Home > Dieterich Bank > Securities

Dieterich Bank, Securities

2023-12-31Rank
Total securities$377,398,000554
U.S. Government securities$259,201,000538
U.S. Treasury securities$02,754
U.S. Government agency obligations$259,201,000469
Securities issued by states & political subdivisions$78,211,000592
Other domestic debt securities$39,986,000472
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$7,841,000298
Other domestic debt securities - All other$32,145,000273
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$220,056,000479
Mortgage-backed securities$187,076,000476
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$106,933,000479
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$23,524,000668
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$19,949,000294
Other commercial mortgage-backed securities$36,670,000231
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$377,398,000460
Total debt securities$377,398,000544
Structured notes
Amortized cost$10,500,000144
Fair value$9,370,000156
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0164
2023-09-30Rank
Total securities$369,869,000564
U.S. Government securities$255,946,000543
U.S. Treasury securities$02,809
U.S. Government agency obligations$255,946,000475
Securities issued by states & political subdivisions$74,832,000598
Other domestic debt securities$39,091,000460
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$7,771,000294
Other domestic debt securities - All other$31,320,000286
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$243,455,000429
Mortgage-backed securities$185,566,000481
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$106,225,000470
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$23,322,000653
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$18,902,000297
Other commercial mortgage-backed securities$37,117,000233
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$369,869,000464
Total debt securities$369,869,000554
Structured notes
Amortized cost$10,500,000145
Fair value$9,054,000161
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0162
2023-06-30Rank
Total securities$384,527,000560
U.S. Government securities$267,190,000536
U.S. Treasury securities$02,832
U.S. Government agency obligations$267,190,000466
Securities issued by states & political subdivisions$77,908,000606
Other domestic debt securities$39,429,000460
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$8,017,000272
Other domestic debt securities - All other$31,412,000282
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$218,513,000466
Mortgage-backed securities$194,497,000473
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$112,922,000459
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$24,154,000647
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$19,721,000293
Other commercial mortgage-backed securities$37,700,000229
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$384,527,000461
Total debt securities$384,527,000546
Structured notes
Amortized cost$10,500,000160
Fair value$9,199,000174
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0160
2023-03-31Rank
Total securities$404,975,000559
U.S. Government securities$276,526,000542
U.S. Treasury securities$02,901
U.S. Government agency obligations$276,526,000445
Securities issued by states & political subdivisions$88,113,000574
Other domestic debt securities$40,336,000480
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$9,288,000257
Other domestic debt securities - All other$31,048,000303
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$270,378,000375
Mortgage-backed securities$202,836,000486
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$117,140,000472
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$26,379,000639
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$20,424,000305
Other commercial mortgage-backed securities$38,893,000238
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$404,975,000460
Total debt securities$404,975,000549
Structured notes
Amortized cost$10,500,000182
Fair value$9,249,000194
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0121
2022-12-31Rank
Total securities$410,497,000563
U.S. Government securities$281,915,000540
U.S. Treasury securities$02,941
U.S. Government agency obligations$281,915,000434
Securities issued by states & political subdivisions$88,583,000578
Other domestic debt securities$39,999,000489
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$9,267,000274
Other domestic debt securities - All other$30,732,000313
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$265,446,000338
Mortgage-backed securities$208,748,000481
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$120,501,000469
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$27,702,000626
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$21,044,000297
Other commercial mortgage-backed securities$39,501,000239
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$410,497,000460
Total debt securities$410,498,000554
Structured notes
Amortized cost$10,500,000192
Fair value$9,258,000205
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0126
2022-09-30Rank
Total securities$413,932,000564
U.S. Government securities$285,481,000535
U.S. Treasury securities$02,957
U.S. Government agency obligations$285,481,000429
Securities issued by states & political subdivisions$88,900,000589
Other domestic debt securities$39,551,000471
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$9,395,000207
Other domestic debt securities - All other$30,156,000320
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$242,430,000351
Mortgage-backed securities$211,205,000483
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$122,916,000464
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$26,234,000657
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$21,288,000298
Other commercial mortgage-backed securities$40,767,000256
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$413,932,000463
Total debt securities$413,932,000556
Structured notes
Amortized cost$10,500,000185
Fair value$9,253,000196
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0130
2022-06-30Rank
Total securities$421,751,000568
U.S. Government securities$302,962,000521
U.S. Treasury securities$02,920
U.S. Government agency obligations$302,962,000429
Securities issued by states & political subdivisions$90,662,000599
Other domestic debt securities$28,127,000577
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$28,127,000349
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$237,631,000345
Mortgage-backed securities$229,375,000477
Certificates of participation in pools of residential mortgages$129,668,000464
Issued or guaranteed by U.S.$129,668,000459
Privately issued$0231
Collaterized mortgage obligations$28,554,000696
CMOs issued by government agencies or sponsored agencies$28,554,000628
Privately issued$0553
Commercial mortgage-backed securities$71,153,000287
Commercial mortgage pass-through securities$22,576,000291
Other commercial mortgage-backed securities$48,577,000257
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$421,751,000481
Total debt securities$421,751,000559
Structured notes
Amortized cost$10,500,000172
Fair value$9,584,000178
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$436,368,000544
U.S. Government securities$305,775,000511
U.S. Treasury securities$02,666
U.S. Government agency obligations$305,775,000433
Securities issued by states & political subdivisions$101,346,000543
Other domestic debt securities$29,247,000547
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$29,247,000331
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$235,366,000339
Mortgage-backed securities$235,306,000478
Certificates of participation in pools of residential mortgages$129,128,000476
Issued or guaranteed by U.S.$129,128,000472
Privately issued$0238
Collaterized mortgage obligations$32,443,000638
CMOs issued by government agencies or sponsored agencies$32,443,000585
Privately issued$0536
Commercial mortgage-backed securities$73,735,000282
Commercial mortgage pass-through securities$21,791,000302
Other commercial mortgage-backed securities$51,944,000252
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$436,368,000470
Total debt securities$436,368,000536
Structured notes
Amortized cost$8,500,000197
Fair value$8,085,000200
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$396,047,000568
U.S. Government securities$279,063,000522
U.S. Treasury securities$02,212
U.S. Government agency obligations$279,063,000468
Securities issued by states & political subdivisions$92,607,000632
Other domestic debt securities$24,377,000585
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$24,377,000358
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$236,170,000334
Mortgage-backed securities$206,406,000505
Certificates of participation in pools of residential mortgages$106,079,000560
Issued or guaranteed by U.S.$106,079,000553
Privately issued$0246
Collaterized mortgage obligations$32,521,000610
CMOs issued by government agencies or sponsored agencies$32,521,000565
Privately issued$0500
Commercial mortgage-backed securities$67,806,000303
Commercial mortgage pass-through securities$21,257,000314
Other commercial mortgage-backed securities$46,549,000267
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$396,047,000509
Total debt securities$396,047,000560
Structured notes
Amortized cost$6,000,000226
Fair value$5,975,000227
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$391,988,000536
U.S. Government securities$276,844,000495
U.S. Treasury securities$02,008
U.S. Government agency obligations$276,844,000453
Securities issued by states & political subdivisions$91,556,000606
Other domestic debt securities$23,588,000569
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$23,588,000343
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$227,346,000339
Mortgage-backed securities$214,242,000474
Certificates of participation in pools of residential mortgages$107,182,000526
Issued or guaranteed by U.S.$107,182,000521
Privately issued$0234
Collaterized mortgage obligations$37,777,000538
CMOs issued by government agencies or sponsored agencies$37,777,000507
Privately issued$0491
Commercial mortgage-backed securities$69,283,000290
Commercial mortgage pass-through securities$19,800,000309
Other commercial mortgage-backed securities$49,483,000252
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$391,988,000482
Total debt securities$391,988,000530
Structured notes
Amortized cost$3,000,000331
Fair value$2,996,000339
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$378,899,000520
U.S. Government securities$270,265,000478
U.S. Treasury securities$01,913
U.S. Government agency obligations$270,265,000442
Securities issued by states & political subdivisions$88,172,000611
Other domestic debt securities$20,462,000590
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$20,462,000364
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$212,949,000344
Mortgage-backed securities$212,494,000455
Certificates of participation in pools of residential mortgages$101,872,000521
Issued or guaranteed by U.S.$101,872,000512
Privately issued$0247
Collaterized mortgage obligations$44,099,000473
CMOs issued by government agencies or sponsored agencies$44,099,000445
Privately issued$0478
Commercial mortgage-backed securities$66,523,000287
Commercial mortgage pass-through securities$20,005,000293
Other commercial mortgage-backed securities$46,518,000251
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$378,899,000470
Total debt securities$378,898,000513
Structured notes
Amortized cost$3,000,000286
Fair value$3,001,000290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$362,942,000517
U.S. Government securities$254,248,000460
U.S. Treasury securities$01,631
U.S. Government agency obligations$254,248,000435
Securities issued by states & political subdivisions$88,514,000572
Other domestic debt securities$20,180,000574
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$20,180,000348
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$194,543,000347
Mortgage-backed securities$200,722,000451
Certificates of participation in pools of residential mortgages$96,585,000506
Issued or guaranteed by U.S.$96,585,000497
Privately issued$0261
Collaterized mortgage obligations$41,990,000467
CMOs issued by government agencies or sponsored agencies$41,990,000435
Privately issued$0475
Commercial mortgage-backed securities$62,147,000289
Commercial mortgage pass-through securities$19,847,000284
Other commercial mortgage-backed securities$42,300,000244
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$362,942,000466
Total debt securities$362,942,000508
Structured notes
Amortized cost$1,000,000361
Fair value$1,000,000369
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$323,749,000525
U.S. Government securities$225,445,000450
U.S. Treasury securities$01,194
U.S. Government agency obligations$225,445,000432
Securities issued by states & political subdivisions$79,103,000606
Other domestic debt securities$19,201,000553
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$19,201,000346
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$200,972,000343
Mortgage-backed securities$180,242,000445
Certificates of participation in pools of residential mortgages$82,339,000518
Issued or guaranteed by U.S.$82,339,000512
Privately issued$0245
Collaterized mortgage obligations$47,524,000428
CMOs issued by government agencies or sponsored agencies$47,524,000395
Privately issued$0474
Commercial mortgage-backed securities$50,379,000305
Commercial mortgage pass-through securities$12,317,000362
Other commercial mortgage-backed securities$38,062,000246
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$323,749,000471
Total debt securities$323,749,000515
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 contracts$0137
2020-09-30Rank
Total securities$283,385,000556
U.S. Government securities$194,095,000486
U.S. Treasury securities$01,216
U.S. Government agency obligations$194,095,000458
Securities issued by states & political subdivisions$72,758,000587
Other domestic debt securities$16,532,000575
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$16,532,000365
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$170,699,000386
Mortgage-backed securities$158,551,000469
Certificates of participation in pools of residential mortgages$54,628,000681
Issued or guaranteed by U.S.$54,628,000667
Privately issued$0251
Collaterized mortgage obligations$53,635,000402
CMOs issued by government agencies or sponsored agencies$53,635,000371
Privately issued$0464
Commercial mortgage-backed securities$50,288,000292
Commercial mortgage pass-through securities$12,544,000359
Other commercial mortgage-backed securities$37,744,000232
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$283,385,000505
Total debt securities$283,386,000547
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 contracts$0131
2020-06-30Rank
Total securities$263,623,000558
U.S. Government securities$177,311,000515
U.S. Treasury securities$01,251
U.S. Government agency obligations$177,311,000481
Securities issued by states & political subdivisions$70,426,000553
Other domestic debt securities$15,886,000559
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$15,886,000362
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$133,201,000462
Mortgage-backed securities$141,429,000514
Certificates of participation in pools of residential mortgages$38,516,000859
Issued or guaranteed by U.S.$38,516,000842
Privately issued$0251
Collaterized mortgage obligations$62,847,000365
CMOs issued by government agencies or sponsored agencies$62,847,000335
Privately issued$0454
Commercial mortgage-backed securities$40,066,000319
Commercial mortgage pass-through securities$9,361,000447
Other commercial mortgage-backed securities$30,705,000256
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$263,623,000509
Total debt securities$263,624,000549
Structured notes
Amortized cost$1,000,000210
Fair value$1,001,000223
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$228,628,000626
U.S. Government securities$164,759,000559
U.S. Treasury securities$20,000,000279
U.S. Government agency obligations$144,759,000570
Securities issued by states & political subdivisions$57,631,000624
Other domestic debt securities$6,238,000866
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$6,238,000567
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$130,106,000453
Mortgage-backed securities$107,756,000646
Certificates of participation in pools of residential mortgages$34,545,000925
Issued or guaranteed by U.S.$34,545,000902
Privately issued$0267
Collaterized mortgage obligations$48,547,000433
CMOs issued by government agencies or sponsored agencies$48,547,000404
Privately issued$0460
Commercial mortgage-backed securities$24,664,000439
Commercial mortgage pass-through securities$9,468,000430
Other commercial mortgage-backed securities$15,196,000381
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$228,628,000570
Total debt securities$228,628,000616
Structured notes
Amortized cost$1,001,000285
Fair value$1,053,000279
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$180,071,000761
U.S. Government securities$121,023,000710
U.S. Treasury securities$14,995,000349
U.S. Government agency obligations$106,028,000772
Securities issued by states & political subdivisions$52,698,000636
Other domestic debt securities$6,350,000810
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$6,350,000535
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$122,523,000472
Mortgage-backed securities$85,769,000747
Certificates of participation in pools of residential mortgages$28,598,0001,046
Issued or guaranteed by U.S.$28,598,0001,022
Privately issued$0249
Collaterized mortgage obligations$44,982,000460
CMOs issued by government agencies or sponsored agencies$44,982,000430
Privately issued$0457
Commercial mortgage-backed securities$12,189,000639
Commercial mortgage pass-through securities$5,311,000577
Other commercial mortgage-backed securities$6,878,000543
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$180,071,000692
Total debt securities$180,071,000750
Structured notes
Amortized cost$1,003,000397
Fair value$1,015,000396
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$162,762,000831
U.S. Government securities$102,347,000831
U.S. Treasury securities$01,429
U.S. Government agency obligations$102,347,000781
Securities issued by states & political subdivisions$54,905,000606
Other domestic debt securities$5,510,000853
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$5,510,000575
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$79,949,000650
Mortgage-backed securities$81,318,000755
Certificates of participation in pools of residential mortgages$29,201,000992
Issued or guaranteed by U.S.$29,201,000965
Privately issued$0287
Collaterized mortgage obligations$42,586,000459
CMOs issued by government agencies or sponsored agencies$42,586,000434
Privately issued$0463
Commercial mortgage-backed securities$9,531,000725
Commercial mortgage pass-through securities$3,993,000675
Other commercial mortgage-backed securities$5,538,000567
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$162,762,000747
Total debt securities$162,762,000819
Structured notes
Amortized cost$1,005,000489
Fair value$1,013,000488
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$152,258,000876
U.S. Government securities$91,850,000926
U.S. Treasury securities$01,467
U.S. Government agency obligations$91,850,000876
Securities issued by states & political subdivisions$54,713,000616
Other domestic debt securities$5,695,000826
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$5,695,000574
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$86,130,000620
Mortgage-backed securities$78,419,000769
Certificates of participation in pools of residential mortgages$28,593,000996
Issued or guaranteed by U.S.$28,593,000986
Privately issued$0244
Collaterized mortgage obligations$40,299,000461
CMOs issued by government agencies or sponsored agencies$40,299,000435
Privately issued$0476
Commercial mortgage-backed securities$9,527,000703
Commercial mortgage pass-through securities$4,020,000681
Other commercial mortgage-backed securities$5,507,000541
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$152,258,000777
Total debt securities$152,257,000864
Structured notes
Amortized cost$4,007,000256
Fair value$4,183,000249
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$142,617,000937
U.S. Government securities$86,004,000976
U.S. Treasury securities$01,516
U.S. Government agency obligations$86,004,000918
Securities issued by states & political subdivisions$52,434,000672
Other domestic debt securities$4,179,000950
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$4,179,000659
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$85,237,000638
Mortgage-backed securities$73,727,000808
Certificates of participation in pools of residential mortgages$27,329,0001,042
Issued or guaranteed by U.S.$27,329,0001,031
Privately issued$0248
Collaterized mortgage obligations$39,332,000466
CMOs issued by government agencies or sponsored agencies$39,332,000438
Privately issued$0499
Commercial mortgage-backed securities$7,066,000764
Commercial mortgage pass-through securities$2,379,000813
Other commercial mortgage-backed securities$4,687,000520
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$142,617,000834
Total debt securities$142,617,000926
Structured notes
Amortized cost$4,009,000261
Fair value$4,179,000254
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$140,877,000954
U.S. Government securities$82,161,0001,016
U.S. Treasury securities$01,513
U.S. Government agency obligations$82,161,000961
Securities issued by states & political subdivisions$54,562,000658
Other domestic debt securities$4,154,000919
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$4,154,000659
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$78,509,000689
Mortgage-backed securities$70,644,000823
Certificates of participation in pools of residential mortgages$23,980,0001,153
Issued or guaranteed by U.S.$23,980,0001,145
Privately issued$0211
Collaterized mortgage obligations$39,590,000459
CMOs issued by government agencies or sponsored agencies$39,590,000431
Privately issued$0498
Commercial mortgage-backed securities$7,074,000740
Commercial mortgage pass-through securities$2,332,000820
Other commercial mortgage-backed securities$4,742,000505
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$140,877,000842
Total debt securities$140,877,000944
Structured notes
Amortized cost$4,010,000275
Fair value$4,154,000269
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$144,789,000922
U.S. Government securities$83,045,0001,017
U.S. Treasury securities$01,500
U.S. Government agency obligations$83,045,000959
Securities issued by states & political subdivisions$57,669,000618
Other domestic debt securities$4,075,000902
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$4,075,000658
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$78,083,000687
Mortgage-backed securities$70,477,000819
Certificates of participation in pools of residential mortgages$24,878,0001,135
Issued or guaranteed by U.S.$24,878,0001,129
Privately issued$0145
Collaterized mortgage obligations$39,766,000456
CMOs issued by government agencies or sponsored agencies$39,766,000430
Privately issued$0515
Commercial mortgage-backed securities$5,833,000798
Commercial mortgage pass-through securities$2,294,000813
Other commercial mortgage-backed securities$3,539,000564
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$144,789,000820
Total debt securities$144,789,000912
Structured notes
Amortized cost$4,012,000272
Fair value$4,075,000268
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$149,623,000915
U.S. Government securities$85,094,0001,003
U.S. Treasury securities$01,475
U.S. Government agency obligations$85,094,000954
Securities issued by states & political subdivisions$60,389,000607
Other domestic debt securities$4,140,0001,031
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$4,140,000662
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$72,742,000742
Mortgage-backed securities$71,191,000828
Certificates of participation in pools of residential mortgages$26,396,0001,126
Issued or guaranteed by U.S.$26,396,0001,093
Privately issued$0453
Collaterized mortgage obligations$38,826,000464
CMOs issued by government agencies or sponsored agencies$38,826,000440
Privately issued$0544
Commercial mortgage-backed securities$5,969,000776
Commercial mortgage pass-through securities$2,320,000786
Other commercial mortgage-backed securities$3,649,000547
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$149,623,000809
Total debt securities$149,623,000905
Structured notes
Amortized cost$4,014,000275
Fair value$4,140,000268
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$145,942,000948
U.S. Government securities$80,731,0001,062
U.S. Treasury securities$01,426
U.S. Government agency obligations$80,731,0001,015
Securities issued by states & political subdivisions$61,158,000603
Other domestic debt securities$4,053,000912
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$4,053,000694
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$74,511,000745
Mortgage-backed securities$67,270,000848
Certificates of participation in pools of residential mortgages$26,644,0001,139
Issued or guaranteed by U.S.$26,644,0001,136
Privately issued$067
Collaterized mortgage obligations$34,570,000516
CMOs issued by government agencies or sponsored agencies$34,570,000491
Privately issued$0557
Commercial mortgage-backed securities$6,056,000669
Commercial mortgage pass-through securities$2,348,000626
Other commercial mortgage-backed securities$3,708,000539
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$145,942,000832
Total debt securities$145,942,000937
Structured notes
Amortized cost$4,015,000263
Fair value$4,053,000261
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$141,786,000990
U.S. Government securities$66,843,0001,223
U.S. Treasury securities$01,328
U.S. Government agency obligations$66,843,0001,166
Securities issued by states & political subdivisions$70,903,000538
Other domestic debt securities$4,040,000897
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$4,040,000692
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$76,551,000747
Mortgage-backed securities$55,238,0001,004
Certificates of participation in pools of residential mortgages$23,589,0001,271
Issued or guaranteed by U.S.$23,589,0001,270
Privately issued$064
Collaterized mortgage obligations$25,427,000637
CMOs issued by government agencies or sponsored agencies$25,427,000606
Privately issued$0573
Commercial mortgage-backed securities$6,222,000650
Commercial mortgage pass-through securities$2,416,000620
Other commercial mortgage-backed securities$3,806,000518
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$141,786,000873
Total debt securities$141,786,000976
Structured notes
Amortized cost$4,017,000259
Fair value$4,040,000260
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$147,031,000967
U.S. Government securities$68,013,0001,232
U.S. Treasury securities$01,313
U.S. Government agency obligations$68,013,0001,173
Securities issued by states & political subdivisions$74,978,000495
Other domestic debt securities$4,040,000920
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$4,040,000713
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$73,534,000778
Mortgage-backed securities$56,316,0001,005
Certificates of participation in pools of residential mortgages$24,936,0001,244
Issued or guaranteed by U.S.$24,936,0001,242
Privately issued$069
Collaterized mortgage obligations$26,105,000627
CMOs issued by government agencies or sponsored agencies$26,105,000597
Privately issued$0584
Commercial mortgage-backed securities$5,275,000687
Commercial mortgage pass-through securities$3,229,000543
Other commercial mortgage-backed securities$2,046,000619
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$147,031,000839
Total debt securities$147,031,000954
Structured notes
Amortized cost$6,145,000194
Fair value$6,179,000193
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$149,445,000958
U.S. Government securities$69,306,0001,232
U.S. Treasury securities$01,351
U.S. Government agency obligations$69,306,0001,179
Securities issued by states & political subdivisions$76,099,000497
Other domestic debt securities$4,040,000940
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$4,040,000725
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$67,821,000847
Mortgage-backed securities$57,473,0001,010
Certificates of participation in pools of residential mortgages$26,329,0001,222
Issued or guaranteed by U.S.$26,329,0001,221
Privately issued$067
Collaterized mortgage obligations$27,673,000600
CMOs issued by government agencies or sponsored agencies$27,673,000571
Privately issued$0606
Commercial mortgage-backed securities$3,471,000797
Commercial mortgage pass-through securities$3,251,000524
Other commercial mortgage-backed securities$220,000895
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$149,445,000833
Total debt securities$149,445,000947
Structured notes
Amortized cost$4,854,000261
Fair value$4,880,000254
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$156,927,000921
U.S. Government securities$76,206,0001,151
U.S. Treasury securities$01,390
U.S. Government agency obligations$76,206,0001,105
Securities issued by states & political subdivisions$76,567,000481
Other domestic debt securities$4,154,000950
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$4,154,000734
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$74,348,000797
Mortgage-backed securities$62,703,000951
Certificates of participation in pools of residential mortgages$31,535,0001,096
Issued or guaranteed by U.S.$31,535,0001,095
Privately issued$066
Collaterized mortgage obligations$27,277,000612
CMOs issued by government agencies or sponsored agencies$27,277,000578
Privately issued$0642
Commercial mortgage-backed securities$3,891,000744
Commercial mortgage pass-through securities$3,185,000514
Other commercial mortgage-backed securities$706,000803
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$156,927,000814
Total debt securities$156,928,000912
Structured notes
Amortized cost$4,021,000312
Fair value$4,155,000305
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$154,402,000924
U.S. Government securities$70,836,0001,203
U.S. Treasury securities$01,367
U.S. Government agency obligations$70,836,0001,152
Securities issued by states & political subdivisions$79,429,000459
Other domestic debt securities$4,137,000945
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$4,137,000717
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$72,372,000807
Mortgage-backed securities$56,325,0001,028
Certificates of participation in pools of residential mortgages$30,832,0001,111
Issued or guaranteed by U.S.$30,832,0001,110
Privately issued$071
Collaterized mortgage obligations$23,745,000675
CMOs issued by government agencies or sponsored agencies$23,745,000634
Privately issued$0666
Commercial mortgage-backed securities$1,748,000963
Commercial mortgage pass-through securities$793,000808
Other commercial mortgage-backed securities$955,000733
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$154,402,000807
Total debt securities$154,402,000913
Structured notes
Amortized cost$4,023,000295
Fair value$4,137,000285
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$151,659,000946
U.S. Government securities$65,942,0001,271
U.S. Treasury securities$01,214
U.S. Government agency obligations$65,942,0001,223
Securities issued by states & political subdivisions$81,837,000453
Other domestic debt securities$3,880,000985
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$3,880,000754
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$76,205,000781
Mortgage-backed securities$53,260,0001,075
Certificates of participation in pools of residential mortgages$28,373,0001,201
Issued or guaranteed by U.S.$28,373,0001,200
Privately issued$067
Collaterized mortgage obligations$22,385,000701
CMOs issued by government agencies or sponsored agencies$22,385,000659
Privately issued$0671
Commercial mortgage-backed securities$2,502,000814
Commercial mortgage pass-through securities$824,000738
Other commercial mortgage-backed securities$1,678,000605
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$151,659,000824
Total debt securities$151,660,000937
Structured notes
Amortized cost$4,024,000269
Fair value$3,880,000299
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$145,585,000983
U.S. Government securities$62,349,0001,351
U.S. Treasury securities$01,253
U.S. Government agency obligations$62,349,0001,296
Securities issued by states & political subdivisions$79,072,000459
Other domestic debt securities$4,164,000955
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$4,164,000715
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$62,278,000933
Mortgage-backed securities$48,231,0001,164
Certificates of participation in pools of residential mortgages$29,683,0001,178
Issued or guaranteed by U.S.$29,683,0001,174
Privately issued$071
Collaterized mortgage obligations$16,638,000867
CMOs issued by government agencies or sponsored agencies$16,638,000830
Privately issued$0687
Commercial mortgage-backed securities$1,910,000845
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$1,910,000574
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$145,585,000866
Total debt securities$145,584,000975
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$139,264,0001,038
U.S. Government securities$60,074,0001,446
U.S. Treasury securities$01,296
U.S. Government agency obligations$60,074,0001,382
Securities issued by states & political subdivisions$76,149,000471
Other domestic debt securities$3,041,0001,114
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$3,041,000852
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$60,827,000957
Mortgage-backed securities$42,459,0001,273
Certificates of participation in pools of residential mortgages$29,217,0001,182
Issued or guaranteed by U.S.$29,217,0001,181
Privately issued$066
Collaterized mortgage obligations$13,242,0001,004
CMOs issued by government agencies or sponsored agencies$13,242,000949
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)$139,264,000913
Total debt securities$139,264,0001,030
Structured notes
Amortized cost$326,0001,288
Fair value$317,0001,289
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$138,978,0001,041
U.S. Government securities$59,147,0001,482
U.S. Treasury securities$01,367
U.S. Government agency obligations$59,147,0001,411
Securities issued by states & political subdivisions$76,730,000463
Other domestic debt securities$3,101,0001,081
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$3,101,000836
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$59,803,000982
Mortgage-backed securities$39,193,0001,351
Certificates of participation in pools of residential mortgages$29,912,0001,169
Issued or guaranteed by U.S.$29,912,0001,167
Privately issued$066
Collaterized mortgage obligations$9,281,0001,222
CMOs issued by government agencies or sponsored agencies$9,281,0001,163
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)$138,978,000910
Total debt securities$138,977,0001,032
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$147,393,000988
U.S. Government securities$66,917,0001,330
U.S. Treasury securities$01,303
U.S. Government agency obligations$66,917,0001,269
Securities issued by states & political subdivisions$77,345,000458
Other domestic debt securities$3,131,0001,088
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$3,131,000843
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$60,796,000971
Mortgage-backed securities$45,080,0001,235
Certificates of participation in pools of residential mortgages$32,768,0001,085
Issued or guaranteed by U.S.$32,768,0001,084
Privately issued$065
Collaterized mortgage obligations$12,312,0001,069
CMOs issued by government agencies or sponsored agencies$12,312,0001,016
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)$147,393,000867
Total debt securities$147,393,000981
Structured notes
Amortized cost$170,0001,725
Fair value$180,0001,724
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$150,784,000989
U.S. Government securities$70,505,0001,320
U.S. Treasury securities$01,348
U.S. Government agency obligations$70,505,0001,257
Securities issued by states & political subdivisions$77,279,000440
Other domestic debt securities$3,000,0001,113
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$3,000,000861
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$54,380,0001,080
Mortgage-backed securities$47,746,0001,223
Certificates of participation in pools of residential mortgages$34,782,0001,076
Issued or guaranteed by U.S.$34,782,0001,075
Privately issued$067
Collaterized mortgage obligations$12,964,0001,081
CMOs issued by government agencies or sponsored agencies$12,964,0001,033
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)$150,784,000876
Total debt securities$150,784,000984
Structured notes
Amortized cost$179,0001,881
Fair value$190,0001,864
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$160,371,000941
U.S. Government securities$81,248,0001,193
U.S. Treasury securities$01,327
U.S. Government agency obligations$81,248,0001,127
Securities issued by states & political subdivisions$79,123,000409
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$54,338,0001,105
Mortgage-backed securities$56,198,0001,059
Certificates of participation in pools of residential mortgages$41,982,000951
Issued or guaranteed by U.S.$41,982,000951
Privately issued$070
Collaterized mortgage obligations$14,216,0001,050
CMOs issued by government agencies or sponsored agencies$14,216,0001,001
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)$160,371,000826
Total debt securities$160,371,000933
Structured notes
Amortized cost$187,0001,998
Fair value$200,0001,978
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$171,040,000879
U.S. Government securities$90,982,0001,079
U.S. Treasury securities$01,361
U.S. Government agency obligations$90,982,0001,024
Securities issued by states & political subdivisions$80,058,000405
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$52,678,0001,123
Mortgage-backed securities$62,146,000993
Certificates of participation in pools of residential mortgages$48,789,000855
Issued or guaranteed by U.S.$48,789,000853
Privately issued$075
Collaterized mortgage obligations$13,357,0001,122
CMOs issued by government agencies or sponsored agencies$13,357,0001,063
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)$171,040,000762
Total debt securities$171,040,000869
Structured notes
Amortized cost$1,193,0001,382
Fair value$1,205,0001,379
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$176,495,000863
U.S. Government securities$94,558,0001,061
U.S. Treasury securities$01,381
U.S. Government agency obligations$94,558,0001,004
Securities issued by states & political subdivisions$81,937,000388
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$44,059,0001,283
Mortgage-backed securities$65,910,000964
Certificates of participation in pools of residential mortgages$51,950,000819
Issued or guaranteed by U.S.$51,950,000818
Privately issued$073
Collaterized mortgage obligations$13,960,0001,111
CMOs issued by government agencies or sponsored agencies$13,960,0001,059
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)$176,495,000743
Total debt securities$176,495,000853
Structured notes
Amortized cost$1,200,0001,477
Fair value$1,213,0001,473
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$184,026,000827
U.S. Government securities$101,668,0001,003
U.S. Treasury securities$01,342
U.S. Government agency obligations$101,668,000965
Securities issued by states & political subdivisions$82,358,000376
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$36,697,0001,469
Mortgage-backed securities$72,913,000897
Certificates of participation in pools of residential mortgages$58,738,000757
Issued or guaranteed by U.S.$58,738,000756
Privately issued$075
Collaterized mortgage obligations$14,175,0001,117
CMOs issued by government agencies or sponsored agencies$14,175,0001,062
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$184,026,000711
Total debt securities$184,026,000816
Structured notes
Amortized cost$1,213,0001,520
Fair value$1,227,0001,511
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$176,317,000872
U.S. Government securities$94,670,0001,080
U.S. Treasury securities$01,198
U.S. Government agency obligations$94,670,0001,030
Securities issued by states & political subdivisions$81,647,000384
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$36,089,0001,506
Mortgage-backed securities$67,255,000964
Certificates of participation in pools of residential mortgages$58,055,000762
Issued or guaranteed by U.S.$58,055,000762
Privately issued$076
Collaterized mortgage obligations$9,200,0001,417
CMOs issued by government agencies or sponsored agencies$9,200,0001,352
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$176,317,000756
Total debt securities$176,317,000857
Structured notes
Amortized cost$234,0002,279
Fair value$250,0002,236
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$179,244,000854
U.S. Government securities$97,955,0001,035
U.S. Treasury securities$01,131
U.S. Government agency obligations$97,955,000994
Securities issued by states & political subdivisions$81,289,000374
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$35,469,0001,500
Mortgage-backed securities$69,776,000929
Certificates of participation in pools of residential mortgages$60,030,000732
Issued or guaranteed by U.S.$60,030,000732
Privately issued$081
Collaterized mortgage obligations$9,746,0001,384
CMOs issued by government agencies or sponsored agencies$9,746,0001,316
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$179,244,000737
Total debt securities$179,244,000838
Structured notes
Amortized cost$243,0002,265
Fair value$261,0002,216
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$178,679,000859
U.S. Government securities$97,997,0001,038
U.S. Treasury securities$01,131
U.S. Government agency obligations$97,997,000999
Securities issued by states & political subdivisions$80,682,000386
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$34,930,0001,508
Mortgage-backed securities$70,912,000934
Certificates of participation in pools of residential mortgages$61,435,000722
Issued or guaranteed by U.S.$61,435,000722
Privately issued$080
Collaterized mortgage obligations$9,477,0001,414
CMOs issued by government agencies or sponsored agencies$9,477,0001,349
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$178,679,000758
Total debt securities$178,678,000847
Structured notes
Amortized cost$263,0002,209
Fair value$281,0002,196
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$191,952,000799
U.S. Government securities$108,033,000949
U.S. Treasury securities$01,152
U.S. Government agency obligations$108,033,000917
Securities issued by states & political subdivisions$83,919,000363
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$35,474,0001,469
Mortgage-backed securities$80,555,000846
Certificates of participation in pools of residential mortgages$70,278,000640
Issued or guaranteed by U.S.$70,278,000638
Privately issued$083
Collaterized mortgage obligations$10,277,0001,371
CMOs issued by government agencies or sponsored agencies$10,277,0001,300
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$191,952,000705
Total debt securities$191,952,000786
Structured notes
Amortized cost$297,0002,183
Fair value$321,0002,157
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$202,194,000783
U.S. Government securities$116,104,000909
U.S. Treasury securities$01,161
U.S. Government agency obligations$116,104,000881
Securities issued by states & political subdivisions$86,090,000341
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$35,679,0001,487
Mortgage-backed securities$89,129,000781
Certificates of participation in pools of residential mortgages$77,368,000602
Issued or guaranteed by U.S.$77,368,000601
Privately issued$083
Collaterized mortgage obligations$11,761,0001,322
CMOs issued by government agencies or sponsored agencies$11,761,0001,251
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$202,194,000697
Total debt securities$202,194,000765
Structured notes
Amortized cost$321,0002,207
Fair value$348,0002,189
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$188,536,000807
U.S. Government securities$106,713,000947
U.S. Treasury securities$01,135
U.S. Government agency obligations$106,713,000909
Securities issued by states & political subdivisions$81,823,000358
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$36,539,0001,447
Mortgage-backed securities$80,463,000844
Certificates of participation in pools of residential mortgages$69,224,000635
Issued or guaranteed by U.S.$69,224,000633
Privately issued$085
Collaterized mortgage obligations$11,239,0001,409
CMOs issued by government agencies or sponsored agencies$11,239,0001,325
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$188,536,000713
Total debt securities$188,536,000793
Structured notes
Amortized cost$2,354,0001,167
Fair value$2,358,0001,169
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$200,699,000764
U.S. Government securities$117,282,000890
U.S. Treasury securities$01,086
U.S. Government agency obligations$117,282,000858
Securities issued by states & political subdivisions$83,417,000330
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$36,676,0001,431
Mortgage-backed securities$90,911,000800
Certificates of participation in pools of residential mortgages$76,272,000604
Issued or guaranteed by U.S.$76,272,000603
Privately issued$088
Collaterized mortgage obligations$14,639,0001,286
CMOs issued by government agencies or sponsored agencies$14,639,0001,200
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$200,699,000682
Total debt securities$200,698,000749
Structured notes
Amortized cost$2,360,0001,231
Fair value$2,375,0001,233
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$200,808,000757
U.S. Government securities$120,312,000886
U.S. Treasury securities$01,068
U.S. Government agency obligations$120,312,000856
Securities issued by states & political subdivisions$80,496,000339
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$35,169,0001,493
Mortgage-backed securities$95,649,000792
Certificates of participation in pools of residential mortgages$79,637,000604
Issued or guaranteed by U.S.$79,637,000604
Privately issued$094
Collaterized mortgage obligations$16,012,0001,241
CMOs issued by government agencies or sponsored agencies$16,012,0001,151
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$200,808,000677
Total debt securities$200,809,000743
Structured notes
Amortized cost$2,372,0001,402
Fair value$2,396,0001,402
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$195,815,000796
U.S. Government securities$124,698,000883
U.S. Treasury securities$01,157
U.S. Government agency obligations$124,698,000852
Securities issued by states & political subdivisions$71,117,000377
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$34,305,0001,527
Mortgage-backed securities$98,373,000793
Certificates of participation in pools of residential mortgages$79,455,000611
Issued or guaranteed by U.S.$79,455,000611
Privately issued$094
Collaterized mortgage obligations$18,918,0001,141
CMOs issued by government agencies or sponsored agencies$18,918,0001,059
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$195,815,000712
Total debt securities$195,815,000785
Structured notes
Amortized cost$2,381,0001,589
Fair value$2,412,0001,587
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$146,898,0001,019
U.S. Government securities$88,119,0001,150
U.S. Treasury securities$01,076
U.S. Government agency obligations$88,119,0001,111
Securities issued by states & political subdivisions$58,779,000483
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$23,729,0001,911
Mortgage-backed securities$64,014,0001,087
Certificates of participation in pools of residential mortgages$46,288,000929
Issued or guaranteed by U.S.$46,288,000926
Privately issued$0121
Collaterized mortgage obligations$17,726,0001,154
CMOs issued by government agencies or sponsored agencies$17,726,0001,033
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$146,898,000905
Total debt securities$146,898,0001,010
Structured notes
Amortized cost$3,403,0001,290
Fair value$3,439,0001,290
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$146,614,000996
U.S. Government securities$91,613,0001,077
U.S. Treasury securities$01,126
U.S. Government agency obligations$91,613,0001,045
Securities issued by states & political subdivisions$55,001,000482
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,733,0001,926
Mortgage-backed securities$67,643,0001,006
Certificates of participation in pools of residential mortgages$48,989,000865
Issued or guaranteed by U.S.$48,989,000861
Privately issued$0132
Collaterized mortgage obligations$18,654,0001,114
CMOs issued by government agencies or sponsored agencies$18,654,000984
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$146,614,000889
Total debt securities$146,615,000987
Structured notes
Amortized cost$3,412,0001,367
Fair value$3,464,0001,361
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$129,544,0001,117
U.S. Government securities$79,670,0001,257
U.S. Treasury securities$01,225
U.S. Government agency obligations$79,670,0001,205
Securities issued by states & political subdivisions$49,874,000525
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$23,176,0001,961
Mortgage-backed securities$55,013,0001,172
Certificates of participation in pools of residential mortgages$36,017,0001,067
Issued or guaranteed by U.S.$36,017,0001,062
Privately issued$0125
Collaterized mortgage obligations$18,996,0001,081
CMOs issued by government agencies or sponsored agencies$18,996,000945
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$129,544,000990
Total debt securities$129,544,0001,103
Structured notes
Amortized cost$3,436,0001,524
Fair value$3,503,0001,503
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$129,665,0001,101
U.S. Government securities$82,734,0001,197
U.S. Treasury securities$01,272
U.S. Government agency obligations$82,734,0001,154
Securities issued by states & political subdivisions$46,931,000541
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$21,057,0002,107
Mortgage-backed securities$57,906,0001,087
Certificates of participation in pools of residential mortgages$39,861,000958
Issued or guaranteed by U.S.$39,861,000953
Privately issued$0136
Collaterized mortgage obligations$18,045,0001,091
CMOs issued by government agencies or sponsored agencies$18,045,000938
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$129,665,000977
Total debt securities$129,665,0001,090
Structured notes
Amortized cost$3,444,0001,582
Fair value$3,485,0001,550
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$113,858,0001,200
U.S. Government securities$72,253,0001,297
U.S. Treasury securities$01,275
U.S. Government agency obligations$72,253,0001,241
Securities issued by states & political subdivisions$41,605,000601
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$21,689,0002,018
Mortgage-backed securities$47,282,0001,240
Certificates of participation in pools of residential mortgages$32,032,0001,096
Issued or guaranteed by U.S.$32,032,0001,085
Privately issued$0141
Collaterized mortgage obligations$15,250,0001,176
CMOs issued by government agencies or sponsored agencies$15,250,0001,005
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$113,858,0001,076
Total debt securities$113,858,0001,185
Structured notes
Amortized cost$3,455,0001,453
Fair value$3,507,0001,414
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$110,641,0001,197
U.S. Government securities$70,491,0001,289
U.S. Treasury securities$01,180
U.S. Government agency obligations$70,491,0001,239
Securities issued by states & political subdivisions$40,150,000625
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$19,971,0002,127
Mortgage-backed securities$46,020,0001,221
Certificates of participation in pools of residential mortgages$34,401,0001,009
Issued or guaranteed by U.S.$34,401,0001,000
Privately issued$0141
Collaterized mortgage obligations$11,619,0001,354
CMOs issued by government agencies or sponsored agencies$11,619,0001,174
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$110,641,0001,073
Total debt securities$110,641,0001,182
Structured notes
Amortized cost$2,951,0001,624
Fair value$3,027,0001,558
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$105,368,0001,251
U.S. Government securities$69,131,0001,332
U.S. Treasury securities$01,121
U.S. Government agency obligations$69,131,0001,276
Securities issued by states & political subdivisions$36,237,000662
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$18,914,0002,233
Mortgage-backed securities$44,182,0001,243
Certificates of participation in pools of residential mortgages$33,414,0001,036
Issued or guaranteed by U.S.$33,414,0001,028
Privately issued$0148
Collaterized mortgage obligations$10,768,0001,363
CMOs issued by government agencies or sponsored agencies$10,768,0001,161
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$105,368,0001,110
Total debt securities$105,368,0001,230
Structured notes
Amortized cost$3,470,0001,529
Fair value$3,519,0001,513
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$99,445,0001,321
U.S. Government securities$67,139,0001,373
U.S. Treasury securities$01,130
U.S. Government agency obligations$67,139,0001,327
Securities issued by states & political subdivisions$32,306,000744
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$18,907,0002,287
Mortgage-backed securities$43,587,0001,302
Certificates of participation in pools of residential mortgages$31,514,0001,148
Issued or guaranteed by U.S.$31,514,0001,141
Privately issued$0145
Collaterized mortgage obligations$12,073,0001,250
CMOs issued by government agencies or sponsored agencies$12,073,0001,039
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$99,445,0001,168
Total debt securities$99,445,0001,300
Structured notes
Amortized cost$3,489,0001,312
Fair value$3,497,0001,281
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$95,952,0001,352
U.S. Government securities$64,863,0001,381
U.S. Treasury securities$01,077
U.S. Government agency obligations$64,863,0001,337
Securities issued by states & political subdivisions$31,089,000770
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$23,232,0002,029
Mortgage-backed securities$41,710,0001,384
Certificates of participation in pools of residential mortgages$32,115,0001,155
Issued or guaranteed by U.S.$32,115,0001,147
Privately issued$0157
Collaterized mortgage obligations$9,595,0001,397
CMOs issued by government agencies or sponsored agencies$9,595,0001,166
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$95,952,0001,187
Total debt securities$95,953,0001,328
Structured notes
Amortized cost$1,199,0001,903
Fair value$1,225,0001,896
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$93,983,0001,372
U.S. Government securities$64,336,0001,373
U.S. Treasury securities$01,047
U.S. Government agency obligations$64,336,0001,335
Securities issued by states & political subdivisions$29,647,000814
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$24,514,0001,946
Mortgage-backed securities$41,094,0001,424
Certificates of participation in pools of residential mortgages$32,097,0001,197
Issued or guaranteed by U.S.$32,097,0001,188
Privately issued$0171
Collaterized mortgage obligations$8,997,0001,441
CMOs issued by government agencies or sponsored agencies$8,997,0001,186
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$93,983,0001,187
Total debt securities$93,984,0001,346
Structured notes
Amortized cost$1,226,0001,452
Fair value$1,249,0001,449
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$91,893,0001,375
U.S. Government securities$64,667,0001,338
U.S. Treasury securities$01,036
U.S. Government agency obligations$64,667,0001,298
Securities issued by states & political subdivisions$27,226,000855
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$25,015,0001,910
Mortgage-backed securities$41,503,0001,396
Certificates of participation in pools of residential mortgages$33,189,0001,187
Issued or guaranteed by U.S.$33,189,0001,177
Privately issued$0181
Collaterized mortgage obligations$8,314,0001,497
CMOs issued by government agencies or sponsored agencies$8,314,0001,207
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$91,893,0001,194
Total debt securities$91,893,0001,351
Structured notes
Amortized cost$1,263,0001,028
Fair value$1,277,0001,025
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$86,382,0001,427
U.S. Government securities$63,495,0001,368
U.S. Treasury securities$0981
U.S. Government agency obligations$63,495,0001,334
Securities issued by states & political subdivisions$22,887,000982
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,149,0001,936
Mortgage-backed securities$41,954,0001,414
Certificates of participation in pools of residential mortgages$33,622,0001,212
Issued or guaranteed by U.S.$33,622,0001,201
Privately issued$0191
Collaterized mortgage obligations$8,332,0001,492
CMOs issued by government agencies or sponsored agencies$8,332,0001,188
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$86,382,0001,253
Total debt securities$86,383,0001,407
Structured notes
Amortized cost$802,0001,116
Fair value$817,0001,104
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$69,491,0001,742
U.S. Government securities$51,512,0001,656
U.S. Treasury securities$0973
U.S. Government agency obligations$51,512,0001,634
Securities issued by states & political subdivisions$17,979,0001,248
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$23,519,0002,036
Mortgage-backed securities$31,956,0001,683
Certificates of participation in pools of residential mortgages$24,717,0001,507
Issued or guaranteed by U.S.$24,717,0001,498
Privately issued$0188
Collaterized mortgage obligations$7,239,0001,537
CMOs issued by government agencies or sponsored agencies$7,239,0001,239
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$69,491,0001,531
Total debt securities$69,490,0001,720
Structured notes
Amortized cost$818,0001,162
Fair value$814,0001,161
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$65,239,0001,779
U.S. Government securities$47,229,0001,738
U.S. Treasury securities$01,019
U.S. Government agency obligations$47,229,0001,710
Securities issued by states & political subdivisions$18,010,0001,218
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$23,220,0002,046
Mortgage-backed securities$28,694,0001,744
Certificates of participation in pools of residential mortgages$23,399,0001,509
Issued or guaranteed by U.S.$23,399,0001,500
Privately issued$0192
Collaterized mortgage obligations$5,295,0001,683
CMOs issued by government agencies or sponsored agencies$5,295,0001,381
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$65,239,0001,565
Total debt securities$65,239,0001,762
Structured notes
Amortized cost$834,0001,135
Fair value$822,0001,131
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$65,772,0001,809
U.S. Government securities$41,272,0002,006
U.S. Treasury securities$01,021
U.S. Government agency obligations$41,272,0001,962
Securities issued by states & political subdivisions$24,500,000888
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$23,411,0001,994
Mortgage-backed securities$21,323,0002,156
Certificates of participation in pools of residential mortgages$15,745,0001,993
Issued or guaranteed by U.S.$15,745,0001,982
Privately issued$0202
Collaterized mortgage obligations$5,578,0001,653
CMOs issued by government agencies or sponsored agencies$5,578,0001,350
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$65,772,0001,582
Total debt securities$65,771,0001,785
Structured notes
Amortized cost$1,352,000867
Fair value$1,342,000866
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$59,983,0001,962
U.S. Government securities$35,882,0002,262
U.S. Treasury securities$01,044
U.S. Government agency obligations$35,882,0002,216
Securities issued by states & political subdivisions$24,101,000897
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$23,899,0001,964
Mortgage-backed securities$15,807,0002,509
Certificates of participation in pools of residential mortgages$12,513,0002,231
Issued or guaranteed by U.S.$12,513,0002,220
Privately issued$0205
Collaterized mortgage obligations$3,294,0002,005
CMOs issued by government agencies or sponsored agencies$3,294,0001,678
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$59,983,0001,724
Total debt securities$59,983,0001,919
Structured notes
Amortized cost$1,389,000933
Fair value$1,388,000932
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$54,572,0002,129
U.S. Government securities$31,329,0002,574
U.S. Treasury securities$01,146
U.S. Government agency obligations$31,329,0002,515
Securities issued by states & political subdivisions$23,243,000910
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$22,679,0002,012
Mortgage-backed securities$11,793,0002,673
Certificates of participation in pools of residential mortgages$9,299,0002,377
Issued or guaranteed by U.S.$9,299,0002,364
Privately issued$0191
Collaterized mortgage obligations$2,494,0002,089
CMOs issued by government agencies or sponsored agencies$2,494,0001,790
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$54,572,0001,864
Total debt securities$54,572,0002,084
Structured notes
Amortized cost$1,289,0001,387
Fair value$1,295,0001,387
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$51,665,0002,232
U.S. Government securities$29,684,0002,719
U.S. Treasury securities$01,235
U.S. Government agency obligations$29,684,0002,662
Securities issued by states & political subdivisions$21,981,000938
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$22,258,0002,020
Mortgage-backed securities$12,048,0002,464
Certificates of participation in pools of residential mortgages$9,501,0002,183
Issued or guaranteed by U.S.$9,501,0002,174
Privately issued$0194
Collaterized mortgage obligations$2,547,0002,015
CMOs issued by government agencies or sponsored agencies$2,547,0001,724
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$51,665,0001,925
Total debt securities$51,665,0002,183
Structured notes
Amortized cost$1,047,0001,684
Fair value$1,043,0001,685
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$49,035,0002,327
U.S. Government securities$28,653,0002,784
U.S. Treasury securities$01,362
U.S. Government agency obligations$28,653,0002,720
Securities issued by states & political subdivisions$20,382,0001,015
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$21,728,0002,046
Mortgage-backed securities$11,504,0002,469
Certificates of participation in pools of residential mortgages$8,818,0002,232
Issued or guaranteed by U.S.$8,818,0002,220
Privately issued$0207
Collaterized mortgage obligations$2,686,0001,951
CMOs issued by government agencies or sponsored agencies$2,686,0001,668
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$49,035,0002,010
Total debt securities$49,034,0002,289
Structured notes
Amortized cost$1,061,0001,758
Fair value$1,042,0001,759
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$47,093,0002,427
U.S. Government securities$27,059,0002,933
U.S. Treasury securities$01,448
U.S. Government agency obligations$27,059,0002,856
Securities issued by states & political subdivisions$20,034,0001,024
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$22,447,0002,001
Mortgage-backed securities$10,264,0002,617
Certificates of participation in pools of residential mortgages$7,822,0002,383
Issued or guaranteed by U.S.$7,822,0002,374
Privately issued$0218
Collaterized mortgage obligations$2,442,0002,002
CMOs issued by government agencies or sponsored agencies$2,442,0001,734
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$47,093,0002,105
Total debt securities$47,093,0002,375
Structured notes
Amortized cost$580,0002,287
Fair value$570,0002,289
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$45,348,0002,530
U.S. Government securities$25,903,0003,081
U.S. Treasury securities$01,498
U.S. Government agency obligations$25,903,0002,997
Securities issued by states & political subdivisions$19,444,0001,039
Other domestic debt securities$1,0003,007
Privately issued residential mortgage-backed securities$1,0001,359
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,398,0002,006
Mortgage-backed securities$9,164,0002,763
Certificates of participation in pools of residential mortgages$7,586,0002,422
Issued or guaranteed by U.S.$7,586,0002,410
Privately issued$0208
Collaterized mortgage obligations$1,578,0002,251
CMOs issued by government agencies or sponsored agencies$1,577,0001,984
Privately issued$1,0001,263
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$45,348,0002,198
Total debt securities$45,347,0002,487
Structured notes
Amortized cost$840,0002,237
Fair value$826,0002,238
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$44,577,0002,582
U.S. Government securities$25,276,0003,168
U.S. Treasury securities$01,574
U.S. Government agency obligations$25,276,0003,081
Securities issued by states & political subdivisions$19,300,0001,047
Other domestic debt securities$1,0003,060
Privately issued residential mortgage-backed securities$1,0001,347
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$22,167,0002,018
Mortgage-backed securities$8,634,0002,828
Certificates of participation in pools of residential mortgages$7,359,0002,492
Issued or guaranteed by U.S.$7,359,0002,479
Privately issued$0214
Collaterized mortgage obligations$1,275,0002,351
CMOs issued by government agencies or sponsored agencies$1,274,0002,078
Privately issued$1,0001,240
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$44,577,0002,221
Total debt securities$44,576,0002,540
Structured notes
Amortized cost$854,0002,350
Fair value$836,0002,353
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$44,136,0002,599
U.S. Government securities$24,109,0003,299
U.S. Treasury securities$01,634
U.S. Government agency obligations$24,109,0003,189
Securities issued by states & political subdivisions$20,026,000984
Other domestic debt securities$1,0003,145
Privately issued residential mortgage-backed securities$1,0001,358
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$21,937,0002,002
Mortgage-backed securities$7,684,0002,990
Certificates of participation in pools of residential mortgages$6,274,0002,729
Issued or guaranteed by U.S.$6,274,0002,716
Privately issued$0211
Collaterized mortgage obligations$1,410,0002,282
CMOs issued by government agencies or sponsored agencies$1,409,0002,010
Privately issued$1,0001,259
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$44,136,0002,239
Total debt securities$44,136,0002,556
Structured notes
Amortized cost$865,0002,416
Fair value$840,0002,422
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$43,969,0002,637
U.S. Government securities$24,751,0003,257
U.S. Treasury securities$01,715
U.S. Government agency obligations$24,751,0003,147
Securities issued by states & political subdivisions$19,217,0001,028
Other domestic debt securities$1,0003,222
Privately issued residential mortgage-backed securities$1,0001,349
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$19,998,0002,148
Mortgage-backed securities$7,703,0003,037
Certificates of participation in pools of residential mortgages$6,193,0002,784
Issued or guaranteed by U.S.$6,193,0002,769
Privately issued$0205
Collaterized mortgage obligations$1,510,0002,256
CMOs issued by government agencies or sponsored agencies$1,509,0001,985
Privately issued$1,0001,255
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$43,969,0002,265
Total debt securities$43,966,0002,594
Structured notes
Amortized cost$879,0002,410
Fair value$860,0002,410
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$42,794,0002,704
U.S. Government securities$22,518,0003,477
U.S. Treasury securities$01,737
U.S. Government agency obligations$22,518,0003,356
Securities issued by states & political subdivisions$20,275,000972
Other domestic debt securities$1,0003,321
Privately issued residential mortgage-backed securities$1,0001,345
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$19,931,0002,131
Mortgage-backed securities$6,397,0003,360
Certificates of participation in pools of residential mortgages$5,305,0003,030
Issued or guaranteed by U.S.$5,305,0003,018
Privately issued$0216
Collaterized mortgage obligations$1,092,0002,428
CMOs issued by government agencies or sponsored agencies$1,091,0002,165
Privately issued$1,0001,241
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$42,794,0002,328
Total debt securities$42,794,0002,663
Structured notes
Amortized cost$894,0002,399
Fair value$878,0002,396
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$42,672,0002,679
U.S. Government securities$23,239,0003,366
U.S. Treasury securities$01,786
U.S. Government agency obligations$23,239,0003,243
Securities issued by states & political subdivisions$19,432,0001,020
Other domestic debt securities$1,0003,388
Privately issued residential mortgage-backed securities$1,0001,338
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,256,0002,069
Mortgage-backed securities$6,900,0003,272
Certificates of participation in pools of residential mortgages$5,685,0002,962
Issued or guaranteed by U.S.$5,685,0002,949
Privately issued$0225
Collaterized mortgage obligations$1,215,0002,375
CMOs issued by government agencies or sponsored agencies$1,214,0002,119
Privately issued$1,0001,226
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$42,672,0002,293
Total debt securities$42,672,0002,632
Structured notes
Amortized cost$1,417,0001,899
Fair value$1,410,0001,899
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$43,346,0002,663
U.S. Government securities$24,113,0003,330
U.S. Treasury securities$01,839
U.S. Government agency obligations$24,113,0003,212
Securities issued by states & political subdivisions$19,232,0001,017
Other domestic debt securities$1,0003,443
Privately issued residential mortgage-backed securities$1,0001,314
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$20,251,0002,067
Mortgage-backed securities$7,661,0003,178
Certificates of participation in pools of residential mortgages$6,097,0002,943
Issued or guaranteed by U.S.$6,097,0002,929
Privately issued$0223
Collaterized mortgage obligations$1,564,0002,276
CMOs issued by government agencies or sponsored agencies$1,563,0002,030
Privately issued$1,0001,201
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$43,346,0002,267
Total debt securities$43,346,0002,617
Structured notes
Amortized cost$1,450,0001,877
Fair value$1,447,0001,877
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$42,957,0002,719
U.S. Government securities$24,578,0003,328
U.S. Treasury securities$01,963
U.S. Government agency obligations$24,578,0003,199
Securities issued by states & political subdivisions$18,378,0001,043
Other domestic debt securities$1,0003,495
Privately issued residential mortgage-backed securities$1,0001,307
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$19,713,0002,108
Mortgage-backed securities$7,761,0003,239
Certificates of participation in pools of residential mortgages$5,911,0003,065
Issued or guaranteed by U.S.$5,911,0003,054
Privately issued$0207
Collaterized mortgage obligations$1,850,0002,200
CMOs issued by government agencies or sponsored agencies$1,849,0001,972
Privately issued$1,0001,199
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$42,957,0002,307
Total debt securities$42,957,0002,673
Structured notes
Amortized cost$990,0002,294
Fair value$990,0002,113
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$42,810,0002,736
U.S. Government securities$24,110,0003,381
U.S. Treasury securities$01,963
U.S. Government agency obligations$24,110,0003,253
Securities issued by states & political subdivisions$18,699,0001,016
Other domestic debt securities$1,0003,553
Privately issued residential mortgage-backed securities$1,0001,303
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$19,564,0002,109
Mortgage-backed securities$8,532,0003,171
Certificates of participation in pools of residential mortgages$6,286,0002,992
Issued or guaranteed by U.S.$6,286,0002,982
Privately issued$0203
Collaterized mortgage obligations$2,246,0002,109
CMOs issued by government agencies or sponsored agencies$2,245,0001,884
Privately issued$1,0001,199
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$42,810,0002,354
Total debt securities$42,810,0002,686
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$42,365,0002,760
U.S. Government securities$23,591,0003,428
U.S. Treasury securities$01,990
U.S. Government agency obligations$23,591,0003,302
Securities issued by states & political subdivisions$18,773,0001,019
Other domestic debt securities$1,0003,620
Privately issued residential mortgage-backed securities$1,0001,280
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$19,978,0002,041
Mortgage-backed securities$8,153,0003,253
Certificates of participation in pools of residential mortgages$5,621,0003,156
Issued or guaranteed by U.S.$5,621,0003,149
Privately issued$0225
Collaterized mortgage obligations$2,532,0002,017
CMOs issued by government agencies or sponsored agencies$2,531,0001,804
Privately issued$1,0001,166
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)$42,365,0002,362
Total debt securities$42,365,0002,709
Structured notes
Amortized cost$02,853
Fair value$02,854
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$46,120,0002,627
U.S. Government securities$27,880,0003,035
U.S. Treasury securities$02,098
U.S. Government agency obligations$27,880,0002,915
Securities issued by states & political subdivisions$18,239,0001,034
Other domestic debt securities$1,0003,722
Privately issued residential mortgage-backed securities$1,0001,279
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$20,503,0001,986
Mortgage-backed securities$10,478,0002,914
Certificates of participation in pools of residential mortgages$7,681,0002,785
Issued or guaranteed by U.S.$7,681,0002,776
Privately issued$0225
Collaterized mortgage obligations$2,797,0001,980
CMOs issued by government agencies or sponsored agencies$2,796,0001,777
Privately issued$1,0001,171
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)$46,120,0002,239
Total debt securities$46,120,0002,571
Structured notes
Amortized cost$02,808
Fair value$02,807
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$50,790,0002,403
U.S. Government securities$30,147,0002,802
U.S. Treasury securities$02,082
U.S. Government agency obligations$30,147,0002,705
Securities issued by states & political subdivisions$20,642,000931
Other domestic debt securities$1,0003,820
Privately issued residential mortgage-backed securities$1,0001,343
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$20,683,0001,949
Mortgage-backed securities$11,823,0002,761
Certificates of participation in pools of residential mortgages$8,565,0002,644
Issued or guaranteed by U.S.$8,565,0002,634
Privately issued$0230
Collaterized mortgage obligations$3,258,0001,925
CMOs issued by government agencies or sponsored agencies$3,257,0001,721
Privately issued$1,0001,227
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)$50,790,0002,044
Total debt securities$50,790,0002,338
Structured notes
Amortized cost$02,579
Fair value$02,579
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$52,064,0002,411
U.S. Government securities$31,666,0002,797
U.S. Treasury securities$02,227
U.S. Government agency obligations$31,666,0002,700
Securities issued by states & political subdivisions$20,397,000952
Other domestic debt securities$1,0003,873
Privately issued residential mortgage-backed securities$1,0001,209
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$20,863,0001,882
Mortgage-backed securities$12,666,0002,660
Certificates of participation in pools of residential mortgages$9,267,0002,538
Issued or guaranteed by U.S.$9,267,0002,526
Privately issued$0248
Collaterized mortgage obligations$3,399,0001,890
CMOs issued by government agencies or sponsored agencies$3,398,0001,779
Privately issued$1,0001,052
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)$52,064,0002,046
Total debt securities$52,066,0002,353
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$50,204,0002,440
U.S. Government securities$30,250,0002,806
U.S. Treasury securities$02,287
U.S. Government agency obligations$30,250,0002,703
Securities issued by states & political subdivisions$19,952,000984
Other domestic debt securities$2,0003,963
Privately issued residential mortgage-backed securities$2,0001,270
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$20,935,0001,807
Mortgage-backed securities$12,270,0002,674
Certificates of participation in pools of residential mortgages$8,661,0002,605
Issued or guaranteed by U.S.$8,661,0002,596
Privately issued$0253
Collaterized mortgage obligations$3,609,0001,877
CMOs issued by government agencies or sponsored agencies$3,607,0001,750
Privately issued$2,0001,111
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)$50,204,0002,083
Total debt securities$50,205,0002,383
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$47,617,0002,490
U.S. Government securities$28,274,0002,864
U.S. Treasury securities$02,322
U.S. Government agency obligations$28,274,0002,759
Securities issued by states & political subdivisions$19,342,000993
Other domestic debt securities$1,0004,038
Privately issued residential mortgage-backed securities$1,0001,349
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$22,311,0001,682
Mortgage-backed securities$11,417,0002,855
Certificates of participation in pools of residential mortgages$8,084,0002,694
Issued or guaranteed by U.S.$8,084,0002,682
Privately issued$0256
Collaterized mortgage obligations$3,333,0002,059
CMOs issued by government agencies or sponsored agencies$3,332,0001,947
Privately issued$1,0001,192
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)$47,617,0002,122
Total debt securities$47,618,0002,429
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$45,027,0002,578
U.S. Government securities$28,661,0002,800
U.S. Treasury securities$02,382
U.S. Government agency obligations$28,661,0002,681
Securities issued by states & political subdivisions$16,364,0001,111
Other domestic debt securities$2,0004,083
Privately issued residential mortgage-backed securities$2,0001,360
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$23,747,0001,591
Mortgage-backed securities$10,640,0002,962
Certificates of participation in pools of residential mortgages$6,409,0003,030
Issued or guaranteed by U.S.$6,409,0003,016
Privately issued$0257
Collaterized mortgage obligations$4,231,0001,917
CMOs issued by government agencies or sponsored agencies$4,229,0001,806
Privately issued$2,0001,206
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)$45,027,0002,202
Total debt securities$45,027,0002,504
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$42,739,0002,644
U.S. Government securities$28,025,0002,856
U.S. Treasury securities$02,544
U.S. Government agency obligations$28,025,0002,721
Securities issued by states & political subdivisions$14,712,0001,232
Other domestic debt securities$2,0004,124
Privately issued residential mortgage-backed securities$2,0001,380
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$24,002,0001,591
Mortgage-backed securities$8,502,0003,274
Certificates of participation in pools of residential mortgages$5,482,0003,219
Issued or guaranteed by U.S.$5,482,0003,205
Privately issued$0252
Collaterized mortgage obligations$3,020,0002,263
CMOs issued by government agencies or sponsored agencies$3,018,0002,158
Privately issued$2,0001,231
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)$42,739,0002,247
Total debt securities$42,739,0002,574
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$36,857,0002,858
U.S. Government securities$26,030,0002,844
U.S. Treasury securities$531,0002,359
U.S. Government agency obligations$25,499,0002,754
Securities issued by states & political subdivisions$10,824,0001,599
Other domestic debt securities$3,0004,197
Privately issued residential mortgage-backed securities$3,0001,482
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$23,538,0001,509
Mortgage-backed securities$9,233,0003,002
Certificates of participation in pools of residential mortgages$5,102,0003,110
Issued or guaranteed by U.S.$5,102,0003,095
Privately issued$0260
Collaterized mortgage obligations$4,131,0002,062
CMOs issued by government agencies or sponsored agencies$4,128,0001,934
Privately issued$3,0001,329
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,0004,994
Available-for-sale securities (fair market value)$36,827,0002,384
Total debt securities$36,857,0002,794
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$28,867,0003,530
U.S. Government securities$22,074,0003,393
U.S. Treasury securities$04,186
U.S. Government agency obligations$22,074,0003,135
Securities issued by states & political subdivisions$6,256,0002,396
Other domestic debt securities$11,0003,875
Privately issued residential mortgage-backed securities$11,0001,402
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$526,0003,727
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,647,0001,869
Mortgage-backed securities$6,731,0002,925
Certificates of participation in pools of residential mortgages$5,829,0002,409
Issued or guaranteed by U.S.$5,829,0002,393
Privately issued$0308
Collaterized mortgage obligations$902,0002,953
CMOs issued by government agencies or sponsored agencies$891,0002,818
Privately issued$11,0001,222
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$36,0005,594
Available-for-sale securities (fair market value)$28,831,0002,847
Total debt securities$28,341,0003,481
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$30,270,0003,558
U.S. Government securities$22,179,0003,577
U.S. Treasury securities$05,412
U.S. Government agency obligations$22,179,0003,198
Securities issued by states & political subdivisions$7,723,0002,134
Other domestic debt securities$14,0003,829
Privately issued residential mortgage-backed securities$14,0001,482
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$354,0004,482
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,341,0002,060
Mortgage-backed securities$8,649,0002,751
Certificates of participation in pools of residential mortgages$7,614,0002,198
Issued or guaranteed by U.S.$7,614,0002,188
Privately issued$0307
Collaterized mortgage obligations$1,035,0002,962
CMOs issued by government agencies or sponsored agencies$1,021,0002,826
Privately issued$14,0001,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$42,0006,006
Available-for-sale securities (fair market value)$30,228,0002,814
Total debt securities$29,916,0003,487
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$27,992,0003,835
U.S. Government securities$19,309,0004,013
U.S. Treasury securities$1,087,0004,825
U.S. Government agency obligations$18,222,0003,570
Securities issued by states & political subdivisions$8,402,0002,002
Other domestic debt securities$21,0003,803
Privately issued residential mortgage-backed securities$21,0001,516
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$260,0004,921
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,822,0002,060
Mortgage-backed securities$7,357,0003,188
Certificates of participation in pools of residential mortgages$5,779,0002,746
Issued or guaranteed by U.S.$5,779,0002,731
Privately issued$0349
Collaterized mortgage obligations$1,578,0002,860
CMOs issued by government agencies or sponsored agencies$1,557,0002,737
Privately issued$21,0001,306
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$48,0006,495
Available-for-sale securities (fair market value)$27,944,0002,952
Total debt securities$27,732,0003,772
Structured notes
Amortized cost$250,0001,336
Fair value$249,0001,385
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$20,682,0004,787
U.S. Government securities$14,472,0005,177
U.S. Treasury securities$974,0006,605
U.S. Government agency obligations$13,498,0004,313
Securities issued by states & political subdivisions$5,662,0002,498
Other domestic debt securities$129,0003,130
Privately issued residential mortgage-backed securities$28,0001,526
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$101,0002,556
Foreign debt securitiesNANA
Equity securities$419,0003,987
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,974,0002,673
Mortgage-backed securities$5,612,0003,634
Certificates of participation in pools of residential mortgages$3,925,0003,301
Issued or guaranteed by U.S.$3,925,0003,286
Privately issued$0394
Collaterized mortgage obligations$1,687,0002,884
CMOs issued by government agencies or sponsored agencies$1,659,0002,800
Privately issued$28,0001,285
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$108,0007,187
Available-for-sale securities (fair market value)$20,574,0003,518
Total debt securities$20,263,0004,756
Structured notes
Amortized cost$250,0002,431
Fair value$248,0002,536
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$21,859,0004,995
U.S. Government securities$15,870,0005,266
U.S. Treasury securities$1,474,0006,661
U.S. Government agency obligations$14,396,0004,321
Securities issued by states & political subdivisions$5,409,0002,669
Other domestic debt securities$383,0002,940
Privately issued residential mortgage-backed securities$280,0001,187
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$103,0002,873
Foreign debt securitiesNANA
Equity securities$197,0005,329
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,744,0003,893
Mortgage-backed securities$8,436,0003,197
Certificates of participation in pools of residential mortgages$4,961,0003,218
Issued or guaranteed by U.S.$4,961,0003,198
Privately issued$0472
Collaterized mortgage obligations$3,475,0002,367
CMOs issued by government agencies or sponsored agencies$3,195,0002,375
Privately issued$280,000948
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$169,0007,781
Available-for-sale securities (fair market value)$21,690,0003,584
Total debt securities$21,662,0004,923
Structured notes
Amortized cost$250,0003,178
Fair value$246,0003,289
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$21,836,0005,220
U.S. Government securities$15,615,0005,562
U.S. Treasury securities$1,784,0007,420
U.S. Government agency obligations$13,831,0004,433
Securities issued by states & political subdivisions$6,045,0002,423
Other domestic debt securities$161,0004,155
Privately issued residential mortgage-backed securities$56,0002,104
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$105,0003,397
Foreign debt securitiesNANA
Equity securities$15,0007,958
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,692,0004,345
Mortgage-backed securities$8,253,0003,472
Certificates of participation in pools of residential mortgages$5,536,0003,118
Issued or guaranteed by U.S.$5,536,0003,091
Privately issued$0558
Collaterized mortgage obligations$2,717,0002,988
CMOs issued by government agencies or sponsored agencies$2,661,0002,880
Privately issued$56,0001,782
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$226,0008,114
Available-for-sale securities (fair market value)$21,610,0003,704
Total debt securities$21,821,0005,131
Structured notes
Amortized cost$1,046,0002,481
Fair value$1,038,0002,473
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$16,341,0006,734
U.S. Government securities$11,133,0007,293
U.S. Treasury securities$2,212,0007,970
U.S. Government agency obligations$8,921,0005,796
Securities issued by states & political subdivisions$4,879,0002,989
Other domestic debt securities$314,0004,099
Privately issued residential mortgage-backed securities$214,0001,784
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,0003,983
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$5,769,0004,375
Mortgage-backed securities$5,454,0004,523
Certificates of participation in pools of residential mortgages$4,113,0003,759
Issued or guaranteed by U.S.$4,113,0003,733
Privately issued$0564
Collaterized mortgage obligations$1,341,0004,179
CMOs issued by government agencies or sponsored agencies$1,127,0004,174
Privately issued$214,0001,498
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,514,0007,151
Available-for-sale securities (fair market value)$9,827,0004,820
Total debt securities$16,327,0006,629
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$15,539,0007,228
U.S. Government securities$10,492,0007,804
U.S. Treasury securities$3,015,0007,329
U.S. Government agency obligations$7,477,0006,598
Securities issued by states & political subdivisions$4,468,0003,279
Other domestic debt securities$564,0004,059
Privately issued residential mortgage-backed securities$363,0001,947
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$201,0004,135
Foreign debt securitiesNANA
Equity securities$15,0007,990
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,407,0003,908
Mortgage-backed securities$5,383,0005,078
Certificates of participation in pools of residential mortgages$3,342,0004,647
Issued or guaranteed by U.S.$3,342,0004,605
Privately issued$0731
Collaterized mortgage obligations$2,041,0003,996
CMOs issued by government agencies or sponsored agencies$1,678,0004,124
Privately issued$363,0001,593
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$15,524,0007,085
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$14,825,0007,415
U.S. Government securities$10,246,0007,941
U.S. Treasury securities$2,640,0007,922
U.S. Government agency obligations$7,606,0006,536
Securities issued by states & political subdivisions$3,234,0003,863
Other domestic debt securities$1,330,0003,625
Privately issued residential mortgage-backed securities$1,030,0001,738
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$300,0004,370
Foreign debt securitiesNANA
Equity securities$15,0007,842
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,878,0004,048
Mortgage-backed securities$6,218,0004,900
Certificates of participation in pools of residential mortgages$3,448,0004,829
Issued or guaranteed by U.S.$3,448,0004,776
Privately issued$0831
Collaterized mortgage obligations$2,770,0003,597
CMOs issued by government agencies or sponsored agencies$1,740,0003,931
Privately issued$1,030,0001,409
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$14,810,0007,298
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA