Farmers-Merchants Bank & Trust Company, Securities

2021-12-31Rank
Total securities$66,260,0002,324
U.S. Government securities$28,347,0002,541
U.S. Treasury securities$968,0002,031
U.S. Government agency obligations$27,379,0002,326
Securities issued by states & political subdivisions$31,757,0001,560
Other domestic debt securities$5,184,0001,261
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$5,184,000945
Foreign debt securities$972,000203
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,416,0002,889
Mortgage-backed securities$21,154,0002,155
Certificates of participation in pools of residential mortgages$21,154,0001,643
Issued or guaranteed by U.S.$21,154,0001,609
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$66,260,0002,175
Total debt securities$66,260,0002,310
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$47,729,0002,687
U.S. Government securities$17,593,0003,022
U.S. Treasury securities$02,008
U.S. Government agency obligations$17,593,0002,795
Securities issued by states & political subdivisions$30,136,0001,577
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,578,0002,970
Mortgage-backed securities$14,355,0002,508
Certificates of participation in pools of residential mortgages$14,355,0001,971
Issued or guaranteed by U.S.$14,355,0001,916
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$47,729,0002,524
Total debt securities$47,729,0002,669
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$39,117,0002,881
U.S. Government securities$14,192,0003,195
U.S. Treasury securities$01,913
U.S. Government agency obligations$14,192,0002,974
Securities issued by states & political subdivisions$24,925,0001,743
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,284,0003,106
Mortgage-backed securities$9,803,0002,788
Certificates of participation in pools of residential mortgages$9,803,0002,278
Issued or guaranteed by U.S.$9,803,0002,220
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$39,117,0002,719
Total debt securities$39,117,0002,863
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$36,374,0002,858
U.S. Government securities$12,937,0003,188
U.S. Treasury securities$01,631
U.S. Government agency obligations$12,937,0003,005
Securities issued by states & political subdivisions$23,437,0001,773
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,032,0003,267
Mortgage-backed securities$8,565,0002,847
Certificates of participation in pools of residential mortgages$8,565,0002,340
Issued or guaranteed by U.S.$8,565,0002,268
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$36,374,0002,684
Total debt securities$36,374,0002,840
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$32,073,0002,926
U.S. Government securities$13,499,0002,975
U.S. Treasury securities$01,194
U.S. Government agency obligations$13,499,0002,830
Securities issued by states & political subdivisions$18,574,0001,977
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,196,0003,840
Mortgage-backed securities$9,750,0002,675
Certificates of participation in pools of residential mortgages$9,750,0002,116
Issued or guaranteed by U.S.$9,750,0002,061
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$32,073,0002,750
Total debt securities$32,073,0002,905
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$34,304,0002,738
U.S. Government securities$14,654,0002,834
U.S. Treasury securities$01,216
U.S. Government agency obligations$14,654,0002,702
Securities issued by states & political subdivisions$19,650,0001,803
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,327,0003,833
Mortgage-backed securities$10,865,0002,565
Certificates of participation in pools of residential mortgages$10,865,0002,002
Issued or guaranteed by U.S.$10,865,0001,943
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$34,304,0002,576
Total debt securities$34,304,0002,720
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$33,699,0002,717
U.S. Government securities$14,695,0002,855
U.S. Treasury securities$01,251
U.S. Government agency obligations$14,695,0002,719
Securities issued by states & political subdivisions$19,004,0001,746
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,398,0003,863
Mortgage-backed securities$10,717,0002,571
Certificates of participation in pools of residential mortgages$10,717,0001,974
Issued or guaranteed by U.S.$10,717,0001,922
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$33,699,0002,543
Total debt securities$33,699,0002,696
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$33,294,0002,683
U.S. Government securities$15,646,0002,782
U.S. Treasury securities$01,297
U.S. Government agency obligations$15,646,0002,638
Securities issued by states & political subdivisions$17,648,0001,698
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,478,0003,848
Mortgage-backed securities$11,564,0002,525
Certificates of participation in pools of residential mortgages$11,564,0001,896
Issued or guaranteed by U.S.$11,564,0001,841
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$33,294,0002,516
Total debt securities$33,294,0002,663
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$31,079,0002,804
U.S. Government securities$15,431,0002,888
U.S. Treasury securities$01,363
U.S. Government agency obligations$15,431,0002,728
Securities issued by states & political subdivisions$15,648,0001,808
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,528,0003,907
Mortgage-backed securities$10,941,0002,525
Certificates of participation in pools of residential mortgages$10,941,0001,910
Issued or guaranteed by U.S.$10,941,0001,858
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$31,079,0002,619
Total debt securities$31,079,0002,783
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$34,496,0002,672
U.S. Government securities$4,736,0004,075
U.S. Treasury securities$01,429
U.S. Government agency obligations$4,736,0003,916
Securities issued by states & political subdivisions$17,214,0001,692
Other domestic debt securities$12,546,000573
Privately issued residential mortgage-backed securities$12,546,000145
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,490,0003,763
Mortgage-backed securities$12,546,0002,415
Certificates of participation in pools of residential mortgages$12,546,0001,777
Issued or guaranteed by U.S.$04,115
Privately issued$12,546,00054
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$34,496,0002,488
Total debt securities$34,496,0002,651
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$38,030,0002,579
U.S. Government securities$5,124,0004,089
U.S. Treasury securities$01,467
U.S. Government agency obligations$5,124,0003,932
Securities issued by states & political subdivisions$18,766,0001,627
Other domestic debt securities$14,140,000512
Privately issued residential mortgage-backed securities$14,140,000117
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,331,0003,632
Mortgage-backed securities$14,140,0002,279
Certificates of participation in pools of residential mortgages$14,140,0001,634
Issued or guaranteed by U.S.$04,153
Privately issued$14,140,00029
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$38,030,0002,387
Total debt securities$38,030,0002,560
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$38,495,0002,593
U.S. Government securities$5,219,0004,133
U.S. Treasury securities$01,516
U.S. Government agency obligations$5,219,0003,978
Securities issued by states & political subdivisions$18,698,0001,687
Other domestic debt securities$14,578,000507
Privately issued residential mortgage-backed securities$14,578,000115
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,301,0003,695
Mortgage-backed securities$14,578,0002,241
Certificates of participation in pools of residential mortgages$14,578,0001,602
Issued or guaranteed by U.S.$04,196
Privately issued$14,578,00031
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$38,495,0002,400
Total debt securities$38,495,0002,574
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$39,176,0002,592
U.S. Government securities$5,651,0004,119
U.S. Treasury securities$01,513
U.S. Government agency obligations$5,651,0003,977
Securities issued by states & political subdivisions$18,709,0001,729
Other domestic debt securities$14,816,000486
Privately issued residential mortgage-backed securities$14,816,000105
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,854,0003,270
Mortgage-backed securities$14,816,0002,223
Certificates of participation in pools of residential mortgages$14,816,0001,595
Issued or guaranteed by U.S.$04,252
Privately issued$14,816,00023
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$39,176,0002,406
Total debt securities$39,176,0002,573
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$39,613,0002,584
U.S. Government securities$21,024,0002,639
U.S. Treasury securities$01,500
U.S. Government agency obligations$21,024,0002,500
Securities issued by states & political subdivisions$18,589,0001,748
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,713,0003,904
Mortgage-backed securities$15,201,0002,216
Certificates of participation in pools of residential mortgages$15,201,0001,592
Issued or guaranteed by U.S.$15,201,0001,585
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$39,613,0002,388
Total debt securities$39,613,0002,564
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$41,452,0002,543
U.S. Government securities$22,671,0002,541
U.S. Treasury securities$01,475
U.S. Government agency obligations$22,671,0002,408
Securities issued by states & political subdivisions$18,781,0001,783
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,992,0003,180
Mortgage-backed securities$15,994,0002,184
Certificates of participation in pools of residential mortgages$15,994,0001,584
Issued or guaranteed by U.S.$15,994,0001,519
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$41,452,0002,350
Total debt securities$41,452,0002,526
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$39,947,0002,623
U.S. Government securities$20,740,0002,739
U.S. Treasury securities$01,426
U.S. Government agency obligations$20,740,0002,610
Securities issued by states & political subdivisions$19,207,0001,808
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,424,0003,297
Mortgage-backed securities$14,779,0002,278
Certificates of participation in pools of residential mortgages$14,779,0001,696
Issued or guaranteed by U.S.$14,779,0001,693
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$39,947,0002,426
Total debt securities$39,947,0002,607
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$41,380,0002,601
U.S. Government securities$20,269,0002,784
U.S. Treasury securities$01,328
U.S. Government agency obligations$20,269,0002,655
Securities issued by states & political subdivisions$21,111,0001,744
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,920,0003,608
Mortgage-backed securities$13,919,0002,367
Certificates of participation in pools of residential mortgages$13,919,0001,796
Issued or guaranteed by U.S.$13,919,0001,795
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$41,380,0002,406
Total debt securities$41,380,0002,582
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$42,492,0002,588
U.S. Government securities$21,229,0002,740
U.S. Treasury securities$01,313
U.S. Government agency obligations$21,229,0002,630
Securities issued by states & political subdivisions$21,263,0001,767
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,900,0003,839
Mortgage-backed securities$14,522,0002,344
Certificates of participation in pools of residential mortgages$14,522,0001,795
Issued or guaranteed by U.S.$14,522,0001,794
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$42,492,0002,383
Total debt securities$42,492,0002,571
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$43,949,0002,572
U.S. Government securities$22,141,0002,713
U.S. Treasury securities$01,351
U.S. Government agency obligations$22,141,0002,610
Securities issued by states & political subdivisions$21,808,0001,735
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,931
Mortgage-backed securities$15,204,0002,307
Certificates of participation in pools of residential mortgages$15,204,0001,776
Issued or guaranteed by U.S.$15,204,0001,775
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$43,949,0002,361
Total debt securities$43,949,0002,555
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$42,192,0002,672
U.S. Government securities$19,277,0002,974
U.S. Treasury securities$01,390
U.S. Government agency obligations$19,277,0002,848
Securities issued by states & political subdivisions$22,915,0001,689
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,048,0004,090
Mortgage-backed securities$13,448,0002,486
Certificates of participation in pools of residential mortgages$13,448,0001,923
Issued or guaranteed by U.S.$13,448,0001,923
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$42,192,0002,442
Total debt securities$42,192,0002,655
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$40,156,0002,740
U.S. Government securities$17,184,0003,111
U.S. Treasury securities$01,367
U.S. Government agency obligations$17,184,0002,984
Securities issued by states & political subdivisions$22,972,0001,699
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,616,0003,992
Mortgage-backed securities$11,007,0002,687
Certificates of participation in pools of residential mortgages$11,007,0002,160
Issued or guaranteed by U.S.$11,007,0002,159
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$40,156,0002,505
Total debt securities$40,156,0002,723
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$43,374,0002,613
U.S. Government securities$19,371,0002,943
U.S. Treasury securities$01,214
U.S. Government agency obligations$19,371,0002,833
Securities issued by states & political subdivisions$24,003,0001,640
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,961,0004,207
Mortgage-backed securities$11,970,0002,602
Certificates of participation in pools of residential mortgages$11,970,0002,085
Issued or guaranteed by U.S.$11,970,0002,085
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$43,374,0002,391
Total debt securities$43,374,0002,595
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$44,076,0002,624
U.S. Government securities$20,544,0002,914
U.S. Treasury securities$01,253
U.S. Government agency obligations$20,544,0002,799
Securities issued by states & political subdivisions$23,532,0001,678
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,497,0004,411
Mortgage-backed securities$12,852,0002,558
Certificates of participation in pools of residential mortgages$12,852,0002,032
Issued or guaranteed by U.S.$12,852,0002,028
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$44,076,0002,391
Total debt securities$44,076,0002,606
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$42,158,0002,727
U.S. Government securities$18,859,0003,124
U.S. Treasury securities$01,296
U.S. Government agency obligations$18,859,0003,016
Securities issued by states & political subdivisions$23,299,0001,666
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,448,0003,980
Mortgage-backed securities$10,947,0002,765
Certificates of participation in pools of residential mortgages$10,947,0002,234
Issued or guaranteed by U.S.$10,947,0002,233
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$42,158,0002,481
Total debt securities$42,158,0002,703
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$41,650,0002,771
U.S. Government securities$19,627,0003,102
U.S. Treasury securities$01,367
U.S. Government agency obligations$19,627,0002,987
Securities issued by states & political subdivisions$22,023,0001,743
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,413,0004,025
Mortgage-backed securities$11,385,0002,712
Certificates of participation in pools of residential mortgages$11,385,0002,181
Issued or guaranteed by U.S.$11,385,0002,179
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$41,650,0002,541
Total debt securities$41,650,0002,752
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$42,770,0002,752
U.S. Government securities$22,782,0002,915
U.S. Treasury securities$01,303
U.S. Government agency obligations$22,782,0002,820
Securities issued by states & political subdivisions$19,988,0001,866
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,545,0004,291
Mortgage-backed securities$14,203,0002,486
Certificates of participation in pools of residential mortgages$13,644,0002,010
Issued or guaranteed by U.S.$13,644,0002,009
Privately issued$065
Collaterized mortgage obligations$559,0002,851
CMOs issued by government agencies or sponsored agencies$559,0002,762
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)$42,770,0002,527
Total debt securities$42,768,0002,727
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$41,852,0002,826
U.S. Government securities$22,915,0003,011
U.S. Treasury securities$01,348
U.S. Government agency obligations$22,915,0002,919
Securities issued by states & political subdivisions$18,937,0001,915
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,369,0003,376
Mortgage-backed securities$15,117,0002,475
Certificates of participation in pools of residential mortgages$14,530,0001,986
Issued or guaranteed by U.S.$14,530,0001,986
Privately issued$067
Collaterized mortgage obligations$587,0002,889
CMOs issued by government agencies or sponsored agencies$587,0002,796
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)$41,852,0002,586
Total debt securities$41,852,0002,805
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$37,601,0003,095
U.S. Government securities$20,902,0003,209
U.S. Treasury securities$01,327
U.S. Government agency obligations$20,902,0003,108
Securities issued by states & political subdivisions$16,699,0002,097
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$9,914,0003,213
Mortgage-backed securities$14,972,0002,525
Certificates of participation in pools of residential mortgages$14,361,0002,017
Issued or guaranteed by U.S.$14,361,0002,015
Privately issued$070
Collaterized mortgage obligations$611,0002,917
CMOs issued by government agencies or sponsored agencies$611,0002,821
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)$37,601,0002,827
Total debt securities$37,601,0003,068
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$38,148,0003,102
U.S. Government securities$21,042,0003,252
U.S. Treasury securities$01,361
U.S. Government agency obligations$21,042,0003,148
Securities issued by states & political subdivisions$17,106,0002,060
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$11,188,0003,057
Mortgage-backed securities$14,839,0002,584
Certificates of participation in pools of residential mortgages$14,204,0002,081
Issued or guaranteed by U.S.$14,204,0002,079
Privately issued$075
Collaterized mortgage obligations$635,0002,954
CMOs issued by government agencies or sponsored agencies$635,0002,862
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)$38,148,0002,835
Total debt securities$38,148,0003,076
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$38,728,0003,137
U.S. Government securities$21,936,0003,270
U.S. Treasury securities$01,381
U.S. Government agency obligations$21,936,0003,169
Securities issued by states & political subdivisions$16,792,0002,102
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$10,697,0003,158
Mortgage-backed securities$15,615,0002,590
Certificates of participation in pools of residential mortgages$14,953,0002,094
Issued or guaranteed by U.S.$14,953,0002,092
Privately issued$073
Collaterized mortgage obligations$662,0002,999
CMOs issued by government agencies or sponsored agencies$662,0002,893
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)$38,728,0002,859
Total debt securities$38,728,0003,109
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$37,859,0003,237
U.S. Government securities$21,182,0003,373
U.S. Treasury securities$01,342
U.S. Government agency obligations$21,182,0003,277
Securities issued by states & political subdivisions$16,677,0002,126
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$11,470,0003,065
Mortgage-backed securities$15,679,0002,619
Certificates of participation in pools of residential mortgages$14,993,0002,130
Issued or guaranteed by U.S.$14,993,0002,128
Privately issued$075
Collaterized mortgage obligations$686,0003,026
CMOs issued by government agencies or sponsored agencies$686,0002,929
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)$37,859,0002,944
Total debt securities$37,859,0003,209
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$37,260,0003,276
U.S. Government securities$21,176,0003,392
U.S. Treasury securities$01,198
U.S. Government agency obligations$21,176,0003,292
Securities issued by states & political subdivisions$16,084,0002,187
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$10,925,0003,154
Mortgage-backed securities$15,619,0002,631
Certificates of participation in pools of residential mortgages$14,907,0002,157
Issued or guaranteed by U.S.$14,907,0002,155
Privately issued$076
Collaterized mortgage obligations$712,0003,036
CMOs issued by government agencies or sponsored agencies$712,0002,938
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)$37,260,0002,989
Total debt securities$37,260,0003,248
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$35,450,0003,366
U.S. Government securities$20,616,0003,438
U.S. Treasury securities$01,131
U.S. Government agency obligations$20,616,0003,345
Securities issued by states & political subdivisions$14,834,0002,316
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$10,156,0003,271
Mortgage-backed securities$16,108,0002,602
Certificates of participation in pools of residential mortgages$15,371,0002,117
Issued or guaranteed by U.S.$15,371,0002,115
Privately issued$081
Collaterized mortgage obligations$737,0003,015
CMOs issued by government agencies or sponsored agencies$737,0002,908
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)$35,450,0003,081
Total debt securities$35,450,0003,341
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$33,351,0003,502
U.S. Government securities$20,915,0003,429
U.S. Treasury securities$01,131
U.S. Government agency obligations$20,915,0003,345
Securities issued by states & political subdivisions$12,436,0002,549
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$10,027,0003,267
Mortgage-backed securities$16,904,0002,574
Certificates of participation in pools of residential mortgages$16,139,0002,066
Issued or guaranteed by U.S.$16,139,0002,063
Privately issued$080
Collaterized mortgage obligations$765,0003,030
CMOs issued by government agencies or sponsored agencies$765,0002,914
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)$33,351,0003,218
Total debt securities$33,351,0003,471
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$30,538,0003,671
U.S. Government securities$18,360,0003,676
U.S. Treasury securities$01,152
U.S. Government agency obligations$18,360,0003,579
Securities issued by states & political subdivisions$12,178,0002,578
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$8,866,0003,464
Mortgage-backed securities$13,721,0002,835
Certificates of participation in pools of residential mortgages$12,925,0002,314
Issued or guaranteed by U.S.$12,925,0002,313
Privately issued$083
Collaterized mortgage obligations$796,0003,041
CMOs issued by government agencies or sponsored agencies$796,0002,919
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)$30,538,0003,376
Total debt securities$30,538,0003,637
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$33,259,0003,529
U.S. Government securities$19,860,0003,547
U.S. Treasury securities$01,161
U.S. Government agency obligations$19,860,0003,457
Securities issued by states & political subdivisions$13,399,0002,424
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$10,202,0003,272
Mortgage-backed securities$15,145,0002,752
Certificates of participation in pools of residential mortgages$14,321,0002,220
Issued or guaranteed by U.S.$14,321,0002,220
Privately issued$083
Collaterized mortgage obligations$824,0003,083
CMOs issued by government agencies or sponsored agencies$824,0002,950
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)$33,259,0003,266
Total debt securities$33,259,0003,491
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$30,654,0003,638
U.S. Government securities$17,990,0003,709
U.S. Treasury securities$01,135
U.S. Government agency obligations$17,990,0003,614
Securities issued by states & political subdivisions$12,664,0002,479
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$8,734,0003,521
Mortgage-backed securities$14,379,0002,837
Certificates of participation in pools of residential mortgages$13,525,0002,269
Issued or guaranteed by U.S.$13,525,0002,268
Privately issued$085
Collaterized mortgage obligations$854,0003,110
CMOs issued by government agencies or sponsored agencies$854,0002,971
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)$30,654,0003,368
Total debt securities$30,654,0003,605
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$31,816,0003,599
U.S. Government securities$19,626,0003,618
U.S. Treasury securities$01,086
U.S. Government agency obligations$19,626,0003,541
Securities issued by states & political subdivisions$12,190,0002,516
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$8,743,0003,552
Mortgage-backed securities$15,998,0002,812
Certificates of participation in pools of residential mortgages$15,116,0002,228
Issued or guaranteed by U.S.$15,116,0002,227
Privately issued$088
Collaterized mortgage obligations$882,0003,188
CMOs issued by government agencies or sponsored agencies$882,0003,035
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)$31,816,0003,328
Total debt securities$31,817,0003,571
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$30,801,0003,669
U.S. Government securities$18,832,0003,747
U.S. Treasury securities$01,068
U.S. Government agency obligations$18,832,0003,677
Securities issued by states & political subdivisions$11,969,0002,491
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$8,935,0003,538
Mortgage-backed securities$15,181,0002,935
Certificates of participation in pools of residential mortgages$14,275,0002,357
Issued or guaranteed by U.S.$14,275,0002,356
Privately issued$094
Collaterized mortgage obligations$906,0003,191
CMOs issued by government agencies or sponsored agencies$906,0003,036
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)$30,801,0003,401
Total debt securities$30,800,0003,640
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$37,463,0003,283
U.S. Government securities$25,740,0003,179
U.S. Treasury securities$01,157
U.S. Government agency obligations$25,740,0003,121
Securities issued by states & political subdivisions$11,723,0002,431
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$8,602,0003,623
Mortgage-backed securities$16,187,0002,855
Certificates of participation in pools of residential mortgages$15,259,0002,258
Issued or guaranteed by U.S.$15,259,0002,255
Privately issued$094
Collaterized mortgage obligations$928,0003,217
CMOs issued by government agencies or sponsored agencies$928,0003,057
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)$37,463,0003,034
Total debt securities$37,464,0003,261
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$32,801,0003,481
U.S. Government securities$20,636,0003,573
U.S. Treasury securities$01,076
U.S. Government agency obligations$20,636,0003,492
Securities issued by states & political subdivisions$11,165,0002,471
Other domestic debt securities$1,000,0001,995
Privately issued residential mortgage-backed securities$1,000,000769
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$8,726,0003,433
Mortgage-backed securities$15,583,0002,827
Certificates of participation in pools of residential mortgages$15,172,0002,163
Issued or guaranteed by U.S.$14,172,0002,251
Privately issued$1,000,00064
Collaterized mortgage obligations$411,0003,426
CMOs issued by government agencies or sponsored agencies$411,0003,175
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)$32,801,0003,209
Total debt securities$32,804,0003,452
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$29,099,0003,677
U.S. Government securities$18,569,0003,742
U.S. Treasury securities$01,126
U.S. Government agency obligations$18,569,0003,658
Securities issued by states & political subdivisions$10,530,0002,502
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,543,0003,440
Mortgage-backed securities$13,526,0002,956
Certificates of participation in pools of residential mortgages$12,359,0002,369
Issued or guaranteed by U.S.$12,359,0002,364
Privately issued$0132
Collaterized mortgage obligations$1,167,0003,041
CMOs issued by government agencies or sponsored agencies$1,167,0002,806
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)$29,099,0003,391
Total debt securities$29,099,0003,646
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$29,800,0003,645
U.S. Government securities$19,977,0003,657
U.S. Treasury securities$01,225
U.S. Government agency obligations$19,977,0003,561
Securities issued by states & political subdivisions$9,823,0002,537
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$17,295,0002,373
Mortgage-backed securities$14,417,0002,823
Certificates of participation in pools of residential mortgages$13,226,0002,227
Issued or guaranteed by U.S.$13,226,0002,223
Privately issued$0125
Collaterized mortgage obligations$1,191,0002,990
CMOs issued by government agencies or sponsored agencies$1,191,0002,741
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)$29,800,0003,349
Total debt securities$29,798,0003,619
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$25,485,0003,989
U.S. Government securities$16,485,0004,038
U.S. Treasury securities$01,272
U.S. Government agency obligations$16,485,0003,922
Securities issued by states & political subdivisions$9,000,0002,637
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$15,207,0002,563
Mortgage-backed securities$15,951,0002,616
Certificates of participation in pools of residential mortgages$14,444,0002,053
Issued or guaranteed by U.S.$14,444,0002,048
Privately issued$0136
Collaterized mortgage obligations$1,507,0002,837
CMOs issued by government agencies or sponsored agencies$1,507,0002,585
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)$25,485,0003,673
Total debt securities$25,485,0003,957
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$26,117,0003,810
U.S. Government securities$15,925,0003,942
U.S. Treasury securities$01,275
U.S. Government agency obligations$15,925,0003,824
Securities issued by states & political subdivisions$10,192,0002,430
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$15,891,0002,468
Mortgage-backed securities$14,380,0002,653
Certificates of participation in pools of residential mortgages$11,832,0002,227
Issued or guaranteed by U.S.$11,832,0002,221
Privately issued$0141
Collaterized mortgage obligations$2,548,0002,465
CMOs issued by government agencies or sponsored agencies$2,548,0002,226
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)$26,117,0003,503
Total debt securities$26,117,0003,779
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$30,857,0003,417
U.S. Government securities$20,494,0003,373
U.S. Treasury securities$01,180
U.S. Government agency obligations$20,494,0003,280
Securities issued by states & political subdivisions$10,363,0002,322
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$15,877,0002,482
Mortgage-backed securities$15,933,0002,505
Certificates of participation in pools of residential mortgages$13,364,0002,020
Issued or guaranteed by U.S.$13,364,0002,014
Privately issued$0141
Collaterized mortgage obligations$2,569,0002,423
CMOs issued by government agencies or sponsored agencies$2,569,0002,177
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)$30,857,0003,115
Total debt securities$30,857,0003,388
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$37,829,0002,952
U.S. Government securities$26,899,0002,884
U.S. Treasury securities$01,121
U.S. Government agency obligations$26,899,0002,799
Securities issued by states & political subdivisions$10,930,0002,139
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$15,232,0002,571
Mortgage-backed securities$20,258,0002,182
Certificates of participation in pools of residential mortgages$17,834,0001,690
Issued or guaranteed by U.S.$17,834,0001,683
Privately issued$0148
Collaterized mortgage obligations$2,424,0002,399
CMOs issued by government agencies or sponsored agencies$2,424,0002,141
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)$5,0003,156
Available-for-sale securities (fair market value)$37,824,0002,659
Total debt securities$37,828,0002,927
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$40,784,0002,823
U.S. Government securities$30,737,0002,658
U.S. Treasury securities$01,130
U.S. Government agency obligations$30,737,0002,589
Securities issued by states & political subdivisions$10,047,0002,217
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$26,549,0001,824
Mortgage-backed securities$22,118,0002,133
Certificates of participation in pools of residential mortgages$19,645,0001,652
Issued or guaranteed by U.S.$19,645,0001,647
Privately issued$0145
Collaterized mortgage obligations$2,473,0002,338
CMOs issued by government agencies or sponsored agencies$2,473,0002,061
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)$5,0003,203
Available-for-sale securities (fair market value)$40,779,0002,527
Total debt securities$40,784,0002,798
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$33,276,0003,255
U.S. Government securities$23,567,0003,166
U.S. Treasury securities$01,077
U.S. Government agency obligations$23,567,0003,091
Securities issued by states & political subdivisions$9,709,0002,281
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$26,466,0001,834
Mortgage-backed securities$14,962,0002,715
Certificates of participation in pools of residential mortgages$12,466,0002,294
Issued or guaranteed by U.S.$12,466,0002,287
Privately issued$0157
Collaterized mortgage obligations$2,496,0002,313
CMOs issued by government agencies or sponsored agencies$2,496,0002,025
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$10,0003,248
Available-for-sale securities (fair market value)$33,266,0002,935
Total debt securities$33,276,0003,220
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$37,275,0003,006
U.S. Government securities$27,223,0002,865
U.S. Treasury securities$01,047
U.S. Government agency obligations$27,223,0002,805
Securities issued by states & political subdivisions$10,052,0002,247
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$27,441,0001,768
Mortgage-backed securities$16,547,0002,607
Certificates of participation in pools of residential mortgages$13,930,0002,217
Issued or guaranteed by U.S.$13,930,0002,207
Privately issued$0171
Collaterized mortgage obligations$2,617,0002,281
CMOs issued by government agencies or sponsored agencies$2,617,0001,960
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)$10,0003,341
Available-for-sale securities (fair market value)$37,265,0002,688
Total debt securities$37,276,0002,979
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$39,869,0002,800
U.S. Government securities$28,743,0002,720
U.S. Treasury securities$01,036
U.S. Government agency obligations$28,743,0002,659
Securities issued by states & political subdivisions$11,126,0002,067
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$31,486,0001,587
Mortgage-backed securities$17,572,0002,542
Certificates of participation in pools of residential mortgages$15,067,0002,157
Issued or guaranteed by U.S.$15,067,0002,146
Privately issued$0181
Collaterized mortgage obligations$2,505,0002,316
CMOs issued by government agencies or sponsored agencies$2,505,0001,963
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$10,0003,388
Available-for-sale securities (fair market value)$39,859,0002,491
Total debt securities$39,869,0002,774
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$47,815,0002,429
U.S. Government securities$35,650,0002,290
U.S. Treasury securities$0981
U.S. Government agency obligations$35,650,0002,238
Securities issued by states & political subdivisions$12,165,0001,840
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$33,517,0001,546
Mortgage-backed securities$18,908,0002,495
Certificates of participation in pools of residential mortgages$16,416,0002,083
Issued or guaranteed by U.S.$16,416,0002,068
Privately issued$0191
Collaterized mortgage obligations$2,492,0002,362
CMOs issued by government agencies or sponsored agencies$2,492,0001,981
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)$10,0003,427
Available-for-sale securities (fair market value)$47,805,0002,143
Total debt securities$47,815,0002,398
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$44,878,0002,543
U.S. Government securities$32,259,0002,520
U.S. Treasury securities$0973
U.S. Government agency obligations$32,259,0002,467
Securities issued by states & political subdivisions$12,619,0001,736
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$33,708,0001,539
Mortgage-backed securities$19,494,0002,389
Certificates of participation in pools of residential mortgages$19,494,0001,806
Issued or guaranteed by U.S.$19,494,0001,796
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,0003,415
Available-for-sale securities (fair market value)$44,858,0002,246
Total debt securities$44,886,0002,509
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$52,997,0002,134
U.S. Government securities$40,430,0001,999
U.S. Treasury securities$01,019
U.S. Government agency obligations$40,430,0001,957
Securities issued by states & political subdivisions$12,567,0001,724
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$36,233,0001,413
Mortgage-backed securities$20,365,0002,218
Certificates of participation in pools of residential mortgages$20,365,0001,666
Issued or guaranteed by U.S.$20,365,0001,656
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,0003,448
Available-for-sale securities (fair market value)$52,977,0001,876
Total debt securities$53,007,0002,108
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$54,800,0002,135
U.S. Government securities$41,567,0001,987
U.S. Treasury securities$01,021
U.S. Government agency obligations$41,567,0001,944
Securities issued by states & political subdivisions$13,233,0001,666
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$33,874,0001,486
Mortgage-backed securities$21,068,0002,166
Certificates of participation in pools of residential mortgages$21,068,0001,617
Issued or guaranteed by U.S.$21,068,0001,609
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,0003,471
Available-for-sale securities (fair market value)$54,780,0001,881
Total debt securities$54,802,0002,097
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$43,873,0002,562
U.S. Government securities$30,327,0002,595
U.S. Treasury securities$01,044
U.S. Government agency obligations$30,327,0002,541
Securities issued by states & political subdivisions$13,546,0001,634
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$32,339,0001,500
Mortgage-backed securities$10,015,0003,184
Certificates of participation in pools of residential mortgages$10,015,0002,547
Issued or guaranteed by U.S.$10,015,0002,534
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,0003,516
Available-for-sale securities (fair market value)$43,853,0002,274
Total debt securities$43,872,0002,518
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$52,657,0002,189
U.S. Government securities$39,909,0002,061
U.S. Treasury securities$01,146
U.S. Government agency obligations$39,909,0002,018
Securities issued by states & political subdivisions$12,748,0001,701
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,560,0001,156
Mortgage-backed securities$9,966,0002,918
Certificates of participation in pools of residential mortgages$9,966,0002,282
Issued or guaranteed by U.S.$9,966,0002,268
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,0003,545
Available-for-sale securities (fair market value)$52,627,0001,917
Total debt securities$52,659,0002,144
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$52,349,0002,206
U.S. Government securities$39,697,0002,074
U.S. Treasury securities$01,235
U.S. Government agency obligations$39,697,0002,029
Securities issued by states & political subdivisions$12,652,0001,673
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$44,103,0001,107
Mortgage-backed securities$10,188,0002,715
Certificates of participation in pools of residential mortgages$10,188,0002,107
Issued or guaranteed by U.S.$10,188,0002,098
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,0003,593
Available-for-sale securities (fair market value)$52,319,0001,910
Total debt securities$52,348,0002,155
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$54,232,0002,116
U.S. Government securities$41,715,0002,006
U.S. Treasury securities$01,362
U.S. Government agency obligations$41,715,0001,948
Securities issued by states & political subdivisions$12,517,0001,662
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$46,263,0001,049
Mortgage-backed securities$10,445,0002,623
Certificates of participation in pools of residential mortgages$10,445,0002,021
Issued or guaranteed by U.S.$10,445,0002,015
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,0003,637
Available-for-sale securities (fair market value)$54,202,0001,824
Total debt securities$54,231,0002,071
Structured notes
Amortized cost$02,714
Fair value$02,715
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$57,908,0002,007
U.S. Government securities$44,812,0001,914
U.S. Treasury securities$01,448
U.S. Government agency obligations$44,812,0001,853
Securities issued by states & political subdivisions$13,096,0001,594
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$48,348,0001,018
Mortgage-backed securities$11,075,0002,500
Certificates of participation in pools of residential mortgages$11,075,0001,945
Issued or guaranteed by U.S.$11,075,0001,938
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,0003,704
Available-for-sale securities (fair market value)$57,878,0001,724
Total debt securities$57,907,0001,968
Structured notes
Amortized cost$02,791
Fair value$02,792
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$58,406,0002,017
U.S. Government securities$44,806,0001,934
U.S. Treasury securities$01,498
U.S. Government agency obligations$44,806,0001,871
Securities issued by states & political subdivisions$13,600,0001,539
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,744,0001,060
Mortgage-backed securities$11,262,0002,487
Certificates of participation in pools of residential mortgages$11,262,0001,946
Issued or guaranteed by U.S.$11,262,0001,936
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,0003,788
Available-for-sale securities (fair market value)$58,376,0001,742
Total debt securities$58,406,0001,977
Structured notes
Amortized cost$02,890
Fair value$02,890
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$67,160,0001,782
U.S. Government securities$53,103,0001,679
U.S. Treasury securities$01,574
U.S. Government agency obligations$53,103,0001,638
Securities issued by states & political subdivisions$14,057,0001,469
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,106,0001,025
Mortgage-backed securities$11,681,0002,425
Certificates of participation in pools of residential mortgages$11,681,0001,904
Issued or guaranteed by U.S.$11,681,0001,892
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,0003,873
Available-for-sale securities (fair market value)$67,130,0001,527
Total debt securities$67,161,0001,746
Structured notes
Amortized cost$03,015
Fair value$03,015
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$68,211,0001,760
U.S. Government securities$53,676,0001,666
U.S. Treasury securities$01,634
U.S. Government agency obligations$53,676,0001,618
Securities issued by states & political subdivisions$14,535,0001,381
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,586,000872
Mortgage-backed securities$11,862,0002,404
Certificates of participation in pools of residential mortgages$11,862,0001,889
Issued or guaranteed by U.S.$11,862,0001,878
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$450,0003,330
Available-for-sale securities (fair market value)$67,761,0001,509
Total debt securities$68,212,0001,724
Structured notes
Amortized cost$03,074
Fair value$03,074
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$70,778,0001,719
U.S. Government securities$55,982,0001,618
U.S. Treasury securities$01,715
U.S. Government agency obligations$55,982,0001,567
Securities issued by states & political subdivisions$14,796,0001,353
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,835,000852
Mortgage-backed securities$12,500,0002,377
Certificates of participation in pools of residential mortgages$12,500,0001,872
Issued or guaranteed by U.S.$12,500,0001,860
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$470,0003,369
Available-for-sale securities (fair market value)$70,308,0001,486
Total debt securities$70,778,0001,682
Structured notes
Amortized cost$03,063
Fair value$03,063
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$57,616,0002,088
U.S. Government securities$42,596,0002,082
U.S. Treasury securities$01,737
U.S. Government agency obligations$42,596,0002,004
Securities issued by states & political subdivisions$15,020,0001,347
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,665,0001,067
Mortgage-backed securities$12,980,0002,348
Certificates of participation in pools of residential mortgages$12,980,0001,843
Issued or guaranteed by U.S.$12,980,0001,831
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$475,0003,438
Available-for-sale securities (fair market value)$57,141,0001,785
Total debt securities$57,615,0002,048
Structured notes
Amortized cost$03,054
Fair value$03,056
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$60,180,0001,996
U.S. Government securities$45,066,0001,969
U.S. Treasury securities$01,786
U.S. Government agency obligations$45,066,0001,902
Securities issued by states & political subdivisions$15,114,0001,340
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,134,0001,062
Mortgage-backed securities$13,785,0002,277
Certificates of participation in pools of residential mortgages$13,785,0001,789
Issued or guaranteed by U.S.$13,785,0001,777
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$495,0003,462
Available-for-sale securities (fair market value)$59,685,0001,686
Total debt securities$60,180,0001,950
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$65,989,0001,836
U.S. Government securities$50,571,0001,788
U.S. Treasury securities$01,839
U.S. Government agency obligations$50,571,0001,719
Securities issued by states & political subdivisions$15,418,0001,282
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,364,0001,120
Mortgage-backed securities$14,708,0002,252
Certificates of participation in pools of residential mortgages$14,708,0001,772
Issued or guaranteed by U.S.$14,708,0001,758
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$595,0003,432
Available-for-sale securities (fair market value)$65,394,0001,571
Total debt securities$65,989,0001,795
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$79,726,0001,561
U.S. Government securities$63,934,0001,455
U.S. Treasury securities$01,963
U.S. Government agency obligations$63,934,0001,396
Securities issued by states & political subdivisions$15,792,0001,232
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,104,0001,138
Mortgage-backed securities$15,218,0002,280
Certificates of participation in pools of residential mortgages$15,218,0001,790
Issued or guaranteed by U.S.$15,218,0001,778
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,120,0003,131
Available-for-sale securities (fair market value)$78,606,0001,341
Total debt securities$79,725,0001,521
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$77,095,0001,636
U.S. Government securities$60,865,0001,524
U.S. Treasury securities$01,963
U.S. Government agency obligations$60,865,0001,465
Securities issued by states & political subdivisions$16,230,0001,186
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,777,0001,064
Mortgage-backed securities$16,038,0002,247
Certificates of participation in pools of residential mortgages$16,038,0001,751
Issued or guaranteed by U.S.$16,038,0001,741
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,740,0002,888
Available-for-sale securities (fair market value)$75,355,0001,414
Total debt securities$77,095,0001,595
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$68,415,0001,816
U.S. Government securities$51,491,0001,774
U.S. Treasury securities$01,990
U.S. Government agency obligations$51,491,0001,716
Securities issued by states & political subdivisions$16,924,0001,144
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,274,0001,077
Mortgage-backed securities$11,270,0002,761
Certificates of participation in pools of residential mortgages$11,270,0002,193
Issued or guaranteed by U.S.$11,270,0002,182
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,525,0002,631
Available-for-sale securities (fair market value)$65,890,0001,576
Total debt securities$68,417,0001,764
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$97,243,0001,346
U.S. Government securities$79,415,0001,194
U.S. Treasury securities$02,098
U.S. Government agency obligations$79,415,0001,147
Securities issued by states & political subdivisions$17,828,0001,060
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,464,000927
Mortgage-backed securities$6,311,0003,683
Certificates of participation in pools of residential mortgages$6,170,0003,092
Issued or guaranteed by U.S.$6,170,0003,084
Privately issued$0225
Collaterized mortgage obligations$141,0003,491
CMOs issued by government agencies or sponsored agencies$141,0003,193
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,665,0002,604
Available-for-sale securities (fair market value)$94,578,0001,172
Total debt securities$97,244,0001,312
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$106,996,0001,228
U.S. Government securities$85,365,0001,107
U.S. Treasury securities$02,082
U.S. Government agency obligations$85,365,0001,064
Securities issued by states & political subdivisions$21,631,000890
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,341,000838
Mortgage-backed securities$11,790,0002,765
Certificates of participation in pools of residential mortgages$10,299,0002,364
Issued or guaranteed by U.S.$10,299,0002,353
Privately issued$0230
Collaterized mortgage obligations$1,491,0002,533
CMOs issued by government agencies or sponsored agencies$1,491,0002,290
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,680,0002,292
Available-for-sale securities (fair market value)$103,316,0001,097
Total debt securities$106,995,0001,186
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$105,606,0001,289
U.S. Government securities$83,594,0001,188
U.S. Treasury securities$02,227
U.S. Government agency obligations$83,594,0001,135
Securities issued by states & political subdivisions$22,012,000875
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,006,000836
Mortgage-backed securities$11,354,0002,807
Certificates of participation in pools of residential mortgages$9,630,0002,471
Issued or guaranteed by U.S.$9,630,0002,459
Privately issued$0248
Collaterized mortgage obligations$1,724,0002,430
CMOs issued by government agencies or sponsored agencies$1,724,0002,298
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,665,0001,973
Available-for-sale securities (fair market value)$99,941,0001,163
Total debt securities$105,606,0001,250
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$103,345,0001,287
U.S. Government securities$81,730,0001,212
U.S. Treasury securities$502,0001,870
U.S. Government agency obligations$81,228,0001,169
Securities issued by states & political subdivisions$21,615,000897
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,107,000822
Mortgage-backed securities$15,479,0002,359
Certificates of participation in pools of residential mortgages$13,413,0002,012
Issued or guaranteed by U.S.$13,413,0002,002
Privately issued$0253
Collaterized mortgage obligations$2,066,0002,283
CMOs issued by government agencies or sponsored agencies$2,066,0002,152
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,497,0001,859
Available-for-sale securities (fair market value)$96,848,0001,174
Total debt securities$103,346,0001,236
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$108,045,0001,219
U.S. Government securities$86,144,0001,091
U.S. Treasury securities$02,322
U.S. Government agency obligations$86,144,0001,048
Securities issued by states & political subdivisions$21,901,000858
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,401,000761
Mortgage-backed securities$19,784,0002,070
Certificates of participation in pools of residential mortgages$17,703,0001,654
Issued or guaranteed by U.S.$17,703,0001,645
Privately issued$0256
Collaterized mortgage obligations$2,081,0002,459
CMOs issued by government agencies or sponsored agencies$2,081,0002,328
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,812,0001,804
Available-for-sale securities (fair market value)$101,233,0001,099
Total debt securities$108,045,0001,171
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$85,822,0001,459
U.S. Government securities$64,820,0001,407
U.S. Treasury securities$02,382
U.S. Government agency obligations$64,820,0001,350
Securities issued by states & political subdivisions$21,002,000851
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,266,000912
Mortgage-backed securities$20,013,0002,020
Certificates of participation in pools of residential mortgages$17,902,0001,616
Issued or guaranteed by U.S.$17,902,0001,610
Privately issued$0257
Collaterized mortgage obligations$2,111,0002,519
CMOs issued by government agencies or sponsored agencies$2,111,0002,390
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,948,0001,678
Available-for-sale securities (fair market value)$77,874,0001,351
Total debt securities$85,822,0001,419
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$71,466,0001,710
U.S. Government securities$50,134,0001,739
U.S. Treasury securities$02,544
U.S. Government agency obligations$50,134,0001,662
Securities issued by states & political subdivisions$21,332,000814
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,293,0001,000
Mortgage-backed securities$18,449,0002,093
Certificates of participation in pools of residential mortgages$16,328,0001,676
Issued or guaranteed by U.S.$16,328,0001,667
Privately issued$0252
Collaterized mortgage obligations$2,121,0002,563
CMOs issued by government agencies or sponsored agencies$2,121,0002,451
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,562,0001,540
Available-for-sale securities (fair market value)$61,904,0001,636
Total debt securities$71,466,0001,651
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$72,308,0001,544
U.S. Government securities$51,256,0001,586
U.S. Treasury securities$03,182
U.S. Government agency obligations$51,256,0001,495
Securities issued by states & political subdivisions$21,052,000775
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,834,0001,021
Mortgage-backed securities$19,568,0001,869
Certificates of participation in pools of residential mortgages$17,603,0001,436
Issued or guaranteed by U.S.$17,603,0001,427
Privately issued$0260
Collaterized mortgage obligations$1,965,0002,753
CMOs issued by government agencies or sponsored agencies$1,965,0002,592
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,286,0001,436
Available-for-sale securities (fair market value)$61,022,0001,516
Total debt securities$72,308,0001,494
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$56,745,0001,941
U.S. Government securities$36,143,0002,217
U.S. Treasury securities$04,186
U.S. Government agency obligations$36,143,0002,050
Securities issued by states & political subdivisions$20,502,000756
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$0313
Equity securities$100,0006,800
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,501,0001,039
Mortgage-backed securities$1,608,0005,044
Certificates of participation in pools of residential mortgages$1,608,0004,266
Issued or guaranteed by U.S.$1,608,0004,240
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,029,0001,688
Available-for-sale securities (fair market value)$44,716,0001,934
Total debt securities$56,645,0001,863
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$60,320,0001,905
U.S. Government securities$39,539,0002,119
U.S. Treasury securities$2,386,0002,490
U.S. Government agency obligations$37,153,0002,017
Securities issued by states & political subdivisions$20,681,000767
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$100,0006,742
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,873,000993
Mortgage-backed securities$2,415,0004,816
Certificates of participation in pools of residential mortgages$2,415,0003,935
Issued or guaranteed by U.S.$2,415,0003,918
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,023,0001,774
Available-for-sale securities (fair market value)$47,297,0001,833
Total debt securities$60,220,0001,828
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$69,242,0001,716
U.S. Government securities$49,877,0001,741
U.S. Treasury securities$11,702,0001,115
U.S. Government agency obligations$38,175,0001,912
Securities issued by states & political subdivisions$19,265,000817
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$100,0006,479
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,544,000830
Mortgage-backed securities$3,996,0004,262
Certificates of participation in pools of residential mortgages$3,996,0003,360
Issued or guaranteed by U.S.$3,996,0003,342
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,609,0001,612
Available-for-sale securities (fair market value)$52,633,0001,656
Total debt securities$69,142,0001,643
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$64,738,0001,770
U.S. Government securities$45,997,0001,979
U.S. Treasury securities$13,559,0001,370
U.S. Government agency obligations$32,438,0002,137
Securities issued by states & political subdivisions$18,641,000716
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$100,0006,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,051,000794
Mortgage-backed securities$6,124,0003,472
Certificates of participation in pools of residential mortgages$6,124,0002,606
Issued or guaranteed by U.S.$6,124,0002,595
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,796,0001,675
Available-for-sale securities (fair market value)$44,942,0001,785
Total debt securities$64,591,0001,705
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$63,733,0001,906
U.S. Government securities$43,918,0002,218
U.S. Treasury securities$25,071,000936
U.S. Government agency obligations$18,847,0003,514
Securities issued by states & political subdivisions$19,715,000642
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$100,0006,342
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,665,000994
Mortgage-backed securities$7,587,0003,387
Certificates of participation in pools of residential mortgages$7,587,0002,530
Issued or guaranteed by U.S.$7,587,0002,506
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$33,379,0001,220
Available-for-sale securities (fair market value)$30,354,0002,707
Total debt securities$63,552,0001,854
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$63,973,0001,948
U.S. Government securities$43,741,0002,292
U.S. Treasury securities$23,312,0001,211
U.S. Government agency obligations$20,429,0003,256
Securities issued by states & political subdivisions$20,132,000604
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$0553
Equity securities$100,0006,185
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,572,0001,128
Mortgage-backed securities$9,541,0003,187
Certificates of participation in pools of residential mortgages$9,541,0002,234
Issued or guaranteed by U.S.$9,541,0002,211
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$43,264,000992
Available-for-sale securities (fair market value)$20,709,0003,844
Total debt securities$63,793,0001,904
Structured notes
Amortized cost$2,821,0001,280
Fair value$2,828,0001,262
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$75,706,0001,730
U.S. Government securities$56,168,0001,880
U.S. Treasury securities$26,348,0001,326
U.S. Government agency obligations$29,820,0002,272
Securities issued by states & political subdivisions$19,438,000632
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$100,0005,962
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,988,0001,009
Mortgage-backed securities$10,692,0003,096
Certificates of participation in pools of residential mortgages$10,692,0002,151
Issued or guaranteed by U.S.$10,692,0002,133
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$45,666,0001,611
Available-for-sale securities (fair market value)$30,040,0001,921
Total debt securities$75,486,0001,688
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$73,699,0001,886
U.S. Government securities$58,642,0001,872
U.S. Treasury securities$24,428,0001,542
U.S. Government agency obligations$34,214,0002,041
Securities issued by states & political subdivisions$14,957,000914
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$0649
Equity securities$100,0005,653
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,974,0001,127
Mortgage-backed securities$14,062,0002,911
Certificates of participation in pools of residential mortgages$14,062,0001,945
Issued or guaranteed by U.S.$14,062,0001,909
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$73,472,0001,829
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$67,777,0001,989
U.S. Government securities$56,863,0001,876
U.S. Treasury securities$23,864,0001,572
U.S. Government agency obligations$32,999,0002,072
Securities issued by states & political subdivisions$10,814,0001,232
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$100,0005,128
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,300,0001,241
Mortgage-backed securities$16,825,0002,623
Certificates of participation in pools of residential mortgages$16,825,0001,729
Issued or guaranteed by U.S.$16,825,0001,690
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$67,550,0001,947
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