,495
Fair value$998,0002,429
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$28,821,0003,568
U.S. Government securities$11,988,0004,486
U.S. Treasury securities$01,180
U.S. Government agency obligations$11,988,0004,369
Securities issued by states & political subdivisions$16,833,0001,622
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$26,622,0001,753
Mortgage-backed securities$9,908,0003,164
Certificates of participation in pools of residential mortgages$804,0004,829
Issued or guaranteed by U.S.$804,0004,821
Privately issued$0141
Collaterized mortgage obligations$9,104,0001,540
CMOs issued by government agencies or sponsored agencies$9,104,0001,351
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$28,821,0003,267
Total debt securities$28,821,0003,539
Structured notes
Amortized cost$2,075,0001,833
Fair value$2,080,0001,837
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$30,592,0003,438
U.S. Government securities$14,219,0004,223
U.S. Treasury securities$01,121
U.S. Government agency obligations$14,219,0004,112
Securities issued by states & political subdivisions$16,373,0001,572
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$28,260,0001,691
Mortgage-backed securities$12,126,0002,891
Certificates of participation in pools of residential mortgages$2,377,0004,141
Issued or guaranteed by U.S.$2,377,0004,132
Privately issued$0148
Collaterized mortgage obligations$9,749,0001,445
CMOs issued by government agencies or sponsored agencies$9,749,0001,240
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$30,592,0003,117
Total debt securities$30,592,0003,402
Structured notes
Amortized cost$2,075,0001,938
Fair value$2,093,0001,936
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$30,461,0003,472
U.S. Government securities$13,769,0004,336
U.S. Treasury securities$01,130
U.S. Government agency obligations$13,769,0004,225
Securities issued by states & political subdivisions$16,692,0001,533
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$28,428,0001,725
Mortgage-backed securities$13,769,0002,780
Certificates of participation in pools of residential mortgages$2,508,0004,216
Issued or guaranteed by U.S.$2,508,0004,210
Privately issued$0145
Collaterized mortgage obligations$11,261,0001,300
CMOs issued by government agencies or sponsored agencies$11,261,0001,086
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$30,461,0003,149
Total debt securities$30,461,0003,441
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$32,825,0003,287
U.S. Government securities$16,076,0003,971
U.S. Treasury securities$01,077
U.S. Government agency obligations$16,076,0003,892
Securities issued by states & political subdivisions$16,749,0001,509
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$30,735,0001,630
Mortgage-backed securities$16,076,0002,617
Certificates of participation in pools of residential mortgages$2,655,0004,250
Issued or guaranteed by U.S.$2,655,0004,242
Privately issued$0157
Collaterized mortgage obligations$13,421,0001,190
CMOs issued by government agencies or sponsored agencies$13,421,000969
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$32,825,0002,969
Total debt securities$32,825,0003,253
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$29,256,0003,549
U.S. Government securities$14,332,0004,238
U.S. Treasury securities$01,047
U.S. Government agency obligations$14,332,0004,153
Securities issued by states & political subdivisions$14,924,0001,657
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$27,112,0001,785
Mortgage-backed securities$14,332,0002,814
Certificates of participation in pools of residential mortgages$5,990,0003,359
Issued or guaranteed by U.S.$5,990,0003,350
Privately issued$0171
Collaterized mortgage obligations$8,342,0001,496
CMOs issued by government agencies or sponsored agencies$8,342,0001,233
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$29,256,0003,201
Total debt securities$29,256,0003,505
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$34,041,0003,142
U.S. Government securities$14,560,0004,162
U.S. Treasury securities$01,036
U.S. Government agency obligations$14,560,0004,067
Securities issued by states & political subdivisions$15,664,0001,512
Other domestic debt securities$3,817,0001,489
Privately issued residential mortgage-backed securities$1,942,000981
Commercial mortgage-backed securities - Total$1,875,000164
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$30,698,0001,624
Mortgage-backed securities$18,377,0002,477
Certificates of participation in pools of residential mortgages$7,082,0003,194
Issued or guaranteed by U.S.$7,082,0003,183
Privately issued$0181
Collaterized mortgage obligations$9,420,0001,401
CMOs issued by government agencies or sponsored agencies$7,478,0001,272
Privately issued$1,942,000941
Commercial mortgage-backed securities$1,875,000164
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$1,875,00087
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$34,041,0002,814
Total debt securities$34,041,0003,110
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$32,705,0003,260
U.S. Government securities$15,867,0004,058
U.S. Treasury securities$0981
U.S. Government agency obligations$15,867,0003,979
Securities issued by states & political subdivisions$14,703,0001,567
Other domestic debt securities$2,135,0001,822
Privately issued residential mortgage-backed securities$2,135,000983
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$31,734,0001,607
Mortgage-backed securities$18,002,0002,554
Certificates of participation in pools of residential mortgages$7,704,0003,140
Issued or guaranteed by U.S.$7,704,0003,129
Privately issued$0191
Collaterized mortgage obligations$10,298,0001,336
CMOs issued by government agencies or sponsored agencies$8,163,0001,203
Privately issued$2,135,000945
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$32,705,0002,894
Total debt securities$32,707,0003,223
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$34,778,0003,099
U.S. Government securities$17,160,0003,928
U.S. Treasury securities$0973
U.S. Government agency obligations$17,160,0003,851
Securities issued by states & political subdivisions$14,753,0001,535
Other domestic debt securities$2,865,0001,581
Privately issued residential mortgage-backed securities$2,865,000864
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$31,316,0001,634
Mortgage-backed securities$20,025,0002,348
Certificates of participation in pools of residential mortgages$8,049,0003,039
Issued or guaranteed by U.S.$8,049,0003,027
Privately issued$0188
Collaterized mortgage obligations$11,976,0001,194
CMOs issued by government agencies or sponsored agencies$9,111,0001,107
Privately issued$2,865,000826
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$34,778,0002,747
Total debt securities$34,778,0003,059
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$33,953,0003,100
U.S. Government securities$15,975,0004,056
U.S. Treasury securities$01,019
U.S. Government agency obligations$15,975,0003,976
Securities issued by states & political subdivisions$14,818,0001,493
Other domestic debt securities$3,160,0001,492
Privately issued residential mortgage-backed securities$3,160,000828
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
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$28,529,0001,736
Mortgage-backed securities$19,135,0002,313
Certificates of participation in pools of residential mortgages$8,163,0002,938
Issued or guaranteed by U.S.$8,163,0002,927
Privately issued$0192
Collaterized mortgage obligations$10,972,0001,207
CMOs issued by government agencies or sponsored agencies$7,812,0001,137
Privately issued$3,160,000790
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$33,953,0002,750
Total debt securities$33,953,0003,069
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$35,373,0003,039
U.S. Government securities$17,077,0003,926
U.S. Treasury securities$01,021
U.S. Government agency obligations$17,077,0003,864
Securities issued by states & political subdivisions$14,749,0001,504
Other domestic debt securities$3,547,0001,462
Privately issued residential mortgage-backed securities$3,547,000799
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
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$29,910,0001,641
Mortgage-backed securities$20,624,0002,193
Certificates of participation in pools of residential mortgages$8,382,0002,891
Issued or guaranteed by U.S.$8,382,0002,877
Privately issued$0202
Collaterized mortgage obligations$12,242,0001,117
CMOs issued by government agencies or sponsored agencies$8,695,0001,070
Privately issued$3,547,000762
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$35,373,0002,714
Total debt securities$35,373,0003,001
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$31,765,0003,310
U.S. Government securities$14,647,0004,288
U.S. Treasury securities$01,044
U.S. Government agency obligations$14,647,0004,215
Securities issued by states & political subdivisions$15,429,0001,450
Other domestic debt securities$1,689,0001,871
Privately issued residential mortgage-backed securities$1,689,000974
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
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$23,323,0002,002
Mortgage-backed securities$16,336,0002,467
Certificates of participation in pools of residential mortgages$6,828,0003,086
Issued or guaranteed by U.S.$6,828,0003,073
Privately issued$0205
Collaterized mortgage obligations$9,508,0001,272
CMOs issued by government agencies or sponsored agencies$7,819,0001,126
Privately issued$1,689,000929
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$31,765,0002,940
Total debt securities$31,765,0003,262
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$28,100,0003,605
U.S. Government securities$10,958,0005,064
U.S. Treasury securities$01,146
U.S. Government agency obligations$10,958,0004,961
Securities issued by states & political subdivisions$15,298,0001,448
Other domestic debt securities$1,844,0001,687
Privately issued residential mortgage-backed securities$1,844,000867
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
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$24,195,0001,916
Mortgage-backed securities$11,805,0002,672
Certificates of participation in pools of residential mortgages$2,737,0004,024
Issued or guaranteed by U.S.$2,737,0004,008
Privately issued$0191
Collaterized mortgage obligations$9,068,0001,224
CMOs issued by government agencies or sponsored agencies$7,224,0001,119
Privately issued$1,844,000826
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$28,100,0003,187
Total debt securities$28,100,0003,555
Structured notes
Amortized cost$1,000,0001,500
Fair value$997,0001,668
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$24,946,0003,902
U.S. Government securities$9,332,0005,499
U.S. Treasury securities$01,235
U.S. Government agency obligations$9,332,0005,392
Securities issued by states & political subdivisions$13,721,0001,556
Other domestic debt securities$1,893,0001,634
Privately issued residential mortgage-backed securities$1,893,000832
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
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$22,890,0001,980
Mortgage-backed securities$10,230,0002,704
Certificates of participation in pools of residential mortgages$2,208,0004,099
Issued or guaranteed by U.S.$2,208,0004,086
Privately issued$0194
Collaterized mortgage obligations$8,022,0001,259
CMOs issued by government agencies or sponsored agencies$6,129,0001,197
Privately issued$1,893,000794
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$24,946,0003,445
Total debt securities$24,946,0003,851
Structured notes
Amortized cost$1,000,0001,697
Fair value$994,0001,858
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$25,308,0003,840
U.S. Government securities$9,860,0005,429
U.S. Treasury securities$01,362
U.S. Government agency obligations$9,860,0005,320
Securities issued by states & political subdivisions$13,455,0001,565
Other domestic debt securities$1,993,0001,520
Privately issued residential mortgage-backed securities$1,993,000770
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
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$21,311,0002,070
Mortgage-backed securities$10,865,0002,564
Certificates of participation in pools of residential mortgages$2,351,0003,999
Issued or guaranteed by U.S.$2,351,0003,987
Privately issued$0207
Collaterized mortgage obligations$8,514,0001,172
CMOs issued by government agencies or sponsored agencies$6,521,0001,131
Privately issued$1,993,000727
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$25,308,0003,390
Total debt securities$25,308,0003,791
Structured notes
Amortized cost$1,000,0001,776
Fair value$988,0001,906
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$24,148,0003,977
U.S. Government securities$10,384,0005,348
U.S. Treasury securities$01,448
U.S. Government agency obligations$10,384,0005,232
Securities issued by states & political subdivisions$13,764,0001,528
Other domestic debt securities$02,981
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$02,233
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$21,885,0002,043
Mortgage-backed securities$9,398,0002,735
Certificates of participation in pools of residential mortgages$2,532,0003,911
Issued or guaranteed by U.S.$2,532,0003,893
Privately issued$0218
Collaterized mortgage obligations$6,866,0001,295
CMOs issued by government agencies or sponsored agencies$6,866,0001,080
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$24,148,0003,499
Total debt securities$24,148,0003,922
Structured notes
Amortized cost$1,000,0001,848
Fair value$986,0002,033
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$24,601,0003,972
U.S. Government securities$10,794,0005,308
U.S. Treasury securities$01,498
U.S. Government agency obligations$10,794,0005,181
Securities issued by states & political subdivisions$13,807,0001,519
Other domestic debt securities$03,032
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$02,305
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$22,490,0001,995
Mortgage-backed securities$9,812,0002,670
Certificates of participation in pools of residential mortgages$2,659,0003,857
Issued or guaranteed by U.S.$2,659,0003,845
Privately issued$0208
Collaterized mortgage obligations$7,153,0001,264
CMOs issued by government agencies or sponsored agencies$7,153,0001,055
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$24,601,0003,479
Total debt securities$24,601,0003,921
Structured notes
Amortized cost$1,000,0001,951
Fair value$982,0002,135
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$24,110,0004,071
U.S. Government securities$11,208,0005,253
U.S. Treasury securities$01,574
U.S. Government agency obligations$11,208,0005,139
Securities issued by states & political subdivisions$12,902,0001,592
Other domestic debt securities$03,090
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$02,350
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$17,919,0002,367
Mortgage-backed securities$10,228,0002,616
Certificates of participation in pools of residential mortgages$2,772,0003,798
Issued or guaranteed by U.S.$2,772,0003,776
Privately issued$0214
Collaterized mortgage obligations$7,456,0001,202
CMOs issued by government agencies or sponsored agencies$7,456,0001,005
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$24,110,0003,541
Total debt securities$24,110,0004,013
Structured notes
Amortized cost$1,000,0002,056
Fair value$980,0002,234
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$23,502,0004,129
U.S. Government securities$12,334,0005,043
U.S. Treasury securities$01,634
U.S. Government agency obligations$12,334,0004,910
Securities issued by states & political subdivisions$11,168,0001,761
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,790,0002,272
Mortgage-backed securities$10,391,0002,574
Certificates of participation in pools of residential mortgages$2,827,0003,781
Issued or guaranteed by U.S.$2,827,0003,765
Privately issued$0211
Collaterized mortgage obligations$7,564,0001,182
CMOs issued by government agencies or sponsored agencies$7,564,000983
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$23,502,0003,593
Total debt securities$23,502,0004,073
Structured notes
Amortized cost$1,000,0002,120
Fair value$966,0002,320
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$25,719,0003,953
U.S. Government securities$14,900,0004,569
U.S. Treasury securities$01,715
U.S. Government agency obligations$14,900,0004,431
Securities issued by states & political subdivisions$10,414,0001,886
Other domestic debt securities$405,0002,601
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$405,000231
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,298,0002,120
Mortgage-backed securities$9,941,0002,677
Certificates of participation in pools of residential mortgages$2,058,0004,182
Issued or guaranteed by U.S.$2,058,0004,168
Privately issued$0205
Collaterized mortgage obligations$7,883,0001,161
CMOs issued by government agencies or sponsored agencies$7,883,000977
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$25,719,0003,449
Total debt securities$25,719,0003,894
Structured notes
Amortized cost$1,000,0002,107
Fair value$973,0002,323
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$25,817,0003,977
U.S. Government securities$15,710,0004,426
U.S. Treasury securities$01,737
U.S. Government agency obligations$15,710,0004,288
Securities issued by states & political subdivisions$10,107,0001,916
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,820,0002,057
Mortgage-backed securities$10,263,0002,653
Certificates of participation in pools of residential mortgages$2,156,0004,153
Issued or guaranteed by U.S.$2,156,0004,138
Privately issued$0216
Collaterized mortgage obligations$8,107,0001,143
CMOs issued by government agencies or sponsored agencies$8,107,000958
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$25,817,0003,440
Total debt securities$25,817,0003,904
Structured notes
Amortized cost$1,000,0002,098
Fair value$974,0002,326
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$26,735,0003,836
U.S. Government securities$16,576,0004,247
U.S. Treasury securities$01,786
U.S. Government agency obligations$16,576,0004,128
Securities issued by states & political subdivisions$10,159,0001,902
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,783,0002,024
Mortgage-backed securities$10,974,0002,605
Certificates of participation in pools of residential mortgages$2,286,0004,136
Issued or guaranteed by U.S.$2,286,0004,123
Privately issued$0225
Collaterized mortgage obligations$8,688,0001,102
CMOs issued by government agencies or sponsored agencies$8,688,000939
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)$200,0003,814
Available-for-sale securities (fair market value)$26,535,0003,337
Total debt securities$26,735,0003,784
Structured notes
Amortized cost$1,000,0002,039
Fair value$977,0002,303
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$27,575,0003,794
U.S. Government securities$17,908,0004,092
U.S. Treasury securities$01,839
U.S. Government agency obligations$17,908,0003,964
Securities issued by states & political subdivisions$8,150,0002,238
Other domestic debt securities$1,517,0001,890
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,517,0001,462
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$19,252,0002,152
Mortgage-backed securities$11,152,0002,652
Certificates of participation in pools of residential mortgages$1,490,0004,682
Issued or guaranteed by U.S.$1,490,0004,661
Privately issued$0223
Collaterized mortgage obligations$9,662,0001,074
CMOs issued by government agencies or sponsored agencies$9,662,000923
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)$201,0003,857
Available-for-sale securities (fair market value)$27,374,0003,301
Total debt securities$27,573,0003,737
Structured notes
Amortized cost$1,996,0001,640
Fair value$1,975,0001,638
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$28,806,0003,729
U.S. Government securities$18,645,0004,068
U.S. Treasury securities$01,963
U.S. Government agency obligations$18,645,0003,922
Securities issued by states & political subdivisions$6,560,0002,594
Other domestic debt securities$3,601,0001,329
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$3,601,000971
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$19,675,0002,113
Mortgage-backed securities$11,822,0002,639
Certificates of participation in pools of residential mortgages$1,650,0004,655
Issued or guaranteed by U.S.$1,650,0004,639
Privately issued$0207
Collaterized mortgage obligations$10,172,0001,075
CMOs issued by government agencies or sponsored agencies$10,172,000918
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)$202,0003,913
Available-for-sale securities (fair market value)$28,604,0003,242
Total debt securities$28,806,0003,674
Structured notes
Amortized cost$1,995,0001,628
Fair value$1,951,0001,616
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$23,815,0004,265
U.S. Government securities$13,322,0004,953
U.S. Treasury securities$01,963
U.S. Government agency obligations$13,322,0004,800
Securities issued by states & political subdivisions$6,807,0002,552
Other domestic debt securities$3,686,0001,341
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$3,686,000987
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$20,440,0002,019
Mortgage-backed securities$11,347,0002,749
Certificates of participation in pools of residential mortgages$1,803,0004,590
Issued or guaranteed by U.S.$1,803,0004,575
Privately issued$0203
Collaterized mortgage obligations$9,544,0001,127
CMOs issued by government agencies or sponsored agencies$9,544,000977
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)$202,0003,972
Available-for-sale securities (fair market value)$23,613,0003,723
Total debt securities$23,815,0004,199
Structured notes
Amortized cost$1,995,0001,591
Fair value$1,975,0001,578
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$24,220,0004,197
U.S. Government securities$13,721,0004,881
U.S. Treasury securities$01,990
U.S. Government agency obligations$13,721,0004,732
Securities issued by states & political subdivisions$6,772,0002,572
Other domestic debt securities$3,727,0001,344
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$3,727,0001,016
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$12,932,0002,814
Mortgage-backed securities$9,661,0003,009
Certificates of participation in pools of residential mortgages$1,957,0004,530
Issued or guaranteed by U.S.$1,957,0004,516
Privately issued$0225
Collaterized mortgage obligations$7,704,0001,256
CMOs issued by government agencies or sponsored agencies$7,704,0001,103
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)$203,0004,025
Available-for-sale securities (fair market value)$24,017,0003,645
Total debt securities$24,220,0004,122
Structured notes
Amortized cost$2,994,0001,279
Fair value$2,988,0001,277
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$25,161,0004,152
U.S. Government securities$13,991,0004,892
U.S. Treasury securities$02,098
U.S. Government agency obligations$13,991,0004,726
Securities issued by states & political subdivisions$6,507,0002,634
Other domestic debt securities$3,663,0001,394
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$3,663,0001,073
Foreign debt securities$0251
Equity securities$1,000,0001,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,076,0002,766
Mortgage-backed securities$9,993,0002,994
Certificates of participation in pools of residential mortgages$2,124,0004,489
Issued or guaranteed by U.S.$2,124,0004,473
Privately issued$0225
Collaterized mortgage obligations$7,869,0001,257
CMOs issued by government agencies or sponsored agencies$7,869,0001,105
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)$203,0004,067
Available-for-sale securities (fair market value)$24,958,0003,605
Total debt securities$24,161,0004,194
Structured notes
Amortized cost$2,993,0001,251
Fair value$2,950,0001,215
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$22,932,0004,392
U.S. Government securities$10,847,0005,532
U.S. Treasury securities$02,082
U.S. Government agency obligations$10,847,0005,390
Securities issued by states & political subdivisions$6,122,0002,736
Other domestic debt securities$4,963,0001,291
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$4,963,000974
Foreign debt securities$0264
Equity securities$1,000,0001,324
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,069,0002,618
Mortgage-backed securities$8,843,0003,218
Certificates of participation in pools of residential mortgages$2,439,0004,389
Issued or guaranteed by U.S.$2,439,0004,375
Privately issued$0230
Collaterized mortgage obligations$6,404,0001,431
CMOs issued by government agencies or sponsored agencies$6,404,0001,274
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)$369,0003,907
Available-for-sale securities (fair market value)$22,563,0003,860
Total debt securities$21,932,0004,442
Structured notes
Amortized cost$2,004,0001,291
Fair value$2,000,0001,375
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$23,912,0004,339
U.S. Government securities$12,696,0005,144
U.S. Treasury securities$02,227
U.S. Government agency obligations$12,696,0004,993
Securities issued by states & political subdivisions$5,059,0003,070
Other domestic debt securities$5,157,0001,256
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$5,157,0001,019
Foreign debt securities$0283
Equity securities$1,000,0001,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,881,0002,694
Mortgage-backed securities$10,707,0002,892
Certificates of participation in pools of residential mortgages$2,617,0004,274
Issued or guaranteed by U.S.$2,617,0004,260
Privately issued$0248
Collaterized mortgage obligations$8,090,0001,261
CMOs issued by government agencies or sponsored agencies$8,090,0001,168
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)$400,0003,935
Available-for-sale securities (fair market value)$23,512,0003,795
Total debt securities$22,912,0004,375
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$24,681,0004,181
U.S. Government securities$13,142,0004,891
U.S. Treasury securities$02,287
U.S. Government agency obligations$13,142,0004,741
Securities issued by states & political subdivisions$5,384,0002,961
Other domestic debt securities$5,155,0001,320
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$5,155,0001,084
Foreign debt securities$0291
Equity securities$1,000,0001,361
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,148,0002,324
Mortgage-backed securities$11,148,0002,824
Certificates of participation in pools of residential mortgages$2,821,0004,173
Issued or guaranteed by U.S.$2,821,0004,158
Privately issued$0253
Collaterized mortgage obligations$8,327,0001,249
CMOs issued by government agencies or sponsored agencies$8,327,0001,159
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)$919,0003,483
Available-for-sale securities (fair market value)$23,762,0003,699
Total debt securities$23,681,0004,209
Structured notes
Amortized cost$02,200
Fair value$02,203
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$28,561,0003,674
U.S. Government securities$15,417,0004,402
U.S. Treasury securities$02,322
U.S. Government agency obligations$15,417,0004,243
Securities issued by states & political subdivisions$5,794,0002,809
Other domestic debt securities$6,350,0001,203
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$6,350,000956
Foreign debt securities$0294
Equity securities$1,000,0001,383
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,976,0005,866
Mortgage-backed securities$12,413,0002,721
Certificates of participation in pools of residential mortgages$3,412,0003,974
Issued or guaranteed by U.S.$3,412,0003,961
Privately issued$0256
Collaterized mortgage obligations$9,001,0001,298
CMOs issued by government agencies or sponsored agencies$9,001,0001,214
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)$1,728,0003,034
Available-for-sale securities (fair market value)$26,833,0003,332
Total debt securities$27,562,0003,694
Structured notes
Amortized cost$2,998,000640
Fair value$3,004,000645
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$21,924,0004,391
U.S. Government securities$9,630,0005,665
U.S. Treasury securities$02,382
U.S. Government agency obligations$9,630,0005,489
Securities issued by states & political subdivisions$5,218,0002,865
Other domestic debt securities$6,076,0001,258
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$6,076,0001,014
Foreign debt securities$0294
Equity securities$1,000,0001,396
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,525,0002,505
Mortgage-backed securities$9,630,0003,112
Certificates of participation in pools of residential mortgages$3,892,0003,806
Issued or guaranteed by U.S.$3,892,0003,796
Privately issued$0257
Collaterized mortgage obligations$5,738,0001,693
CMOs issued by government agencies or sponsored agencies$5,738,0001,584
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)$2,297,0002,832
Available-for-sale securities (fair market value)$19,627,0004,089
Total debt securities$20,924,0004,425
Structured notes
Amortized cost$01,768
Fair value$01,771
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$15,883,0005,302
U.S. Government securities$7,090,0006,454
U.S. Treasury securities$02,544
U.S. Government agency obligations$7,090,0006,261
Securities issued by states & political subdivisions$4,333,0003,181
Other domestic debt securities$3,460,0001,712
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$3,460,0001,458
Foreign debt securities$0302
Equity securities$1,000,0001,395
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,990,0002,726
Mortgage-backed securities$7,090,0003,590
Certificates of participation in pools of residential mortgages$3,096,0004,116
Issued or guaranteed by U.S.$3,096,0004,103
Privately issued$0252
Collaterized mortgage obligations$3,994,0002,015
CMOs issued by government agencies or sponsored agencies$3,994,0001,916
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)$2,368,0002,885
Available-for-sale securities (fair market value)$13,515,0004,985
Total debt securities$14,883,0005,390
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$19,290,0004,644
U.S. Government securities$8,544,0005,933
U.S. Treasury securities$03,182
U.S. Government agency obligations$8,544,0005,702
Securities issued by states & political subdivisions$4,754,0002,949
Other domestic debt securities$5,992,0001,278
Privately issued residential mortgage-backed securities$1,081,000779
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,911,0001,171
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$7,107,0003,645
Mortgage-backed securities$7,118,0003,429
Certificates of participation in pools of residential mortgages$2,290,0004,300
Issued or guaranteed by U.S.$1,209,0005,033
Privately issued$1,081,000130
Collaterized mortgage obligations$4,828,0001,904
CMOs issued by government agencies or sponsored agencies$4,828,0001,780
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)$4,918,0002,315
Available-for-sale securities (fair market value)$14,372,0004,704
Total debt securities$19,290,0004,553
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$16,180,0005,340
U.S. Government securities$9,575,0005,984
U.S. Treasury securities$1,501,0002,283
U.S. Government agency obligations$8,074,0006,135
Securities issued by states & political subdivisions$5,139,0002,756
Other domestic debt securities$1,100,0002,382
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,100,0002,068
Foreign debt securities$0313
Equity securities$366,0004,529
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,492,0003,779
Mortgage-backed securities$5,074,0003,362
Certificates of participation in pools of residential mortgages$2,329,0003,750
Issued or guaranteed by U.S.$2,329,0003,734
Privately issued$0308
Collaterized mortgage obligations$2,745,0002,015
CMOs issued by government agencies or sponsored agencies$2,745,0001,871
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)$8,874,0002,024
Available-for-sale securities (fair market value)$7,306,0006,485
Total debt securities$15,814,0005,272
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$15,246,0005,747
U.S. Government securities$10,760,0005,874
U.S. Treasury securities$2,526,0002,388
U.S. Government agency obligations$8,234,0006,160
Securities issued by states & political subdivisions$2,791,0004,053
Other domestic debt securities$1,500,0002,049
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0001,711
Foreign debt securitiesNANA
Equity securities$195,0005,741
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,997,0004,621
Mortgage-backed securities$3,747,0004,088
Certificates of participation in pools of residential mortgages$309,0006,110
Issued or guaranteed by U.S.$309,0006,094
Privately issued$0307
Collaterized mortgage obligations$3,438,0001,954
CMOs issued by government agencies or sponsored agencies$3,438,0001,809
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)$10,695,0002,036
Available-for-sale securities (fair market value)$4,551,0007,570
Total debt securities$15,051,0005,682
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$15,278,0005,758
U.S. Government securities$10,412,0005,969
U.S. Treasury securities$2,565,0003,386
U.S. Government agency obligations$7,847,0005,969
Securities issued by states & political subdivisions$2,891,0004,057
Other domestic debt securities$1,973,0001,758
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,973,0001,446
Foreign debt securitiesNANA
Equity securities$2,0008,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,500,0004,545
Mortgage-backed securities$1,285,0005,837
Certificates of participation in pools of residential mortgages$688,0005,676
Issued or guaranteed by U.S.$688,0005,659
Privately issued$0349
Collaterized mortgage obligations$597,0003,658
CMOs issued by government agencies or sponsored agencies$597,0003,505
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,891,0004,253
Available-for-sale securities (fair market value)$12,387,0005,171
Total debt securities$15,276,0005,627
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$24,071,0004,317
U.S. Government securities$21,081,0003,925
U.S. Treasury securities$4,032,0003,615
U.S. Government agency obligations$17,049,0003,661
Securities issued by states & political subdivisions$2,988,0003,842
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$2,0008,208
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,521,0004,734
Mortgage-backed securities$1,782,0005,576
Certificates of participation in pools of residential mortgages$913,0005,514
Issued or guaranteed by U.S.$913,0005,494
Privately issued$0394
Collaterized mortgage obligations$869,0003,578
CMOs issued by government agencies or sponsored agencies$869,0003,455
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)$2,988,0005,040
Available-for-sale securities (fair market value)$21,083,0003,456
Total debt securities$24,069,0004,208
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$24,149,0004,615
U.S. Government securities$20,964,0004,323
U.S. Treasury securities$8,970,0002,470
U.S. Government agency obligations$11,994,0004,922
Securities issued by states & political subdivisions$3,183,0003,798
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$2,0008,367
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,238,0005,012
Mortgage-backed securities$1,568,0006,242
Certificates of participation in pools of residential mortgages$946,0005,911
Issued or guaranteed by U.S.$946,0005,896
Privately issued$0472
Collaterized mortgage obligations$622,0004,264
CMOs issued by government agencies or sponsored agencies$622,0004,110
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)$3,183,0005,562
Available-for-sale securities (fair market value)$20,966,0003,692
Total debt securities$24,147,0004,524
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$22,762,0005,052
U.S. Government securities$20,792,0004,513
U.S. Treasury securities$10,301,0002,608
U.S. Government agency obligations$10,491,0005,325
Securities issued by states & political subdivisions$1,968,0004,937
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$2,0008,510
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,250,0005,084
Mortgage-backed securities$943,0007,368
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$943,0004,349
CMOs issued by government agencies or sponsored agencies$943,0004,186
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)$1,968,0006,694
Available-for-sale securities (fair market value)$20,794,0003,831
Total debt securities$22,760,0004,959
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$19,041,0006,092
U.S. Government securities$17,746,0005,410
U.S. Treasury securities$12,051,0002,865
U.S. Government agency obligations$5,695,0007,329
Securities issued by states & political subdivisions$1,293,0006,158
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$2,0008,694
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,250,0005,182
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,290,0004,963
Available-for-sale securities (fair market value)$6,751,0006,004
Total debt securities$19,039,0005,994
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$22,651,0005,608
U.S. Government securities$20,958,0004,932
U.S. Treasury securities$18,073,0002,046
U.S. Government agency obligations$2,885,0009,496
Securities issued by states & political subdivisions$1,691,0005,713
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$2,0008,799
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,500,0005,590
Mortgage-backed securities$135,00010,159
Certificates of participation in pools of residential mortgages$135,0009,276
Issued or guaranteed by U.S.$135,0009,225
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$22,649,0005,481
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$23,646,0005,403
U.S. Government securities$22,062,0004,680
U.S. Treasury securities$20,491,0001,812
U.S. Government agency obligations$1,571,00010,934
Securities issued by states & political subdivisions$1,582,0005,570
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$2,0008,771
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,750,0006,224
Mortgage-backed securities$320,00010,174
Certificates of participation in pools of residential mortgages$320,0009,086
Issued or guaranteed by U.S.$320,0009,014
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$23,644,0005,298
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