American First National Bank, Securities

2022-06-30Rank
Total securities$67,570,0002,388
U.S. Government securities$63,205,0001,752
U.S. Treasury securities$4,938,0002,038
U.S. Government agency obligations$58,267,0001,527
Securities issued by states & political subdivisions$4,365,0003,214
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,167,0003,268
Mortgage-backed securities$36,746,0001,654
Certificates of participation in pools of residential mortgages$36,746,0001,170
Issued or guaranteed by U.S.$36,746,0001,149
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$67,570,0002,193
Total debt securities$67,570,0002,378
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$57,230,0002,602
U.S. Government securities$52,538,0001,940
U.S. Treasury securities$02,666
U.S. Government agency obligations$52,538,0001,639
Securities issued by states & political subdivisions$4,692,0003,202
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,561,0003,200
Mortgage-backed securities$40,496,0001,592
Certificates of participation in pools of residential mortgages$40,496,0001,114
Issued or guaranteed by U.S.$40,496,0001,099
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$57,230,0002,410
Total debt securities$57,231,0002,585
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$50,753,0002,667
U.S. Government securities$45,640,0001,978
U.S. Treasury securities$02,212
U.S. Government agency obligations$45,640,0001,767
Securities issued by states & political subdivisions$5,113,0003,199
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,018,0003,144
Mortgage-backed securities$45,640,0001,447
Certificates of participation in pools of residential mortgages$45,640,0001,009
Issued or guaranteed by U.S.$45,640,000992
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$50,753,0002,496
Total debt securities$50,755,0002,645
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$54,459,0002,513
U.S. Government securities$49,635,0001,812
U.S. Treasury securities$02,008
U.S. Government agency obligations$49,635,0001,652
Securities issued by states & political subdivisions$4,824,0003,248
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,287,0003,565
Mortgage-backed securities$49,635,0001,364
Certificates of participation in pools of residential mortgages$49,635,000928
Issued or guaranteed by U.S.$49,635,000910
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$54,459,0002,356
Total debt securities$54,458,0002,495
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$55,531,0002,429
U.S. Government securities$53,995,0001,642
U.S. Treasury securities$01,913
U.S. Government agency obligations$53,995,0001,501
Securities issued by states & political subdivisions$1,536,0003,753
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,463,0003,548
Mortgage-backed securities$53,995,0001,262
Certificates of participation in pools of residential mortgages$53,995,000844
Issued or guaranteed by U.S.$53,995,000825
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$55,531,0002,276
Total debt securities$55,531,0002,411
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$59,101,0002,209
U.S. Government securities$56,975,0001,485
U.S. Treasury securities$01,631
U.S. Government agency obligations$56,975,0001,380
Securities issued by states & political subdivisions$2,126,0003,632
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,963,0003,639
Mortgage-backed securities$56,975,0001,169
Certificates of participation in pools of residential mortgages$56,975,000772
Issued or guaranteed by U.S.$56,975,000753
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$59,101,0002,077
Total debt securities$59,103,0002,189
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$62,267,0002,017
U.S. Government securities$59,791,0001,311
U.S. Treasury securities$01,194
U.S. Government agency obligations$59,791,0001,232
Securities issued by states & political subdivisions$2,476,0003,576
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,096,0003,610
Mortgage-backed securities$59,791,0001,049
Certificates of participation in pools of residential mortgages$59,791,000683
Issued or guaranteed by U.S.$59,791,000672
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$62,267,0001,891
Total debt securities$62,267,0002,000
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$67,563,0001,804
U.S. Government securities$65,086,0001,179
U.S. Treasury securities$01,216
U.S. Government agency obligations$65,086,0001,113
Securities issued by states & political subdivisions$2,477,0003,518
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,190,0003,629
Mortgage-backed securities$65,086,000965
Certificates of participation in pools of residential mortgages$65,086,000596
Issued or guaranteed by U.S.$65,086,000583
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$67,563,0001,692
Total debt securities$67,562,0001,789
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$75,462,0001,614
U.S. Government securities$70,110,0001,089
U.S. Treasury securities$01,251
U.S. Government agency obligations$70,110,0001,022
Securities issued by states & political subdivisions$5,352,0003,017
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,541,0003,824
Mortgage-backed securities$70,110,000892
Certificates of participation in pools of residential mortgages$70,110,000549
Issued or guaranteed by U.S.$70,110,000538
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$75,462,0001,502
Total debt securities$75,461,0001,599
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$88,138,0001,398
U.S. Government securities$82,784,000960
U.S. Treasury securities$01,297
U.S. Government agency obligations$82,784,000900
Securities issued by states & political subdivisions$5,354,0002,938
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,537,0003,839
Mortgage-backed securities$74,768,000840
Certificates of participation in pools of residential mortgages$74,768,000528
Issued or guaranteed by U.S.$74,768,000512
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$88,138,0001,301
Total debt securities$88,137,0001,385
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$111,238,0001,157
U.S. Government securities$102,361,000831
U.S. Treasury securities$01,363
U.S. Government agency obligations$102,361,000786
Securities issued by states & political subdivisions$8,877,0002,423
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,572,0003,897
Mortgage-backed securities$76,895,000812
Certificates of participation in pools of residential mortgages$76,895,000492
Issued or guaranteed by U.S.$76,895,000480
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$111,238,0001,041
Total debt securities$111,238,0001,135
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$115,957,0001,112
U.S. Government securities$106,378,000807
U.S. Treasury securities$01,429
U.S. Government agency obligations$106,378,000760
Securities issued by states & political subdivisions$9,579,0002,343
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,580,0003,965
Mortgage-backed securities$80,742,000761
Certificates of participation in pools of residential mortgages$80,742,000468
Issued or guaranteed by U.S.$80,742,000455
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$115,957,0001,006
Total debt securities$115,956,0001,099
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$121,849,0001,073
U.S. Government securities$111,021,000793
U.S. Treasury securities$01,467
U.S. Government agency obligations$111,021,000750
Securities issued by states & political subdivisions$10,828,0002,274
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,589,0004,005
Mortgage-backed securities$84,839,000727
Certificates of participation in pools of residential mortgages$84,839,000454
Issued or guaranteed by U.S.$84,839,000451
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$121,849,000963
Total debt securities$121,849,0001,058
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 contracts$0135
2019-03-31Rank
Total securities$79,430,0001,535
U.S. Government securities$67,460,0001,174
U.S. Treasury securities$01,516
U.S. Government agency obligations$67,460,0001,114
Securities issued by states & political subdivisions$11,970,0002,233
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,596,0004,048
Mortgage-backed securities$67,460,000859
Certificates of participation in pools of residential mortgages$67,460,000546
Issued or guaranteed by U.S.$67,460,000543
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$79,430,0001,416
Total debt securities$79,430,0001,518
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 contracts$0138
2018-12-31Rank
Total securities$85,718,0001,466
U.S. Government securities$69,284,0001,161
U.S. Treasury securities$01,513
U.S. Government agency obligations$69,284,0001,099
Securities issued by states & political subdivisions$16,434,0001,896
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,598,0004,098
Mortgage-backed securities$69,284,000835
Certificates of participation in pools of residential mortgages$69,284,000535
Issued or guaranteed by U.S.$69,284,000531
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$85,718,0001,348
Total debt securities$85,718,0001,454
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 contracts$0138
2018-09-30Rank
Total securities$86,808,0001,454
U.S. Government securities$69,937,0001,156
U.S. Treasury securities$01,500
U.S. Government agency obligations$69,937,0001,086
Securities issued by states & political subdivisions$16,871,0001,889
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,221,0004,007
Mortgage-backed securities$69,937,000825
Certificates of participation in pools of residential mortgages$69,937,000529
Issued or guaranteed by U.S.$69,937,000527
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$86,808,0001,328
Total debt securities$86,808,0001,433
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 contracts$0141
2018-06-30Rank
Total securities$88,305,0001,451
U.S. Government securities$70,125,0001,151
U.S. Treasury securities$01,475
U.S. Government agency obligations$70,125,0001,088
Securities issued by states & political subdivisions$18,180,0001,829
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,233,0004,048
Mortgage-backed securities$70,125,000836
Certificates of participation in pools of residential mortgages$70,125,000545
Issued or guaranteed by U.S.$70,125,000536
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$88,305,0001,322
Total debt securities$88,304,0001,431
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 contracts$0145
2018-03-31Rank
Total securities$71,032,0001,728
U.S. Government securities$52,745,0001,459
U.S. Treasury securities$01,426
U.S. Government agency obligations$52,745,0001,394
Securities issued by states & political subdivisions$18,287,0001,872
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,243,0004,102
Mortgage-backed securities$52,745,0001,032
Certificates of participation in pools of residential mortgages$52,745,000696
Issued or guaranteed by U.S.$52,745,000696
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$71,032,0001,588
Total debt securities$71,031,0001,711
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 contracts$0146
2017-12-31Rank
Total securities$75,064,0001,684
U.S. Government securities$56,102,0001,396
U.S. Treasury securities$01,328
U.S. Government agency obligations$56,102,0001,339
Securities issued by states & political subdivisions$18,962,0001,891
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,257,0004,156
Mortgage-backed securities$56,102,000989
Certificates of participation in pools of residential mortgages$56,102,000675
Issued or guaranteed by U.S.$56,102,000675
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$75,064,0001,550
Total debt securities$75,064,0001,670
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 contracts$0146
2017-09-30Rank
Total securities$78,561,0001,644
U.S. Government securities$59,466,0001,359
U.S. Treasury securities$01,313
U.S. Government agency obligations$59,466,0001,295
Securities issued by states & political subdivisions$19,095,0001,911
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,278,0004,211
Mortgage-backed securities$59,466,000962
Certificates of participation in pools of residential mortgages$59,466,000646
Issued or guaranteed by U.S.$59,466,000646
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$78,561,0001,505
Total debt securities$78,560,0001,626
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 contracts$0144
2017-06-30Rank
Total securities$81,964,0001,625
U.S. Government securities$62,173,0001,343
U.S. Treasury securities$01,351
U.S. Government agency obligations$62,173,0001,284
Securities issued by states & political subdivisions$19,791,0001,875
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,290,0004,241
Mortgage-backed securities$62,173,000943
Certificates of participation in pools of residential mortgages$62,173,000638
Issued or guaranteed by U.S.$62,173,000638
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$81,964,0001,476
Total debt securities$81,964,0001,603
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 contracts$0145
2017-03-31Rank
Total securities$85,311,0001,590
U.S. Government securities$65,016,0001,313
U.S. Treasury securities$01,390
U.S. Government agency obligations$65,016,0001,256
Securities issued by states & political subdivisions$20,295,0001,851
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,775,0004,164
Mortgage-backed securities$65,016,000920
Certificates of participation in pools of residential mortgages$65,016,000626
Issued or guaranteed by U.S.$65,016,000626
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$85,311,0001,437
Total debt securities$85,311,0001,565
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 contracts$0142
2016-12-31Rank
Total securities$89,138,0001,538
U.S. Government securities$68,341,0001,249
U.S. Treasury securities$01,367
U.S. Government agency obligations$68,341,0001,196
Securities issued by states & political subdivisions$20,797,0001,831
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,775,0004,195
Mortgage-backed securities$68,341,000883
Certificates of participation in pools of residential mortgages$68,341,000584
Issued or guaranteed by U.S.$68,341,000584
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$89,138,0001,373
Total debt securities$89,138,0001,509
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$78,595,0001,678
U.S. Government securities$57,214,0001,417
U.S. Treasury securities$01,214
U.S. Government agency obligations$57,214,0001,356
Securities issued by states & political subdivisions$21,381,0001,799
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,826,0004,238
Mortgage-backed securities$57,214,0001,016
Certificates of participation in pools of residential mortgages$57,214,000703
Issued or guaranteed by U.S.$57,214,000703
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$78,595,0001,526
Total debt securities$78,594,0001,652
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$45,594,0002,579
U.S. Government securities$23,072,0002,744
U.S. Treasury securities$01,253
U.S. Government agency obligations$23,072,0002,636
Securities issued by states & political subdivisions$22,522,0001,730
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,850,0004,316
Mortgage-backed securities$23,072,0001,896
Certificates of participation in pools of residential mortgages$23,072,0001,428
Issued or guaranteed by U.S.$23,072,0001,424
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$45,594,0002,342
Total debt securities$45,594,0002,558
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$35,372,0003,045
U.S. Government securities$12,784,0003,710
U.S. Treasury securities$01,296
U.S. Government agency obligations$12,784,0003,585
Securities issued by states & political subdivisions$22,588,0001,694
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,859,0004,356
Mortgage-backed securities$12,784,0002,578
Certificates of participation in pools of residential mortgages$12,784,0002,057
Issued or guaranteed by U.S.$12,784,0002,055
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$35,372,0002,772
Total debt securities$35,372,0003,027
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$35,079,0003,089
U.S. Government securities$12,514,0003,789
U.S. Treasury securities$01,367
U.S. Government agency obligations$12,514,0003,656
Securities issued by states & political subdivisions$22,565,0001,716
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,864,0004,393
Mortgage-backed securities$12,514,0002,613
Certificates of participation in pools of residential mortgages$12,514,0002,076
Issued or guaranteed by U.S.$12,514,0002,073
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$35,079,0002,811
Total debt securities$35,079,0003,072
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$36,002,0003,071
U.S. Government securities$13,414,0003,766
U.S. Treasury securities$01,303
U.S. Government agency obligations$13,414,0003,648
Securities issued by states & political subdivisions$22,588,0001,706
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,874,0004,466
Mortgage-backed securities$13,414,0002,552
Certificates of participation in pools of residential mortgages$13,414,0002,026
Issued or guaranteed by U.S.$13,414,0002,024
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$36,002,0002,803
Total debt securities$36,002,0003,046
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$36,905,0003,077
U.S. Government securities$14,487,0003,753
U.S. Treasury securities$01,348
U.S. Government agency obligations$14,487,0003,636
Securities issued by states & political subdivisions$22,418,0001,688
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,874,0004,518
Mortgage-backed securities$14,487,0002,514
Certificates of participation in pools of residential mortgages$14,487,0001,992
Issued or guaranteed by U.S.$14,487,0001,992
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$36,905,0002,809
Total debt securities$36,905,0003,048
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$38,392,0003,038
U.S. Government securities$15,632,0003,710
U.S. Treasury securities$01,327
U.S. Government agency obligations$15,632,0003,588
Securities issued by states & political subdivisions$22,760,0001,640
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,908,0004,572
Mortgage-backed securities$15,632,0002,479
Certificates of participation in pools of residential mortgages$15,632,0001,932
Issued or guaranteed by U.S.$15,632,0001,932
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$38,392,0002,779
Total debt securities$38,393,0003,017
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$39,370,0003,026
U.S. Government securities$16,736,0003,645
U.S. Treasury securities$01,361
U.S. Government agency obligations$16,736,0003,526
Securities issued by states & political subdivisions$22,634,0001,650
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,892,0004,639
Mortgage-backed securities$16,736,0002,430
Certificates of participation in pools of residential mortgages$16,736,0001,895
Issued or guaranteed by U.S.$16,736,0001,893
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$39,370,0002,769
Total debt securities$39,371,0003,004
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$40,627,0003,028
U.S. Government securities$17,898,0003,618
U.S. Treasury securities$01,381
U.S. Government agency obligations$17,898,0003,500
Securities issued by states & political subdivisions$22,729,0001,645
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,919,0004,700
Mortgage-backed securities$17,898,0002,428
Certificates of participation in pools of residential mortgages$17,898,0001,881
Issued or guaranteed by U.S.$17,898,0001,880
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$40,627,0002,756
Total debt securities$40,628,0003,008
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$40,209,0003,106
U.S. Government securities$17,063,0003,756
U.S. Treasury securities$01,342
U.S. Government agency obligations$17,063,0003,648
Securities issued by states & political subdivisions$23,146,0001,624
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,912,0004,736
Mortgage-backed securities$17,063,0002,511
Certificates of participation in pools of residential mortgages$17,063,0001,960
Issued or guaranteed by U.S.$17,063,0001,960
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$40,209,0002,815
Total debt securities$40,209,0003,079
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$32,770,0003,526
U.S. Government securities$10,200,0004,622
U.S. Treasury securities$01,198
U.S. Government agency obligations$10,200,0004,521
Securities issued by states & political subdivisions$22,570,0001,656
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,887,0004,771
Mortgage-backed securities$10,200,0003,176
Certificates of participation in pools of residential mortgages$10,200,0002,622
Issued or guaranteed by U.S.$10,200,0002,622
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$32,770,0003,216
Total debt securities$32,770,0003,500
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$50,273,0002,670
U.S. Government securities$20,624,0003,437
U.S. Treasury securities$01,131
U.S. Government agency obligations$20,624,0003,342
Securities issued by states & political subdivisions$29,649,0001,312
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,833
Mortgage-backed securities$20,624,0002,303
Certificates of participation in pools of residential mortgages$20,624,0001,722
Issued or guaranteed by U.S.$20,624,0001,721
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$50,273,0002,431
Total debt securities$50,274,0002,646
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$51,761,0002,634
U.S. Government securities$22,203,0003,322
U.S. Treasury securities$01,131
U.S. Government agency obligations$22,203,0003,238
Securities issued by states & political subdivisions$29,558,0001,305
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,888
Mortgage-backed securities$22,203,0002,226
Certificates of participation in pools of residential mortgages$22,203,0001,653
Issued or guaranteed by U.S.$22,203,0001,650
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$51,761,0002,395
Total debt securities$51,762,0002,612
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$54,364,0002,516
U.S. Government securities$24,430,0003,140
U.S. Treasury securities$01,152
U.S. Government agency obligations$24,430,0003,059
Securities issued by states & political subdivisions$29,934,0001,270
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,912
Mortgage-backed securities$24,430,0002,104
Certificates of participation in pools of residential mortgages$24,430,0001,542
Issued or guaranteed by U.S.$24,430,0001,540
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$54,364,0002,283
Total debt securities$54,364,0002,491
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$58,305,0002,393
U.S. Government securities$27,171,0002,972
U.S. Treasury securities$01,161
U.S. Government agency obligations$27,171,0002,905
Securities issued by states & political subdivisions$31,134,0001,217
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,716,0004,952
Mortgage-backed securities$27,171,0002,029
Certificates of participation in pools of residential mortgages$27,171,0001,465
Issued or guaranteed by U.S.$27,171,0001,463
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$58,305,0002,204
Total debt securities$58,305,0002,368
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$59,961,0002,307
U.S. Government securities$28,366,0002,843
U.S. Treasury securities$01,135
U.S. Government agency obligations$28,366,0002,773
Securities issued by states & political subdivisions$31,595,0001,175
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,728,0004,951
Mortgage-backed securities$28,366,0001,948
Certificates of participation in pools of residential mortgages$28,366,0001,397
Issued or guaranteed by U.S.$28,366,0001,393
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$59,961,0002,115
Total debt securities$59,962,0002,282
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$58,944,0002,344
U.S. Government securities$31,389,0002,717
U.S. Treasury securities$01,086
U.S. Government agency obligations$31,389,0002,656
Securities issued by states & political subdivisions$27,555,0001,300
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,743,0005,005
Mortgage-backed securities$31,389,0001,932
Certificates of participation in pools of residential mortgages$31,389,0001,352
Issued or guaranteed by U.S.$31,389,0001,351
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$58,944,0002,145
Total debt securities$58,944,0002,323
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$60,848,0002,291
U.S. Government securities$34,264,0002,592
U.S. Treasury securities$01,068
U.S. Government agency obligations$34,264,0002,544
Securities issued by states & political subdivisions$26,584,0001,312
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,727,0005,041
Mortgage-backed securities$34,264,0001,833
Certificates of participation in pools of residential mortgages$34,264,0001,262
Issued or guaranteed by U.S.$34,264,0001,261
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$60,848,0002,095
Total debt securities$60,847,0002,270
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$86,694,0001,691
U.S. Government securities$55,945,0001,791
U.S. Treasury securities$01,157
U.S. Government agency obligations$55,945,0001,750
Securities issued by states & political subdivisions$30,749,0001,081
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,517,0005,172
Mortgage-backed securities$55,945,0001,278
Certificates of participation in pools of residential mortgages$55,945,000836
Issued or guaranteed by U.S.$55,945,000834
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$86,694,0001,536
Total debt securities$86,695,0001,676
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$100,919,0001,446
U.S. Government securities$62,120,0001,591
U.S. Treasury securities$01,076
U.S. Government agency obligations$62,120,0001,543
Securities issued by states & political subdivisions$38,799,000816
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,916
Mortgage-backed securities$62,120,0001,119
Certificates of participation in pools of residential mortgages$62,120,000722
Issued or guaranteed by U.S.$62,120,000719
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$100,919,0001,312
Total debt securities$100,920,0001,430
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$106,164,0001,354
U.S. Government securities$68,017,0001,425
U.S. Treasury securities$01,126
U.S. Government agency obligations$68,017,0001,380
Securities issued by states & political subdivisions$38,147,000798
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,942
Mortgage-backed securities$68,017,000994
Certificates of participation in pools of residential mortgages$67,891,000638
Issued or guaranteed by U.S.$67,891,000634
Privately issued$0132
Collaterized mortgage obligations$126,0003,645
CMOs issued by government agencies or sponsored agencies$126,0003,369
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)$106,164,0001,211
Total debt securities$106,165,0001,333
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$65,338,0002,021
U.S. Government securities$32,147,0002,646
U.S. Treasury securities$01,225
U.S. Government agency obligations$32,147,0002,572
Securities issued by states & political subdivisions$33,191,000871
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,008
Mortgage-backed securities$32,147,0001,733
Certificates of participation in pools of residential mortgages$31,975,0001,171
Issued or guaranteed by U.S.$31,975,0001,167
Privately issued$0125
Collaterized mortgage obligations$172,0003,599
CMOs issued by government agencies or sponsored agencies$172,0003,312
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)$65,338,0001,831
Total debt securities$65,338,0002,003
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$56,971,0002,271
U.S. Government securities$27,331,0002,980
U.S. Treasury securities$01,272
U.S. Government agency obligations$27,331,0002,886
Securities issued by states & political subdivisions$29,640,000966
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,0005,997
Mortgage-backed securities$27,331,0001,909
Certificates of participation in pools of residential mortgages$27,116,0001,288
Issued or guaranteed by U.S.$27,116,0001,280
Privately issued$0136
Collaterized mortgage obligations$215,0003,521
CMOs issued by government agencies or sponsored agencies$215,0003,232
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)$56,971,0002,053
Total debt securities$56,972,0002,246
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$91,207,0001,459
U.S. Government securities$62,717,0001,463
U.S. Treasury securities$01,275
U.S. Government agency obligations$62,717,0001,405
Securities issued by states & political subdivisions$28,490,000984
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$129,0006,071
Mortgage-backed securities$27,870,0001,826
Certificates of participation in pools of residential mortgages$27,602,0001,238
Issued or guaranteed by U.S.$27,602,0001,228
Privately issued$0141
Collaterized mortgage obligations$268,0003,463
CMOs issued by government agencies or sponsored agencies$268,0003,166
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)$91,207,0001,305
Total debt securities$91,209,0001,439
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$112,925,0001,175
U.S. Government securities$84,506,0001,074
U.S. Treasury securities$01,180
U.S. Government agency obligations$84,506,0001,024
Securities issued by states & political subdivisions$28,419,000950
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$135,0006,152
Mortgage-backed securities$18,143,0002,334
Certificates of participation in pools of residential mortgages$17,544,0001,691
Issued or guaranteed by U.S.$17,544,0001,687
Privately issued$0141
Collaterized mortgage obligations$599,0003,221
CMOs issued by government agencies or sponsored agencies$599,0002,915
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)$112,925,0001,049
Total debt securities$112,924,0001,159
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$92,956,0001,429
U.S. Government securities$72,051,0001,283
U.S. Treasury securities$01,121
U.S. Government agency obligations$72,051,0001,235
Securities issued by states & political subdivisions$20,905,0001,234
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$136,0006,202
Mortgage-backed securities$19,451,0002,244
Certificates of participation in pools of residential mortgages$18,763,0001,623
Issued or guaranteed by U.S.$18,763,0001,616
Privately issued$0148
Collaterized mortgage obligations$688,0003,087
CMOs issued by government agencies or sponsored agencies$688,0002,772
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)$92,956,0001,263
Total debt securities$92,956,0001,402
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$46,254,0002,556
U.S. Government securities$22,663,0003,279
U.S. Treasury securities$01,130
U.S. Government agency obligations$22,663,0003,195
Securities issued by states & political subdivisions$23,591,0001,058
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$135,0006,284
Mortgage-backed securities$20,618,0002,216
Certificates of participation in pools of residential mortgages$19,823,0001,642
Issued or guaranteed by U.S.$19,823,0001,637
Privately issued$0145
Collaterized mortgage obligations$795,0002,997
CMOs issued by government agencies or sponsored agencies$795,0002,670
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)$46,254,0002,271
Total debt securities$46,252,0002,529
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$44,139,0002,644
U.S. Government securities$23,930,0003,122
U.S. Treasury securities$01,077
U.S. Government agency obligations$23,930,0003,048
Securities issued by states & political subdivisions$20,209,0001,242
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$134,0006,340
Mortgage-backed securities$21,868,0002,164
Certificates of participation in pools of residential mortgages$20,960,0001,628
Issued or guaranteed by U.S.$20,960,0001,620
Privately issued$0157
Collaterized mortgage obligations$908,0002,934
CMOs issued by government agencies or sponsored agencies$908,0002,595
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)$44,139,0002,356
Total debt securities$44,138,0002,620
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$45,327,0002,585
U.S. Government securities$25,234,0003,013
U.S. Treasury securities$01,047
U.S. Government agency obligations$25,234,0002,947
Securities issued by states & political subdivisions$20,093,0001,242
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$286,0006,269
Mortgage-backed securities$20,138,0002,324
Certificates of participation in pools of residential mortgages$19,064,0001,795
Issued or guaranteed by U.S.$19,064,0001,790
Privately issued$0171
Collaterized mortgage obligations$1,074,0002,835
CMOs issued by government agencies or sponsored agencies$1,074,0002,475
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)$45,327,0002,284
Total debt securities$45,326,0002,553
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$37,201,0002,955
U.S. Government securities$21,394,0003,323
U.S. Treasury securities$01,036
U.S. Government agency obligations$21,394,0003,256
Securities issued by states & political subdivisions$15,807,0001,501
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,409,0004,576
Mortgage-backed securities$17,316,0002,563
Certificates of participation in pools of residential mortgages$15,800,0002,106
Issued or guaranteed by U.S.$15,800,0002,094
Privately issued$0181
Collaterized mortgage obligations$1,516,0002,657
CMOs issued by government agencies or sponsored agencies$1,516,0002,302
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$37,201,0002,637
Total debt securities$37,200,0002,924
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$33,108,0003,230
U.S. Government securities$23,687,0003,142
U.S. Treasury securities$0981
U.S. Government agency obligations$23,687,0003,083
Securities issued by states & political subdivisions$9,421,0002,225
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,504,0003,321
Mortgage-backed securities$19,623,0002,425
Certificates of participation in pools of residential mortgages$17,000,0002,038
Issued or guaranteed by U.S.$17,000,0002,023
Privately issued$0191
Collaterized mortgage obligations$2,623,0002,321
CMOs issued by government agencies or sponsored agencies$2,623,0001,947
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$33,108,0002,869
Total debt securities$33,108,0003,194
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$20,780,0004,357
U.S. Government securities$13,448,0004,489
U.S. Treasury securities$0973
U.S. Government agency obligations$13,448,0004,401
Securities issued by states & political subdivisions$7,332,0002,563
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,120,0003,120
Mortgage-backed securities$11,029,0003,221
Certificates of participation in pools of residential mortgages$6,898,0003,263
Issued or guaranteed by U.S.$6,898,0003,250
Privately issued$0188
Collaterized mortgage obligations$4,131,0001,919
CMOs issued by government agencies or sponsored agencies$4,131,0001,622
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$20,780,0003,901
Total debt securities$20,779,0004,322
Structured notes
Amortized cost$833,0001,160
Fair value$836,0001,156
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$20,853,0004,284
U.S. Government securities$13,417,0004,460
U.S. Treasury securities$01,019
U.S. Government agency obligations$13,417,0004,383
Securities issued by states & political subdivisions$7,436,0002,529
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$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$11,009,0003,288
Mortgage-backed securities$11,073,0003,123
Certificates of participation in pools of residential mortgages$7,009,0003,152
Issued or guaranteed by U.S.$7,009,0003,141
Privately issued$0192
Collaterized mortgage obligations$4,064,0001,866
CMOs issued by government agencies or sponsored agencies$4,064,0001,553
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$20,853,0003,816
Total debt securities$20,853,0004,251
Structured notes
Amortized cost$833,0001,136
Fair value$831,0001,129
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$24,353,0003,939
U.S. Government securities$16,961,0003,947
U.S. Treasury securities$01,021
U.S. Government agency obligations$16,961,0003,883
Securities issued by states & political subdivisions$7,392,0002,559
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$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$14,604,0002,737
Mortgage-backed securities$11,035,0003,103
Certificates of participation in pools of residential mortgages$7,130,0003,119
Issued or guaranteed by U.S.$7,130,0003,105
Privately issued$0202
Collaterized mortgage obligations$3,905,0001,902
CMOs issued by government agencies or sponsored agencies$3,905,0001,593
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$24,353,0003,517
Total debt securities$24,353,0003,893
Structured notes
Amortized cost$833,0001,179
Fair value$831,0001,176
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$28,761,0003,528
U.S. Government securities$21,163,0003,379
U.S. Treasury securities$01,044
U.S. Government agency obligations$21,163,0003,322
Securities issued by states & political subdivisions$7,598,0002,522
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$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$16,686,0002,486
Mortgage-backed securities$11,917,0002,909
Certificates of participation in pools of residential mortgages$7,719,0002,909
Issued or guaranteed by U.S.$7,719,0002,897
Privately issued$0205
Collaterized mortgage obligations$4,198,0001,836
CMOs issued by government agencies or sponsored agencies$4,198,0001,536
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$28,761,0003,152
Total debt securities$28,761,0003,477
Structured notes
Amortized cost$2,499,000604
Fair value$2,503,000603
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$38,640,0002,853
U.S. Government securities$31,066,0002,598
U.S. Treasury securities$01,146
U.S. Government agency obligations$31,066,0002,543
Securities issued by states & political subdivisions$7,574,0002,495
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$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$26,624,0001,773
Mortgage-backed securities$11,963,0002,649
Certificates of participation in pools of residential mortgages$7,979,0002,587
Issued or guaranteed by U.S.$7,979,0002,572
Privately issued$0191
Collaterized mortgage obligations$3,984,0001,779
CMOs issued by government agencies or sponsored agencies$3,984,0001,493
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$38,640,0002,509
Total debt securities$38,640,0002,811
Structured notes
Amortized cost$8,496,000286
Fair value$8,480,000288
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$40,022,0002,755
U.S. Government securities$32,572,0002,505
U.S. Treasury securities$01,235
U.S. Government agency obligations$32,572,0002,456
Securities issued by states & political subdivisions$7,450,0002,472
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$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$27,833,0001,669
Mortgage-backed securities$12,246,0002,440
Certificates of participation in pools of residential mortgages$8,151,0002,398
Issued or guaranteed by U.S.$8,151,0002,385
Privately issued$0194
Collaterized mortgage obligations$4,095,0001,705
CMOs issued by government agencies or sponsored agencies$4,095,0001,433
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$40,022,0002,400
Total debt securities$40,021,0002,708
Structured notes
Amortized cost$8,495,000357
Fair value$8,369,000358
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$39,837,0002,781
U.S. Government securities$32,516,0002,512
U.S. Treasury securities$01,362
U.S. Government agency obligations$32,516,0002,443
Securities issued by states & political subdivisions$7,321,0002,503
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$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$27,443,0001,679
Mortgage-backed securities$12,612,0002,343
Certificates of participation in pools of residential mortgages$8,384,0002,300
Issued or guaranteed by U.S.$8,384,0002,287
Privately issued$0207
Collaterized mortgage obligations$4,228,0001,660
CMOs issued by government agencies or sponsored agencies$4,228,0001,397
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$39,837,0002,428
Total debt securities$39,837,0002,733
Structured notes
Amortized cost$8,493,000371
Fair value$8,164,000380
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$41,554,0002,706
U.S. Government securities$34,019,0002,432
U.S. Treasury securities$01,448
U.S. Government agency obligations$34,019,0002,360
Securities issued by states & political subdivisions$7,535,0002,469
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$27,756,0001,682
Mortgage-backed securities$13,789,0002,213
Certificates of participation in pools of residential mortgages$9,106,0002,190
Issued or guaranteed by U.S.$9,106,0002,182
Privately issued$0218
Collaterized mortgage obligations$4,683,0001,578
CMOs issued by government agencies or sponsored agencies$4,683,0001,328
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)$41,554,0002,350
Total debt securities$41,553,0002,659
Structured notes
Amortized cost$8,492,000403
Fair value$8,318,000411
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$41,896,0002,694
U.S. Government securities$34,383,0002,457
U.S. Treasury securities$01,498
U.S. Government agency obligations$34,383,0002,387
Securities issued by states & political subdivisions$7,513,0002,470
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$15,089,0002,674
Mortgage-backed securities$14,226,0002,179
Certificates of participation in pools of residential mortgages$9,446,0002,158
Issued or guaranteed by U.S.$9,446,0002,146
Privately issued$0208
Collaterized mortgage obligations$4,780,0001,560
CMOs issued by government agencies or sponsored agencies$4,780,0001,319
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)$41,896,0002,349
Total debt securities$41,896,0002,660
Structured notes
Amortized cost$8,490,000444
Fair value$8,265,000449
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$42,198,0002,701
U.S. Government securities$34,719,0002,449
U.S. Treasury securities$01,574
U.S. Government agency obligations$34,719,0002,378
Securities issued by states & political subdivisions$7,479,0002,475
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$11,075,0003,245
Mortgage-backed securities$14,704,0002,145
Certificates of participation in pools of residential mortgages$9,807,0002,124
Issued or guaranteed by U.S.$9,807,0002,111
Privately issued$0214
Collaterized mortgage obligations$4,897,0001,499
CMOs issued by government agencies or sponsored agencies$4,897,0001,273
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)$42,198,0002,323
Total debt securities$42,198,0002,658
Structured notes
Amortized cost$8,489,000481
Fair value$8,219,000492
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$40,603,0002,783
U.S. Government securities$35,130,0002,429
U.S. Treasury securities$01,634
U.S. Government agency obligations$35,130,0002,357
Securities issued by states & political subdivisions$5,473,0002,935
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$11,013,0003,240
Mortgage-backed securities$15,388,0002,080
Certificates of participation in pools of residential mortgages$10,152,0002,090
Issued or guaranteed by U.S.$10,152,0002,079
Privately issued$0211
Collaterized mortgage obligations$5,236,0001,442
CMOs issued by government agencies or sponsored agencies$5,236,0001,228
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)$40,603,0002,386
Total debt securities$40,603,0002,741
Structured notes
Amortized cost$10,488,000403
Fair value$10,063,000402
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$23,026,0004,243
U.S. Government securities$18,917,0003,970
U.S. Treasury securities$01,715
U.S. Government agency obligations$18,917,0003,839
Securities issued by states & political subdivisions$4,109,0003,369
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,091,0003,229
Mortgage-backed securities$6,288,0003,328
Certificates of participation in pools of residential mortgages$504,0005,324
Issued or guaranteed by U.S.$504,0005,305
Privately issued$0205
Collaterized mortgage obligations$5,784,0001,385
CMOs issued by government agencies or sponsored agencies$5,784,0001,172
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)$23,026,0003,676
Total debt securities$23,024,0004,179
Structured notes
Amortized cost$10,487,000423
Fair value$10,232,000423
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$23,329,0004,218
U.S. Government securities$19,243,0003,912
U.S. Treasury securities$01,737
U.S. Government agency obligations$19,243,0003,778
Securities issued by states & political subdivisions$4,086,0003,393
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,829,0003,240
Mortgage-backed securities$6,572,0003,314
Certificates of participation in pools of residential mortgages$530,0005,332
Issued or guaranteed by U.S.$530,0005,311
Privately issued$0216
Collaterized mortgage obligations$6,042,0001,345
CMOs issued by government agencies or sponsored agencies$6,042,0001,144
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)$23,329,0003,636
Total debt securities$23,329,0004,157
Structured notes
Amortized cost$10,487,000422
Fair value$10,273,000420
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$22,190,0004,324
U.S. Government securities$19,924,0003,775
U.S. Treasury securities$01,786
U.S. Government agency obligations$19,924,0003,637
Securities issued by states & political subdivisions$2,266,0004,208
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$8,657,0003,639
Mortgage-backed securities$7,095,0003,218
Certificates of participation in pools of residential mortgages$582,0005,318
Issued or guaranteed by U.S.$582,0005,299
Privately issued$0225
Collaterized mortgage obligations$6,513,0001,297
CMOs issued by government agencies or sponsored agencies$6,513,0001,107
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$22,190,0003,738
Total debt securities$22,190,0004,268
Structured notes
Amortized cost$10,487,000424
Fair value$10,404,000418
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$20,413,0004,581
U.S. Government securities$20,413,0003,741
U.S. Treasury securities$01,839
U.S. Government agency obligations$20,413,0003,619
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,723,0003,629
Mortgage-backed securities$7,541,0003,201
Certificates of participation in pools of residential mortgages$644,0005,316
Issued or guaranteed by U.S.$644,0005,293
Privately issued$0223
Collaterized mortgage obligations$6,897,0001,283
CMOs issued by government agencies or sponsored agencies$6,897,0001,116
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$20,413,0003,988
Total debt securities$20,412,0004,509
Structured notes
Amortized cost$10,486,000418
Fair value$10,438,000417
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$20,887,0004,599
U.S. Government securities$20,887,0003,751
U.S. Treasury securities$01,963
U.S. Government agency obligations$20,887,0003,619
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,693,0003,638
Mortgage-backed securities$8,163,0003,169
Certificates of participation in pools of residential mortgages$710,0005,326
Issued or guaranteed by U.S.$710,0005,310
Privately issued$0207
Collaterized mortgage obligations$7,453,0001,260
CMOs issued by government agencies or sponsored agencies$7,453,0001,091
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$20,887,0003,987
Total debt securities$20,887,0004,534
Structured notes
Amortized cost$10,486,000405
Fair value$10,313,000405
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$22,894,0004,371
U.S. Government securities$22,894,0003,521
U.S. Treasury securities$01,963
U.S. Government agency obligations$22,894,0003,399
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,823,0003,599
Mortgage-backed securities$10,046,0002,932
Certificates of participation in pools of residential mortgages$790,0005,303
Issued or guaranteed by U.S.$790,0005,286
Privately issued$0203
Collaterized mortgage obligations$9,256,0001,141
CMOs issued by government agencies or sponsored agencies$9,256,000991
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$22,894,0003,785
Total debt securities$22,893,0004,297
Structured notes
Amortized cost$10,486,000400
Fair value$10,393,000402
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$14,221,0005,665
U.S. Government securities$14,221,0004,771
U.S. Treasury securities$01,990
U.S. Government agency obligations$14,221,0004,626
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,952,0003,550
Mortgage-backed securities$1,274,0005,461
Certificates of participation in pools of residential mortgages$864,0005,258
Issued or guaranteed by U.S.$864,0005,245
Privately issued$0225
Collaterized mortgage obligations$410,0003,117
CMOs issued by government agencies or sponsored agencies$410,0002,847
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$14,221,0004,951
Total debt securities$14,222,0005,598
Structured notes
Amortized cost$10,485,000408
Fair value$10,469,000406
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$23,373,0004,353
U.S. Government securities$23,373,0003,531
U.S. Treasury securities$02,098
U.S. Government agency obligations$23,373,0003,405
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,808,0003,329
Mortgage-backed securities$5,947,0003,779
Certificates of participation in pools of residential mortgages$5,368,0003,298
Issued or guaranteed by U.S.$5,368,0003,290
Privately issued$0225
Collaterized mortgage obligations$579,0002,996
CMOs issued by government agencies or sponsored agencies$579,0002,743
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)$04,584
Available-for-sale securities (fair market value)$23,373,0003,778
Total debt securities$23,373,0004,283
Structured notes
Amortized cost$12,485,000317
Fair value$12,156,000321
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$25,750,0004,084
U.S. Government securities$25,750,0003,204
U.S. Treasury securities$02,082
U.S. Government agency obligations$25,750,0003,096
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,431,0003,815
Mortgage-backed securities$7,701,0003,419
Certificates of participation in pools of residential mortgages$6,569,0003,019
Issued or guaranteed by U.S.$6,569,0003,009
Privately issued$0230
Collaterized mortgage obligations$1,132,0002,685
CMOs issued by government agencies or sponsored agencies$1,132,0002,431
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$25,750,0003,553
Total debt securities$25,749,0004,008
Structured notes
Amortized cost$12,485,000267
Fair value$12,554,000265
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$30,005,0003,715
U.S. Government securities$30,005,0002,909
U.S. Treasury securities$02,227
U.S. Government agency obligations$30,005,0002,804
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,684,0003,685
Mortgage-backed securities$9,246,0003,141
Certificates of participation in pools of residential mortgages$7,678,0002,820
Issued or guaranteed by U.S.$7,678,0002,805
Privately issued$0248
Collaterized mortgage obligations$1,568,0002,478
CMOs issued by government agencies or sponsored agencies$1,568,0002,344
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$30,005,0003,205
Total debt securities$30,005,0003,656
Structured notes
Amortized cost$12,484,000230
Fair value$12,372,000232
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$32,213,0003,440
U.S. Government securities$32,213,0002,691
U.S. Treasury securities$02,287
U.S. Government agency obligations$32,213,0002,602
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,203,0003,474
Mortgage-backed securities$11,483,0002,777
Certificates of participation in pools of residential mortgages$9,512,0002,474
Issued or guaranteed by U.S.$9,512,0002,465
Privately issued$0253
Collaterized mortgage obligations$1,971,0002,345
CMOs issued by government agencies or sponsored agencies$1,971,0002,220
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$32,213,0002,978
Total debt securities$32,213,0003,379
Structured notes
Amortized cost$9,485,000267
Fair value$9,352,000267
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$32,247,0003,363
U.S. Government securities$32,247,0002,581
U.S. Treasury securities$02,322
U.S. Government agency obligations$32,247,0002,482
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,408,0005,056
Mortgage-backed securities$16,726,0002,276
Certificates of participation in pools of residential mortgages$13,445,0001,989
Issued or guaranteed by U.S.$13,445,0001,980
Privately issued$0256
Collaterized mortgage obligations$3,281,0002,073
CMOs issued by government agencies or sponsored agencies$3,281,0001,959
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$32,247,0002,913
Total debt securities$32,247,0003,289
Structured notes
Amortized cost$7,000,000273
Fair value$7,010,000280
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$25,965,0003,909
U.S. Government securities$25,965,0003,040
U.S. Treasury securities$02,382
U.S. Government agency obligations$25,965,0002,906
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$882,0006,695
Mortgage-backed securities$22,949,0001,856
Certificates of participation in pools of residential mortgages$17,863,0001,620
Issued or guaranteed by U.S.$17,863,0001,614
Privately issued$0257
Collaterized mortgage obligations$5,086,0001,797
CMOs issued by government agencies or sponsored agencies$5,086,0001,682
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)$04,788
Available-for-sale securities (fair market value)$25,965,0003,369
Total debt securities$25,964,0003,826
Structured notes
Amortized cost$3,016,000446
Fair value$3,016,000467
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$29,912,0003,538
U.S. Government securities$29,912,0002,708
U.S. Treasury securities$02,544
U.S. Government agency obligations$29,912,0002,586
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,585,0005,022
Mortgage-backed securities$25,393,0001,689
Certificates of participation in pools of residential mortgages$22,382,0001,348
Issued or guaranteed by U.S.$22,382,0001,344
Privately issued$0252
Collaterized mortgage obligations$3,011,0002,271
CMOs issued by government agencies or sponsored agencies$3,011,0002,164
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)$04,875
Available-for-sale securities (fair market value)$29,912,0003,029
Total debt securities$29,910,0003,465
Structured notes
Amortized cost$1,998,000547
Fair value$2,004,000534
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$39,304,0002,694
U.S. Government securities$39,304,0002,016
U.S. Treasury securities$03,182
U.S. Government agency obligations$39,304,0001,893
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,583
Mortgage-backed securities$34,382,0001,250
Certificates of participation in pools of residential mortgages$34,382,000860
Issued or guaranteed by U.S.$34,382,000853
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
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)$05,093
Available-for-sale securities (fair market value)$39,304,0002,240
Total debt securities$39,305,0002,625
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$39,546,0002,718
U.S. Government securities$39,093,0002,051
U.S. Treasury securities$04,186
U.S. Government agency obligations$39,093,0001,904
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$0313
Equity securities$453,0004,041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,294,0003,837
Mortgage-backed securities$15,963,0001,733
Certificates of participation in pools of residential mortgages$15,963,0001,248
Issued or guaranteed by U.S.$15,963,0001,240
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
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)$05,708
Available-for-sale securities (fair market value)$39,546,0002,157
Total debt securities$39,093,0002,649
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$33,353,0003,295
U.S. Government securities$32,900,0002,528
U.S. Treasury securities$05,412
U.S. Government agency obligations$32,900,0002,254
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$453,0003,928
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,918,0003,953
Mortgage-backed securities$11,513,0002,313
Certificates of participation in pools of residential mortgages$11,513,0001,706
Issued or guaranteed by U.S.$11,513,0001,693
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
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)$06,120
Available-for-sale securities (fair market value)$33,353,0002,581
Total debt securities$32,900,0003,229
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$24,963,0004,165
U.S. Government securities$24,513,0003,349
U.S. Treasury securities$06,820
U.S. Government agency obligations$24,513,0002,827
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$450,0003,799
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,000,0004,806
Mortgage-backed securities$9,744,0002,756
Certificates of participation in pools of residential mortgages$9,744,0002,022
Issued or guaranteed by U.S.$9,744,0002,009
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
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)$15,744,0001,685
Available-for-sale securities (fair market value)$9,219,0005,979
Total debt securities$24,513,0004,107
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