Community Bank of the Midwest, Securities

2020-12-31Rank
Total securities$63,588,0001,992
U.S. Government securities$4,223,0003,886
U.S. Treasury securities$01,194
U.S. Government agency obligations$4,223,0003,742
Securities issued by states & political subdivisions$15,321,0002,179
Other domestic debt securities$44,044,000337
Privately issued residential mortgage-backed securities$44,044,00082
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$27,074,0001,605
Mortgage-backed securities$46,497,0001,245
Certificates of participation in pools of residential mortgages$45,803,000827
Issued or guaranteed by U.S.$1,759,0003,210
Privately issued$44,044,00019
Collaterized mortgage obligations$694,0002,411
CMOs issued by government agencies or sponsored agencies$694,0002,361
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)$63,588,0001,859
Total debt securities$63,589,0001,972
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$66,622,0001,821
U.S. Government securities$53,553,0001,376
U.S. Treasury securities$2,200,000782
U.S. Government agency obligations$51,353,0001,346
Securities issued by states & political subdivisions$13,069,0002,238
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$28,513,0001,514
Mortgage-backed securities$49,523,0001,170
Certificates of participation in pools of residential mortgages$48,652,000747
Issued or guaranteed by U.S.$48,652,000731
Privately issued$0251
Collaterized mortgage obligations$871,0002,360
CMOs issued by government agencies or sponsored agencies$871,0002,310
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)$66,622,0001,705
Total debt securities$66,622,0001,805
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$26,712,0003,009
U.S. Government securities$26,712,0002,138
U.S. Treasury securities$4,748,000622
U.S. Government agency obligations$21,964,0002,254
Securities issued by states & political subdivisions$04,210
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$19,838,0001,912
Mortgage-backed securities$19,509,0002,015
Certificates of participation in pools of residential mortgages$18,483,0001,471
Issued or guaranteed by U.S.$18,483,0001,431
Privately issued$0251
Collaterized mortgage obligations$1,026,0002,326
CMOs issued by government agencies or sponsored agencies$1,026,0002,285
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)$26,712,0002,812
Total debt securities$26,713,0002,987
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$15,195,0003,621
U.S. Government securities$15,195,0002,836
U.S. Treasury securities$4,850,000628
U.S. Government agency obligations$10,345,0003,126
Securities issued by states & political subdivisions$04,225
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$14,995,0002,152
Mortgage-backed securities$7,812,0002,849
Certificates of participation in pools of residential mortgages$6,675,0002,422
Issued or guaranteed by U.S.$6,675,0002,341
Privately issued$0267
Collaterized mortgage obligations$1,137,0002,295
CMOs issued by government agencies or sponsored agencies$1,137,0002,249
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)$15,195,0003,391
Total debt securities$15,195,0003,600
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$13,955,0003,758
U.S. Government securities$13,955,0003,013
U.S. Treasury securities$2,592,000858
U.S. Government agency obligations$11,363,0003,093
Securities issued by states & political subdivisions$04,239
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$13,565,0002,256
Mortgage-backed securities$8,442,0002,762
Certificates of participation in pools of residential mortgages$7,208,0002,290
Issued or guaranteed by U.S.$7,208,0002,230
Privately issued$0249
Collaterized mortgage obligations$1,234,0002,276
CMOs issued by government agencies or sponsored agencies$1,234,0002,233
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)$13,955,0003,519
Total debt securities$13,955,0003,737
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$14,320,0003,794
U.S. Government securities$14,270,0003,027
U.S. Treasury securities$1,992,000985
U.S. Government agency obligations$12,278,0003,056
Securities issued by states & political subdivisions$50,0004,299
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$13,706,0002,289
Mortgage-backed securities$9,219,0002,668
Certificates of participation in pools of residential mortgages$7,829,0002,192
Issued or guaranteed by U.S.$7,829,0002,126
Privately issued$0287
Collaterized mortgage obligations$1,390,0002,265
CMOs issued by government agencies or sponsored agencies$1,390,0002,220
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)$14,320,0003,540
Total debt securities$14,320,0003,770
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$15,606,0003,750
U.S. Government securities$7,640,0003,781
U.S. Treasury securities$1,990,0001,016
U.S. Government agency obligations$5,650,0003,867
Securities issued by states & political subdivisions$150,0004,322
Other domestic debt securities$7,816,000715
Privately issued residential mortgage-backed securities$7,816,000164
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$14,117,0002,303
Mortgage-backed securities$10,009,0002,624
Certificates of participation in pools of residential mortgages$8,480,0002,118
Issued or guaranteed by U.S.$664,0003,617
Privately issued$7,816,00050
Collaterized mortgage obligations$1,529,0002,209
CMOs issued by government agencies or sponsored agencies$1,529,0002,161
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)$15,606,0003,490
Total debt securities$15,606,0003,731
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$14,611,0003,883
U.S. Government securities$5,945,0004,041
U.S. Treasury securities$01,516
U.S. Government agency obligations$5,945,0003,882
Securities issued by states & political subdivisions$151,0004,384
Other domestic debt securities$8,515,000682
Privately issued residential mortgage-backed securities$8,515,000157
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$13,742,0002,381
Mortgage-backed securities$10,874,0002,531
Certificates of participation in pools of residential mortgages$9,206,0002,065
Issued or guaranteed by U.S.$691,0003,638
Privately issued$8,515,00050
Collaterized mortgage obligations$1,668,0002,179
CMOs issued by government agencies or sponsored agencies$1,668,0002,127
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)$14,611,0003,613
Total debt securities$14,611,0003,862
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$14,498,0003,929
U.S. Government securities$14,347,0003,135
U.S. Treasury securities$01,513
U.S. Government agency obligations$14,347,0002,963
Securities issued by states & political subdivisions$151,0004,434
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$12,798,0002,482
Mortgage-backed securities$10,599,0002,557
Certificates of participation in pools of residential mortgages$8,834,0002,112
Issued or guaranteed by U.S.$8,834,0002,078
Privately issued$0211
Collaterized mortgage obligations$1,765,0002,153
CMOs issued by government agencies or sponsored agencies$1,765,0002,096
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)$14,498,0003,659
Total debt securities$14,498,0003,904
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$14,595,0003,957
U.S. Government securities$14,394,0003,174
U.S. Treasury securities$01,500
U.S. Government agency obligations$14,394,0003,013
Securities issued by states & political subdivisions$201,0004,460
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$13,151,0002,442
Mortgage-backed securities$10,188,0002,606
Certificates of participation in pools of residential mortgages$8,898,0002,119
Issued or guaranteed by U.S.$8,898,0002,108
Privately issued$0145
Collaterized mortgage obligations$1,290,0002,289
CMOs issued by government agencies or sponsored agencies$1,290,0002,238
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)$14,595,0003,680
Total debt securities$14,595,0003,935
Structured notes
Amortized cost$171,000916
Fair value$171,000915
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$14,434,0004,029
U.S. Government securities$14,132,0003,196
U.S. Treasury securities$01,475
U.S. Government agency obligations$14,132,0003,034
Securities issued by states & political subdivisions$302,0004,448
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$13,317,0002,463
Mortgage-backed securities$10,683,0002,597
Certificates of participation in pools of residential mortgages$9,266,0002,137
Issued or guaranteed by U.S.$9,266,0002,039
Privately issued$0453
Collaterized mortgage obligations$1,417,0002,258
CMOs issued by government agencies or sponsored agencies$1,417,0002,207
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)$14,434,0003,742
Total debt securities$14,433,0004,004
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$15,517,0003,985
U.S. Government securities$15,215,0003,165
U.S. Treasury securities$01,426
U.S. Government agency obligations$15,215,0003,009
Securities issued by states & political subdivisions$302,0004,491
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$13,520,0002,493
Mortgage-backed securities$11,578,0002,527
Certificates of participation in pools of residential mortgages$10,030,0002,100
Issued or guaranteed by U.S.$10,030,0002,098
Privately issued$067
Collaterized mortgage obligations$1,548,0002,219
CMOs issued by government agencies or sponsored agencies$1,548,0002,163
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)$15,517,0003,706
Total debt securities$15,517,0003,963
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$14,366,0004,149
U.S. Government securities$14,063,0003,307
U.S. Treasury securities$01,328
U.S. Government agency obligations$14,063,0003,161
Securities issued by states & political subdivisions$303,0004,559
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$12,559,0002,603
Mortgage-backed securities$11,048,0002,601
Certificates of participation in pools of residential mortgages$9,363,0002,185
Issued or guaranteed by U.S.$9,363,0002,182
Privately issued$064
Collaterized mortgage obligations$1,685,0002,174
CMOs issued by government agencies or sponsored agencies$1,685,0002,115
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)$14,366,0003,866
Total debt securities$14,366,0004,125
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$14,487,0004,189
U.S. Government securities$14,131,0003,314
U.S. Treasury securities$01,313
U.S. Government agency obligations$14,131,0003,187
Securities issued by states & political subdivisions$356,0004,583
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$13,660,0002,536
Mortgage-backed securities$10,908,0002,640
Certificates of participation in pools of residential mortgages$10,164,0002,145
Issued or guaranteed by U.S.$10,164,0002,143
Privately issued$069
Collaterized mortgage obligations$744,0002,532
CMOs issued by government agencies or sponsored agencies$744,0002,475
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)$14,487,0003,897
Total debt securities$14,487,0004,164
Structured notes
Amortized cost$151,000940
Fair value$151,000941
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$14,774,0004,196
U.S. Government securities$14,232,0003,357
U.S. Treasury securities$01,351
U.S. Government agency obligations$14,232,0003,235
Securities issued by states & political subdivisions$542,0004,540
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$12,966,0002,615
Mortgage-backed securities$10,773,0002,674
Certificates of participation in pools of residential mortgages$9,949,0002,214
Issued or guaranteed by U.S.$9,949,0002,212
Privately issued$067
Collaterized mortgage obligations$824,0002,519
CMOs issued by government agencies or sponsored agencies$824,0002,456
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$14,774,0003,903
Total debt securities$14,774,0004,176
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$15,479,0004,195
U.S. Government securities$14,935,0003,330
U.S. Treasury securities$01,390
U.S. Government agency obligations$14,935,0003,207
Securities issued by states & political subdivisions$544,0004,598
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$13,571,0002,593
Mortgage-backed securities$11,219,0002,678
Certificates of participation in pools of residential mortgages$10,325,0002,207
Issued or guaranteed by U.S.$10,325,0002,207
Privately issued$066
Collaterized mortgage obligations$894,0002,526
CMOs issued by government agencies or sponsored agencies$894,0002,460
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$15,479,0003,891
Total debt securities$15,479,0004,171
Structured notes
Amortized cost$101,0001,119
Fair value$101,0001,120
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$16,471,0004,120
U.S. Government securities$15,928,0003,221
U.S. Treasury securities$01,367
U.S. Government agency obligations$15,928,0003,099
Securities issued by states & political subdivisions$543,0004,639
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$13,674,0002,581
Mortgage-backed securities$12,001,0002,598
Certificates of participation in pools of residential mortgages$11,040,0002,156
Issued or guaranteed by U.S.$11,040,0002,155
Privately issued$071
Collaterized mortgage obligations$961,0002,514
CMOs issued by government agencies or sponsored agencies$961,0002,440
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)$16,471,0003,803
Total debt securities$16,471,0004,094
Structured notes
Amortized cost$107,0001,110
Fair value$107,0001,113
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$17,859,0004,022
U.S. Government securities$17,260,0003,103
U.S. Treasury securities$01,214
U.S. Government agency obligations$17,260,0002,997
Securities issued by states & political subdivisions$599,0004,647
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$11,895,0002,753
Mortgage-backed securities$13,074,0002,509
Certificates of participation in pools of residential mortgages$11,999,0002,079
Issued or guaranteed by U.S.$11,999,0002,079
Privately issued$067
Collaterized mortgage obligations$1,075,0002,478
CMOs issued by government agencies or sponsored agencies$1,075,0002,411
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)$17,859,0003,699
Total debt securities$17,859,0003,996
Structured notes
Amortized cost$116,0001,099
Fair value$117,0001,102
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$18,351,0004,052
U.S. Government securities$17,647,0003,155
U.S. Treasury securities$01,253
U.S. Government agency obligations$17,647,0003,047
Securities issued by states & political subdivisions$704,0004,646
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$17,261,0002,336
Mortgage-backed securities$14,171,0002,442
Certificates of participation in pools of residential mortgages$12,982,0002,021
Issued or guaranteed by U.S.$12,982,0002,017
Privately issued$071
Collaterized mortgage obligations$1,189,0002,462
CMOs issued by government agencies or sponsored agencies$1,189,0002,391
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)$18,351,0003,729
Total debt securities$18,351,0004,029
Structured notes
Amortized cost$124,0001,237
Fair value$125,0001,239
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$19,533,0004,023
U.S. Government securities$18,829,0003,127
U.S. Treasury securities$01,296
U.S. Government agency obligations$18,829,0003,017
Securities issued by states & political subdivisions$704,0004,688
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$17,268,0002,360
Mortgage-backed securities$15,093,0002,379
Certificates of participation in pools of residential mortgages$13,791,0001,966
Issued or guaranteed by U.S.$13,791,0001,965
Privately issued$066
Collaterized mortgage obligations$1,302,0002,437
CMOs issued by government agencies or sponsored agencies$1,302,0002,367
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)$19,533,0003,686
Total debt securities$19,534,0003,999
Structured notes
Amortized cost$131,0001,423
Fair value$134,0001,422
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$19,387,0004,083
U.S. Government securities$18,683,0003,179
U.S. Treasury securities$01,367
U.S. Government agency obligations$18,683,0003,067
Securities issued by states & political subdivisions$704,0004,721
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$18,149,0002,299
Mortgage-backed securities$14,291,0002,446
Certificates of participation in pools of residential mortgages$12,923,0002,037
Issued or guaranteed by U.S.$12,923,0002,035
Privately issued$066
Collaterized mortgage obligations$1,368,0002,442
CMOs issued by government agencies or sponsored agencies$1,368,0002,373
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)$19,387,0003,738
Total debt securities$19,387,0004,057
Structured notes
Amortized cost$140,0001,574
Fair value$142,0001,575
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$17,938,0004,270
U.S. Government securities$17,478,0003,358
U.S. Treasury securities$01,303
U.S. Government agency obligations$17,478,0003,259
Securities issued by states & political subdivisions$460,0004,882
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,645,0002,429
Mortgage-backed securities$12,955,0002,593
Certificates of participation in pools of residential mortgages$11,480,0002,199
Issued or guaranteed by U.S.$11,480,0002,198
Privately issued$065
Collaterized mortgage obligations$1,475,0002,431
CMOs issued by government agencies or sponsored agencies$1,475,0002,364
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)$17,938,0003,912
Total debt securities$17,938,0004,244
Structured notes
Amortized cost$148,0001,755
Fair value$152,0001,749
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$19,004,0004,255
U.S. Government securities$18,495,0003,351
U.S. Treasury securities$01,348
U.S. Government agency obligations$18,495,0003,251
Securities issued by states & political subdivisions$509,0004,889
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,047,0002,421
Mortgage-backed securities$13,811,0002,567
Certificates of participation in pools of residential mortgages$12,228,0002,191
Issued or guaranteed by U.S.$12,228,0002,190
Privately issued$067
Collaterized mortgage obligations$1,583,0002,457
CMOs issued by government agencies or sponsored agencies$1,583,0002,387
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)$19,004,0003,895
Total debt securities$19,004,0004,227
Structured notes
Amortized cost$160,0001,885
Fair value$163,0001,884
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$18,394,0004,359
U.S. Government securities$17,882,0003,477
U.S. Treasury securities$01,327
U.S. Government agency obligations$17,882,0003,369
Securities issued by states & political subdivisions$512,0004,891
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,515,0002,428
Mortgage-backed securities$12,855,0002,710
Certificates of participation in pools of residential mortgages$11,448,0002,288
Issued or guaranteed by U.S.$11,448,0002,288
Privately issued$070
Collaterized mortgage obligations$1,407,0002,567
CMOs issued by government agencies or sponsored agencies$1,407,0002,496
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$18,394,0003,995
Total debt securities$18,394,0004,338
Structured notes
Amortized cost$343,0001,862
Fair value$347,0001,862
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$17,913,0004,455
U.S. Government securities$17,402,0003,579
U.S. Treasury securities$01,361
U.S. Government agency obligations$17,402,0003,470
Securities issued by states & political subdivisions$511,0004,971
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,859,0002,496
Mortgage-backed securities$12,194,0002,807
Certificates of participation in pools of residential mortgages$11,422,0002,340
Issued or guaranteed by U.S.$11,422,0002,338
Privately issued$075
Collaterized mortgage obligations$772,0002,878
CMOs issued by government agencies or sponsored agencies$772,0002,786
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)$17,913,0004,084
Total debt securities$17,913,0004,436
Structured notes
Amortized cost$363,0001,953
Fair value$369,0001,953
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$18,264,0004,514
U.S. Government securities$17,749,0003,630
U.S. Treasury securities$01,381
U.S. Government agency obligations$17,749,0003,513
Securities issued by states & political subdivisions$515,0005,019
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,379,0002,619
Mortgage-backed securities$11,913,0002,898
Certificates of participation in pools of residential mortgages$11,913,0002,362
Issued or guaranteed by U.S.$11,913,0002,359
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$18,264,0004,145
Total debt securities$18,264,0004,491
Structured notes
Amortized cost$385,0002,046
Fair value$392,0002,047
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$18,391,0004,566
U.S. Government securities$18,083,0003,650
U.S. Treasury securities$01,342
U.S. Government agency obligations$18,083,0003,541
Securities issued by states & political subdivisions$308,0005,195
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,759,0002,503
Mortgage-backed securities$10,087,0003,173
Certificates of participation in pools of residential mortgages$10,087,0002,619
Issued or guaranteed by U.S.$10,087,0002,619
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)$1,0002,597
Available-for-sale securities (fair market value)$18,390,0004,179
Total debt securities$18,391,0004,543
Structured notes
Amortized cost$410,0002,072
Fair value$419,0002,071
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$18,799,0004,571
U.S. Government securities$18,492,0003,644
U.S. Treasury securities$1,000,000873
U.S. Government agency obligations$17,492,0003,645
Securities issued by states & political subdivisions$307,0005,233
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,055,0002,409
Mortgage-backed securities$10,497,0003,150
Certificates of participation in pools of residential mortgages$10,497,0002,588
Issued or guaranteed by U.S.$10,497,0002,588
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)$7,0002,574
Available-for-sale securities (fair market value)$18,792,0004,193
Total debt securities$18,799,0004,550
Structured notes
Amortized cost$436,0002,115
Fair value$444,0002,104
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$19,612,0004,493
U.S. Government securities$19,305,0003,553
U.S. Treasury securities$2,000,000679
U.S. Government agency obligations$17,305,0003,646
Securities issued by states & political subdivisions$307,0005,289
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,850,0002,328
Mortgage-backed securities$10,922,0003,097
Certificates of participation in pools of residential mortgages$10,922,0002,544
Issued or guaranteed by U.S.$10,922,0002,544
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)$16,0002,570
Available-for-sale securities (fair market value)$19,596,0004,126
Total debt securities$19,612,0004,473
Structured notes
Amortized cost$464,0002,098
Fair value$475,0002,041
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$17,383,0004,746
U.S. Government securities$17,056,0003,818
U.S. Treasury securities$3,000,000557
U.S. Government agency obligations$14,056,0004,052
Securities issued by states & political subdivisions$327,0005,322
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,031,0002,450
Mortgage-backed securities$9,022,0003,341
Certificates of participation in pools of residential mortgages$8,993,0002,794
Issued or guaranteed by U.S.$8,993,0002,791
Privately issued$080
Collaterized mortgage obligations$29,0003,570
CMOs issued by government agencies or sponsored agencies$29,0003,423
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)$25,0002,550
Available-for-sale securities (fair market value)$17,358,0004,364
Total debt securities$17,383,0004,716
Structured notes
Amortized cost$503,0001,940
Fair value$516,0001,931
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$17,985,0004,684
U.S. Government securities$17,965,0003,714
U.S. Treasury securities$4,497,000472
U.S. Government agency obligations$13,468,0004,113
Securities issued by states & political subdivisions$20,0005,534
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,040,0002,528
Mortgage-backed securities$8,256,0003,458
Certificates of participation in pools of residential mortgages$8,176,0002,892
Issued or guaranteed by U.S.$8,176,0002,890
Privately issued$083
Collaterized mortgage obligations$80,0003,516
CMOs issued by government agencies or sponsored agencies$80,0003,365
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)$37,0002,482
Available-for-sale securities (fair market value)$17,948,0004,314
Total debt securities$17,985,0004,648
Structured notes
Amortized cost$573,0001,890
Fair value$586,0001,884
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$21,516,0004,374
U.S. Government securities$21,496,0003,403
U.S. Treasury securities$12,498,000252
U.S. Government agency obligations$8,998,0004,769
Securities issued by states & political subdivisions$20,0005,573
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,496,0002,142
Mortgage-backed securities$7,300,0003,667
Certificates of participation in pools of residential mortgages$7,144,0003,106
Issued or guaranteed by U.S.$7,144,0003,105
Privately issued$083
Collaterized mortgage obligations$156,0003,480
CMOs issued by government agencies or sponsored agencies$156,0003,327
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)$12,049,000890
Available-for-sale securities (fair market value)$9,467,0005,232
Total debt securities$21,516,0004,348
Structured notes
Amortized cost$662,0001,879
Fair value$679,0001,874
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$21,072,0004,387
U.S. Government securities$21,052,0003,393
U.S. Treasury securities$11,995,000261
U.S. Government agency obligations$9,057,0004,741
Securities issued by states & political subdivisions$20,0005,619
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,052,0002,144
Mortgage-backed securities$7,208,0003,691
Certificates of participation in pools of residential mortgages$6,960,0003,126
Issued or guaranteed by U.S.$6,960,0003,125
Privately issued$085
Collaterized mortgage obligations$248,0003,455
CMOs issued by government agencies or sponsored agencies$248,0003,306
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)$12,064,000884
Available-for-sale securities (fair market value)$9,008,0005,292
Total debt securities$21,072,0004,359
Structured notes
Amortized cost$762,0001,872
Fair value$779,0001,866
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$9,025,0005,744
U.S. Government securities$8,520,0005,015
U.S. Treasury securities$01,086
U.S. Government agency obligations$8,520,0004,924
Securities issued by states & political subdivisions$505,0005,302
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,675,0003,957
Mortgage-backed securities$6,467,0003,956
Certificates of participation in pools of residential mortgages$5,981,0003,471
Issued or guaranteed by U.S.$5,981,0003,471
Privately issued$088
Collaterized mortgage obligations$486,0003,388
CMOs issued by government agencies or sponsored agencies$486,0003,228
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)$86,0002,499
Available-for-sale securities (fair market value)$8,939,0005,377
Total debt securities$9,025,0005,717
Structured notes
Amortized cost$866,0001,977
Fair value$886,0001,970
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$9,896,0005,703
U.S. Government securities$9,390,0004,980
U.S. Treasury securities$01,068
U.S. Government agency obligations$9,390,0004,887
Securities issued by states & political subdivisions$506,0005,302
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,809,0004,189
Mortgage-backed securities$7,087,0003,896
Certificates of participation in pools of residential mortgages$6,381,0003,418
Issued or guaranteed by U.S.$6,381,0003,417
Privately issued$094
Collaterized mortgage obligations$706,0003,287
CMOs issued by government agencies or sponsored agencies$706,0003,128
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)$107,0002,497
Available-for-sale securities (fair market value)$9,789,0005,329
Total debt securities$9,896,0005,675
Structured notes
Amortized cost$972,0002,173
Fair value$992,0002,152
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$10,074,0005,725
U.S. Government securities$9,568,0005,062
U.S. Treasury securities$01,157
U.S. Government agency obligations$9,568,0004,962
Securities issued by states & political subdivisions$506,0005,299
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,875,0004,164
Mortgage-backed securities$6,995,0003,947
Certificates of participation in pools of residential mortgages$6,102,0003,466
Issued or guaranteed by U.S.$6,102,0003,464
Privately issued$094
Collaterized mortgage obligations$893,0003,232
CMOs issued by government agencies or sponsored agencies$893,0003,071
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)$128,0002,524
Available-for-sale securities (fair market value)$9,946,0005,358
Total debt securities$10,074,0005,696
Structured notes
Amortized cost$1,077,0002,141
Fair value$1,103,0002,127
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$11,149,0005,586
U.S. Government securities$10,643,0004,835
U.S. Treasury securities$01,076
U.S. Government agency obligations$10,643,0004,735
Securities issued by states & political subdivisions$506,0005,294
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,021,0003,726
Mortgage-backed securities$7,574,0003,768
Certificates of participation in pools of residential mortgages$6,471,0003,305
Issued or guaranteed by U.S.$6,471,0003,304
Privately issued$0121
Collaterized mortgage obligations$1,103,0003,069
CMOs issued by government agencies or sponsored agencies$1,103,0002,823
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)$151,0002,601
Available-for-sale securities (fair market value)$10,998,0005,186
Total debt securities$11,147,0005,558
Structured notes
Amortized cost$1,419,0001,977
Fair value$1,447,0001,968
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$11,117,0005,572
U.S. Government securities$10,592,0004,806
U.S. Treasury securities$01,126
U.S. Government agency obligations$10,592,0004,702
Securities issued by states & political subdivisions$525,0005,265
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$8,834,0003,390
Mortgage-backed securities$7,347,0003,749
Certificates of participation in pools of residential mortgages$6,027,0003,327
Issued or guaranteed by U.S.$6,027,0003,324
Privately issued$0132
Collaterized mortgage obligations$1,320,0002,997
CMOs issued by government agencies or sponsored agencies$1,320,0002,757
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)$175,0002,605
Available-for-sale securities (fair market value)$10,942,0005,174
Total debt securities$11,117,0005,536
Structured notes
Amortized cost$1,539,0001,976
Fair value$1,575,0001,969
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$12,772,0005,409
U.S. Government securities$11,523,0004,800
U.S. Treasury securities$01,225
U.S. Government agency obligations$11,523,0004,684
Securities issued by states & political subdivisions$1,249,0004,774
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$10,980,0003,059
Mortgage-backed securities$8,358,0003,565
Certificates of participation in pools of residential mortgages$6,851,0003,132
Issued or guaranteed by U.S.$6,851,0003,127
Privately issued$0125
Collaterized mortgage obligations$1,507,0002,897
CMOs issued by government agencies or sponsored agencies$1,507,0002,658
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)$198,0002,631
Available-for-sale securities (fair market value)$12,574,0005,002
Total debt securities$12,770,0005,377
Structured notes
Amortized cost$1,635,0002,151
Fair value$1,669,0002,146
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$12,765,0005,413
U.S. Government securities$11,508,0004,773
U.S. Treasury securities$01,272
U.S. Government agency obligations$11,508,0004,649
Securities issued by states & political subdivisions$1,257,0004,757
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$10,875,0003,068
Mortgage-backed securities$8,224,0003,509
Certificates of participation in pools of residential mortgages$7,322,0002,975
Issued or guaranteed by U.S.$7,322,0002,968
Privately issued$0136
Collaterized mortgage obligations$902,0003,073
CMOs issued by government agencies or sponsored agencies$902,0002,813
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)$223,0002,597
Available-for-sale securities (fair market value)$12,542,0005,001
Total debt securities$12,767,0005,384
Structured notes
Amortized cost$1,727,0002,175
Fair value$1,742,0002,168
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$13,846,0005,183
U.S. Government securities$12,582,0004,453
U.S. Treasury securities$01,275
U.S. Government agency obligations$12,582,0004,331
Securities issued by states & political subdivisions$1,264,0004,765
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$11,729,0002,922
Mortgage-backed securities$8,632,0003,357
Certificates of participation in pools of residential mortgages$8,615,0002,649
Issued or guaranteed by U.S.$8,615,0002,642
Privately issued$0141
Collaterized mortgage obligations$17,0003,760
CMOs issued by government agencies or sponsored agencies$17,0003,442
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)$250,0002,602
Available-for-sale securities (fair market value)$13,596,0004,781
Total debt securities$13,846,0005,147
Structured notes
Amortized cost$1,886,0001,999
Fair value$1,907,0001,990
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$15,486,0004,916
U.S. Government securities$14,071,0004,166
U.S. Treasury securities$01,180
U.S. Government agency obligations$14,071,0004,054
Securities issued by states & political subdivisions$1,415,0004,613
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$12,034,0002,897
Mortgage-backed securities$9,853,0003,171
Certificates of participation in pools of residential mortgages$9,827,0002,438
Issued or guaranteed by U.S.$9,827,0002,434
Privately issued$0141
Collaterized mortgage obligations$26,0003,735
CMOs issued by government agencies or sponsored agencies$26,0003,410
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)$279,0002,642
Available-for-sale securities (fair market value)$15,207,0004,509
Total debt securities$15,486,0004,879
Structured notes
Amortized cost$2,094,0001,828
Fair value$2,147,0001,818
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$18,375,0004,595
U.S. Government securities$17,010,0003,819
U.S. Treasury securities$01,121
U.S. Government agency obligations$17,010,0003,726
Securities issued by states & political subdivisions$1,365,0004,610
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$8,594,0003,506
Mortgage-backed securities$13,213,0002,760
Certificates of participation in pools of residential mortgages$13,178,0002,078
Issued or guaranteed by U.S.$13,178,0002,072
Privately issued$0148
Collaterized mortgage obligations$35,0003,639
CMOs issued by government agencies or sponsored agencies$35,0003,320
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)$311,0002,668
Available-for-sale securities (fair market value)$18,064,0004,208
Total debt securities$18,375,0004,555
Structured notes
Amortized cost$2,241,0001,900
Fair value$2,278,0001,881
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$26,487,0003,782
U.S. Government securities$25,115,0003,069
U.S. Treasury securities$01,130
U.S. Government agency obligations$25,115,0002,992
Securities issued by states & political subdivisions$1,372,0004,613
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$6,774,0003,920
Mortgage-backed securities$14,731,0002,691
Certificates of participation in pools of residential mortgages$14,687,0002,026
Issued or guaranteed by U.S.$14,687,0002,020
Privately issued$0145
Collaterized mortgage obligations$44,0003,622
CMOs issued by government agencies or sponsored agencies$44,0003,285
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)$10,339,0001,073
Available-for-sale securities (fair market value)$16,148,0004,459
Total debt securities$26,485,0003,751
Structured notes
Amortized cost$377,0002,864
Fair value$393,0002,858
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$28,812,0003,563
U.S. Government securities$27,430,0002,850
U.S. Treasury securities$01,077
U.S. Government agency obligations$27,430,0002,782
Securities issued by states & political subdivisions$1,382,0004,637
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$9,540,0003,420
Mortgage-backed securities$16,642,0002,562
Certificates of participation in pools of residential mortgages$16,588,0001,922
Issued or guaranteed by U.S.$16,588,0001,915
Privately issued$0157
Collaterized mortgage obligations$54,0003,617
CMOs issued by government agencies or sponsored agencies$54,0003,268
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)$10,372,0001,070
Available-for-sale securities (fair market value)$18,440,0004,175
Total debt securities$28,812,0003,534
Structured notes
Amortized cost$779,0002,282
Fair value$797,0002,269
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$19,689,0004,475
U.S. Government securities$18,303,0003,692
U.S. Treasury securities$01,047
U.S. Government agency obligations$18,303,0003,621
Securities issued by states & political subdivisions$1,386,0004,687
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$11,175,0003,153
Mortgage-backed securities$17,482,0002,533
Certificates of participation in pools of residential mortgages$17,414,0001,914
Issued or guaranteed by U.S.$17,414,0001,906
Privately issued$0171
Collaterized mortgage obligations$68,0003,591
CMOs issued by government agencies or sponsored agencies$68,0003,234
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)$421,0002,782
Available-for-sale securities (fair market value)$19,268,0004,103
Total debt securities$19,689,0004,436
Structured notes
Amortized cost$798,0001,847
Fair value$821,0001,823
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$21,506,0004,255
U.S. Government securities$20,126,0003,458
U.S. Treasury securities$01,036
U.S. Government agency obligations$20,126,0003,381
Securities issued by states & political subdivisions$1,380,0004,682
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$9,845,0003,385
Mortgage-backed securities$19,199,0002,418
Certificates of participation in pools of residential mortgages$19,065,0001,828
Issued or guaranteed by U.S.$19,065,0001,818
Privately issued$0181
Collaterized mortgage obligations$134,0003,516
CMOs issued by government agencies or sponsored agencies$134,0003,147
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)$462,0002,789
Available-for-sale securities (fair market value)$21,044,0003,884
Total debt securities$21,506,0004,212
Structured notes
Amortized cost$911,0001,333
Fair value$927,0001,320
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$24,091,0003,980
U.S. Government securities$22,704,0003,228
U.S. Treasury securities$0981
U.S. Government agency obligations$22,704,0003,169
Securities issued by states & political subdivisions$1,387,0004,601
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$9,167,0003,560
Mortgage-backed securities$21,561,0002,282
Certificates of participation in pools of residential mortgages$21,350,0001,732
Issued or guaranteed by U.S.$21,350,0001,722
Privately issued$0191
Collaterized mortgage obligations$211,0003,472
CMOs issued by government agencies or sponsored agencies$211,0003,100
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)$501,0002,796
Available-for-sale securities (fair market value)$23,590,0003,621
Total debt securities$24,091,0003,947
Structured notes
Amortized cost$1,120,000851
Fair value$1,143,000846
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$26,995,0003,697
U.S. Government securities$25,367,0002,997
U.S. Treasury securities$0973
U.S. Government agency obligations$25,367,0002,941
Securities issued by states & political subdivisions$1,628,0004,409
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$8,126,0003,769
Mortgage-backed securities$24,118,0002,078
Certificates of participation in pools of residential mortgages$23,843,0001,552
Issued or guaranteed by U.S.$23,843,0001,543
Privately issued$0188
Collaterized mortgage obligations$275,0003,372
CMOs issued by government agencies or sponsored agencies$275,0003,036
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)$541,0002,793
Available-for-sale securities (fair market value)$26,454,0003,358
Total debt securities$26,995,0003,656
Structured notes
Amortized cost$1,225,000868
Fair value$1,249,000864
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$21,505,0004,200
U.S. Government securities$19,894,0003,515
U.S. Treasury securities$01,019
U.S. Government agency obligations$19,894,0003,447
Securities issued by states & political subdivisions$1,611,0004,408
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,273,0003,955
Mortgage-backed securities$18,560,0002,348
Certificates of participation in pools of residential mortgages$18,248,0001,798
Issued or guaranteed by U.S.$18,248,0001,785
Privately issued$0192
Collaterized mortgage obligations$312,0003,261
CMOs issued by government agencies or sponsored agencies$312,0002,925
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$582,0002,785
Available-for-sale securities (fair market value)$20,923,0003,808
Total debt securities$21,505,0004,165
Structured notes
Amortized cost$1,313,000834
Fair value$1,334,000828
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$20,440,0004,384
U.S. Government securities$18,835,0003,690
U.S. Treasury securities$01,021
U.S. Government agency obligations$18,835,0003,615
Securities issued by states & political subdivisions$1,605,0004,458
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$6,684,0004,069
Mortgage-backed securities$18,028,0002,403
Certificates of participation in pools of residential mortgages$17,645,0001,835
Issued or guaranteed by U.S.$17,645,0001,825
Privately issued$0202
Collaterized mortgage obligations$383,0003,217
CMOs issued by government agencies or sponsored agencies$383,0002,879
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)$627,0002,765
Available-for-sale securities (fair market value)$19,813,0004,015
Total debt securities$20,440,0004,336
Structured notes
Amortized cost$779,0001,206
Fair value$807,0001,186
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$20,796,0004,333
U.S. Government securities$19,164,0003,631
U.S. Treasury securities$01,044
U.S. Government agency obligations$19,164,0003,562
Securities issued by states & political subdivisions$1,632,0004,454
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,795,0003,999
Mortgage-backed securities$18,057,0002,316
Certificates of participation in pools of residential mortgages$17,544,0001,782
Issued or guaranteed by U.S.$17,544,0001,773
Privately issued$0205
Collaterized mortgage obligations$513,0003,070
CMOs issued by government agencies or sponsored agencies$513,0002,740
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$677,0002,778
Available-for-sale securities (fair market value)$20,119,0003,959
Total debt securities$20,796,0004,275
Structured notes
Amortized cost$970,0001,253
Fair value$1,007,0001,111
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$17,190,0004,835
U.S. Government securities$16,052,0004,130
U.S. Treasury securities$01,146
U.S. Government agency obligations$16,052,0004,044
Securities issued by states & political subdivisions$1,138,0004,779
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$5,074,0004,492
Mortgage-backed securities$14,143,0002,416
Certificates of participation in pools of residential mortgages$13,515,0001,904
Issued or guaranteed by U.S.$13,515,0001,893
Privately issued$0191
Collaterized mortgage obligations$628,0002,874
CMOs issued by government agencies or sponsored agencies$628,0002,563
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)$716,0002,825
Available-for-sale securities (fair market value)$16,474,0004,397
Total debt securities$17,190,0004,781
Structured notes
Amortized cost$1,686,0001,212
Fair value$1,710,0001,203
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$14,440,0005,283
U.S. Government securities$14,440,0004,485
U.S. Treasury securities$01,235
U.S. Government agency obligations$14,440,0004,386
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,795,0004,310
Mortgage-backed securities$12,099,0002,461
Certificates of participation in pools of residential mortgages$11,327,0001,969
Issued or guaranteed by U.S.$11,327,0001,960
Privately issued$0194
Collaterized mortgage obligations$772,0002,739
CMOs issued by government agencies or sponsored agencies$772,0002,434
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)$763,0002,858
Available-for-sale securities (fair market value)$13,677,0004,854
Total debt securities$14,439,0005,234
Structured notes
Amortized cost$1,232,0001,617
Fair value$1,243,0001,610
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$12,778,0005,594
U.S. Government securities$12,778,0004,829
U.S. Treasury securities$01,362
U.S. Government agency obligations$12,778,0004,714
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,584,0004,377
Mortgage-backed securities$10,258,0002,647
Certificates of participation in pools of residential mortgages$9,773,0002,096
Issued or guaranteed by U.S.$9,773,0002,089
Privately issued$0207
Collaterized mortgage obligations$485,0002,934
CMOs issued by government agencies or sponsored agencies$485,0002,626
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)$812,0002,868
Available-for-sale securities (fair market value)$11,966,0005,136
Total debt securities$12,779,0005,549
Structured notes
Amortized cost$1,628,0001,485
Fair value$1,627,0001,482
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$10,645,0005,995
U.S. Government securities$10,645,0005,281
U.S. Treasury securities$01,448
U.S. Government agency obligations$10,645,0005,161
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,264,0004,492
Mortgage-backed securities$7,764,0003,008
Certificates of participation in pools of residential mortgages$7,764,0002,392
Issued or guaranteed by U.S.$7,764,0002,383
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)$869,0002,873
Available-for-sale securities (fair market value)$9,776,0005,538
Total debt securities$10,645,0005,942
Structured notes
Amortized cost$2,079,0001,316
Fair value$2,090,0001,310
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$7,661,0006,667
U.S. Government securities$7,661,0006,024
U.S. Treasury securities$01,498
U.S. Government agency obligations$7,661,0005,900
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,622,0005,055
Mortgage-backed securities$4,787,0003,689
Certificates of participation in pools of residential mortgages$4,787,0003,067
Issued or guaranteed by U.S.$4,787,0003,054
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)$930,0002,910
Available-for-sale securities (fair market value)$6,731,0006,186
Total debt securities$7,661,0006,609
Structured notes
Amortized cost$1,081,0001,925
Fair value$1,089,0001,914
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$4,956,0007,358
U.S. Government securities$4,956,0006,896
U.S. Treasury securities$01,574
U.S. Government agency obligations$4,956,0006,768
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,709,0005,482
Mortgage-backed securities$1,987,0004,719
Certificates of participation in pools of residential mortgages$1,987,0004,186
Issued or guaranteed by U.S.$1,987,0004,166
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)$979,0002,943
Available-for-sale securities (fair market value)$3,977,0006,845
Total debt securities$4,956,0007,306
Structured notes
Amortized cost$1,180,0001,999
Fair value$1,186,0001,986
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$5,532,0007,241
U.S. Government securities$5,532,0006,730
U.S. Treasury securities$01,634
U.S. Government agency obligations$5,532,0006,593
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,805,0005,035
Mortgage-backed securities$1,492,0005,001
Certificates of participation in pools of residential mortgages$1,492,0004,494
Issued or guaranteed by U.S.$1,492,0004,475
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)$1,043,0002,920
Available-for-sale securities (fair market value)$4,489,0006,747
Total debt securities$5,532,0007,187
Structured notes
Amortized cost$1,178,0002,054
Fair value$1,174,0002,043
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$5,057,0007,412
U.S. Government securities$5,057,0006,905
U.S. Treasury securities$01,715
U.S. Government agency obligations$5,057,0006,761
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,854,0005,024
Mortgage-backed securities$1,590,0004,985
Certificates of participation in pools of residential mortgages$1,590,0004,456
Issued or guaranteed by U.S.$1,590,0004,440
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)$1,103,0002,948
Available-for-sale securities (fair market value)$3,954,0006,906
Total debt securities$5,057,0007,355
Structured notes
Amortized cost$595,0002,565
Fair value$593,0002,554
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$4,570,0007,547
U.S. Government securities$4,570,0007,088
U.S. Treasury securities$01,737
U.S. Government agency obligations$4,570,0006,941
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,000,0004,947
Mortgage-backed securities$1,690,0004,976
Certificates of participation in pools of residential mortgages$1,690,0004,434
Issued or guaranteed by U.S.$1,690,0004,416
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)$1,165,0002,976
Available-for-sale securities (fair market value)$3,405,0007,074
Total debt securities$4,570,0007,493
Structured notes
Amortized cost$693,0002,523
Fair value$693,0002,507
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$4,477,0007,610
U.S. Government securities$4,477,0007,123
U.S. Treasury securities$01,786
U.S. Government agency obligations$4,477,0006,981
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,353,0005,221
Mortgage-backed securities$1,809,0004,956
Certificates of participation in pools of residential mortgages$1,809,0004,405
Issued or guaranteed by U.S.$1,809,0004,390
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)$1,241,0002,984
Available-for-sale securities (fair market value)$3,236,0007,136
Total debt securities$4,477,0007,557
Structured notes
Amortized cost$03,005
Fair value$03,005
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$4,607,0007,612
U.S. Government securities$4,607,0007,127
U.S. Treasury securities$01,839
U.S. Government agency obligations$4,607,0006,978
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,483,0005,156
Mortgage-backed securities$1,933,0004,972
Certificates of participation in pools of residential mortgages$1,933,0004,403
Issued or guaranteed by U.S.$1,933,0004,385
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)$1,315,0003,004
Available-for-sale securities (fair market value)$3,292,0007,158
Total debt securities$4,607,0007,555
Structured notes
Amortized cost$02,983
Fair value$02,982
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$4,714,0007,658
U.S. Government securities$4,714,0007,153
U.S. Treasury securities$01,963
U.S. Government agency obligations$4,714,0006,988
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,212,0005,780
Mortgage-backed securities$2,055,0004,979
Certificates of participation in pools of residential mortgages$2,055,0004,407
Issued or guaranteed by U.S.$2,055,0004,393
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)$1,392,0003,006
Available-for-sale securities (fair market value)$3,322,0007,211
Total debt securities$4,714,0007,603
Structured notes
Amortized cost$02,942
Fair value$02,942
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$7,498,0007,004
U.S. Government securities$7,498,0006,323
U.S. Treasury securities$3,989,000729
U.S. Government agency obligations$3,509,0007,407
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,366,0004,483
Mortgage-backed securities$2,179,0004,959
Certificates of participation in pools of residential mortgages$2,179,0004,381
Issued or guaranteed by U.S.$2,179,0004,366
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)$1,453,0003,007
Available-for-sale securities (fair market value)$6,045,0006,577
Total debt securities$7,498,0006,947
Structured notes
Amortized cost$02,874
Fair value$02,875
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$3,111,0008,140
U.S. Government securities$3,111,0007,723
U.S. Treasury securities$01,990
U.S. Government agency obligations$3,111,0007,573
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,110,0005,362
Mortgage-backed securities$792,0005,811
Certificates of participation in pools of residential mortgages$792,0005,325
Issued or guaranteed by U.S.$792,0005,312
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$3,111,0007,332
Total debt securities$3,111,0008,076
Structured notes
Amortized cost$900,0002,273
Fair value$900,0002,276
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$5,803,0007,545
U.S. Government securities$5,803,0006,955
U.S. Treasury securities$02,098
U.S. Government agency obligations$5,803,0006,791
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,704,0004,343
Mortgage-backed securities$854,0005,831
Certificates of participation in pools of residential mortgages$854,0005,340
Issued or guaranteed by U.S.$854,0005,325
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$5,803,0006,733
Total debt securities$5,803,0007,478
Structured notes
Amortized cost$901,0002,240
Fair value$901,0002,238
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$6,088,0007,488
U.S. Government securities$6,088,0006,810
U.S. Treasury securities$02,082
U.S. Government agency obligations$6,088,0006,650
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,417,0005,143
Mortgage-backed securities$984,0005,785
Certificates of participation in pools of residential mortgages$984,0005,273
Issued or guaranteed by U.S.$984,0005,256
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$6,088,0006,674
Total debt securities$6,088,0007,412
Structured notes
Amortized cost$902,0002,006
Fair value$906,0002,012
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$6,070,0007,544
U.S. Government securities$6,070,0006,894
U.S. Treasury securities$02,227
U.S. Government agency obligations$6,070,0006,721
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,497,0005,583
Mortgage-backed securities$1,067,0005,722
Certificates of participation in pools of residential mortgages$1,067,0005,230
Issued or guaranteed by U.S.$1,067,0005,209
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$6,070,0006,719
Total debt securities$6,070,0007,466
Structured notes
Amortized cost$902,0001,860
Fair value$909,0001,861
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$4,736,0007,845
U.S. Government securities$4,736,0007,232
U.S. Treasury securities$3,000,000919
U.S. Government agency obligations$1,736,0008,145
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,676,0006,048
Mortgage-backed securities$1,207,0005,634
Certificates of participation in pools of residential mortgages$1,207,0005,116
Issued or guaranteed by U.S.$1,207,0005,094
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$4,736,0007,022
Total debt securities$4,736,0007,764
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$1,896,0008,614
U.S. Government securities$1,896,0008,263
U.S. Treasury securities$02,322
U.S. Government agency obligations$1,896,0008,091
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,895,0005,915
Mortgage-backed securities$1,360,0005,669
Certificates of participation in pools of residential mortgages$1,349,0005,072
Issued or guaranteed by U.S.$1,349,0005,054
Privately issued$0256
Collaterized mortgage obligations$11,0004,216
CMOs issued by government agencies or sponsored agencies$11,0004,001
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$1,896,0007,791
Total debt securities$1,896,0008,537
Structured notes
Amortized cost$01,992
Fair value$01,994
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$3,113,0008,332
U.S. Government securities$3,113,0007,841
U.S. Treasury securities$02,382
U.S. Government agency obligations$3,113,0007,649
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,113,0005,247
Mortgage-backed securities$2,576,0005,055
Certificates of participation in pools of residential mortgages$1,650,0004,886
Issued or guaranteed by U.S.$1,650,0004,870
Privately issued$0257
Collaterized mortgage obligations$926,0003,202
CMOs issued by government agencies or sponsored agencies$926,0003,052
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$3,113,0007,463
Total debt securities$3,113,0008,255
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$4,387,0008,002
U.S. Government securities$4,387,0007,392
U.S. Treasury securities$02,544
U.S. Government agency obligations$4,387,0007,193
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,267,0004,714
Mortgage-backed securities$3,593,0004,626
Certificates of participation in pools of residential mortgages$1,944,0004,691
Issued or guaranteed by U.S.$1,944,0004,676
Privately issued$0252
Collaterized mortgage obligations$1,649,0002,799
CMOs issued by government agencies or sponsored agencies$1,649,0002,663
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$4,387,0007,122
Total debt securities$4,387,0007,926
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$3,667,0008,364
U.S. Government securities$3,667,0007,789
U.S. Treasury securities$03,182
U.S. Government agency obligations$3,667,0007,539
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,035,0005,334
Mortgage-backed securities$1,771,0005,408
Certificates of participation in pools of residential mortgages$1,771,0004,656
Issued or guaranteed by U.S.$1,771,0004,634
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$3,667,0007,398
Total debt securities$3,667,0008,270
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$3,967,0008,715
U.S. Government securities$3,880,0008,247
U.S. Treasury securities$04,186
U.S. Government agency obligations$3,880,0007,896
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$87,0006,957
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,415,0005,449
Mortgage-backed securities$376,0006,313
Certificates of participation in pools of residential mortgages$376,0005,671
Issued or guaranteed by U.S.$376,0005,651
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$3,967,0007,566
Total debt securities$3,880,0008,634
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$2,999,0009,331
U.S. Government securities$2,615,0009,083
U.S. Treasury securities$05,412
U.S. Government agency obligations$2,615,0008,625
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$299,0003,131
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$299,0002,667
Foreign debt securitiesNANA
Equity securities$85,0006,926
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,615,0005,933
Mortgage-backed securities$605,0006,303
Certificates of participation in pools of residential mortgages$605,0005,567
Issued or guaranteed by U.S.$605,0005,555
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$2,999,0008,084
Total debt securities$2,914,0009,263
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$3,518,0009,297
U.S. Government securities$3,298,0008,848
U.S. Treasury securities$06,820
U.S. Government agency obligations$3,298,0008,049
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$198,0003,251
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$198,0002,730
Foreign debt securitiesNANA
Equity securities$22,0007,609
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,701,0006,387
Mortgage-backed securities$1,520,0005,656
Certificates of participation in pools of residential mortgages$1,444,0004,824
Issued or guaranteed by U.S.$1,444,0004,805
Privately issued$0349
Collaterized mortgage obligations$76,0004,541
CMOs issued by government agencies or sponsored agencies$76,0004,345
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$3,518,0007,910
Total debt securities$3,496,0009,187
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$3,212,0009,900
U.S. Government securities$3,190,0009,460
U.S. Treasury securities$07,921
U.S. Government agency obligations$3,190,0008,290
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$22,0007,616
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,190,0005,518
Mortgage-backed securities$2,147,0005,304
Certificates of participation in pools of residential mortgages$2,147,0004,268
Issued or guaranteed by U.S.$2,147,0004,255
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$3,212,0008,217
Total debt securities$3,190,0009,806
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$3,906,00010,209
U.S. Government securities$3,884,0009,736
U.S. Treasury securities$100,0008,688
U.S. Government agency obligations$3,784,0008,342
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$22,0007,704
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,302,0006,444
Mortgage-backed securities$2,755,0005,357
Certificates of participation in pools of residential mortgages$2,755,0004,246
Issued or guaranteed by U.S.$2,755,0004,225
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$3,906,0008,227
Total debt securities$3,884,00010,129
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$5,275,00010,087
U.S. Government securities$5,253,0009,422
U.S. Treasury securities$100,00010,090
U.S. Government agency obligations$5,153,0007,617
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$22,0007,766
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,999,0005,970
Mortgage-backed securities$8,0009,484
Certificates of participation in pools of residential mortgages$8,0008,851
Issued or guaranteed by U.S.$8,0008,816
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)$5,253,0004,896
Available-for-sale securities (fair market value)$22,00010,918
Total debt securities$5,253,0009,985
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$1,261,00012,263
U.S. Government securities$1,246,00012,082
U.S. Treasury securities$1,237,0009,270
U.S. Government agency obligations$9,00011,774
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$15,0008,058
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$188,0009,933
Mortgage-backed securities$9,00010,028
Certificates of participation in pools of residential mortgages$9,0009,335
Issued or guaranteed by U.S.$9,0009,304
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)$297,00011,252
Available-for-sale securities (fair market value)$964,0009,723
Total debt securities$1,246,00012,178
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$46,00013,170
U.S. Government securities$013,030
U.S. Treasury securities$011,566
U.S. Government agency obligations$012,230
Securities issued by states & political subdivisions$46,0009,594
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,569
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$46,00013,060
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$3,609,00012,307
U.S. Government securities$3,558,00011,726
U.S. Treasury securities$2,104,0008,552
U.S. Government agency obligations$1,454,00011,074
Securities issued by states & political subdivisions$51,0009,590
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$781,0009,160
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$3,609,00012,179
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