Commercial Bank & Trust Company, Securities

2024-09-30Rank
Total securities$116,810,0001,490
U.S. Government securities$62,982,0001,587
U.S. Treasury securities$02,583
U.S. Government agency obligations$62,982,0001,359
Securities issued by states & political subdivisions$53,828,000801
Other domestic debt securities$02,301
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$0793
Other domestic debt securities - All other$01,835
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$102,318,000843
Mortgage-backed securities$59,817,0001,158
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,0003,640
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$59,813,000376
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,640
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$01,702
Available-for-sale securities (fair market value)$116,810,0001,308
Total debt securities$116,809,0001,476
Structured notes
Amortized cost$01,000
Fair value$01,000
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-06-30Rank
Total securities$116,926,0001,467
U.S. Government securities$64,515,0001,543
U.S. Treasury securities$02,648
U.S. Government agency obligations$64,515,0001,305
Securities issued by states & political subdivisions$52,411,000817
Other domestic debt securities$02,316
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$01,858
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$104,856,000835
Mortgage-backed securities$59,407,0001,132
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,0003,638
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$59,403,000363
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,622
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$01,716
Available-for-sale securities (fair market value)$116,926,0001,285
Total debt securities$116,927,0001,451
Structured notes
Amortized cost$1,000,000695
Fair value$998,000692
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$76,284,0002,024
U.S. Government securities$40,376,0002,087
U.S. Treasury securities$02,737
U.S. Government agency obligations$40,376,0001,841
Securities issued by states & political subdivisions$35,908,0001,162
Other domestic debt securities$02,328
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$01,839
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,473,0001,165
Mortgage-backed securities$38,364,0001,493
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$38,364,000480
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,620
Other commercial mortgage-backed securities$01,356
Held to maturity securities (book value)$01,732
Available-for-sale securities (fair market value)$76,284,0001,819
Total debt securities$76,284,0002,009
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$78,244,0002,018
U.S. Government securities$41,708,0002,083
U.S. Treasury securities$02,754
U.S. Government agency obligations$41,708,0001,813
Securities issued by states & political subdivisions$36,536,0001,180
Other domestic debt securities$02,337
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$68,558,0001,192
Mortgage-backed securities$39,700,0001,459
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$39,700,000454
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$78,244,0001,807
Total debt securities$78,243,0002,001
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$76,184,0002,013
U.S. Government securities$41,744,0002,074
U.S. Treasury securities$02,809
U.S. Government agency obligations$41,744,0001,777
Securities issued by states & political subdivisions$34,440,0001,206
Other domestic debt securities$02,352
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,010,0001,087
Mortgage-backed securities$39,759,0001,433
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,701
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$39,759,000447
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)$76,184,0001,799
Total debt securities$76,181,0002,000
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$80,015,0002,013
U.S. Government securities$44,178,0002,064
U.S. Treasury securities$02,832
U.S. Government agency obligations$44,178,0001,764
Securities issued by states & political subdivisions$35,837,0001,228
Other domestic debt securities$02,374
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,030,0001,052
Mortgage-backed securities$42,194,0001,422
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,723
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$42,194,000438
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)$80,015,0001,798
Total debt securities$80,012,0002,000
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$82,820,0002,050
U.S. Government securities$46,528,0002,086
U.S. Treasury securities$02,901
U.S. Government agency obligations$46,528,0001,719
Securities issued by states & political subdivisions$36,292,0001,247
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$64,307,0001,133
Mortgage-backed securities$44,537,0001,426
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,775
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$44,537,000449
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)$82,820,0001,832
Total debt securities$82,818,0002,036
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$83,893,0002,051
U.S. Government securities$47,803,0002,073
U.S. Treasury securities$02,941
U.S. Government agency obligations$47,803,0001,702
Securities issued by states & political subdivisions$36,090,0001,290
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,067,0001,096
Mortgage-backed securities$45,806,0001,411
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,815
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$45,806,000447
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)$83,893,0001,840
Total debt securities$83,893,0002,038
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$85,616,0002,031
U.S. Government securities$50,153,0002,028
U.S. Treasury securities$02,957
U.S. Government agency obligations$50,153,0001,659
Securities issued by states & political subdivisions$35,463,0001,313
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,506,0001,458
Mortgage-backed securities$48,150,0001,384
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,845
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$48,150,000434
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)$85,616,0001,823
Total debt securities$85,615,0002,019
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$88,523,0002,023
U.S. Government securities$51,996,0001,992
U.S. Treasury securities$02,920
U.S. Government agency obligations$51,996,0001,644
Securities issued by states & political subdivisions$36,527,0001,329
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,105,0001,434
Mortgage-backed securities$49,962,0001,393
Certificates of participation in pools of residential mortgages$03,938
Issued or guaranteed by U.S.$03,877
Privately issued$0231
Collaterized mortgage obligations$49,962,000475
CMOs issued by government agencies or sponsored agencies$49,962,000433
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)$88,523,0001,854
Total debt securities$88,521,0002,010
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$94,823,0001,909
U.S. Government securities$56,519,0001,846
U.S. Treasury securities$02,666
U.S. Government agency obligations$56,519,0001,566
Securities issued by states & political subdivisions$38,304,0001,308
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$41,640,0001,312
Mortgage-backed securities$56,519,0001,326
Certificates of participation in pools of residential mortgages$03,954
Issued or guaranteed by U.S.$03,898
Privately issued$0238
Collaterized mortgage obligations$56,519,000434
CMOs issued by government agencies or sponsored agencies$56,519,000394
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)$94,823,0001,757
Total debt securities$94,823,0001,894
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$101,613,0001,763
U.S. Government securities$59,160,0001,687
U.S. Treasury securities$02,212
U.S. Government agency obligations$59,160,0001,498
Securities issued by states & political subdivisions$42,453,0001,259
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$45,529,0001,218
Mortgage-backed securities$59,160,0001,268
Certificates of participation in pools of residential mortgages$03,982
Issued or guaranteed by U.S.$03,918
Privately issued$0246
Collaterized mortgage obligations$59,160,000416
CMOs issued by government agencies or sponsored agencies$59,160,000386
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)$101,613,0001,634
Total debt securities$101,613,0001,743
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$101,048,0001,702
U.S. Government securities$56,798,0001,666
U.S. Treasury securities$02,008
U.S. Government agency obligations$56,798,0001,506
Securities issued by states & political subdivisions$44,250,0001,170
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$42,628,0001,273
Mortgage-backed securities$56,798,0001,280
Certificates of participation in pools of residential mortgages$04,035
Issued or guaranteed by U.S.$03,975
Privately issued$0234
Collaterized mortgage obligations$56,798,000422
CMOs issued by government agencies or sponsored agencies$56,798,000394
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)$101,048,0001,576
Total debt securities$101,047,0001,682
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$91,666,0001,748
U.S. Government securities$47,419,0001,800
U.S. Treasury securities$01,913
U.S. Government agency obligations$47,419,0001,644
Securities issued by states & political subdivisions$44,247,0001,127
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$43,123,0001,237
Mortgage-backed securities$47,419,0001,353
Certificates of participation in pools of residential mortgages$04,051
Issued or guaranteed by U.S.$03,990
Privately issued$0247
Collaterized mortgage obligations$47,419,000445
CMOs issued by government agencies or sponsored agencies$47,419,000417
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)$91,666,0001,627
Total debt securities$91,665,0001,728
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$83,266,0001,752
U.S. Government securities$38,903,0001,913
U.S. Treasury securities$01,631
U.S. Government agency obligations$38,903,0001,789
Securities issued by states & political subdivisions$44,363,0001,073
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$35,971,0001,351
Mortgage-backed securities$38,903,0001,479
Certificates of participation in pools of residential mortgages$04,049
Issued or guaranteed by U.S.$03,983
Privately issued$0261
Collaterized mortgage obligations$38,903,000487
CMOs issued by government agencies or sponsored agencies$38,903,000453
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)$83,266,0001,627
Total debt securities$83,265,0001,736
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$79,578,0001,690
U.S. Government securities$36,158,0001,843
U.S. Treasury securities$01,194
U.S. Government agency obligations$36,158,0001,747
Securities issued by states & political subdivisions$43,420,0001,055
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,051,0001,296
Mortgage-backed securities$35,155,0001,501
Certificates of participation in pools of residential mortgages$04,054
Issued or guaranteed by U.S.$03,991
Privately issued$0245
Collaterized mortgage obligations$35,155,000515
CMOs issued by government agencies or sponsored agencies$35,155,000481
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)$79,578,0001,579
Total debt securities$79,577,0001,673
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$79,825,0001,591
U.S. Government securities$31,556,0001,944
U.S. Treasury securities$01,216
U.S. Government agency obligations$31,556,0001,844
Securities issued by states & political subdivisions$48,269,000876
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,863,0001,338
Mortgage-backed securities$29,549,0001,639
Certificates of participation in pools of residential mortgages$04,060
Issued or guaranteed by U.S.$03,999
Privately issued$0251
Collaterized mortgage obligations$29,549,000586
CMOs issued by government agencies or sponsored agencies$29,549,000552
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)$79,825,0001,484
Total debt securities$79,824,0001,576
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$76,311,0001,600
U.S. Government securities$29,673,0002,014
U.S. Treasury securities$01,251
U.S. Government agency obligations$29,673,0001,913
Securities issued by states & political subdivisions$46,638,000846
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,673,0001,390
Mortgage-backed securities$25,659,0001,760
Certificates of participation in pools of residential mortgages$04,071
Issued or guaranteed by U.S.$04,016
Privately issued$0251
Collaterized mortgage obligations$25,659,000671
CMOs issued by government agencies or sponsored agencies$25,659,000635
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)$76,311,0001,491
Total debt securities$76,312,0001,585
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$62,391,0001,797
U.S. Government securities$22,856,0002,347
U.S. Treasury securities$01,297
U.S. Government agency obligations$22,856,0002,228
Securities issued by states & political subdivisions$39,535,000872
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,985,0001,082
Mortgage-backed securities$9,428,0002,700
Certificates of participation in pools of residential mortgages$04,107
Issued or guaranteed by U.S.$04,042
Privately issued$0267
Collaterized mortgage obligations$9,428,0001,215
CMOs issued by government agencies or sponsored agencies$9,428,0001,176
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)$62,391,0001,667
Total debt securities$62,391,0001,784
Structured notes
Amortized cost$9,390,00057
Fair value$9,414,00057
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$67,151,0001,704
U.S. Government securities$29,017,0002,091
U.S. Treasury securities$01,363
U.S. Government agency obligations$29,017,0001,979
Securities issued by states & political subdivisions$38,134,000870
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,904,000830
Mortgage-backed securities$2,503,0003,516
Certificates of participation in pools of residential mortgages$04,141
Issued or guaranteed by U.S.$04,080
Privately issued$0249
Collaterized mortgage obligations$2,503,0002,002
CMOs issued by government agencies or sponsored agencies$2,503,0001,952
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)$67,151,0001,577
Total debt securities$67,151,0001,685
Structured notes
Amortized cost$25,564,00030
Fair value$25,515,00030
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$69,670,0001,646
U.S. Government securities$30,473,0002,062
U.S. Treasury securities$01,429
U.S. Government agency obligations$30,473,0001,958
Securities issued by states & political subdivisions$39,197,000833
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,617,000859
Mortgage-backed securities$693,0003,927
Certificates of participation in pools of residential mortgages$04,185
Issued or guaranteed by U.S.$04,115
Privately issued$0287
Collaterized mortgage obligations$693,0002,505
CMOs issued by government agencies or sponsored agencies$693,0002,461
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)$69,670,0001,528
Total debt securities$69,669,0001,632
Structured notes
Amortized cost$28,912,00041
Fair value$28,784,00040
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$73,962,0001,602
U.S. Government securities$34,397,0001,952
U.S. Treasury securities$01,467
U.S. Government agency obligations$34,397,0001,838
Securities issued by states & political subdivisions$39,565,000834
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,126,000859
Mortgage-backed securities$738,0003,925
Certificates of participation in pools of residential mortgages$04,219
Issued or guaranteed by U.S.$04,153
Privately issued$0244
Collaterized mortgage obligations$738,0002,479
CMOs issued by government agencies or sponsored agencies$738,0002,432
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)$73,962,0001,482
Total debt securities$73,962,0001,584
Structured notes
Amortized cost$32,909,00047
Fair value$32,664,00047
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$73,019,0001,623
U.S. Government securities$33,674,0001,984
U.S. Treasury securities$01,516
U.S. Government agency obligations$33,674,0001,868
Securities issued by states & political subdivisions$39,345,000873
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,832,000868
Mortgage-backed securities$749,0003,961
Certificates of participation in pools of residential mortgages$04,262
Issued or guaranteed by U.S.$04,196
Privately issued$0248
Collaterized mortgage obligations$749,0002,488
CMOs issued by government agencies or sponsored agencies$749,0002,443
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)$73,019,0001,492
Total debt securities$73,019,0001,607
Structured notes
Amortized cost$32,906,00052
Fair value$31,938,00052
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$71,703,0001,651
U.S. Government securities$33,099,0002,027
U.S. Treasury securities$01,513
U.S. Government agency obligations$33,099,0001,912
Securities issued by states & political subdivisions$38,604,000918
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,765,000910
Mortgage-backed securities$751,0003,984
Certificates of participation in pools of residential mortgages$04,303
Issued or guaranteed by U.S.$04,252
Privately issued$0211
Collaterized mortgage obligations$751,0002,497
CMOs issued by government agencies or sponsored agencies$751,0002,445
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)$71,703,0001,520
Total debt securities$71,703,0001,636
Structured notes
Amortized cost$32,903,00049
Fair value$31,367,00050
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$71,726,0001,653
U.S. Government securities$32,657,0002,059
U.S. Treasury securities$01,500
U.S. Government agency obligations$32,657,0001,938
Securities issued by states & political subdivisions$39,069,000901
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,675,000954
Mortgage-backed securities$777,0004,023
Certificates of participation in pools of residential mortgages$04,362
Issued or guaranteed by U.S.$04,341
Privately issued$0145
Collaterized mortgage obligations$777,0002,491
CMOs issued by government agencies or sponsored agencies$777,0002,437
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)$71,726,0001,521
Total debt securities$71,726,0001,636
Structured notes
Amortized cost$32,900,00048
Fair value$30,904,00049
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$72,403,0001,671
U.S. Government securities$32,956,0002,037
U.S. Treasury securities$01,475
U.S. Government agency obligations$32,956,0001,927
Securities issued by states & political subdivisions$39,447,000940
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,026,0001,018
Mortgage-backed securities$801,0004,070
Certificates of participation in pools of residential mortgages$04,414
Issued or guaranteed by U.S.$04,304
Privately issued$0453
Collaterized mortgage obligations$801,0002,512
CMOs issued by government agencies or sponsored agencies$801,0002,454
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)$72,403,0001,543
Total debt securities$72,403,0001,655
Structured notes
Amortized cost$32,896,00046
Fair value$31,179,00047
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$72,648,0001,699
U.S. Government securities$33,170,0002,068
U.S. Treasury securities$01,426
U.S. Government agency obligations$33,170,0001,963
Securities issued by states & political subdivisions$39,478,000966
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,132,0001,032
Mortgage-backed securities$828,0004,099
Certificates of participation in pools of residential mortgages$04,464
Issued or guaranteed by U.S.$04,457
Privately issued$067
Collaterized mortgage obligations$828,0002,499
CMOs issued by government agencies or sponsored agencies$828,0002,438
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)$72,648,0001,560
Total debt securities$72,648,0001,682
Structured notes
Amortized cost$32,924,00044
Fair value$31,364,00045
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$74,998,0001,686
U.S. Government securities$33,816,0002,042
U.S. Treasury securities$01,328
U.S. Government agency obligations$33,816,0001,951
Securities issued by states & political subdivisions$41,182,000974
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,324,0001,020
Mortgage-backed securities$870,0004,117
Certificates of participation in pools of residential mortgages$04,517
Issued or guaranteed by U.S.$04,511
Privately issued$064
Collaterized mortgage obligations$870,0002,469
CMOs issued by government agencies or sponsored agencies$870,0002,409
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)$74,998,0001,551
Total debt securities$75,003,0001,671
Structured notes
Amortized cost$32,922,00042
Fair value$31,959,00043
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$76,018,0001,689
U.S. Government securities$34,271,0002,041
U.S. Treasury securities$01,313
U.S. Government agency obligations$34,271,0001,947
Securities issued by states & political subdivisions$41,747,000977
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,954,0001,040
Mortgage-backed securities$910,0004,148
Certificates of participation in pools of residential mortgages$04,578
Issued or guaranteed by U.S.$04,573
Privately issued$069
Collaterized mortgage obligations$910,0002,465
CMOs issued by government agencies or sponsored agencies$910,0002,408
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)$76,018,0001,550
Total debt securities$76,017,0001,666
Structured notes
Amortized cost$32,920,00041
Fair value$32,367,00042
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$76,771,0001,714
U.S. Government securities$34,613,0002,070
U.S. Treasury securities$01,351
U.S. Government agency obligations$34,613,0001,968
Securities issued by states & political subdivisions$42,158,000974
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,810,0001,073
Mortgage-backed securities$928,0004,183
Certificates of participation in pools of residential mortgages$04,616
Issued or guaranteed by U.S.$04,610
Privately issued$067
Collaterized mortgage obligations$928,0002,480
CMOs issued by government agencies or sponsored agencies$928,0002,413
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)$76,771,0001,569
Total debt securities$76,771,0001,694
Structured notes
Amortized cost$33,178,00043
Fair value$32,690,00043
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$75,281,0001,748
U.S. Government securities$34,162,0002,124
U.S. Treasury securities$01,390
U.S. Government agency obligations$34,162,0002,024
Securities issued by states & political subdivisions$41,119,0001,012
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,401,0001,079
Mortgage-backed securities$937,0004,242
Certificates of participation in pools of residential mortgages$04,686
Issued or guaranteed by U.S.$04,681
Privately issued$066
Collaterized mortgage obligations$937,0002,508
CMOs issued by government agencies or sponsored agencies$937,0002,442
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)$75,281,0001,601
Total debt securities$75,280,0001,727
Structured notes
Amortized cost$33,191,00044
Fair value$32,235,00044
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$75,155,0001,745
U.S. Government securities$33,807,0002,122
U.S. Treasury securities$01,367
U.S. Government agency obligations$33,807,0002,017
Securities issued by states & political subdivisions$41,348,000997
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,749,0001,161
Mortgage-backed securities$948,0004,272
Certificates of participation in pools of residential mortgages$04,738
Issued or guaranteed by U.S.$04,732
Privately issued$071
Collaterized mortgage obligations$948,0002,519
CMOs issued by government agencies or sponsored agencies$948,0002,447
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)$75,155,0001,595
Total debt securities$75,155,0001,722
Structured notes
Amortized cost$33,197,00043
Fair value$31,871,00044
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$72,507,0001,797
U.S. Government securities$32,251,0002,189
U.S. Treasury securities$01,214
U.S. Government agency obligations$32,251,0002,101
Securities issued by states & political subdivisions$40,256,0001,010
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,081,0001,168
Mortgage-backed securities$04,935
Certificates of participation in pools of residential mortgages$04,779
Issued or guaranteed by U.S.$04,775
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$72,507,0001,640
Total debt securities$72,505,0001,776
Structured notes
Amortized cost$31,279,00044
Fair value$31,251,00044
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$70,873,0001,864
U.S. Government securities$35,971,0002,076
U.S. Treasury securities$01,253
U.S. Government agency obligations$35,971,0001,988
Securities issued by states & political subdivisions$34,902,0001,157
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,725,0001,328
Mortgage-backed securities$04,997
Certificates of participation in pools of residential mortgages$04,845
Issued or guaranteed by U.S.$04,839
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$70,873,0001,677
Total debt securities$70,872,0001,835
Structured notes
Amortized cost$34,865,00045
Fair value$34,973,00043
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$69,885,0001,912
U.S. Government securities$40,671,0001,969
U.S. Treasury securities$01,296
U.S. Government agency obligations$40,671,0001,871
Securities issued by states & political subdivisions$29,214,0001,358
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,340,0001,250
Mortgage-backed securities$05,046
Certificates of participation in pools of residential mortgages$04,893
Issued or guaranteed by U.S.$04,889
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$69,885,0001,728
Total debt securities$69,885,0001,887
Structured notes
Amortized cost$39,689,00042
Fair value$39,673,00043
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$68,666,0001,959
U.S. Government securities$41,906,0001,938
U.S. Treasury securities$01,367
U.S. Government agency obligations$41,906,0001,847
Securities issued by states & political subdivisions$26,760,0001,465
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,117,0001,192
Mortgage-backed securities$05,088
Certificates of participation in pools of residential mortgages$04,929
Issued or guaranteed by U.S.$04,924
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$68,666,0001,777
Total debt securities$68,666,0001,934
Structured notes
Amortized cost$42,239,00040
Fair value$41,907,00040
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$64,331,0002,067
U.S. Government securities$40,044,0002,025
U.S. Treasury securities$01,303
U.S. Government agency obligations$40,044,0001,944
Securities issued by states & political subdivisions$23,792,0001,641
Other domestic debt securities$495,0001,936
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$495,0001,565
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$41,733,0001,282
Mortgage-backed securities$05,155
Certificates of participation in pools of residential mortgages$04,993
Issued or guaranteed by U.S.$04,987
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$64,331,0001,883
Total debt securities$64,331,0002,046
Structured notes
Amortized cost$40,264,00055
Fair value$40,539,00055
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$66,699,0002,054
U.S. Government securities$43,914,0001,959
U.S. Treasury securities$01,348
U.S. Government agency obligations$43,914,0001,878
Securities issued by states & political subdivisions$22,286,0001,695
Other domestic debt securities$499,0001,930
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$499,0001,561
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,807,0001,233
Mortgage-backed securities$05,233
Certificates of participation in pools of residential mortgages$05,073
Issued or guaranteed by U.S.$05,069
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$66,699,0001,855
Total debt securities$66,699,0002,031
Structured notes
Amortized cost$45,100,00058
Fair value$44,413,00059
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$67,163,0002,070
U.S. Government securities$45,506,0001,956
U.S. Treasury securities$01,327
U.S. Government agency obligations$45,506,0001,872
Securities issued by states & political subdivisions$21,156,0001,748
Other domestic debt securities$501,0001,959
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$501,0001,563
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,462,0001,282
Mortgage-backed securities$05,287
Certificates of participation in pools of residential mortgages$05,132
Issued or guaranteed by U.S.$05,123
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$67,163,0001,870
Total debt securities$67,163,0002,043
Structured notes
Amortized cost$46,129,00062
Fair value$46,006,00061
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$67,609,0002,081
U.S. Government securities$45,456,0001,962
U.S. Treasury securities$01,361
U.S. Government agency obligations$45,456,0001,883
Securities issued by states & political subdivisions$21,657,0001,710
Other domestic debt securities$496,0002,026
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$496,0001,640
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,185,0001,223
Mortgage-backed securities$05,380
Certificates of participation in pools of residential mortgages$05,212
Issued or guaranteed by U.S.$05,203
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$67,609,0001,879
Total debt securities$67,608,0002,054
Structured notes
Amortized cost$46,321,00069
Fair value$45,952,00068
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$61,772,0002,249
U.S. Government securities$40,091,0002,227
U.S. Treasury securities$01,381
U.S. Government agency obligations$40,091,0002,142
Securities issued by states & political subdivisions$20,321,0001,816
Other domestic debt securities$1,360,0001,585
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$867,000111
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$493,0001,679
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,350,0001,470
Mortgage-backed securities$867,0004,846
Certificates of participation in pools of residential mortgages$05,299
Issued or guaranteed by U.S.$05,292
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$867,000829
Commercial mortgage pass-through securities$867,000567
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$61,772,0002,032
Total debt securities$61,772,0002,234
Structured notes
Amortized cost$42,648,00084
Fair value$41,451,00085
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$66,079,0002,144
U.S. Government securities$45,604,0002,022
U.S. Treasury securities$01,342
U.S. Government agency obligations$45,604,0001,949
Securities issued by states & political subdivisions$19,983,0001,848
Other domestic debt securities$492,0002,142
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$492,0001,727
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,902,0001,388
Mortgage-backed securities$05,516
Certificates of participation in pools of residential mortgages$05,353
Issued or guaranteed by U.S.$05,347
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)$100,0002,391
Available-for-sale securities (fair market value)$65,979,0001,927
Total debt securities$66,078,0002,127
Structured notes
Amortized cost$47,688,00080
Fair value$46,096,00084
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$69,198,0002,081
U.S. Government securities$47,699,0001,970
U.S. Treasury securities$01,198
U.S. Government agency obligations$47,699,0001,911
Securities issued by states & political subdivisions$20,019,0001,843
Other domestic debt securities$1,480,0001,641
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$1,480,0001,286
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,635,0001,373
Mortgage-backed securities$05,578
Certificates of participation in pools of residential mortgages$05,421
Issued or guaranteed by U.S.$05,413
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)$100,0002,407
Available-for-sale securities (fair market value)$69,098,0001,875
Total debt securities$69,198,0002,057
Structured notes
Amortized cost$50,842,00078
Fair value$48,188,00078
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$68,180,0002,094
U.S. Government securities$46,970,0001,965
U.S. Treasury securities$01,131
U.S. Government agency obligations$46,970,0001,910
Securities issued by states & political subdivisions$19,730,0001,869
Other domestic debt securities$1,480,0001,685
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$1,480,0001,310
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,451,0001,373
Mortgage-backed securities$05,624
Certificates of participation in pools of residential mortgages$05,462
Issued or guaranteed by U.S.$05,453
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)$100,0002,438
Available-for-sale securities (fair market value)$68,080,0001,877
Total debt securities$68,178,0002,067
Structured notes
Amortized cost$50,974,00077
Fair value$47,472,00079
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$68,661,0002,098
U.S. Government securities$47,245,0001,981
U.S. Treasury securities$01,131
U.S. Government agency obligations$47,245,0001,917
Securities issued by states & political subdivisions$19,939,0001,858
Other domestic debt securities$1,477,0001,733
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$1,477,0001,337
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,284,0001,605
Mortgage-backed securities$05,680
Certificates of participation in pools of residential mortgages$05,517
Issued or guaranteed by U.S.$05,508
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)$100,0002,437
Available-for-sale securities (fair market value)$68,561,0001,895
Total debt securities$68,661,0002,079
Structured notes
Amortized cost$51,057,00072
Fair value$47,744,00076
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$71,057,0002,034
U.S. Government securities$49,106,0001,902
U.S. Treasury securities$01,152
U.S. Government agency obligations$49,106,0001,849
Securities issued by states & political subdivisions$20,462,0001,797
Other domestic debt securities$1,489,0001,767
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$1,489,0001,358
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,382,0001,538
Mortgage-backed securities$05,709
Certificates of participation in pools of residential mortgages$05,540
Issued or guaranteed by U.S.$05,530
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)$100,0002,384
Available-for-sale securities (fair market value)$70,957,0001,845
Total debt securities$71,056,0002,010
Structured notes
Amortized cost$51,164,00068
Fair value$49,605,00068
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$68,679,0002,105
U.S. Government securities$50,106,0001,907
U.S. Treasury securities$01,161
U.S. Government agency obligations$50,106,0001,853
Securities issued by states & political subdivisions$17,055,0002,079
Other domestic debt securities$1,518,0001,759
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$1,518,0001,329
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,700,0001,619
Mortgage-backed securities$05,765
Certificates of participation in pools of residential mortgages$05,582
Issued or guaranteed by U.S.$05,574
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$100,0002,382
Available-for-sale securities (fair market value)$68,579,0001,926
Total debt securities$68,679,0002,082
Structured notes
Amortized cost$50,775,00069
Fair value$50,624,00069
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$69,424,0002,052
U.S. Government securities$52,127,0001,797
U.S. Treasury securities$01,135
U.S. Government agency obligations$52,127,0001,748
Securities issued by states & political subdivisions$15,785,0002,154
Other domestic debt securities$1,512,0001,732
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$1,512,0001,293
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,035,0001,492
Mortgage-backed securities$05,808
Certificates of participation in pools of residential mortgages$05,614
Issued or guaranteed by U.S.$05,608
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$100,0002,415
Available-for-sale securities (fair market value)$69,324,0001,870
Total debt securities$69,423,0002,030
Structured notes
Amortized cost$52,217,00065
Fair value$52,142,00064
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$59,458,0002,330
U.S. Government securities$44,131,0002,112
U.S. Treasury securities$01,086
U.S. Government agency obligations$44,131,0002,063
Securities issued by states & political subdivisions$14,309,0002,255
Other domestic debt securities$1,018,0002,020
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$1,018,0001,518
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,399,0002,076
Mortgage-backed securities$05,902
Certificates of participation in pools of residential mortgages$05,717
Issued or guaranteed by U.S.$05,706
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$100,0002,475
Available-for-sale securities (fair market value)$59,358,0002,135
Total debt securities$59,458,0002,308
Structured notes
Amortized cost$44,209,00085
Fair value$44,150,00087
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$48,486,0002,746
U.S. Government securities$33,045,0002,654
U.S. Treasury securities$01,068
U.S. Government agency obligations$33,045,0002,609
Securities issued by states & political subdivisions$14,420,0002,196
Other domestic debt securities$1,021,0002,022
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$1,021,0001,519
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,587,0002,298
Mortgage-backed securities$05,941
Certificates of participation in pools of residential mortgages$05,754
Issued or guaranteed by U.S.$05,744
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$200,0002,396
Available-for-sale securities (fair market value)$48,286,0002,535
Total debt securities$48,487,0002,720
Structured notes
Amortized cost$33,863,000131
Fair value$34,066,000129
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$46,834,0002,809
U.S. Government securities$32,346,0002,735
U.S. Treasury securities$01,157
U.S. Government agency obligations$32,346,0002,677
Securities issued by states & political subdivisions$13,429,0002,253
Other domestic debt securities$1,059,0001,954
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$1,059,0001,472
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$22,289,0002,119
Mortgage-backed securities$05,982
Certificates of participation in pools of residential mortgages$05,796
Issued or guaranteed by U.S.$05,788
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$200,0002,449
Available-for-sale securities (fair market value)$46,634,0002,582
Total debt securities$46,834,0002,790
Structured notes
Amortized cost$32,430,000163
Fair value$32,402,000163
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$44,872,0002,835
U.S. Government securities$30,356,0002,775
U.S. Treasury securities$01,076
U.S. Government agency obligations$30,356,0002,718
Securities issued by states & political subdivisions$13,516,0002,196
Other domestic debt securities$1,000,0001,995
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$1,000,0001,462
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$20,278,0002,136
Mortgage-backed securities$21,0005,838
Certificates of participation in pools of residential mortgages$05,792
Issued or guaranteed by U.S.$05,781
Privately issued$0121
Collaterized mortgage obligations$21,0003,779
CMOs issued by government agencies or sponsored agencies$21,0003,507
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)$200,0002,554
Available-for-sale securities (fair market value)$44,672,0002,593
Total debt securities$44,871,0002,815
Structured notes
Amortized cost$30,135,000167
Fair value$30,325,000166
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$40,859,0002,939
U.S. Government securities$27,401,0002,919
U.S. Treasury securities$01,126
U.S. Government agency obligations$27,401,0002,837
Securities issued by states & political subdivisions$13,458,0002,119
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,335,0001,947
Mortgage-backed securities$50,0005,791
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.$05,805
Privately issued$0132
Collaterized mortgage obligations$50,0003,714
CMOs issued by government agencies or sponsored agencies$50,0003,439
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)$200,0002,572
Available-for-sale securities (fair market value)$40,659,0002,710
Total debt securities$40,858,0002,916
Structured notes
Amortized cost$26,051,000186
Fair value$26,333,000185
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$44,477,0002,780
U.S. Government securities$31,339,0002,706
U.S. Treasury securities$01,225
U.S. Government agency obligations$31,339,0002,628
Securities issued by states & political subdivisions$13,138,0002,114
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,071,0001,909
Mortgage-backed securities$74,0005,777
Certificates of participation in pools of residential mortgages$05,842
Issued or guaranteed by U.S.$05,835
Privately issued$0125
Collaterized mortgage obligations$74,0003,681
CMOs issued by government agencies or sponsored agencies$74,0003,394
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)$300,0002,519
Available-for-sale securities (fair market value)$44,177,0002,546
Total debt securities$44,476,0002,761
Structured notes
Amortized cost$30,177,000192
Fair value$30,247,000192
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$42,172,0002,871
U.S. Government securities$29,703,0002,799
U.S. Treasury securities$01,272
U.S. Government agency obligations$29,703,0002,711
Securities issued by states & political subdivisions$12,469,0002,149
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,718,0001,873
Mortgage-backed securities$95,0005,751
Certificates of participation in pools of residential mortgages$05,856
Issued or guaranteed by U.S.$05,845
Privately issued$0136
Collaterized mortgage obligations$95,0003,627
CMOs issued by government agencies or sponsored agencies$95,0003,340
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)$300,0002,515
Available-for-sale securities (fair market value)$41,872,0002,618
Total debt securities$42,171,0002,844
Structured notes
Amortized cost$28,004,000233
Fair value$27,590,000233
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$43,337,0002,732
U.S. Government securities$31,373,0002,553
U.S. Treasury securities$01,275
U.S. Government agency obligations$31,373,0002,475
Securities issued by states & political subdivisions$11,964,0002,176
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,136,0001,822
Mortgage-backed securities$132,0005,728
Certificates of participation in pools of residential mortgages$05,868
Issued or guaranteed by U.S.$05,854
Privately issued$0141
Collaterized mortgage obligations$132,0003,586
CMOs issued by government agencies or sponsored agencies$132,0003,277
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)$300,0002,544
Available-for-sale securities (fair market value)$43,037,0002,460
Total debt securities$43,337,0002,704
Structured notes
Amortized cost$28,753,000199
Fair value$28,238,000200
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$40,792,0002,817
U.S. Government securities$30,563,0002,597
U.S. Treasury securities$01,180
U.S. Government agency obligations$30,563,0002,512
Securities issued by states & political subdivisions$10,229,0002,344
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,662,0002,220
Mortgage-backed securities$171,0005,746
Certificates of participation in pools of residential mortgages$05,914
Issued or guaranteed by U.S.$05,898
Privately issued$0141
Collaterized mortgage obligations$171,0003,541
CMOs issued by government agencies or sponsored agencies$171,0003,220
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)$300,0002,615
Available-for-sale securities (fair market value)$40,492,0002,559
Total debt securities$40,792,0002,786
Structured notes
Amortized cost$26,421,000190
Fair value$26,817,000191
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$38,521,0002,911
U.S. Government securities$30,144,0002,671
U.S. Treasury securities$01,121
U.S. Government agency obligations$30,144,0002,590
Securities issued by states & political subdivisions$8,377,0002,524
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,913,0002,409
Mortgage-backed securities$210,0005,739
Certificates of participation in pools of residential mortgages$05,970
Issued or guaranteed by U.S.$05,957
Privately issued$0148
Collaterized mortgage obligations$210,0003,425
CMOs issued by government agencies or sponsored agencies$210,0003,108
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)$300,0002,682
Available-for-sale securities (fair market value)$38,221,0002,638
Total debt securities$38,519,0002,883
Structured notes
Amortized cost$23,180,000274
Fair value$23,375,000274
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$38,555,0002,938
U.S. Government securities$31,641,0002,603
U.S. Treasury securities$01,130
U.S. Government agency obligations$31,641,0002,536
Securities issued by states & political subdivisions$6,914,0002,776
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,515,0002,623
Mortgage-backed securities$239,0005,808
Certificates of participation in pools of residential mortgages$06,066
Issued or guaranteed by U.S.$06,054
Privately issued$0145
Collaterized mortgage obligations$239,0003,379
CMOs issued by government agencies or sponsored agencies$239,0003,048
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)$300,0002,740
Available-for-sale securities (fair market value)$38,255,0002,653
Total debt securities$38,556,0002,914
Structured notes
Amortized cost$26,220,000183
Fair value$26,375,000178
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$39,843,0002,870
U.S. Government securities$35,986,0002,314
U.S. Treasury securities$01,077
U.S. Government agency obligations$35,986,0002,249
Securities issued by states & political subdivisions$3,857,0003,612
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,945,0002,097
Mortgage-backed securities$274,0005,831
Certificates of participation in pools of residential mortgages$06,128
Issued or guaranteed by U.S.$06,113
Privately issued$0157
Collaterized mortgage obligations$274,0003,361
CMOs issued by government agencies or sponsored agencies$274,0003,021
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)$300,0002,796
Available-for-sale securities (fair market value)$39,543,0002,568
Total debt securities$39,844,0002,852
Structured notes
Amortized cost$27,900,000107
Fair value$27,741,000106
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$40,533,0002,833
U.S. Government securities$38,468,0002,167
U.S. Treasury securities$01,047
U.S. Government agency obligations$38,468,0002,109
Securities issued by states & political subdivisions$2,065,0004,336
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,083,0002,012
Mortgage-backed securities$304,0005,879
Certificates of participation in pools of residential mortgages$06,212
Issued or guaranteed by U.S.$06,192
Privately issued$0171
Collaterized mortgage obligations$304,0003,347
CMOs issued by government agencies or sponsored agencies$304,0003,004
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)$300,0002,873
Available-for-sale securities (fair market value)$40,233,0002,532
Total debt securities$40,533,0002,803
Structured notes
Amortized cost$25,587,00076
Fair value$25,648,00075
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$39,149,0002,841
U.S. Government securities$37,107,0002,202
U.S. Treasury securities$01,036
U.S. Government agency obligations$37,107,0002,153
Securities issued by states & political subdivisions$2,042,0004,323
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,172,0001,945
Mortgage-backed securities$341,0005,916
Certificates of participation in pools of residential mortgages$06,269
Issued or guaranteed by U.S.$06,247
Privately issued$0181
Collaterized mortgage obligations$341,0003,315
CMOs issued by government agencies or sponsored agencies$341,0002,963
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)$300,0002,914
Available-for-sale securities (fair market value)$38,849,0002,548
Total debt securities$39,149,0002,813
Structured notes
Amortized cost$20,845,00057
Fair value$20,409,00061
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$41,662,0002,694
U.S. Government securities$39,774,0002,099
U.S. Treasury securities$0981
U.S. Government agency obligations$39,774,0002,048
Securities issued by states & political subdivisions$1,888,0004,324
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,500,0001,915
Mortgage-backed securities$06,573
Certificates of participation in pools of residential mortgages$06,333
Issued or guaranteed by U.S.$06,315
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)$300,0002,952
Available-for-sale securities (fair market value)$41,362,0002,422
Total debt securities$41,662,0002,668
Structured notes
Amortized cost$17,549,00061
Fair value$17,665,00059
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$41,764,0002,669
U.S. Government securities$40,121,0002,080
U.S. Treasury securities$0973
U.S. Government agency obligations$40,121,0002,033
Securities issued by states & political subdivisions$1,643,0004,404
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,358,0002,188
Mortgage-backed securities$06,615
Certificates of participation in pools of residential mortgages$06,376
Issued or guaranteed by U.S.$06,354
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)$300,0002,987
Available-for-sale securities (fair market value)$41,464,0002,390
Total debt securities$41,763,0002,642
Structured notes
Amortized cost$13,536,00085
Fair value$13,583,00086
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$41,819,0002,629
U.S. Government securities$40,064,0002,017
U.S. Treasury securities$01,019
U.S. Government agency obligations$40,064,0001,971
Securities issued by states & political subdivisions$1,270,0004,619
Other domestic debt securities$485,0002,690
Privately issued residential mortgage-backed securities$485,0001,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,827,0002,363
Mortgage-backed securities$485,0005,868
Certificates of participation in pools of residential mortgages$06,411
Issued or guaranteed by U.S.$06,391
Privately issued$0192
Collaterized mortgage obligations$485,0003,111
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$485,0001,247
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$300,0003,008
Available-for-sale securities (fair market value)$41,519,0002,329
Total debt securities$41,819,0002,599
Structured notes
Amortized cost$10,614,000101
Fair value$10,293,000102
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$42,115,0002,664
U.S. Government securities$40,845,0002,029
U.S. Treasury securities$01,021
U.S. Government agency obligations$40,845,0001,982
Securities issued by states & political subdivisions$1,270,0004,645
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,548,0002,122
Mortgage-backed securities$06,675
Certificates of participation in pools of residential mortgages$06,439
Issued or guaranteed by U.S.$06,414
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)$300,0003,016
Available-for-sale securities (fair market value)$41,815,0002,362
Total debt securities$42,114,0002,623
Structured notes
Amortized cost$9,636,000135
Fair value$9,337,000136
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$40,770,0002,713
U.S. Government securities$37,601,0002,171
U.S. Treasury securities$01,044
U.S. Government agency obligations$37,601,0002,136
Securities issued by states & political subdivisions$1,281,0004,660
Other domestic debt securities$1,888,0001,805
Privately issued residential mortgage-backed securities$1,888,000937
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,582,0002,254
Mortgage-backed securities$1,888,0005,143
Certificates of participation in pools of residential mortgages$06,441
Issued or guaranteed by U.S.$06,412
Privately issued$0205
Collaterized mortgage obligations$1,888,0002,385
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$1,888,000894
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$300,0003,059
Available-for-sale securities (fair market value)$40,470,0002,430
Total debt securities$40,770,0002,676
Structured notes
Amortized cost$6,830,000210
Fair value$6,809,000213
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$49,248,0002,327
U.S. Government securities$47,670,0001,737
U.S. Treasury securities$01,146
U.S. Government agency obligations$47,670,0001,700
Securities issued by states & political subdivisions$1,578,0004,483
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,811,0001,149
Mortgage-backed securities$06,642
Certificates of participation in pools of residential mortgages$06,400
Issued or guaranteed by U.S.$06,379
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)$585,0002,901
Available-for-sale securities (fair market value)$48,663,0002,049
Total debt securities$49,248,0002,276
Structured notes
Amortized cost$10,500,000207
Fair value$10,503,000208
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$59,849,0001,935
U.S. Government securities$57,831,0001,480
U.S. Treasury securities$01,235
U.S. Government agency obligations$57,831,0001,449
Securities issued by states & political subdivisions$1,568,0004,506
Other domestic debt securities$450,0002,431
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$450,0001,802
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$43,989,0001,109
Mortgage-backed securities$06,625
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
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)$585,0002,964
Available-for-sale securities (fair market value)$59,264,0001,685
Total debt securities$59,849,0001,889
Structured notes
Amortized cost$12,999,000192
Fair value$12,945,000193
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$59,516,0001,929
U.S. Government securities$57,505,0001,481
U.S. Treasury securities$01,362
U.S. Government agency obligations$57,505,0001,453
Securities issued by states & political subdivisions$1,553,0004,529
Other domestic debt securities$458,0002,370
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$458,0001,760
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$37,405,0001,275
Mortgage-backed securities$06,667
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.$06,389
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)$585,0002,989
Available-for-sale securities (fair market value)$58,931,0001,678
Total debt securities$59,516,0001,884
Structured notes
Amortized cost$12,999,000217
Fair value$12,766,000217
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$58,735,0001,977
U.S. Government securities$56,890,0001,497
U.S. Treasury securities$01,448
U.S. Government agency obligations$56,890,0001,464
Securities issued by states & political subdivisions$1,373,0004,653
Other domestic debt securities$472,0002,381
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$472,0001,794
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$38,176,0001,261
Mortgage-backed securities$06,691
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.$06,414
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)$585,0003,025
Available-for-sale securities (fair market value)$58,150,0001,714
Total debt securities$58,734,0001,939
Structured notes
Amortized cost$13,499,000226
Fair value$13,333,000225
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$57,502,0002,048
U.S. Government securities$55,303,0001,580
U.S. Treasury securities$01,498
U.S. Government agency obligations$55,303,0001,545
Securities issued by states & political subdivisions$1,724,0004,456
Other domestic debt securities$475,0002,410
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$475,0001,834
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$38,110,0001,254
Mortgage-backed securities$06,730
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.$06,445
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)$585,0003,098
Available-for-sale securities (fair market value)$56,917,0001,783
Total debt securities$57,501,0002,008
Structured notes
Amortized cost$13,498,000248
Fair value$13,295,000249
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$53,315,0002,221
U.S. Government securities$51,113,0001,738
U.S. Treasury securities$01,574
U.S. Government agency obligations$51,113,0001,699
Securities issued by states & political subdivisions$1,724,0004,479
Other domestic debt securities$478,0002,445
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$478,0001,876
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$37,949,0001,252
Mortgage-backed securities$06,779
Certificates of participation in pools of residential mortgages$06,527
Issued or guaranteed by U.S.$06,500
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)$585,0003,161
Available-for-sale securities (fair market value)$52,730,0001,914
Total debt securities$53,315,0002,175
Structured notes
Amortized cost$14,798,000252
Fair value$14,521,000250
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$51,809,0002,263
U.S. Government securities$49,624,0001,792
U.S. Treasury securities$01,634
U.S. Government agency obligations$49,624,0001,735
Securities issued by states & political subdivisions$1,712,0004,483
Other domestic debt securities$473,0002,461
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$473,0001,904
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$37,160,0001,264
Mortgage-backed securities$06,845
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.$06,571
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)$590,0003,193
Available-for-sale securities (fair market value)$51,219,0001,957
Total debt securities$51,809,0002,220
Structured notes
Amortized cost$14,798,000273
Fair value$14,230,000276
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$51,989,0002,277
U.S. Government securities$49,284,0001,832
U.S. Treasury securities$01,715
U.S. Government agency obligations$49,284,0001,769
Securities issued by states & political subdivisions$1,725,0004,507
Other domestic debt securities$980,0002,057
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$980,0001,554
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$37,201,0001,263
Mortgage-backed securities$06,885
Certificates of participation in pools of residential mortgages$06,631
Issued or guaranteed by U.S.$06,611
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)$590,0003,260
Available-for-sale securities (fair market value)$51,399,0001,973
Total debt securities$51,989,0002,227
Structured notes
Amortized cost$14,798,000287
Fair value$14,388,000290
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$51,131,0002,315
U.S. Government securities$47,442,0001,903
U.S. Treasury securities$01,737
U.S. Government agency obligations$47,442,0001,836
Securities issued by states & political subdivisions$2,216,0004,239
Other domestic debt securities$1,473,0001,846
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$1,473,0001,374
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$36,334,0001,271
Mortgage-backed securities$06,961
Certificates of participation in pools of residential mortgages$06,692
Issued or guaranteed by U.S.$06,674
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)$600,0003,326
Available-for-sale securities (fair market value)$50,531,0001,984
Total debt securities$51,131,0002,273
Structured notes
Amortized cost$14,798,000292
Fair value$14,404,000291
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$50,568,0002,306
U.S. Government securities$47,001,0001,894
U.S. Treasury securities$01,786
U.S. Government agency obligations$47,001,0001,833
Securities issued by states & political subdivisions$2,065,0004,323
Other domestic debt securities$1,502,0001,859
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$1,502,0001,408
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$36,286,0001,248
Mortgage-backed securities$06,997
Certificates of participation in pools of residential mortgages$06,735
Issued or guaranteed by U.S.$06,715
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)$600,0003,366
Available-for-sale securities (fair market value)$49,968,0001,977
Total debt securities$50,568,0002,265
Structured notes
Amortized cost$14,798,000289
Fair value$14,596,000289
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$50,751,0002,335
U.S. Government securities$46,918,0001,906
U.S. Treasury securities$01,839
U.S. Government agency obligations$46,918,0001,837
Securities issued by states & political subdivisions$2,328,0004,163
Other domestic debt securities$1,505,0001,903
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,505,0001,477
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$36,617,0001,222
Mortgage-backed securities$07,037
Certificates of participation in pools of residential mortgages$06,783
Issued or guaranteed by U.S.$06,762
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)$855,0003,259
Available-for-sale securities (fair market value)$49,896,0001,994
Total debt securities$50,751,0002,288
Structured notes
Amortized cost$12,299,000347
Fair value$12,219,000346
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$49,983,0002,387
U.S. Government securities$46,156,0001,965
U.S. Treasury securities$01,963
U.S. Government agency obligations$46,156,0001,888
Securities issued by states & political subdivisions$2,323,0004,155
Other domestic debt securities$1,504,0001,947
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$1,504,0001,557
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$32,520,0001,384
Mortgage-backed securities$07,121
Certificates of participation in pools of residential mortgages$06,864
Issued or guaranteed by U.S.$06,845
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)$855,0003,310
Available-for-sale securities (fair market value)$49,128,0002,033
Total debt securities$49,983,0002,350
Structured notes
Amortized cost$12,299,000345
Fair value$12,018,000345
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$50,826,0002,385
U.S. Government securities$46,938,0001,953
U.S. Treasury securities$01,963
U.S. Government agency obligations$46,938,0001,874
Securities issued by states & political subdivisions$2,347,0004,140
Other domestic debt securities$1,541,0001,976
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$1,541,0001,597
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$34,136,0001,321
Mortgage-backed securities$07,171
Certificates of participation in pools of residential mortgages$06,906
Issued or guaranteed by U.S.$06,892
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)$860,0003,336
Available-for-sale securities (fair market value)$49,966,0002,052
Total debt securities$50,826,0002,341
Structured notes
Amortized cost$12,298,000342
Fair value$12,185,000341
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$48,989,0002,443
U.S. Government securities$45,061,0001,990
U.S. Treasury securities$01,990
U.S. Government agency obligations$45,061,0001,920
Securities issued by states & political subdivisions$2,360,0004,136
Other domestic debt securities$1,568,0001,971
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$1,568,0001,622
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$27,649,0001,535
Mortgage-backed securities$07,222
Certificates of participation in pools of residential mortgages$06,958
Issued or guaranteed by U.S.$06,943
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)$860,0003,402
Available-for-sale securities (fair market value)$48,129,0002,110
Total debt securities$48,989,0002,393
Structured notes
Amortized cost$13,296,000313
Fair value$13,231,000313
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$47,979,0002,536
U.S. Government securities$44,086,0002,074
U.S. Treasury securities$02,098
U.S. Government agency obligations$44,086,0002,003
Securities issued by states & political subdivisions$2,339,0004,152
Other domestic debt securities$1,554,0002,078
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$1,554,0001,728
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$23,828,0001,745
Mortgage-backed securities$07,304
Certificates of participation in pools of residential mortgages$07,033
Issued or guaranteed by U.S.$07,018
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)$865,0003,422
Available-for-sale securities (fair market value)$47,114,0002,191
Total debt securities$47,979,0002,474
Structured notes
Amortized cost$12,298,000325
Fair value$11,838,000327
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$40,942,0002,874
U.S. Government securities$36,949,0002,381
U.S. Treasury securities$02,082
U.S. Government agency obligations$36,949,0002,315
Securities issued by states & political subdivisions$2,386,0004,118
Other domestic debt securities$1,607,0002,140
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$1,607,0001,788
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$23,492,0001,755
Mortgage-backed securities$07,319
Certificates of participation in pools of residential mortgages$07,041
Issued or guaranteed by U.S.$07,023
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)$864,0003,445
Available-for-sale securities (fair market value)$40,078,0002,517
Total debt securities$40,942,0002,809
Structured notes
Amortized cost$12,298,000272
Fair value$12,308,000272
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$39,762,0002,990
U.S. Government securities$35,780,0002,526
U.S. Treasury securities$02,227
U.S. Government agency obligations$35,780,0002,447
Securities issued by states & political subdivisions$2,384,0004,164
Other domestic debt securities$1,598,0002,175
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$1,598,0001,891
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$22,860,0001,762
Mortgage-backed securities$07,358
Certificates of participation in pools of residential mortgages$07,104
Issued or guaranteed by U.S.$07,078
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)$870,0003,489
Available-for-sale securities (fair market value)$38,892,0002,618
Total debt securities$39,762,0002,927
Structured notes
Amortized cost$11,298,000265
Fair value$11,043,000268
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$38,752,0003,006
U.S. Government securities$35,192,0002,513
U.S. Treasury securities$02,287
U.S. Government agency obligations$35,192,0002,429
Securities issued by states & political subdivisions$1,966,0004,427
Other domestic debt securities$1,594,0002,302
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$1,594,0002,017
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$22,807,0001,692
Mortgage-backed securities$07,403
Certificates of participation in pools of residential mortgages$07,144
Issued or guaranteed by U.S.$07,117
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)$869,0003,536
Available-for-sale securities (fair market value)$37,883,0002,644
Total debt securities$38,752,0002,933
Structured notes
Amortized cost$11,298,000213
Fair value$11,003,000215
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$36,789,0003,073
U.S. Government securities$33,496,0002,517
U.S. Treasury securities$02,322
U.S. Government agency obligations$33,496,0002,419
Securities issued by states & political subdivisions$1,681,0004,600
Other domestic debt securities$1,612,0002,361
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$1,612,0002,060
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$22,650,0001,660
Mortgage-backed securities$07,451
Certificates of participation in pools of residential mortgages$07,164
Issued or guaranteed by U.S.$07,141
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)$580,0003,795
Available-for-sale securities (fair market value)$36,209,0002,672
Total debt securities$36,789,0002,990
Structured notes
Amortized cost$4,496,000444
Fair value$4,509,000449
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$35,892,0003,073
U.S. Government securities$32,938,0002,508
U.S. Treasury securities$02,382
U.S. Government agency obligations$32,938,0002,409
Securities issued by states & political subdivisions$1,426,0004,743
Other domestic debt securities$1,528,0002,429
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$1,528,0002,123
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$23,613,0001,603
Mortgage-backed securities$07,482
Certificates of participation in pools of residential mortgages$07,183
Issued or guaranteed by U.S.$07,158
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)$580,0003,841
Available-for-sale securities (fair market value)$35,312,0002,679
Total debt securities$35,892,0002,994
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$41,360,0002,726
U.S. Government securities$38,146,0002,241
U.S. Treasury securities$02,544
U.S. Government agency obligations$38,146,0002,149
Securities issued by states & political subdivisions$1,687,0004,515
Other domestic debt securities$1,527,0002,459
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$1,527,0002,144
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$22,727,0001,654
Mortgage-backed securities$07,491
Certificates of participation in pools of residential mortgages$07,180
Issued or guaranteed by U.S.$07,155
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)$845,0003,711
Available-for-sale securities (fair market value)$40,515,0002,361
Total debt securities$41,360,0002,651
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$33,319,0003,085
U.S. Government securities$30,335,0002,523
U.S. Treasury securities$03,182
U.S. Government agency obligations$30,335,0002,390
Securities issued by states & political subdivisions$1,523,0004,717
Other domestic debt securities$1,461,0002,587
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$1,461,0002,211
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$18,931,0001,815
Mortgage-backed securities$07,553
Certificates of participation in pools of residential mortgages$07,193
Issued or guaranteed by U.S.$07,167
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)$729,0004,052
Available-for-sale securities (fair market value)$32,590,0002,622
Total debt securities$33,319,0003,024
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$38,101,0002,808
U.S. Government securities$35,791,0002,247
U.S. Treasury securities$04,186
U.S. Government agency obligations$35,791,0002,069
Securities issued by states & political subdivisions$1,849,0004,511
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$0313
Equity securities$461,0004,007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,355,0001,683
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
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)$1,849,0003,929
Available-for-sale securities (fair market value)$36,252,0002,331
Total debt securities$37,640,0002,751
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$36,687,0003,024
U.S. Government securities$34,166,0002,442
U.S. Treasury securities$05,412
U.S. Government agency obligations$34,166,0002,172
Securities issued by states & political subdivisions$2,094,0004,553
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$427,0004,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,950,0001,834
Mortgage-backed securities$07,939
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.$07,506
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)$2,094,0004,184
Available-for-sale securities (fair market value)$34,593,0002,493
Total debt securities$36,260,0002,966
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$27,724,0003,866
U.S. Government securities$25,361,0003,265
U.S. Treasury securities$06,820
U.S. Government agency obligations$25,361,0002,751
Securities issued by states & political subdivisions$1,507,0005,164
Other domestic debt securities$548,0002,615
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$548,0002,161
Foreign debt securitiesNANA
Equity securities$308,0004,559
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,721,0002,073
Mortgage-backed securities$08,139
Certificates of participation in pools of residential mortgages$07,719
Issued or guaranteed by U.S.$07,698
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)$2,055,0004,713
Available-for-sale securities (fair market value)$25,669,0003,160
Total debt securities$27,416,0003,808
Structured notes
Amortized cost$1,000,000593
Fair value$1,005,000594
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$26,341,0004,041
U.S. Government securities$23,700,0003,593
U.S. Treasury securities$07,921
U.S. Government agency obligations$23,700,0002,807
Securities issued by states & political subdivisions$1,307,0005,368
Other domestic debt securities$1,046,0001,783
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$1,046,0001,406
Foreign debt securitiesNANA
Equity securities$288,0004,728
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,464,0002,008
Mortgage-backed securities$08,506
Certificates of participation in pools of residential mortgages$08,022
Issued or guaranteed by U.S.$07,996
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)$2,353,0005,398
Available-for-sale securities (fair market value)$23,988,0003,162
Total debt securities$26,053,0003,963
Structured notes
Amortized cost$2,000,000695
Fair value$1,964,000781
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$25,723,0004,424
U.S. Government securities$22,965,0004,001
U.S. Treasury securities$08,776
U.S. Government agency obligations$22,965,0002,998
Securities issued by states & political subdivisions$1,446,0005,422
Other domestic debt securities$1,046,0001,989
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,046,0001,494
Foreign debt securitiesNANA
Equity securities$266,0004,754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,264,0002,055
Mortgage-backed securities$09,059
Certificates of participation in pools of residential mortgages$08,543
Issued or guaranteed by U.S.$08,513
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)$2,492,0005,965
Available-for-sale securities (fair market value)$23,231,0003,370
Total debt securities$25,457,0004,353
Structured notes
Amortized cost$7,499,000235
Fair value$7,411,000234
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$19,945,0005,558
U.S. Government securities$17,399,0005,149
U.S. Treasury securities$010,180
U.S. Government agency obligations$17,399,0003,717
Securities issued by states & political subdivisions$832,0006,652
Other domestic debt securities$1,471,0002,081
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$1,471,0001,613
Foreign debt securitiesNANA
Equity securities$243,0004,675
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,191,0002,190
Mortgage-backed securities$09,533
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
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)$2,048,0006,619
Available-for-sale securities (fair market value)$17,897,0004,329
Total debt securities$19,702,0005,506
Structured notes
Amortized cost$8,488,000360
Fair value$8,203,000362
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$17,913,0006,361
U.S. Government securities$14,894,0006,094
U.S. Treasury securities$011,131
U.S. Government agency obligations$14,894,0004,024
Securities issued by states & political subdivisions$818,0006,994
Other domestic debt securities$2,201,0001,922
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$2,201,0001,500
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$12,204,0002,474
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,413,0009,725
Available-for-sale securities (fair market value)$15,500,0003,480
Total debt securities$17,913,0006,254
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$19,168,0006,336
U.S. Government securities$15,812,0006,054
U.S. Treasury securities$011,566
U.S. Government agency obligations$15,812,0004,001
Securities issued by states & political subdivisions$1,125,0006,573
Other domestic debt securities$2,231,0002,230
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$2,231,0001,681
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$12,521,0002,267
Mortgage-backed securities$010,693
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
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$19,168,0006,191
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$21,226,0005,877
U.S. Government securities$17,058,0005,706
U.S. Treasury securities$1,506,0009,512
U.S. Government agency obligations$15,552,0003,992
Securities issued by states & political subdivisions$1,297,0006,033
Other domestic debt securities$2,871,0002,409
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,871,0001,683
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$9,953,0002,673
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
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$21,122,0005,791
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