American Trust and Savings Bank, Securities

2023-09-30Rank
Total securities$18,698,0003,645
U.S. Government securities$8,617,0003,700
U.S. Treasury securities$02,809
U.S. Government agency obligations$8,617,0003,350
Securities issued by states & political subdivisions$9,609,0002,481
Other domestic debt securities$472,0002,153
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$472,0001,736
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,338,0003,200
Mortgage-backed securities$60,0003,752
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$60,0003,578
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$18,698,0003,388
Total debt securities$18,698,0003,624
Structured notes
Amortized cost$2,500,000510
Fair value$1,995,000540
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$19,421,0003,657
U.S. Government securities$8,879,0003,724
U.S. Treasury securities$02,832
U.S. Government agency obligations$8,879,0003,377
Securities issued by states & political subdivisions$10,070,0002,489
Other domestic debt securities$472,0002,174
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$472,0001,749
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,591,0003,151
Mortgage-backed securities$61,0003,770
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$61,0003,591
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$19,421,0003,399
Total debt securities$19,421,0003,635
Structured notes
Amortized cost$2,500,000549
Fair value$2,069,000577
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$19,797,0003,719
U.S. Government securities$8,875,0003,798
U.S. Treasury securities$02,901
U.S. Government agency obligations$8,875,0003,391
Securities issued by states & political subdivisions$10,450,0002,514
Other domestic debt securities$472,0002,228
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$472,0001,799
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,889,0003,069
Mortgage-backed securities$63,0003,827
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$63,0003,638
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$19,797,0003,459
Total debt securities$19,796,0003,697
Structured notes
Amortized cost$2,750,000558
Fair value$2,282,000584
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$19,476,0003,763
U.S. Government securities$8,770,0003,843
U.S. Treasury securities$02,941
U.S. Government agency obligations$8,770,0003,420
Securities issued by states & political subdivisions$10,234,0002,569
Other domestic debt securities$472,0002,266
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$472,0001,818
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$299,0003,866
Mortgage-backed securities$63,0003,861
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$63,0003,675
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$19,476,0003,491
Total debt securities$19,476,0003,740
Structured notes
Amortized cost$2,750,000579
Fair value$2,251,000610
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$19,848,0003,760
U.S. Government securities$8,786,0003,848
U.S. Treasury securities$02,957
U.S. Government agency obligations$8,786,0003,417
Securities issued by states & political subdivisions$10,584,0002,546
Other domestic debt securities$478,0002,220
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$478,0001,819
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$299,0003,886
Mortgage-backed securities$67,0003,885
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$67,0003,695
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$19,848,0003,484
Total debt securities$19,848,0003,736
Structured notes
Amortized cost$2,750,000582
Fair value$2,249,000600
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$20,391,0003,773
U.S. Government securities$8,997,0003,848
U.S. Treasury securities$02,920
U.S. Government agency obligations$8,997,0003,424
Securities issued by states & political subdivisions$10,899,0002,578
Other domestic debt securities$495,0002,082
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$495,0001,800
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$299,0003,922
Mortgage-backed securities$71,0003,933
Certificates of participation in pools of residential mortgages$71,0003,794
Issued or guaranteed by U.S.$71,0003,723
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)$20,391,0003,513
Total debt securities$20,390,0003,754
Structured notes
Amortized cost$2,750,000569
Fair value$2,388,000581
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$19,314,0003,770
U.S. Government securities$9,249,0003,770
U.S. Treasury securities$02,666
U.S. Government agency obligations$9,249,0003,386
Securities issued by states & political subdivisions$10,065,0002,653
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$300,0003,944
Mortgage-backed securities$92,0003,937
Certificates of participation in pools of residential mortgages$92,0003,797
Issued or guaranteed by U.S.$92,0003,734
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)$19,314,0003,525
Total debt securities$19,313,0003,750
Structured notes
Amortized cost$2,750,000493
Fair value$2,524,000497
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$19,526,0003,705
U.S. Government securities$9,621,0003,636
U.S. Treasury securities$02,212
U.S. Government agency obligations$9,621,0003,348
Securities issued by states & political subdivisions$9,905,0002,715
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$301,0003,977
Mortgage-backed securities$109,0003,947
Certificates of participation in pools of residential mortgages$109,0003,809
Issued or guaranteed by U.S.$109,0003,733
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)$19,526,0003,489
Total debt securities$19,517,0003,686
Structured notes
Amortized cost$2,749,000426
Fair value$2,696,000426
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$15,986,0003,839
U.S. Government securities$7,747,0003,719
U.S. Treasury securities$02,008
U.S. Government agency obligations$7,747,0003,491
Securities issued by states & political subdivisions$8,239,0002,860
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$301,0004,005
Mortgage-backed securities$145,0003,981
Certificates of participation in pools of residential mortgages$140,0003,840
Issued or guaranteed by U.S.$140,0003,768
Privately issued$0234
Collaterized mortgage obligations$5,0002,888
CMOs issued by government agencies or sponsored agencies$5,0002,825
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)$15,986,0003,626
Total debt securities$15,985,0003,819
Structured notes
Amortized cost$2,749,000375
Fair value$2,713,000377
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$16,925,0003,757
U.S. Government securities$8,754,0003,617
U.S. Treasury securities$01,913
U.S. Government agency obligations$8,754,0003,383
Securities issued by states & political subdivisions$8,171,0002,849
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$436,0004,004
Mortgage-backed securities$211,0003,975
Certificates of participation in pools of residential mortgages$159,0003,844
Issued or guaranteed by U.S.$159,0003,767
Privately issued$0247
Collaterized mortgage obligations$52,0002,811
CMOs issued by government agencies or sponsored agencies$52,0002,760
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)$16,925,0003,531
Total debt securities$16,925,0003,734
Structured notes
Amortized cost$2,250,000354
Fair value$2,236,000356
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$15,546,0003,764
U.S. Government securities$7,112,0003,653
U.S. Treasury securities$01,631
U.S. Government agency obligations$7,112,0003,466
Securities issued by states & political subdivisions$8,434,0002,785
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$436,0004,025
Mortgage-backed securities$300,0003,935
Certificates of participation in pools of residential mortgages$213,0003,807
Issued or guaranteed by U.S.$213,0003,721
Privately issued$0261
Collaterized mortgage obligations$87,0002,754
CMOs issued by government agencies or sponsored agencies$87,0002,702
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)$15,546,0003,541
Total debt securities$15,546,0003,738
Structured notes
Amortized cost$1,499,000325
Fair value$1,475,000320
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$12,266,0003,873
U.S. Government securities$4,308,0003,880
U.S. Treasury securities$01,194
U.S. Government agency obligations$4,308,0003,734
Securities issued by states & political subdivisions$7,711,0002,848
Other domestic debt securities$247,0002,023
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$247,0001,618
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$586,0003,997
Mortgage-backed securities$323,0003,928
Certificates of participation in pools of residential mortgages$232,0003,793
Issued or guaranteed by U.S.$232,0003,714
Privately issued$0245
Collaterized mortgage obligations$91,0002,764
CMOs issued by government agencies or sponsored agencies$91,0002,706
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)$12,266,0003,650
Total debt securities$12,266,0003,847
Structured notes
Amortized cost$250,000319
Fair value$247,000333
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$9,552,0004,044
U.S. Government securities$1,885,0004,269
U.S. Treasury securities$01,216
U.S. Government agency obligations$1,885,0004,134
Securities issued by states & political subdivisions$7,419,0002,791
Other domestic debt securities$248,0002,001
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$248,0001,595
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$838,0003,961
Mortgage-backed securities$386,0003,919
Certificates of participation in pools of residential mortgages$290,0003,765
Issued or guaranteed by U.S.$290,0003,687
Privately issued$0251
Collaterized mortgage obligations$96,0002,773
CMOs issued by government agencies or sponsored agencies$96,0002,716
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)$9,552,0003,805
Total debt securities$9,552,0004,022
Structured notes
Amortized cost$250,000313
Fair value$248,000327
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$8,383,0004,132
U.S. Government securities$933,0004,476
U.S. Treasury securities$01,251
U.S. Government agency obligations$933,0004,354
Securities issued by states & political subdivisions$7,198,0002,758
Other domestic debt securities$252,0001,920
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$252,0001,526
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$1,587,0003,810
Mortgage-backed securities$430,0003,923
Certificates of participation in pools of residential mortgages$330,0003,753
Issued or guaranteed by U.S.$330,0003,679
Privately issued$0251
Collaterized mortgage obligations$100,0002,769
CMOs issued by government agencies or sponsored agencies$100,0002,720
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)$8,383,0003,890
Total debt securities$8,383,0004,104
Structured notes
Amortized cost$250,000346
Fair value$252,000349
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$9,245,0004,093
U.S. Government securities$1,253,0004,467
U.S. Treasury securities$01,297
U.S. Government agency obligations$1,253,0004,347
Securities issued by states & political subdivisions$7,645,0002,601
Other domestic debt securities$347,0001,813
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$347,0001,402
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$2,006,0003,725
Mortgage-backed securities$449,0003,947
Certificates of participation in pools of residential mortgages$346,0003,773
Issued or guaranteed by U.S.$346,0003,685
Privately issued$0267
Collaterized mortgage obligations$103,0002,770
CMOs issued by government agencies or sponsored agencies$103,0002,716
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)$9,245,0003,848
Total debt securities$9,245,0004,067
Structured notes
Amortized cost$250,000503
Fair value$246,000520
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$10,449,0004,043
U.S. Government securities$2,504,0004,352
U.S. Treasury securities$01,363
U.S. Government agency obligations$2,504,0004,185
Securities issued by states & political subdivisions$7,594,0002,602
Other domestic debt securities$351,0001,773
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$351,0001,370
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$2,113,0003,760
Mortgage-backed securities$457,0003,956
Certificates of participation in pools of residential mortgages$350,0003,781
Issued or guaranteed by U.S.$350,0003,707
Privately issued$0249
Collaterized mortgage obligations$107,0002,781
CMOs issued by government agencies or sponsored agencies$107,0002,729
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)$10,449,0003,793
Total debt securities$10,449,0004,019
Structured notes
Amortized cost$250,000637
Fair value$249,000650
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$9,611,0004,174
U.S. Government securities$1,542,0004,596
U.S. Treasury securities$01,429
U.S. Government agency obligations$1,542,0004,453
Securities issued by states & political subdivisions$7,718,0002,601
Other domestic debt securities$351,0001,812
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$351,0001,374
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$2,222,0003,813
Mortgage-backed securities$490,0003,989
Certificates of participation in pools of residential mortgages$380,0003,809
Issued or guaranteed by U.S.$380,0003,731
Privately issued$0287
Collaterized mortgage obligations$110,0002,798
CMOs issued by government agencies or sponsored agencies$110,0002,742
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)$9,611,0003,913
Total debt securities$9,612,0004,147
Structured notes
Amortized cost$250,000796
Fair value$248,000811
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$10,545,0004,150
U.S. Government securities$2,385,0004,501
U.S. Treasury securities$01,467
U.S. Government agency obligations$2,385,0004,340
Securities issued by states & political subdivisions$7,811,0002,636
Other domestic debt securities$349,0001,807
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$349,0001,404
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$2,229,0003,857
Mortgage-backed securities$512,0003,990
Certificates of participation in pools of residential mortgages$398,0003,819
Issued or guaranteed by U.S.$398,0003,747
Privately issued$0244
Collaterized mortgage obligations$114,0002,805
CMOs issued by government agencies or sponsored agencies$114,0002,746
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)$10,545,0003,881
Total debt securities$10,544,0004,129
Structured notes
Amortized cost$250,000858
Fair value$246,000877
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$11,341,0004,145
U.S. Government securities$2,361,0004,571
U.S. Treasury securities$01,516
U.S. Government agency obligations$2,361,0004,403
Securities issued by states & political subdivisions$8,634,0002,594
Other domestic debt securities$346,0001,811
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$346,0001,409
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$2,419,0003,874
Mortgage-backed securities$520,0004,023
Certificates of participation in pools of residential mortgages$403,0003,845
Issued or guaranteed by U.S.$403,0003,761
Privately issued$0248
Collaterized mortgage obligations$117,0002,819
CMOs issued by government agencies or sponsored agencies$117,0002,757
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)$11,341,0003,872
Total debt securities$11,341,0004,126
Structured notes
Amortized cost$250,000876
Fair value$243,000897
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$11,592,0004,165
U.S. Government securities$2,334,0004,606
U.S. Treasury securities$01,513
U.S. Government agency obligations$2,334,0004,437
Securities issued by states & political subdivisions$8,913,0002,639
Other domestic debt securities$345,0001,799
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$345,0001,414
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$2,414,0003,913
Mortgage-backed securities$536,0004,047
Certificates of participation in pools of residential mortgages$417,0003,872
Issued or guaranteed by U.S.$417,0003,806
Privately issued$0211
Collaterized mortgage obligations$119,0002,828
CMOs issued by government agencies or sponsored agencies$119,0002,768
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)$11,592,0003,893
Total debt securities$11,593,0004,140
Structured notes
Amortized cost$250,000894
Fair value$241,000912
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$11,983,0004,185
U.S. Government securities$2,303,0004,685
U.S. Treasury securities$01,500
U.S. Government agency obligations$2,303,0004,525
Securities issued by states & political subdivisions$9,343,0002,599
Other domestic debt securities$337,0001,770
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$337,0001,417
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$2,675,0003,915
Mortgage-backed securities$547,0004,093
Certificates of participation in pools of residential mortgages$425,0003,920
Issued or guaranteed by U.S.$425,0003,892
Privately issued$0145
Collaterized mortgage obligations$122,0002,838
CMOs issued by government agencies or sponsored agencies$122,0002,775
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)$11,983,0003,912
Total debt securities$11,983,0004,163
Structured notes
Amortized cost$250,000869
Fair value$233,000893
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$12,334,0004,209
U.S. Government securities$2,362,0004,708
U.S. Treasury securities$01,475
U.S. Government agency obligations$2,362,0004,551
Securities issued by states & political subdivisions$9,630,0002,611
Other domestic debt securities$342,0001,960
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$342,0001,419
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$2,694,0003,942
Mortgage-backed securities$566,0004,143
Certificates of participation in pools of residential mortgages$440,0003,962
Issued or guaranteed by U.S.$440,0003,803
Privately issued$0453
Collaterized mortgage obligations$126,0002,861
CMOs issued by government agencies or sponsored agencies$126,0002,791
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)$12,334,0003,934
Total debt securities$12,334,0004,188
Structured notes
Amortized cost$250,000872
Fair value$236,000896
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$13,494,0004,157
U.S. Government securities$2,384,0004,779
U.S. Treasury securities$01,426
U.S. Government agency obligations$2,384,0004,631
Securities issued by states & political subdivisions$10,512,0002,544
Other domestic debt securities$598,0001,643
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$598,0001,325
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$2,708,0003,979
Mortgage-backed securities$581,0004,178
Certificates of participation in pools of residential mortgages$450,0003,996
Issued or guaranteed by U.S.$450,0003,988
Privately issued$067
Collaterized mortgage obligations$131,0002,853
CMOs issued by government agencies or sponsored agencies$131,0002,782
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)$13,494,0003,875
Total debt securities$13,494,0004,132
Structured notes
Amortized cost$242,000871
Fair value$250,000840
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$13,684,0004,205
U.S. Government securities$2,188,0004,849
U.S. Treasury securities$01,328
U.S. Government agency obligations$2,188,0004,731
Securities issued by states & political subdivisions$10,888,0002,562
Other domestic debt securities$608,0001,649
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$608,0001,342
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$2,737,0004,041
Mortgage-backed securities$601,0004,207
Certificates of participation in pools of residential mortgages$465,0004,034
Issued or guaranteed by U.S.$465,0004,028
Privately issued$064
Collaterized mortgage obligations$136,0002,855
CMOs issued by government agencies or sponsored agencies$136,0002,780
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)$13,684,0003,918
Total debt securities$13,684,0004,184
Structured notes
Amortized cost$250,000851
Fair value$247,000866
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$13,849,0004,239
U.S. Government securities$2,227,0004,898
U.S. Treasury securities$01,313
U.S. Government agency obligations$2,227,0004,783
Securities issued by states & political subdivisions$11,015,0002,597
Other domestic debt securities$607,0001,664
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$607,0001,370
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$3,268,0003,966
Mortgage-backed securities$631,0004,243
Certificates of participation in pools of residential mortgages$490,0004,075
Issued or guaranteed by U.S.$490,0004,071
Privately issued$069
Collaterized mortgage obligations$141,0002,871
CMOs issued by government agencies or sponsored agencies$141,0002,800
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)$13,849,0003,949
Total debt securities$13,849,0004,216
Structured notes
Amortized cost$250,000880
Fair value$241,000909
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$14,269,0004,238
U.S. Government securities$2,251,0004,944
U.S. Treasury securities$01,351
U.S. Government agency obligations$2,251,0004,826
Securities issued by states & political subdivisions$11,399,0002,580
Other domestic debt securities$619,0001,688
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$619,0001,396
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$3,727,0003,894
Mortgage-backed securities$645,0004,273
Certificates of participation in pools of residential mortgages$500,0004,114
Issued or guaranteed by U.S.$500,0004,109
Privately issued$067
Collaterized mortgage obligations$145,0002,904
CMOs issued by government agencies or sponsored agencies$145,0002,825
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)$14,269,0003,945
Total debt securities$14,269,0004,218
Structured notes
Amortized cost$250,000947
Fair value$250,000951
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$15,212,0004,216
U.S. Government securities$2,235,0005,014
U.S. Treasury securities$01,390
U.S. Government agency obligations$2,235,0004,893
Securities issued by states & political subdivisions$12,357,0002,517
Other domestic debt securities$620,0001,740
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$620,0001,428
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$3,958,0003,904
Mortgage-backed securities$650,0004,340
Certificates of participation in pools of residential mortgages$502,0004,177
Issued or guaranteed by U.S.$502,0004,173
Privately issued$066
Collaterized mortgage obligations$148,0002,947
CMOs issued by government agencies or sponsored agencies$148,0002,868
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)$15,212,0003,909
Total debt securities$15,212,0004,194
Structured notes
Amortized cost$249,0001,034
Fair value$250,0001,012
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$13,949,0004,308
U.S. Government securities$1,094,0005,288
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,094,0005,166
Securities issued by states & political subdivisions$12,132,0002,542
Other domestic debt securities$723,0001,718
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$723,0001,403
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$3,966,0003,916
Mortgage-backed securities$600,0004,396
Certificates of participation in pools of residential mortgages$449,0004,242
Issued or guaranteed by U.S.$449,0004,236
Privately issued$071
Collaterized mortgage obligations$151,0002,953
CMOs issued by government agencies or sponsored agencies$151,0002,859
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)$13,949,0003,993
Total debt securities$13,949,0004,291
Structured notes
Amortized cost$250,0001,000
Fair value$250,0001,003
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$14,190,0004,318
U.S. Government securities$1,392,0005,282
U.S. Treasury securities$01,214
U.S. Government agency obligations$1,392,0005,164
Securities issued by states & political subdivisions$12,066,0002,540
Other domestic debt securities$732,0001,713
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$732,0001,402
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$4,065,0003,948
Mortgage-backed securities$641,0004,429
Certificates of participation in pools of residential mortgages$481,0004,263
Issued or guaranteed by U.S.$481,0004,260
Privately issued$067
Collaterized mortgage obligations$160,0002,982
CMOs issued by government agencies or sponsored agencies$160,0002,891
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)$14,190,0004,001
Total debt securities$14,190,0004,295
Structured notes
Amortized cost$250,000987
Fair value$251,000989
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$14,849,0004,331
U.S. Government securities$2,444,0005,147
U.S. Treasury securities$01,253
U.S. Government agency obligations$2,444,0005,035
Securities issued by states & political subdivisions$11,668,0002,597
Other domestic debt securities$737,0001,738
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$737,0001,410
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$4,085,0004,007
Mortgage-backed securities$693,0004,465
Certificates of participation in pools of residential mortgages$528,0004,292
Issued or guaranteed by U.S.$528,0004,286
Privately issued$071
Collaterized mortgage obligations$165,0003,014
CMOs issued by government agencies or sponsored agencies$165,0002,914
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)$14,849,0003,997
Total debt securities$14,849,0004,310
Structured notes
Amortized cost$500,000968
Fair value$502,000974
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$15,092,0004,358
U.S. Government securities$2,237,0005,268
U.S. Treasury securities$01,296
U.S. Government agency obligations$2,237,0005,168
Securities issued by states & political subdivisions$11,610,0002,596
Other domestic debt securities$1,245,0001,518
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$1,245,0001,210
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$4,150,0004,043
Mortgage-backed securities$737,0004,484
Certificates of participation in pools of residential mortgages$570,0004,312
Issued or guaranteed by U.S.$570,0004,307
Privately issued$066
Collaterized mortgage obligations$167,0003,033
CMOs issued by government agencies or sponsored agencies$167,0002,940
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)$15,092,0004,017
Total debt securities$15,092,0004,337
Structured notes
Amortized cost$502,0001,127
Fair value$500,0001,145
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$16,268,0004,324
U.S. Government securities$3,226,0005,155
U.S. Treasury securities$01,367
U.S. Government agency obligations$3,226,0005,046
Securities issued by states & political subdivisions$11,541,0002,629
Other domestic debt securities$1,501,0001,433
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$1,501,0001,142
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$4,102,0004,086
Mortgage-backed securities$769,0004,502
Certificates of participation in pools of residential mortgages$602,0004,324
Issued or guaranteed by U.S.$602,0004,321
Privately issued$066
Collaterized mortgage obligations$167,0003,066
CMOs issued by government agencies or sponsored agencies$167,0002,977
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)$16,268,0003,971
Total debt securities$16,268,0004,298
Structured notes
Amortized cost$500,0001,254
Fair value$501,0001,265
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$16,673,0004,372
U.S. Government securities$3,554,0005,190
U.S. Treasury securities$01,303
U.S. Government agency obligations$3,554,0005,082
Securities issued by states & political subdivisions$11,600,0002,625
Other domestic debt securities$1,519,0001,430
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$1,519,0001,128
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$4,337,0004,089
Mortgage-backed securities$815,0004,549
Certificates of participation in pools of residential mortgages$642,0004,367
Issued or guaranteed by U.S.$642,0004,361
Privately issued$065
Collaterized mortgage obligations$173,0003,112
CMOs issued by government agencies or sponsored agencies$173,0003,022
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)$16,673,0004,017
Total debt securities$16,673,0004,348
Structured notes
Amortized cost$500,0001,416
Fair value$503,0001,429
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$17,262,0004,393
U.S. Government securities$4,040,0005,216
U.S. Treasury securities$01,348
U.S. Government agency obligations$4,040,0005,101
Securities issued by states & political subdivisions$11,593,0002,641
Other domestic debt securities$1,528,0001,437
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$1,528,0001,145
Foreign debt securities$101,000317
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,299,0004,149
Mortgage-backed securities$875,0004,612
Certificates of participation in pools of residential mortgages$701,0004,416
Issued or guaranteed by U.S.$701,0004,413
Privately issued$067
Collaterized mortgage obligations$174,0003,154
CMOs issued by government agencies or sponsored agencies$174,0003,060
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)$17,262,0004,036
Total debt securities$17,262,0004,369
Structured notes
Amortized cost$1,000,0001,260
Fair value$990,0001,352
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$18,169,0004,375
U.S. Government securities$4,501,0005,217
U.S. Treasury securities$01,327
U.S. Government agency obligations$4,501,0005,112
Securities issued by states & political subdivisions$12,021,0002,570
Other domestic debt securities$1,545,0001,467
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$1,545,0001,154
Foreign debt securities$102,000318
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,500,0004,162
Mortgage-backed securities$936,0004,652
Certificates of participation in pools of residential mortgages$756,0004,451
Issued or guaranteed by U.S.$756,0004,446
Privately issued$070
Collaterized mortgage obligations$180,0003,181
CMOs issued by government agencies or sponsored agencies$180,0003,081
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)$18,169,0004,016
Total debt securities$18,169,0004,354
Structured notes
Amortized cost$1,314,0001,271
Fair value$1,343,0001,270
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$18,341,0004,420
U.S. Government securities$4,513,0005,302
U.S. Treasury securities$01,361
U.S. Government agency obligations$4,513,0005,189
Securities issued by states & political subdivisions$12,175,0002,570
Other domestic debt securities$1,551,0001,474
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$1,551,0001,154
Foreign debt securities$102,000301
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,474,0004,243
Mortgage-backed securities$995,0004,718
Certificates of participation in pools of residential mortgages$813,0004,498
Issued or guaranteed by U.S.$813,0004,491
Privately issued$075
Collaterized mortgage obligations$182,0003,230
CMOs issued by government agencies or sponsored agencies$182,0003,128
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)$18,341,0004,052
Total debt securities$18,341,0004,400
Structured notes
Amortized cost$1,314,0001,346
Fair value$1,327,0001,347
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$19,653,0004,395
U.S. Government securities$4,745,0005,354
U.S. Treasury securities$01,381
U.S. Government agency obligations$4,745,0005,231
Securities issued by states & political subdivisions$12,890,0002,501
Other domestic debt securities$1,916,0001,434
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$1,916,0001,106
Foreign debt securities$102,000296
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,475,0004,287
Mortgage-backed securities$1,048,0004,779
Certificates of participation in pools of residential mortgages$864,0004,570
Issued or guaranteed by U.S.$864,0004,567
Privately issued$073
Collaterized mortgage obligations$184,0003,287
CMOs issued by government agencies or sponsored agencies$184,0003,170
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)$19,653,0004,037
Total debt securities$19,653,0004,371
Structured notes
Amortized cost$1,563,0001,343
Fair value$1,557,0001,344
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$19,637,0004,450
U.S. Government securities$4,640,0005,440
U.S. Treasury securities$01,342
U.S. Government agency obligations$4,640,0005,329
Securities issued by states & political subdivisions$12,970,0002,501
Other domestic debt securities$1,923,0001,478
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$1,923,0001,147
Foreign debt securities$104,000295
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,476,0004,332
Mortgage-backed securities$939,0004,867
Certificates of participation in pools of residential mortgages$939,0004,584
Issued or guaranteed by U.S.$939,0004,581
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)$19,637,0004,075
Total debt securities$19,637,0004,430
Structured notes
Amortized cost$1,563,0001,391
Fair value$1,540,0001,391
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$20,194,0004,436
U.S. Government securities$4,826,0005,456
U.S. Treasury securities$01,198
U.S. Government agency obligations$4,826,0005,354
Securities issued by states & political subdivisions$13,336,0002,470
Other domestic debt securities$1,928,0001,514
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$1,928,0001,171
Foreign debt securities$104,000297
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,370,0004,137
Mortgage-backed securities$975,0004,892
Certificates of participation in pools of residential mortgages$975,0004,598
Issued or guaranteed by U.S.$975,0004,594
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)$20,194,0004,067
Total debt securities$20,194,0004,414
Structured notes
Amortized cost$1,812,0001,356
Fair value$1,745,0001,359
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$20,097,0004,450
U.S. Government securities$4,777,0005,479
U.S. Treasury securities$01,131
U.S. Government agency obligations$4,777,0005,380
Securities issued by states & political subdivisions$13,034,0002,506
Other domestic debt securities$2,181,0001,450
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$2,181,0001,104
Foreign debt securities$105,000299
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,289,0004,168
Mortgage-backed securities$1,054,0004,890
Certificates of participation in pools of residential mortgages$1,054,0004,589
Issued or guaranteed by U.S.$1,054,0004,584
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)$20,097,0004,080
Total debt securities$20,097,0004,430
Structured notes
Amortized cost$1,812,0001,337
Fair value$1,692,0001,348
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$20,507,0004,441
U.S. Government securities$4,925,0005,508
U.S. Treasury securities$01,131
U.S. Government agency obligations$4,925,0005,409
Securities issued by states & political subdivisions$13,288,0002,461
Other domestic debt securities$2,190,0001,492
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$2,190,0001,139
Foreign debt securities$104,000308
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,352,0004,178
Mortgage-backed securities$1,115,0004,911
Certificates of participation in pools of residential mortgages$1,115,0004,597
Issued or guaranteed by U.S.$1,115,0004,593
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)$20,507,0004,076
Total debt securities$20,507,0004,410
Structured notes
Amortized cost$1,811,0001,324
Fair value$1,728,0001,326
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$20,643,0004,443
U.S. Government securities$4,790,0005,540
U.S. Treasury securities$01,152
U.S. Government agency obligations$4,790,0005,428
Securities issued by states & political subdivisions$13,568,0002,419
Other domestic debt securities$2,181,0001,524
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$2,181,0001,165
Foreign debt securities$104,000297
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,446,0004,163
Mortgage-backed securities$1,234,0004,883
Certificates of participation in pools of residential mortgages$1,234,0004,537
Issued or guaranteed by U.S.$1,234,0004,533
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)$20,643,0004,097
Total debt securities$20,643,0004,413
Structured notes
Amortized cost$1,500,0001,355
Fair value$1,449,0001,400
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$19,611,0004,550
U.S. Government securities$3,913,0005,747
U.S. Treasury securities$01,161
U.S. Government agency obligations$3,913,0005,641
Securities issued by states & political subdivisions$13,351,0002,435
Other domestic debt securities$2,240,0001,513
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$2,240,0001,126
Foreign debt securities$107,000302
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,351,0005,062
Mortgage-backed securities$1,418,0004,877
Certificates of participation in pools of residential mortgages$1,405,0004,511
Issued or guaranteed by U.S.$1,405,0004,509
Privately issued$083
Collaterized mortgage obligations$13,0003,676
CMOs issued by government agencies or sponsored agencies$13,0003,515
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)$19,611,0004,197
Total debt securities$19,611,0004,520
Structured notes
Amortized cost$750,0001,828
Fair value$746,0001,850
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$19,204,0004,549
U.S. Government securities$3,838,0005,793
U.S. Treasury securities$01,135
U.S. Government agency obligations$3,838,0005,689
Securities issued by states & political subdivisions$13,217,0002,412
Other domestic debt securities$2,043,0001,557
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$2,043,0001,158
Foreign debt securities$106,000296
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,393,0005,064
Mortgage-backed securities$1,587,0004,870
Certificates of participation in pools of residential mortgages$1,526,0004,486
Issued or guaranteed by U.S.$1,526,0004,485
Privately issued$085
Collaterized mortgage obligations$61,0003,623
CMOs issued by government agencies or sponsored agencies$61,0003,459
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)$19,204,0004,202
Total debt securities$19,204,0004,516
Structured notes
Amortized cost$750,0001,878
Fair value$744,0001,896
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$20,096,0004,536
U.S. Government securities$4,912,0005,700
U.S. Treasury securities$01,086
U.S. Government agency obligations$4,912,0005,593
Securities issued by states & political subdivisions$13,036,0002,406
Other domestic debt securities$2,042,0001,605
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$2,042,0001,194
Foreign debt securities$106,000278
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,490,0005,089
Mortgage-backed securities$1,900,0004,891
Certificates of participation in pools of residential mortgages$1,757,0004,530
Issued or guaranteed by U.S.$1,757,0004,528
Privately issued$088
Collaterized mortgage obligations$143,0003,613
CMOs issued by government agencies or sponsored agencies$143,0003,449
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)$20,096,0004,182
Total debt securities$20,096,0004,504
Structured notes
Amortized cost$1,250,0001,661
Fair value$1,249,0001,676
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$19,169,0004,643
U.S. Government securities$4,631,0005,843
U.S. Treasury securities$01,068
U.S. Government agency obligations$4,631,0005,750
Securities issued by states & political subdivisions$12,457,0002,434
Other domestic debt securities$1,980,0001,649
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$1,980,0001,230
Foreign debt securities$101,000270
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,535,0005,118
Mortgage-backed securities$2,126,0004,870
Certificates of participation in pools of residential mortgages$1,909,0004,518
Issued or guaranteed by U.S.$1,909,0004,517
Privately issued$094
Collaterized mortgage obligations$217,0003,567
CMOs issued by government agencies or sponsored agencies$217,0003,406
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)$19,169,0004,289
Total debt securities$19,169,0004,615
Structured notes
Amortized cost$1,250,0001,864
Fair value$1,245,0001,878
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$19,554,0004,637
U.S. Government securities$6,074,0005,662
U.S. Treasury securities$01,157
U.S. Government agency obligations$6,074,0005,549
Securities issued by states & political subdivisions$11,520,0002,456
Other domestic debt securities$1,960,0001,633
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$1,960,0001,211
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$2,554,0005,159
Mortgage-backed securities$2,343,0004,849
Certificates of participation in pools of residential mortgages$2,048,0004,487
Issued or guaranteed by U.S.$2,048,0004,484
Privately issued$094
Collaterized mortgage obligations$295,0003,542
CMOs issued by government agencies or sponsored agencies$295,0003,372
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)$19,554,0004,266
Total debt securities$19,554,0004,610
Structured notes
Amortized cost$2,247,0001,629
Fair value$2,218,0001,632
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$18,038,0004,755
U.S. Government securities$5,852,0005,696
U.S. Treasury securities$01,076
U.S. Government agency obligations$5,852,0005,584
Securities issued by states & political subdivisions$10,806,0002,518
Other domestic debt securities$1,380,0001,796
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$1,380,0001,290
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$2,635,0004,888
Mortgage-backed securities$2,589,0004,749
Certificates of participation in pools of residential mortgages$2,221,0004,367
Issued or guaranteed by U.S.$2,221,0004,358
Privately issued$0121
Collaterized mortgage obligations$368,0003,457
CMOs issued by government agencies or sponsored agencies$368,0003,199
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)$18,038,0004,364
Total debt securities$18,038,0004,729
Structured notes
Amortized cost$1,997,0001,771
Fair value$1,995,0001,777
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$18,180,0004,704
U.S. Government securities$5,993,0005,682
U.S. Treasury securities$01,126
U.S. Government agency obligations$5,993,0005,568
Securities issued by states & political subdivisions$10,521,0002,506
Other domestic debt securities$1,666,0001,708
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$1,666,0001,189
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,699,0004,878
Mortgage-backed securities$2,890,0004,661
Certificates of participation in pools of residential mortgages$2,450,0004,251
Issued or guaranteed by U.S.$2,450,0004,236
Privately issued$0132
Collaterized mortgage obligations$440,0003,408
CMOs issued by government agencies or sponsored agencies$440,0003,141
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)$18,180,0004,309
Total debt securities$18,180,0004,666
Structured notes
Amortized cost$2,331,0001,638
Fair value$2,328,0001,638
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$18,818,0004,702
U.S. Government securities$8,062,0005,387
U.S. Treasury securities$01,225
U.S. Government agency obligations$8,062,0005,275
Securities issued by states & political subdivisions$9,549,0002,589
Other domestic debt securities$1,207,0001,818
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$1,207,0001,245
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$2,663,0004,935
Mortgage-backed securities$2,967,0004,606
Certificates of participation in pools of residential mortgages$2,512,0004,205
Issued or guaranteed by U.S.$2,512,0004,192
Privately issued$0125
Collaterized mortgage obligations$455,0003,370
CMOs issued by government agencies or sponsored agencies$455,0003,097
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)$18,818,0004,310
Total debt securities$18,818,0004,664
Structured notes
Amortized cost$2,581,0001,767
Fair value$2,570,0001,771
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$16,609,0004,934
U.S. Government securities$6,516,0005,713
U.S. Treasury securities$01,272
U.S. Government agency obligations$6,516,0005,587
Securities issued by states & political subdivisions$8,919,0002,647
Other domestic debt securities$1,174,0001,879
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$1,174,0001,283
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$2,679,0004,943
Mortgage-backed securities$3,082,0004,520
Certificates of participation in pools of residential mortgages$2,627,0004,119
Issued or guaranteed by U.S.$2,627,0004,108
Privately issued$0136
Collaterized mortgage obligations$455,0003,329
CMOs issued by government agencies or sponsored agencies$455,0003,052
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)$16,609,0004,524
Total debt securities$16,609,0004,902
Structured notes
Amortized cost$1,746,0002,172
Fair value$1,684,0002,191
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$15,672,0004,934
U.S. Government securities$4,820,0005,958
U.S. Treasury securities$01,275
U.S. Government agency obligations$4,820,0005,826
Securities issued by states & political subdivisions$9,554,0002,520
Other domestic debt securities$1,298,0001,942
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$1,298,0001,244
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$2,977,0004,866
Mortgage-backed securities$2,912,0004,515
Certificates of participation in pools of residential mortgages$2,676,0003,998
Issued or guaranteed by U.S.$2,676,0003,988
Privately issued$0141
Collaterized mortgage obligations$236,0003,499
CMOs issued by government agencies or sponsored agencies$236,0003,200
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)$15,672,0004,515
Total debt securities$15,672,0004,900
Structured notes
Amortized cost$1,496,0002,163
Fair value$1,419,0002,188
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$14,806,0004,999
U.S. Government securities$5,426,0005,815
U.S. Treasury securities$01,180
U.S. Government agency obligations$5,426,0005,690
Securities issued by states & political subdivisions$8,064,0002,686
Other domestic debt securities$1,316,0001,986
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$1,316,0001,235
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$3,187,0004,841
Mortgage-backed securities$2,663,0004,590
Certificates of participation in pools of residential mortgages$2,663,0003,987
Issued or guaranteed by U.S.$2,663,0003,978
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$14,806,0004,563
Total debt securities$14,806,0004,962
Structured notes
Amortized cost$1,999,0001,982
Fair value$2,004,0001,965
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$12,733,0005,289
U.S. Government securities$4,488,0006,161
U.S. Treasury securities$01,121
U.S. Government agency obligations$4,488,0006,044
Securities issued by states & political subdivisions$6,602,0002,858
Other domestic debt securities$1,643,0001,838
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$1,643,0001,087
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$3,251,0004,870
Mortgage-backed securities$2,972,0004,513
Certificates of participation in pools of residential mortgages$2,972,0003,932
Issued or guaranteed by U.S.$2,972,0003,924
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$12,733,0004,853
Total debt securities$12,733,0005,255
Structured notes
Amortized cost$750,0002,755
Fair value$753,0002,762
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$13,090,0005,292
U.S. Government securities$4,464,0006,258
U.S. Treasury securities$01,130
U.S. Government agency obligations$4,464,0006,142
Securities issued by states & political subdivisions$7,016,0002,758
Other domestic debt securities$1,610,0001,893
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$1,610,0001,113
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$3,189,0004,955
Mortgage-backed securities$3,132,0004,557
Certificates of participation in pools of residential mortgages$3,132,0004,005
Issued or guaranteed by U.S.$3,132,0003,996
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$13,090,0004,843
Total debt securities$13,090,0005,251
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$12,690,0005,339
U.S. Government securities$4,814,0006,149
U.S. Treasury securities$01,077
U.S. Government agency obligations$4,814,0006,051
Securities issued by states & political subdivisions$6,047,0002,987
Other domestic debt securities$1,829,0001,884
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$1,829,0001,108
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$3,229,0004,974
Mortgage-backed securities$3,222,0004,604
Certificates of participation in pools of residential mortgages$3,222,0004,056
Issued or guaranteed by U.S.$3,222,0004,049
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$12,690,0004,896
Total debt securities$12,690,0005,294
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$13,001,0005,338
U.S. Government securities$5,237,0006,089
U.S. Treasury securities$01,047
U.S. Government agency obligations$5,237,0006,001
Securities issued by states & political subdivisions$5,947,0003,016
Other domestic debt securities$1,817,0001,993
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$1,817,0001,181
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$223,0006,306
Mortgage-backed securities$3,378,0004,653
Certificates of participation in pools of residential mortgages$3,378,0004,089
Issued or guaranteed by U.S.$3,378,0004,081
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$13,001,0004,887
Total debt securities$13,001,0005,294
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$13,114,0005,316
U.S. Government securities$5,917,0005,925
U.S. Treasury securities$01,036
U.S. Government agency obligations$5,917,0005,839
Securities issued by states & political subdivisions$5,723,0003,017
Other domestic debt securities$1,474,0002,186
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$1,474,0001,316
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$764,0006,078
Mortgage-backed securities$3,555,0004,640
Certificates of participation in pools of residential mortgages$3,555,0004,093
Issued or guaranteed by U.S.$3,555,0004,080
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$13,114,0004,855
Total debt securities$13,114,0005,271
Structured notes
Amortized cost$500,0001,532
Fair value$504,0001,542
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$13,226,0005,350
U.S. Government securities$6,664,0005,854
U.S. Treasury securities$0981
U.S. Government agency obligations$6,664,0005,775
Securities issued by states & political subdivisions$5,594,0002,995
Other domestic debt securities$968,0002,379
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$968,0001,589
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$770,0006,118
Mortgage-backed securities$2,735,0004,970
Certificates of participation in pools of residential mortgages$2,735,0004,481
Issued or guaranteed by U.S.$2,735,0004,470
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$13,226,0004,871
Total debt securities$13,226,0005,306
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$13,356,0005,351
U.S. Government securities$7,179,0005,806
U.S. Treasury securities$0973
U.S. Government agency obligations$7,179,0005,727
Securities issued by states & political subdivisions$5,442,0003,011
Other domestic debt securities$735,0002,497
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$735,0001,715
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$843,0006,131
Mortgage-backed securities$2,973,0004,872
Certificates of participation in pools of residential mortgages$2,973,0004,371
Issued or guaranteed by U.S.$2,973,0004,360
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$13,356,0004,835
Total debt securities$13,356,0005,312
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$11,578,0005,607
U.S. Government securities$6,819,0005,883
U.S. Treasury securities$01,019
U.S. Government agency obligations$6,819,0005,795
Securities issued by states & political subdivisions$3,952,0003,411
Other domestic debt securities$807,0002,390
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$807,0001,627
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$833,0006,164
Mortgage-backed securities$2,939,0004,813
Certificates of participation in pools of residential mortgages$2,939,0004,303
Issued or guaranteed by U.S.$2,939,0004,292
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$11,578,0005,080
Total debt securities$11,578,0005,566
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$10,886,0005,778
U.S. Government securities$6,336,0006,041
U.S. Treasury securities$01,021
U.S. Government agency obligations$6,336,0005,955
Securities issued by states & political subdivisions$3,780,0003,469
Other domestic debt securities$770,0002,427
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$770,0001,705
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$894,0006,165
Mortgage-backed securities$3,004,0004,789
Certificates of participation in pools of residential mortgages$3,004,0004,282
Issued or guaranteed by U.S.$3,004,0004,265
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$10,886,0005,255
Total debt securities$10,886,0005,719
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$10,256,0005,886
U.S. Government securities$6,087,0006,125
U.S. Treasury securities$01,044
U.S. Government agency obligations$6,087,0006,031
Securities issued by states & political subdivisions$3,627,0003,550
Other domestic debt securities$542,0002,505
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$542,0001,796
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,312,0005,930
Mortgage-backed securities$3,188,0004,636
Certificates of participation in pools of residential mortgages$3,188,0004,110
Issued or guaranteed by U.S.$3,188,0004,096
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$10,256,0005,354
Total debt securities$10,256,0005,818
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$10,594,0005,918
U.S. Government securities$5,746,0006,361
U.S. Treasury securities$01,146
U.S. Government agency obligations$5,746,0006,259
Securities issued by states & political subdivisions$4,297,0003,321
Other domestic debt securities$551,0002,329
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$551,0001,659
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$1,679,0005,837
Mortgage-backed securities$3,358,0004,353
Certificates of participation in pools of residential mortgages$3,358,0003,758
Issued or guaranteed by U.S.$3,358,0003,743
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$10,594,0005,347
Total debt securities$10,594,0005,851
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$8,217,0006,436
U.S. Government securities$4,607,0006,785
U.S. Treasury securities$01,235
U.S. Government agency obligations$4,607,0006,676
Securities issued by states & political subdivisions$3,307,0003,660
Other domestic debt securities$303,0002,556
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$303,0001,887
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$1,660,0005,862
Mortgage-backed securities$3,355,0004,215
Certificates of participation in pools of residential mortgages$3,355,0003,600
Issued or guaranteed by U.S.$3,355,0003,582
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$8,217,0005,833
Total debt securities$8,217,0006,378
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$7,693,0006,575
U.S. Government securities$4,115,0006,958
U.S. Treasury securities$01,362
U.S. Government agency obligations$4,115,0006,838
Securities issued by states & political subdivisions$3,278,0003,665
Other domestic debt securities$300,0002,508
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$300,0001,861
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$1,638,0005,933
Mortgage-backed securities$2,883,0004,354
Certificates of participation in pools of residential mortgages$2,883,0003,763
Issued or guaranteed by U.S.$2,883,0003,750
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$7,693,0005,922
Total debt securities$7,693,0006,517
Structured notes
Amortized cost$500,0002,252
Fair value$498,0002,288
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$12,345,0005,679
U.S. Government securities$8,081,0005,867
U.S. Treasury securities$01,448
U.S. Government agency obligations$8,081,0005,748
Securities issued by states & political subdivisions$3,751,0003,503
Other domestic debt securities$513,0002,240
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$513,0001,642
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$505,0006,502
Mortgage-backed securities$3,111,0004,247
Certificates of participation in pools of residential mortgages$3,111,0003,658
Issued or guaranteed by U.S.$3,111,0003,643
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$12,345,0005,073
Total debt securities$12,345,0005,628
Structured notes
Amortized cost$2,500,0001,183
Fair value$2,476,0001,209
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$12,227,0005,740
U.S. Government securities$7,461,0006,071
U.S. Treasury securities$01,498
U.S. Government agency obligations$7,461,0005,949
Securities issued by states & political subdivisions$3,753,0003,514
Other domestic debt securities$1,013,0001,900
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$1,013,0001,346
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$1,014,0006,252
Mortgage-backed securities$1,746,0004,859
Certificates of participation in pools of residential mortgages$1,746,0004,327
Issued or guaranteed by U.S.$1,746,0004,312
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$12,227,0005,127
Total debt securities$12,227,0005,694
Structured notes
Amortized cost$2,997,0001,147
Fair value$2,894,0001,186
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$12,027,0005,826
U.S. Government securities$6,503,0006,424
U.S. Treasury securities$01,574
U.S. Government agency obligations$6,503,0006,288
Securities issued by states & political subdivisions$4,259,0003,320
Other domestic debt securities$1,265,0001,805
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,265,0001,289
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$1,015,0006,296
Mortgage-backed securities$789,0005,449
Certificates of participation in pools of residential mortgages$789,0004,994
Issued or guaranteed by U.S.$789,0004,971
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$12,027,0005,195
Total debt securities$12,027,0005,777
Structured notes
Amortized cost$2,749,0001,288
Fair value$2,712,0001,289
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$13,365,0005,601
U.S. Government securities$7,732,0006,086
U.S. Treasury securities$01,634
U.S. Government agency obligations$7,732,0005,953
Securities issued by states & political subdivisions$4,126,0003,358
Other domestic debt securities$1,507,0001,710
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$1,507,0001,217
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$1,507,0006,080
Mortgage-backed securities$145,0006,170
Certificates of participation in pools of residential mortgages$145,0005,828
Issued or guaranteed by U.S.$145,0005,802
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$13,365,0004,935
Total debt securities$13,370,0005,550
Structured notes
Amortized cost$2,747,0001,336
Fair value$2,655,0001,342
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$14,293,0005,478
U.S. Government securities$7,843,0006,126
U.S. Treasury securities$01,715
U.S. Government agency obligations$7,843,0005,976
Securities issued by states & political subdivisions$4,936,0003,110
Other domestic debt securities$1,514,0001,760
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$1,514,0001,272
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$1,530,0006,071
Mortgage-backed securities$160,0006,185
Certificates of participation in pools of residential mortgages$160,0005,831
Issued or guaranteed by U.S.$160,0005,807
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$14,293,0004,818
Total debt securities$14,292,0005,427
Structured notes
Amortized cost$2,997,0001,302
Fair value$2,925,0001,306
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$17,562,0004,969
U.S. Government securities$11,023,0005,346
U.S. Treasury securities$01,737
U.S. Government agency obligations$11,023,0005,211
Securities issued by states & political subdivisions$4,833,0003,135
Other domestic debt securities$1,706,0001,743
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$1,706,0001,295
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$1,545,0006,087
Mortgage-backed securities$171,0006,240
Certificates of participation in pools of residential mortgages$171,0005,860
Issued or guaranteed by U.S.$171,0005,835
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$17,562,0004,299
Total debt securities$17,557,0004,917
Structured notes
Amortized cost$4,882,000917
Fair value$4,804,000916
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$18,144,0004,872
U.S. Government securities$11,177,0005,283
U.S. Treasury securities$01,786
U.S. Government agency obligations$11,177,0005,129
Securities issued by states & political subdivisions$5,229,0002,992
Other domestic debt securities$1,738,0001,767
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$1,738,0001,335
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$1,570,0006,092
Mortgage-backed securities$189,0006,249
Certificates of participation in pools of residential mortgages$189,0005,859
Issued or guaranteed by U.S.$189,0005,840
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$18,144,0004,220
Total debt securities$18,144,0004,822
Structured notes
Amortized cost$4,881,000904
Fair value$4,857,000900
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$20,658,0004,549
U.S. Government securities$13,451,0004,846
U.S. Treasury securities$01,839
U.S. Government agency obligations$13,451,0004,706
Securities issued by states & political subdivisions$5,160,0002,991
Other domestic debt securities$2,047,0001,657
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$2,047,0001,240
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$1,591,0006,075
Mortgage-backed securities$230,0006,235
Certificates of participation in pools of residential mortgages$230,0005,835
Issued or guaranteed by U.S.$230,0005,808
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$20,658,0003,949
Total debt securities$20,658,0004,483
Structured notes
Amortized cost$4,880,000887
Fair value$4,886,000882
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$22,160,0004,433
U.S. Government securities$15,231,0004,590
U.S. Treasury securities$01,963
U.S. Government agency obligations$15,231,0004,445
Securities issued by states & political subdivisions$4,776,0003,107
Other domestic debt securities$2,153,0001,666
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$2,153,0001,283
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,574,0006,115
Mortgage-backed securities$251,0006,273
Certificates of participation in pools of residential mortgages$251,0005,869
Issued or guaranteed by U.S.$251,0005,850
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$22,160,0003,851
Total debt securities$22,160,0004,377
Structured notes
Amortized cost$5,500,000777
Fair value$5,622,000762
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$22,664,0004,408
U.S. Government securities$14,882,0004,658
U.S. Treasury securities$01,963
U.S. Government agency obligations$14,882,0004,512
Securities issued by states & political subdivisions$5,075,0003,045
Other domestic debt securities$2,707,0001,564
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$2,707,0001,197
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,618,0006,094
Mortgage-backed securities$280,0006,271
Certificates of participation in pools of residential mortgages$280,0005,864
Issued or guaranteed by U.S.$280,0005,850
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$22,664,0003,814
Total debt securities$22,664,0004,336
Structured notes
Amortized cost$5,973,000716
Fair value$5,931,000712
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$22,871,0004,365
U.S. Government securities$14,583,0004,695
U.S. Treasury securities$01,990
U.S. Government agency obligations$14,583,0004,552
Securities issued by states & political subdivisions$5,035,0003,067
Other domestic debt securities$3,253,0001,434
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,253,0001,101
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,552,0006,152
Mortgage-backed securities$311,0006,281
Certificates of participation in pools of residential mortgages$311,0005,857
Issued or guaranteed by U.S.$311,0005,844
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$22,871,0003,773
Total debt securities$22,871,0004,303
Structured notes
Amortized cost$5,722,000747
Fair value$5,732,000744
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$25,215,0004,148
U.S. Government securities$15,660,0004,572
U.S. Treasury securities$02,098
U.S. Government agency obligations$15,660,0004,410
Securities issued by states & political subdivisions$5,812,0002,805
Other domestic debt securities$3,743,0001,379
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,743,0001,057
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,599,0006,160
Mortgage-backed securities$347,0006,310
Certificates of participation in pools of residential mortgages$347,0005,875
Issued or guaranteed by U.S.$347,0005,864
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$25,215,0003,583
Total debt securities$25,215,0004,075
Structured notes
Amortized cost$5,972,000715
Fair value$5,819,000712
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$24,385,0004,227
U.S. Government securities$15,938,0004,481
U.S. Treasury securities$02,082
U.S. Government agency obligations$15,938,0004,329
Securities issued by states & political subdivisions$4,863,0003,130
Other domestic debt securities$3,584,0001,519
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$3,584,0001,181
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$1,500,0006,211
Mortgage-backed securities$423,0006,261
Certificates of participation in pools of residential mortgages$423,0005,816
Issued or guaranteed by U.S.$423,0005,801
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$24,385,0003,672
Total debt securities$24,385,0004,148
Structured notes
Amortized cost$12,214,000275
Fair value$12,719,000263
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$22,893,0004,454
U.S. Government securities$13,538,0004,959
U.S. Treasury securities$02,227
U.S. Government agency obligations$13,538,0004,812
Securities issued by states & political subdivisions$5,271,0003,018
Other domestic debt securities$4,084,0001,419
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$4,084,0001,166
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$1,500,0006,167
Mortgage-backed securities$477,0006,242
Certificates of participation in pools of residential mortgages$477,0005,802
Issued or guaranteed by U.S.$477,0005,783
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$22,893,0003,861
Total debt securities$22,893,0004,378
Structured notes
Amortized cost$1,998,0001,268
Fair value$1,961,0001,284
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$20,163,0004,728
U.S. Government securities$10,778,0005,436
U.S. Treasury securities$02,287
U.S. Government agency obligations$10,778,0005,269
Securities issued by states & political subdivisions$5,070,0003,066
Other domestic debt securities$4,315,0001,458
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$4,315,0001,199
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$1,500,0006,172
Mortgage-backed securities$627,0006,139
Certificates of participation in pools of residential mortgages$627,0005,664
Issued or guaranteed by U.S.$627,0005,641
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$20,163,0004,110
Total debt securities$20,163,0004,646
Structured notes
Amortized cost$1,998,0001,097
Fair value$1,977,0001,080
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$21,566,0004,470
U.S. Government securities$11,692,0005,158
U.S. Treasury securities$02,322
U.S. Government agency obligations$11,692,0004,988
Securities issued by states & political subdivisions$5,272,0002,949
Other domestic debt securities$4,602,0001,453
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$4,602,0001,190
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0006,567
Mortgage-backed securities$821,0006,067
Certificates of participation in pools of residential mortgages$821,0005,536
Issued or guaranteed by U.S.$821,0005,514
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$21,566,0003,891
Total debt securities$21,566,0004,387
Structured notes
Amortized cost$1,749,000972
Fair value$1,771,000969
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$23,398,0004,223
U.S. Government securities$15,070,0004,509
U.S. Treasury securities$02,382
U.S. Government agency obligations$15,070,0004,342
Securities issued by states & political subdivisions$4,280,0003,207
Other domestic debt securities$4,048,0001,581
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$4,048,0001,313
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$500,0006,996
Mortgage-backed securities$1,080,0005,882
Certificates of participation in pools of residential mortgages$1,080,0005,289
Issued or guaranteed by U.S.$1,080,0005,269
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$23,398,0003,623
Total debt securities$23,398,0004,127
Structured notes
Amortized cost$1,995,000699
Fair value$1,995,000694
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$23,154,0004,215
U.S. Government securities$13,682,0004,728
U.S. Treasury securities$02,544
U.S. Government agency obligations$13,682,0004,550
Securities issued by states & political subdivisions$4,663,0003,038
Other domestic debt securities$4,809,0001,430
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$4,809,0001,178
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$500,0007,030
Mortgage-backed securities$2,393,0005,127
Certificates of participation in pools of residential mortgages$2,393,0004,430
Issued or guaranteed by U.S.$2,393,0004,414
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
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)$23,154,0003,617
Total debt securities$23,154,0004,132
Structured notes
Amortized cost$1,000,000765
Fair value$1,017,000829
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$17,807,0004,877
U.S. Government securities$10,367,0005,424
U.S. Treasury securities$03,182
U.S. Government agency obligations$10,367,0005,181
Securities issued by states & political subdivisions$4,119,0003,203
Other domestic debt securities$3,321,0001,788
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$3,321,0001,471
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$500,0007,209
Mortgage-backed securities$651,0006,191
Certificates of participation in pools of residential mortgages$651,0005,536
Issued or guaranteed by U.S.$651,0005,514
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)$17,807,0004,148
Total debt securities$17,807,0004,780
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$20,516,0004,554
U.S. Government securities$16,827,0004,153
U.S. Treasury securities$04,186
U.S. Government agency obligations$16,827,0003,882
Securities issued by states & political subdivisions$2,682,0003,904
Other domestic debt securities$1,007,0002,445
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,007,0002,125
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0007,478
Mortgage-backed securities$809,0005,731
Certificates of participation in pools of residential mortgages$809,0005,006
Issued or guaranteed by U.S.$809,0004,992
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)$20,516,0003,713
Total debt securities$20,516,0004,432
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$19,081,0004,999
U.S. Government securities$14,748,0004,831
U.S. Treasury securities$1,751,0002,965
U.S. Government agency obligations$12,997,0004,748
Securities issued by states & political subdivisions$3,600,0003,555
Other domestic debt securities$733,0002,604
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$733,0002,209
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0007,649
Mortgage-backed securities$505,0006,440
Certificates of participation in pools of residential mortgages$505,0005,726
Issued or guaranteed by U.S.$505,0005,712
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)$19,081,0004,033
Total debt securities$19,081,0004,886
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$17,345,0005,311
U.S. Government securities$12,609,0005,355
U.S. Treasury securities$2,572,0003,379
U.S. Government agency obligations$10,037,0005,272
Securities issued by states & political subdivisions$4,234,0003,273
Other domestic debt securities$502,0002,712
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$502,0002,249
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$750,0007,451
Mortgage-backed securities$725,0006,397
Certificates of participation in pools of residential mortgages$725,0005,621
Issued or guaranteed by U.S.$725,0005,603
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)$06,613
Available-for-sale securities (fair market value)$17,345,0004,216
Total debt securities$17,345,0005,181
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$16,358,0005,666
U.S. Government securities$12,465,0005,679
U.S. Treasury securities$2,806,0004,454
U.S. Government agency obligations$9,659,0005,348
Securities issued by states & political subdivisions$3,893,0003,272
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$750,0007,836
Mortgage-backed securities$454,0007,082
Certificates of participation in pools of residential mortgages$454,0006,259
Issued or guaranteed by U.S.$454,0006,239
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$16,358,0004,206
Total debt securities$16,358,0005,545
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$18,897,0005,516
U.S. Government securities$14,116,0005,710
U.S. Treasury securities$3,951,0004,468
U.S. Government agency obligations$10,165,0005,450
Securities issued by states & political subdivisions$4,781,0002,922
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$750,0008,207
Mortgage-backed securities$849,0007,060
Certificates of participation in pools of residential mortgages$849,0006,064
Issued or guaranteed by U.S.$849,0006,048
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$18,897,0003,997
Total debt securities$18,897,0005,403
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$20,940,0005,380
U.S. Government securities$14,377,0005,862
U.S. Treasury securities$3,985,0005,310
U.S. Government agency obligations$10,392,0005,354
Securities issued by states & political subdivisions$6,563,0002,239
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0008,116
Mortgage-backed securities$5,012,0004,479
Certificates of participation in pools of residential mortgages$5,012,0003,284
Issued or guaranteed by U.S.$5,012,0003,258
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$20,940,0003,812
Total debt securities$20,940,0005,281
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$21,633,0005,561
U.S. Government securities$14,501,0006,189
U.S. Treasury securities$4,055,0006,176
U.S. Government agency obligations$10,446,0005,220
Securities issued by states & political subdivisions$7,132,0002,150
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0008,388
Mortgage-backed securities$5,500,0004,503
Certificates of participation in pools of residential mortgages$5,500,0003,224
Issued or guaranteed by U.S.$5,500,0003,209
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,132,0006,853
Available-for-sale securities (fair market value)$14,501,0003,663
Total debt securities$21,633,0005,468
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$20,602,0006,005
U.S. Government securities$13,138,0006,802
U.S. Treasury securities$5,601,0005,295
U.S. Government agency obligations$7,537,0006,571
Securities issued by states & political subdivisions$7,464,0002,091
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0008,553
Mortgage-backed securities$5,528,0005,011
Certificates of participation in pools of residential mortgages$5,528,0003,547
Issued or guaranteed by U.S.$5,528,0003,511
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$20,602,0005,874
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$19,264,0006,264
U.S. Government securities$13,759,0006,642
U.S. Treasury securities$5,663,0005,357
U.S. Government agency obligations$8,096,0006,299
Securities issued by states & political subdivisions$5,455,0002,554
Other domestic debt securities$50,0007,040
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$50,0005,475
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0008,685
Mortgage-backed securities$3,042,0006,722
Certificates of participation in pools of residential mortgages$3,042,0005,148
Issued or guaranteed by U.S.$3,042,0005,092
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$19,264,0006,148
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA