First American National Bank, Securities

2023-09-30Rank
Total securities$111,083,0001,572
U.S. Government securities$68,140,0001,523
U.S. Treasury securities$5,458,0001,814
U.S. Government agency obligations$62,682,0001,370
Securities issued by states & political subdivisions$40,205,0001,055
Other domestic debt securities$2,922,0001,581
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$314,000503
Structured financial products - Total$2,608,000438
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,122,0002,040
Mortgage-backed securities$46,655,0001,298
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$12,901,0001,817
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$4,552,0001,452
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$14,045,000366
Other commercial mortgage-backed securities$15,157,000401
Held to maturity securities (book value)$3,842,0001,261
Available-for-sale securities (fair market value)$107,425,0001,410
Total debt securities$111,267,0001,558
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$115,626,0001,569
U.S. Government securities$70,871,0001,524
U.S. Treasury securities$5,493,0001,842
U.S. Government agency obligations$65,378,0001,368
Securities issued by states & political subdivisions$41,854,0001,063
Other domestic debt securities$3,085,0001,566
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$311,000499
Structured financial products - Total$2,774,000415
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,724,0002,061
Mortgage-backed securities$49,116,0001,297
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$13,848,0001,798
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$4,836,0001,436
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$14,490,000363
Other commercial mortgage-backed securities$15,942,000394
Held to maturity securities (book value)$3,835,0001,275
Available-for-sale securities (fair market value)$111,975,0001,407
Total debt securities$115,810,0001,553
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$120,835,0001,588
U.S. Government securities$74,493,0001,545
U.S. Treasury securities$5,579,0001,908
U.S. Government agency obligations$68,914,0001,334
Securities issued by states & political subdivisions$43,026,0001,085
Other domestic debt securities$3,500,0001,550
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$307,000508
Structured financial products - Total$3,193,000392
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,563,0001,923
Mortgage-backed securities$51,334,0001,313
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$14,539,0001,802
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$5,152,0001,438
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$14,966,000373
Other commercial mortgage-backed securities$16,677,000402
Held to maturity securities (book value)$3,826,0001,309
Available-for-sale securities (fair market value)$117,193,0001,418
Total debt securities$121,019,0001,574
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$118,830,0001,624
U.S. Government securities$73,062,0001,564
U.S. Treasury securities$5,486,0001,959
U.S. Government agency obligations$67,576,0001,348
Securities issued by states & political subdivisions$42,278,0001,125
Other domestic debt securities$3,490,0001,577
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$304,000510
Structured financial products - Total$3,186,000407
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,273,0001,815
Mortgage-backed securities$50,332,0001,336
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$14,707,0001,807
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$5,205,0001,447
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$15,729,000365
Other commercial mortgage-backed securities$14,691,000422
Held to maturity securities (book value)$3,819,0001,333
Available-for-sale securities (fair market value)$115,011,0001,457
Total debt securities$118,832,0001,612
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$120,483,0001,624
U.S. Government securities$73,932,0001,589
U.S. Treasury securities$5,409,0002,003
U.S. Government agency obligations$68,523,0001,346
Securities issued by states & political subdivisions$42,608,0001,126
Other domestic debt securities$3,943,0001,498
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$301,000499
Structured financial products - Total$3,642,000295
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,687,0001,687
Mortgage-backed securities$51,401,0001,336
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$14,878,0001,828
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$5,442,0001,441
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$15,814,000367
Other commercial mortgage-backed securities$15,267,000438
Held to maturity securities (book value)$4,812,0001,257
Available-for-sale securities (fair market value)$115,671,0001,462
Total debt securities$120,484,0001,606
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$129,962,0001,550
U.S. Government securities$79,333,0001,517
U.S. Treasury securities$5,575,0001,958
U.S. Government agency obligations$73,758,0001,319
Securities issued by states & political subdivisions$49,771,0001,014
Other domestic debt securities$858,0001,985
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$298,000502
Structured financial products - Total$560,000146
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,311,0001,615
Mortgage-backed securities$55,884,0001,317
Certificates of participation in pools of residential mortgages$15,141,0001,899
Issued or guaranteed by U.S.$15,141,0001,855
Privately issued$0231
Collaterized mortgage obligations$6,029,0001,486
CMOs issued by government agencies or sponsored agencies$6,029,0001,415
Privately issued$0553
Commercial mortgage-backed securities$34,714,000434
Commercial mortgage pass-through securities$16,591,000365
Other commercial mortgage-backed securities$18,123,000444
Held to maturity securities (book value)$5,156,0001,155
Available-for-sale securities (fair market value)$124,806,0001,431
Total debt securities$129,962,0001,536
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$140,720,0001,434
U.S. Government securities$84,693,0001,414
U.S. Treasury securities$5,724,0001,736
U.S. Government agency obligations$78,969,0001,251
Securities issued by states & political subdivisions$55,177,000953
Other domestic debt securities$850,0001,965
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$295,000509
Structured financial products - Total$555,000149
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,480,0001,753
Mortgage-backed securities$61,556,0001,263
Certificates of participation in pools of residential mortgages$16,715,0001,833
Issued or guaranteed by U.S.$16,715,0001,797
Privately issued$0238
Collaterized mortgage obligations$6,713,0001,435
CMOs issued by government agencies or sponsored agencies$6,713,0001,365
Privately issued$0536
Commercial mortgage-backed securities$38,128,000421
Commercial mortgage pass-through securities$17,969,000346
Other commercial mortgage-backed securities$20,159,000416
Held to maturity securities (book value)$5,150,0001,066
Available-for-sale securities (fair market value)$135,570,0001,335
Total debt securities$140,720,0001,417
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$139,378,0001,396
U.S. Government securities$78,005,0001,416
U.S. Treasury securities$6,009,0001,290
U.S. Government agency obligations$71,996,0001,327
Securities issued by states & political subdivisions$60,531,000906
Other domestic debt securities$842,0001,926
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$292,000513
Structured financial products - Total$550,000146
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,356,0001,746
Mortgage-backed securities$57,707,0001,289
Certificates of participation in pools of residential mortgages$13,704,0002,009
Issued or guaranteed by U.S.$13,704,0001,953
Privately issued$0246
Collaterized mortgage obligations$7,633,0001,346
CMOs issued by government agencies or sponsored agencies$7,633,0001,291
Privately issued$0500
Commercial mortgage-backed securities$36,370,000430
Commercial mortgage pass-through securities$19,198,000329
Other commercial mortgage-backed securities$17,172,000442
Held to maturity securities (book value)$5,143,000958
Available-for-sale securities (fair market value)$134,235,0001,319
Total debt securities$139,378,0001,374
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$127,744,0001,424
U.S. Government securities$70,489,0001,440
U.S. Treasury securities$4,140,0001,249
U.S. Government agency obligations$66,349,0001,364
Securities issued by states & political subdivisions$56,421,000944
Other domestic debt securities$834,0001,879
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$289,000523
Structured financial products - Total$545,000143
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$27,825,0001,656
Mortgage-backed securities$57,101,0001,276
Certificates of participation in pools of residential mortgages$14,349,0001,972
Issued or guaranteed by U.S.$14,349,0001,917
Privately issued$0234
Collaterized mortgage obligations$7,347,0001,349
CMOs issued by government agencies or sponsored agencies$7,347,0001,308
Privately issued$0491
Commercial mortgage-backed securities$35,405,000429
Commercial mortgage pass-through securities$16,570,000353
Other commercial mortgage-backed securities$18,835,000416
Held to maturity securities (book value)$6,132,000878
Available-for-sale securities (fair market value)$121,612,0001,363
Total debt securities$127,743,0001,404
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$129,298,0001,357
U.S. Government securities$76,448,0001,312
U.S. Treasury securities$4,147,0001,138
U.S. Government agency obligations$72,301,0001,250
Securities issued by states & political subdivisions$52,026,000972
Other domestic debt securities$824,0001,866
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$284,000534
Structured financial products - Total$540,000137
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$28,984,0001,591
Mortgage-backed securities$56,742,0001,223
Certificates of participation in pools of residential mortgages$18,039,0001,719
Issued or guaranteed by U.S.$18,039,0001,677
Privately issued$0247
Collaterized mortgage obligations$4,646,0001,586
CMOs issued by government agencies or sponsored agencies$4,646,0001,550
Privately issued$0478
Commercial mortgage-backed securities$34,057,000421
Commercial mortgage pass-through securities$16,860,000338
Other commercial mortgage-backed securities$17,197,000426
Held to maturity securities (book value)$6,335,000851
Available-for-sale securities (fair market value)$122,963,0001,307
Total debt securities$129,299,0001,339
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$128,141,0001,274
U.S. Government securities$74,961,0001,200
U.S. Treasury securities$01,631
U.S. Government agency obligations$74,961,0001,127
Securities issued by states & political subdivisions$52,363,000924
Other domestic debt securities$817,0001,836
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$282,000535
Structured financial products - Total$535,000130
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$29,997,0001,520
Mortgage-backed securities$55,459,0001,195
Certificates of participation in pools of residential mortgages$20,180,0001,553
Issued or guaranteed by U.S.$20,180,0001,506
Privately issued$0261
Collaterized mortgage obligations$1,908,0002,035
CMOs issued by government agencies or sponsored agencies$1,908,0001,980
Privately issued$0475
Commercial mortgage-backed securities$33,371,000406
Commercial mortgage pass-through securities$15,521,000349
Other commercial mortgage-backed securities$17,850,000403
Held to maturity securities (book value)$6,640,000796
Available-for-sale securities (fair market value)$121,501,0001,236
Total debt securities$128,141,0001,258
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$111,528,0001,313
U.S. Government securities$62,962,0001,258
U.S. Treasury securities$01,194
U.S. Government agency obligations$62,962,0001,181
Securities issued by states & political subdivisions$47,756,000969
Other domestic debt securities$810,0001,780
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$279,000506
Structured financial products - Total$531,000127
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$23,369,0001,753
Mortgage-backed securities$48,160,0001,218
Certificates of participation in pools of residential mortgages$19,856,0001,462
Issued or guaranteed by U.S.$19,856,0001,427
Privately issued$0245
Collaterized mortgage obligations$27,0002,818
CMOs issued by government agencies or sponsored agencies$27,0002,762
Privately issued$0474
Commercial mortgage-backed securities$28,277,000425
Commercial mortgage pass-through securities$12,857,000360
Other commercial mortgage-backed securities$15,420,000403
Held to maturity securities (book value)$6,635,000788
Available-for-sale securities (fair market value)$104,893,0001,283
Total debt securities$111,528,0001,296
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$97,319,0001,379
U.S. Government securities$55,660,0001,336
U.S. Treasury securities$01,216
U.S. Government agency obligations$55,660,0001,263
Securities issued by states & political subdivisions$40,857,0001,027
Other domestic debt securities$802,0001,741
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$276,000490
Structured financial products - Total$526,000125
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$24,754,0001,668
Mortgage-backed securities$44,784,0001,247
Certificates of participation in pools of residential mortgages$21,533,0001,347
Issued or guaranteed by U.S.$21,533,0001,313
Privately issued$0251
Collaterized mortgage obligations$183,0002,705
CMOs issued by government agencies or sponsored agencies$183,0002,652
Privately issued$0464
Commercial mortgage-backed securities$23,068,000454
Commercial mortgage pass-through securities$13,119,000352
Other commercial mortgage-backed securities$9,949,000493
Held to maturity securities (book value)$8,370,000716
Available-for-sale securities (fair market value)$88,949,0001,363
Total debt securities$97,320,0001,363
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$91,352,0001,395
U.S. Government securities$48,997,0001,452
U.S. Treasury securities$01,251
U.S. Government agency obligations$48,997,0001,363
Securities issued by states & political subdivisions$41,561,000942
Other domestic debt securities$794,0001,685
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$273,000439
Structured financial products - Total$521,000126
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$16,630,0002,094
Mortgage-backed securities$45,303,0001,229
Certificates of participation in pools of residential mortgages$22,228,0001,274
Issued or guaranteed by U.S.$22,228,0001,238
Privately issued$0251
Collaterized mortgage obligations$556,0002,520
CMOs issued by government agencies or sponsored agencies$556,0002,480
Privately issued$0454
Commercial mortgage-backed securities$22,519,000463
Commercial mortgage pass-through securities$14,186,000327
Other commercial mortgage-backed securities$8,333,000521
Held to maturity securities (book value)$11,566,000625
Available-for-sale securities (fair market value)$79,786,0001,440
Total debt securities$91,352,0001,382
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$82,896,0001,455
U.S. Government securities$45,728,0001,530
U.S. Treasury securities$01,297
U.S. Government agency obligations$45,728,0001,449
Securities issued by states & political subdivisions$36,381,000952
Other domestic debt securities$787,0001,625
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$270,000420
Structured financial products - Total$517,000125
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$16,002,0002,083
Mortgage-backed securities$43,038,0001,265
Certificates of participation in pools of residential mortgages$20,933,0001,337
Issued or guaranteed by U.S.$20,933,0001,299
Privately issued$0267
Collaterized mortgage obligations$999,0002,343
CMOs issued by government agencies or sponsored agencies$999,0002,295
Privately issued$0460
Commercial mortgage-backed securities$21,106,000486
Commercial mortgage pass-through securities$14,216,000314
Other commercial mortgage-backed securities$6,890,000570
Held to maturity securities (book value)$12,046,000624
Available-for-sale securities (fair market value)$70,850,0001,513
Total debt securities$82,896,0001,442
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$77,837,0001,533
U.S. Government securities$50,258,0001,450
U.S. Treasury securities$01,363
U.S. Government agency obligations$50,258,0001,373
Securities issued by states & political subdivisions$26,801,0001,223
Other domestic debt securities$778,0001,594
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$266,000400
Structured financial products - Total$512,000130
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$16,988,0002,016
Mortgage-backed securities$42,422,0001,252
Certificates of participation in pools of residential mortgages$19,328,0001,369
Issued or guaranteed by U.S.$19,328,0001,334
Privately issued$0249
Collaterized mortgage obligations$1,271,0002,271
CMOs issued by government agencies or sponsored agencies$1,271,0002,225
Privately issued$0457
Commercial mortgage-backed securities$21,823,000460
Commercial mortgage pass-through securities$14,938,000304
Other commercial mortgage-backed securities$6,885,000542
Held to maturity securities (book value)$12,070,000659
Available-for-sale securities (fair market value)$65,767,0001,602
Total debt securities$77,836,0001,520
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$81,769,0001,466
U.S. Government securities$57,456,0001,303
U.S. Treasury securities$01,429
U.S. Government agency obligations$57,456,0001,228
Securities issued by states & political subdivisions$23,543,0001,343
Other domestic debt securities$770,0001,622
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$263,000394
Structured financial products - Total$507,000126
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$18,205,0001,955
Mortgage-backed securities$44,616,0001,199
Certificates of participation in pools of residential mortgages$20,787,0001,263
Issued or guaranteed by U.S.$20,787,0001,228
Privately issued$0287
Collaterized mortgage obligations$1,577,0002,224
CMOs issued by government agencies or sponsored agencies$1,577,0002,179
Privately issued$0463
Commercial mortgage-backed securities$22,252,000453
Commercial mortgage pass-through securities$15,287,000305
Other commercial mortgage-backed securities$6,965,000522
Held to maturity securities (book value)$12,310,000687
Available-for-sale securities (fair market value)$69,459,0001,531
Total debt securities$81,768,0001,451
Structured notes
Amortized cost$999,000576
Fair value$999,000533
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$88,429,0001,413
U.S. Government securities$64,751,0001,201
U.S. Treasury securities$01,467
U.S. Government agency obligations$64,751,0001,139
Securities issued by states & political subdivisions$22,915,0001,402
Other domestic debt securities$763,0001,618
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$260,000379
Structured financial products - Total$503,000125
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$17,604,0002,038
Mortgage-backed securities$46,708,0001,143
Certificates of participation in pools of residential mortgages$23,698,0001,129
Issued or guaranteed by U.S.$23,698,0001,117
Privately issued$0244
Collaterized mortgage obligations$1,742,0002,151
CMOs issued by government agencies or sponsored agencies$1,742,0002,104
Privately issued$0476
Commercial mortgage-backed securities$21,268,000447
Commercial mortgage pass-through securities$15,328,000310
Other commercial mortgage-backed securities$5,940,000532
Held to maturity securities (book value)$12,335,000719
Available-for-sale securities (fair market value)$76,094,0001,450
Total debt securities$88,429,0001,400
Structured notes
Amortized cost$998,000633
Fair value$998,000584
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$84,920,0001,464
U.S. Government securities$64,558,0001,208
U.S. Treasury securities$01,516
U.S. Government agency obligations$64,558,0001,147
Securities issued by states & political subdivisions$19,607,0001,634
Other domestic debt securities$755,0001,620
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$257,000367
Structured financial products - Total$498,000130
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$17,053,0002,118
Mortgage-backed securities$41,652,0001,208
Certificates of participation in pools of residential mortgages$24,619,0001,125
Issued or guaranteed by U.S.$24,619,0001,113
Privately issued$0248
Collaterized mortgage obligations$1,830,0002,132
CMOs issued by government agencies or sponsored agencies$1,830,0002,079
Privately issued$0499
Commercial mortgage-backed securities$15,203,000523
Commercial mortgage pass-through securities$12,248,000358
Other commercial mortgage-backed securities$2,955,000629
Held to maturity securities (book value)$12,999,000714
Available-for-sale securities (fair market value)$71,921,0001,507
Total debt securities$84,920,0001,451
Structured notes
Amortized cost$996,000656
Fair value$996,000588
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$84,731,0001,479
U.S. Government securities$65,331,0001,202
U.S. Treasury securities$01,513
U.S. Government agency obligations$65,331,0001,137
Securities issued by states & political subdivisions$18,653,0001,731
Other domestic debt securities$747,0001,614
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$254,000366
Structured financial products - Total$493,000129
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$19,021,0001,993
Mortgage-backed securities$40,571,0001,229
Certificates of participation in pools of residential mortgages$25,398,0001,109
Issued or guaranteed by U.S.$25,398,0001,101
Privately issued$0211
Collaterized mortgage obligations$1,874,0002,120
CMOs issued by government agencies or sponsored agencies$1,874,0002,065
Privately issued$0498
Commercial mortgage-backed securities$13,299,000544
Commercial mortgage pass-through securities$13,299,000329
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$13,026,000755
Available-for-sale securities (fair market value)$71,705,0001,519
Total debt securities$84,730,0001,465
Structured notes
Amortized cost$986,000686
Fair value$983,000630
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$85,010,0001,478
U.S. Government securities$63,034,0001,237
U.S. Treasury securities$01,500
U.S. Government agency obligations$63,034,0001,169
Securities issued by states & political subdivisions$20,808,0001,612
Other domestic debt securities$1,168,0001,409
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$251,000358
Structured financial products - Total$917,000121
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$18,971,0001,986
Mortgage-backed securities$39,407,0001,254
Certificates of participation in pools of residential mortgages$26,235,0001,100
Issued or guaranteed by U.S.$26,235,0001,094
Privately issued$0145
Collaterized mortgage obligations$1,914,0002,107
CMOs issued by government agencies or sponsored agencies$1,914,0002,050
Privately issued$0515
Commercial mortgage-backed securities$11,258,000580
Commercial mortgage pass-through securities$11,258,000361
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$15,543,000703
Available-for-sale securities (fair market value)$69,467,0001,565
Total debt securities$85,011,0001,461
Structured notes
Amortized cost$984,000676
Fair value$976,000613
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$90,332,0001,432
U.S. Government securities$68,036,0001,179
U.S. Treasury securities$01,475
U.S. Government agency obligations$68,036,0001,117
Securities issued by states & political subdivisions$21,139,0001,643
Other domestic debt securities$1,157,0001,567
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$247,000351
Structured financial products - Total$910,000129
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$18,840,0002,040
Mortgage-backed securities$41,228,0001,238
Certificates of participation in pools of residential mortgages$27,852,0001,085
Issued or guaranteed by U.S.$27,852,0001,055
Privately issued$0453
Collaterized mortgage obligations$1,975,0002,100
CMOs issued by government agencies or sponsored agencies$1,975,0002,045
Privately issued$0544
Commercial mortgage-backed securities$11,401,000568
Commercial mortgage pass-through securities$11,401,000346
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$15,805,000711
Available-for-sale securities (fair market value)$74,527,0001,502
Total debt securities$90,323,0001,410
Structured notes
Amortized cost$982,000682
Fair value$979,000618
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$88,209,0001,462
U.S. Government securities$65,557,0001,240
U.S. Treasury securities$01,426
U.S. Government agency obligations$65,557,0001,187
Securities issued by states & political subdivisions$21,506,0001,663
Other domestic debt securities$1,146,0001,409
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$1,146,000129
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$18,034,0002,111
Mortgage-backed securities$37,757,0001,300
Certificates of participation in pools of residential mortgages$30,323,0001,040
Issued or guaranteed by U.S.$30,323,0001,039
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$7,434,000620
Commercial mortgage pass-through securities$7,434,000348
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$16,442,000718
Available-for-sale securities (fair market value)$71,767,0001,579
Total debt securities$88,209,0001,443
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$89,820,0001,467
U.S. Government securities$66,873,0001,221
U.S. Treasury securities$01,328
U.S. Government agency obligations$66,873,0001,164
Securities issued by states & political subdivisions$21,812,0001,710
Other domestic debt securities$1,135,0001,423
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$1,135,000139
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$19,712,0002,031
Mortgage-backed securities$38,731,0001,290
Certificates of participation in pools of residential mortgages$31,162,0001,047
Issued or guaranteed by U.S.$31,162,0001,047
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$7,569,000605
Commercial mortgage pass-through securities$7,569,000347
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$16,595,000733
Available-for-sale securities (fair market value)$73,225,0001,583
Total debt securities$89,820,0001,445
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$86,742,0001,522
U.S. Government securities$67,093,0001,246
U.S. Treasury securities$1,989,000872
U.S. Government agency obligations$65,104,0001,214
Securities issued by states & political subdivisions$18,524,0001,947
Other domestic debt securities$1,125,0001,442
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$1,125,000146
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$21,635,0001,962
Mortgage-backed securities$35,675,0001,363
Certificates of participation in pools of residential mortgages$27,993,0001,141
Issued or guaranteed by U.S.$27,993,0001,139
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$7,682,000592
Commercial mortgage pass-through securities$7,682,000341
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$18,955,000712
Available-for-sale securities (fair market value)$67,787,0001,704
Total debt securities$86,437,0001,508
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 contractsNANA
2017-06-30Rank
Total securities$93,258,0001,461
U.S. Government securities$73,350,0001,178
U.S. Treasury securities$1,991,000893
U.S. Government agency obligations$71,359,0001,153
Securities issued by states & political subdivisions$18,794,0001,937
Other domestic debt securities$1,114,0001,460
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$1,114,000148
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$22,376,0001,947
Mortgage-backed securities$34,678,0001,403
Certificates of participation in pools of residential mortgages$27,451,0001,184
Issued or guaranteed by U.S.$27,451,0001,183
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$7,227,000593
Commercial mortgage pass-through securities$7,227,000348
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$19,766,000699
Available-for-sale securities (fair market value)$73,492,0001,633
Total debt securities$93,258,0001,445
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$93,350,0001,478
U.S. Government securities$76,340,0001,150
U.S. Treasury securities$1,976,000934
U.S. Government agency obligations$74,364,0001,128
Securities issued by states & political subdivisions$15,907,0002,158
Other domestic debt securities$1,103,0001,503
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$1,103,000142
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$24,012,0001,867
Mortgage-backed securities$27,752,0001,662
Certificates of participation in pools of residential mortgages$22,561,0001,406
Issued or guaranteed by U.S.$22,561,0001,405
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$5,191,000669
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$5,191,000417
Held to maturity securities (book value)$16,763,000778
Available-for-sale securities (fair market value)$76,587,0001,577
Total debt securities$93,349,0001,459
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 contractsNANA
2016-12-31Rank
Total securities$88,007,0001,550
U.S. Government securities$71,495,0001,193
U.S. Treasury securities$01,367
U.S. Government agency obligations$71,495,0001,144
Securities issued by states & political subdivisions$15,419,0002,220
Other domestic debt securities$1,093,0001,510
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$1,093,000151
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$23,063,0001,899
Mortgage-backed securities$25,307,0001,769
Certificates of participation in pools of residential mortgages$25,307,0001,306
Issued or guaranteed by U.S.$25,307,0001,305
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)$16,264,000789
Available-for-sale securities (fair market value)$71,743,0001,657
Total debt securities$88,007,0001,521
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$90,850,0001,501
U.S. Government securities$72,168,0001,177
U.S. Treasury securities$01,214
U.S. Government agency obligations$72,168,0001,130
Securities issued by states & political subdivisions$17,600,0002,060
Other domestic debt securities$1,082,0001,515
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$1,082,000152
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$21,761,0001,992
Mortgage-backed securities$26,120,0001,760
Certificates of participation in pools of residential mortgages$26,120,0001,287
Issued or guaranteed by U.S.$26,120,0001,286
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)$18,432,000751
Available-for-sale securities (fair market value)$72,418,0001,642
Total debt securities$90,849,0001,481
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$92,684,0001,477
U.S. Government securities$70,547,0001,225
U.S. Treasury securities$01,253
U.S. Government agency obligations$70,547,0001,165
Securities issued by states & political subdivisions$21,065,0001,810
Other domestic debt securities$1,072,0001,540
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$1,072,000156
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$23,046,0001,956
Mortgage-backed securities$25,394,0001,793
Certificates of participation in pools of residential mortgages$25,394,0001,317
Issued or guaranteed by U.S.$25,394,0001,313
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)$21,887,000711
Available-for-sale securities (fair market value)$70,797,0001,679
Total debt securities$92,417,0001,461
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$93,601,0001,481
U.S. Government securities$66,847,0001,317
U.S. Treasury securities$01,296
U.S. Government agency obligations$66,847,0001,259
Securities issued by states & political subdivisions$25,694,0001,530
Other domestic debt securities$1,060,0001,570
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$1,060,000155
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$34,544,0001,486
Mortgage-backed securities$23,961,0001,879
Certificates of participation in pools of residential mortgages$23,961,0001,385
Issued or guaranteed by U.S.$23,961,0001,384
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)$26,404,000653
Available-for-sale securities (fair market value)$67,197,0001,786
Total debt securities$93,331,0001,468
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$103,906,0001,350
U.S. Government securities$76,745,0001,188
U.S. Treasury securities$01,367
U.S. Government agency obligations$76,745,0001,127
Securities issued by states & political subdivisions$26,111,0001,511
Other domestic debt securities$1,050,0001,571
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$1,050,000155
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$33,426,0001,513
Mortgage-backed securities$24,850,0001,829
Certificates of participation in pools of residential mortgages$24,850,0001,346
Issued or guaranteed by U.S.$24,850,0001,345
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)$26,813,000658
Available-for-sale securities (fair market value)$77,093,0001,596
Total debt securities$103,633,0001,332
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$102,689,0001,363
U.S. Government securities$75,422,0001,214
U.S. Treasury securities$01,303
U.S. Government agency obligations$75,422,0001,153
Securities issued by states & political subdivisions$26,227,0001,495
Other domestic debt securities$1,040,0001,576
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$1,040,000157
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$34,081,0001,504
Mortgage-backed securities$21,637,0001,997
Certificates of participation in pools of residential mortgages$21,637,0001,502
Issued or guaranteed by U.S.$21,637,0001,502
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$26,642,000653
Available-for-sale securities (fair market value)$76,047,0001,618
Total debt securities$102,413,0001,345
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$109,530,0001,325
U.S. Government securities$79,988,0001,198
U.S. Treasury securities$4,001,000632
U.S. Government agency obligations$75,987,0001,180
Securities issued by states & political subdivisions$28,513,0001,362
Other domestic debt securities$1,029,0001,601
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$1,029,000165
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$34,350,0001,502
Mortgage-backed securities$18,380,0002,259
Certificates of participation in pools of residential mortgages$18,380,0001,712
Issued or guaranteed by U.S.$18,380,0001,712
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$28,917,000632
Available-for-sale securities (fair market value)$80,613,0001,563
Total debt securities$109,251,0001,300
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$102,320,0001,405
U.S. Government securities$75,337,0001,263
U.S. Treasury securities$01,327
U.S. Government agency obligations$75,337,0001,198
Securities issued by states & political subdivisions$25,965,0001,462
Other domestic debt securities$1,018,0001,645
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$1,018,000153
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$35,532,0001,485
Mortgage-backed securities$16,576,0002,405
Certificates of participation in pools of residential mortgages$16,576,0001,866
Issued or guaranteed by U.S.$16,576,0001,866
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$26,164,000665
Available-for-sale securities (fair market value)$76,156,0001,658
Total debt securities$102,038,0001,389
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$97,245,0001,480
U.S. Government securities$70,049,0001,344
U.S. Treasury securities$01,361
U.S. Government agency obligations$70,049,0001,282
Securities issued by states & political subdivisions$25,941,0001,458
Other domestic debt securities$1,255,0001,570
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$1,008,000156
Other domestic debt securities - All other$247,0001,764
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$30,367,0001,681
Mortgage-backed securities$17,700,0002,361
Certificates of participation in pools of residential mortgages$17,700,0001,825
Issued or guaranteed by U.S.$17,700,0001,823
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$26,377,000668
Available-for-sale securities (fair market value)$70,868,0001,791
Total debt securities$96,960,0001,472
Structured notes
Amortized cost$1,001,0001,419
Fair value$1,000,0001,441
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$104,912,0001,395
U.S. Government securities$76,766,0001,276
U.S. Treasury securities$01,381
U.S. Government agency obligations$76,766,0001,206
Securities issued by states & political subdivisions$27,149,0001,412
Other domestic debt securities$997,0001,773
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$997,000158
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$31,308,0001,633
Mortgage-backed securities$24,484,0002,038
Certificates of participation in pools of residential mortgages$24,020,0001,507
Issued or guaranteed by U.S.$24,020,0001,507
Privately issued$073
Collaterized mortgage obligations$464,0003,109
CMOs issued by government agencies or sponsored agencies$464,0002,996
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)$26,673,000668
Available-for-sale securities (fair market value)$78,239,0001,654
Total debt securities$104,624,0001,379
Structured notes
Amortized cost$1,000,0001,534
Fair value$1,000,0001,542
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$94,610,0001,570
U.S. Government securities$67,265,0001,453
U.S. Treasury securities$3,972,000585
U.S. Government agency obligations$63,293,0001,463
Securities issued by states & political subdivisions$26,358,0001,463
Other domestic debt securities$987,0001,836
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$987,000158
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$31,953,0001,621
Mortgage-backed securities$25,874,0002,009
Certificates of participation in pools of residential mortgages$25,359,0001,483
Issued or guaranteed by U.S.$25,359,0001,482
Privately issued$075
Collaterized mortgage obligations$515,0003,112
CMOs issued by government agencies or sponsored agencies$515,0003,006
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)$25,868,000678
Available-for-sale securities (fair market value)$68,742,0001,871
Total debt securities$94,318,0001,552
Structured notes
Amortized cost$1,000,0001,576
Fair value$999,0001,605
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$96,737,0001,544
U.S. Government securities$69,200,0001,433
U.S. Treasury securities$01,198
U.S. Government agency obligations$69,200,0001,376
Securities issued by states & political subdivisions$26,561,0001,444
Other domestic debt securities$976,0001,895
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$976,000158
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$30,677,0001,675
Mortgage-backed securities$22,693,0002,175
Certificates of participation in pools of residential mortgages$22,122,0001,657
Issued or guaranteed by U.S.$22,122,0001,657
Privately issued$076
Collaterized mortgage obligations$571,0003,107
CMOs issued by government agencies or sponsored agencies$571,0003,005
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)$25,639,000668
Available-for-sale securities (fair market value)$71,098,0001,834
Total debt securities$96,442,0001,531
Structured notes
Amortized cost$997,0001,744
Fair value$1,000,0001,598
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$95,607,0001,553
U.S. Government securities$67,656,0001,418
U.S. Treasury securities$01,131
U.S. Government agency obligations$67,656,0001,376
Securities issued by states & political subdivisions$26,956,0001,420
Other domestic debt securities$995,0001,902
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$995,000179
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$25,260,0001,926
Mortgage-backed securities$15,110,0002,684
Certificates of participation in pools of residential mortgages$14,488,0002,192
Issued or guaranteed by U.S.$14,488,0002,192
Privately issued$081
Collaterized mortgage obligations$622,0003,079
CMOs issued by government agencies or sponsored agencies$622,0002,967
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)$25,895,000652
Available-for-sale securities (fair market value)$69,712,0001,845
Total debt securities$95,104,0001,539
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$98,075,0001,522
U.S. Government securities$70,526,0001,404
U.S. Treasury securities$01,131
U.S. Government agency obligations$70,526,0001,360
Securities issued by states & political subdivisions$26,565,0001,433
Other domestic debt securities$984,0001,981
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$984,000193
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$26,328,0001,857
Mortgage-backed securities$15,963,0002,643
Certificates of participation in pools of residential mortgages$15,270,0002,130
Issued or guaranteed by U.S.$15,270,0002,128
Privately issued$080
Collaterized mortgage obligations$693,0003,071
CMOs issued by government agencies or sponsored agencies$693,0002,953
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$25,275,000648
Available-for-sale securities (fair market value)$72,800,0001,800
Total debt securities$97,567,0001,513
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$98,880,0001,508
U.S. Government securities$69,687,0001,417
U.S. Treasury securities$01,152
U.S. Government agency obligations$69,687,0001,375
Securities issued by states & political subdivisions$28,249,0001,342
Other domestic debt securities$944,0002,063
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$944,000191
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$25,132,0001,894
Mortgage-backed securities$17,176,0002,557
Certificates of participation in pools of residential mortgages$16,346,0002,036
Issued or guaranteed by U.S.$16,346,0002,035
Privately issued$083
Collaterized mortgage obligations$830,0003,033
CMOs issued by government agencies or sponsored agencies$830,0002,912
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)$26,742,000582
Available-for-sale securities (fair market value)$72,138,0001,813
Total debt securities$98,365,0001,504
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$88,397,0001,704
U.S. Government securities$60,358,0001,633
U.S. Treasury securities$01,161
U.S. Government agency obligations$60,358,0001,578
Securities issued by states & political subdivisions$27,106,0001,378
Other domestic debt securities$933,0002,074
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$933,000187
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$25,449,0001,921
Mortgage-backed securities$15,870,0002,686
Certificates of participation in pools of residential mortgages$14,922,0002,175
Issued or guaranteed by U.S.$14,922,0002,175
Privately issued$083
Collaterized mortgage obligations$948,0003,025
CMOs issued by government agencies or sponsored agencies$948,0002,897
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)$25,498,000569
Available-for-sale securities (fair market value)$62,899,0002,069
Total debt securities$87,808,0001,692
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$78,548,0001,864
U.S. Government securities$51,624,0001,812
U.S. Treasury securities$01,135
U.S. Government agency obligations$51,624,0001,766
Securities issued by states & political subdivisions$26,001,0001,391
Other domestic debt securities$923,0002,075
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$923,000184
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$20,170,0002,187
Mortgage-backed securities$17,230,0002,596
Certificates of participation in pools of residential mortgages$16,064,0002,063
Issued or guaranteed by U.S.$16,064,0002,061
Privately issued$085
Collaterized mortgage obligations$1,166,0002,965
CMOs issued by government agencies or sponsored agencies$1,166,0002,843
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)$23,534,000595
Available-for-sale securities (fair market value)$55,014,0002,257
Total debt securities$78,023,0001,854
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$80,949,0001,814
U.S. Government securities$51,369,0001,849
U.S. Treasury securities$01,086
U.S. Government agency obligations$51,369,0001,807
Securities issued by states & political subdivisions$28,681,0001,251
Other domestic debt securities$899,0002,145
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$899,000181
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$20,297,0002,197
Mortgage-backed securities$20,661,0002,477
Certificates of participation in pools of residential mortgages$18,870,0001,933
Issued or guaranteed by U.S.$18,870,0001,932
Privately issued$088
Collaterized mortgage obligations$1,791,0002,814
CMOs issued by government agencies or sponsored agencies$1,791,0002,693
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)$25,007,000578
Available-for-sale securities (fair market value)$55,942,0002,236
Total debt securities$80,419,0001,803
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$80,018,0001,821
U.S. Government securities$48,418,0001,966
U.S. Treasury securities$01,068
U.S. Government agency obligations$48,418,0001,915
Securities issued by states & political subdivisions$30,705,0001,148
Other domestic debt securities$895,0002,147
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$895,000181
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$20,961,0002,188
Mortgage-backed securities$21,934,0002,398
Certificates of participation in pools of residential mortgages$19,554,0001,914
Issued or guaranteed by U.S.$19,554,0001,914
Privately issued$094
Collaterized mortgage obligations$2,380,0002,669
CMOs issued by government agencies or sponsored agencies$2,380,0002,544
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)$25,631,000561
Available-for-sale securities (fair market value)$54,387,0002,292
Total debt securities$79,482,0001,807
Structured notes
Amortized cost$650,0002,363
Fair value$650,0002,369
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$87,855,0001,672
U.S. Government securities$55,486,0001,799
U.S. Treasury securities$01,157
U.S. Government agency obligations$55,486,0001,758
Securities issued by states & political subdivisions$31,474,0001,043
Other domestic debt securities$895,0002,124
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$895,000182
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$21,815,0002,147
Mortgage-backed securities$24,518,0002,272
Certificates of participation in pools of residential mortgages$21,388,0001,787
Issued or guaranteed by U.S.$21,388,0001,783
Privately issued$094
Collaterized mortgage obligations$3,130,0002,503
CMOs issued by government agencies or sponsored agencies$3,130,0002,389
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)$24,900,000578
Available-for-sale securities (fair market value)$62,955,0002,033
Total debt securities$87,314,0001,665
Structured notes
Amortized cost$1,650,0001,890
Fair value$1,646,0001,893
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$77,675,0001,811
U.S. Government securities$45,878,0002,022
U.S. Treasury securities$01,076
U.S. Government agency obligations$45,878,0001,972
Securities issued by states & political subdivisions$30,912,0001,041
Other domestic debt securities$885,0002,095
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$885,000173
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$17,431,0002,356
Mortgage-backed securities$23,062,0002,257
Certificates of participation in pools of residential mortgages$19,356,0001,824
Issued or guaranteed by U.S.$19,356,0001,824
Privately issued$0121
Collaterized mortgage obligations$3,706,0002,334
CMOs issued by government agencies or sponsored agencies$3,706,0002,157
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)$24,908,000585
Available-for-sale securities (fair market value)$52,767,0002,272
Total debt securities$76,718,0001,813
Structured notes
Amortized cost$1,000,0002,154
Fair value$1,000,0002,278
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$80,204,0001,710
U.S. Government securities$53,327,0001,747
U.S. Treasury securities$01,126
U.S. Government agency obligations$53,327,0001,698
Securities issued by states & political subdivisions$25,993,0001,189
Other domestic debt securities$884,0002,086
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$884,000175
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$18,507,0002,229
Mortgage-backed securities$25,198,0002,076
Certificates of participation in pools of residential mortgages$21,780,0001,614
Issued or guaranteed by U.S.$21,780,0001,610
Privately issued$0132
Collaterized mortgage obligations$3,418,0002,369
CMOs issued by government agencies or sponsored agencies$3,418,0002,187
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)$26,877,000558
Available-for-sale securities (fair market value)$53,327,0002,191
Total debt securities$79,177,0001,716
Structured notes
Amortized cost$2,550,0001,553
Fair value$2,551,0001,555
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$83,197,0001,656
U.S. Government securities$48,699,0001,899
U.S. Treasury securities$01,225
U.S. Government agency obligations$48,699,0001,843
Securities issued by states & political subdivisions$33,617,000860
Other domestic debt securities$881,0002,030
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$881,000194
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$19,192,0002,225
Mortgage-backed securities$26,805,0001,957
Certificates of participation in pools of residential mortgages$24,144,0001,445
Issued or guaranteed by U.S.$24,144,0001,442
Privately issued$0125
Collaterized mortgage obligations$2,661,0002,549
CMOs issued by government agencies or sponsored agencies$2,661,0002,325
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)$28,695,000519
Available-for-sale securities (fair market value)$54,502,0002,158
Total debt securities$82,094,0001,661
Structured notes
Amortized cost$4,550,0001,252
Fair value$4,556,0001,256
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$83,381,0001,637
U.S. Government securities$46,102,0001,971
U.S. Treasury securities$01,272
U.S. Government agency obligations$46,102,0001,912
Securities issued by states & political subdivisions$35,931,000767
Other domestic debt securities$1,348,0001,814
Privately issued residential mortgage-backed securities$432,0001,045
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$916,000184
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$19,716,0002,177
Mortgage-backed securities$24,377,0002,053
Certificates of participation in pools of residential mortgages$21,190,0001,563
Issued or guaranteed by U.S.$21,190,0001,559
Privately issued$0136
Collaterized mortgage obligations$3,187,0002,333
CMOs issued by government agencies or sponsored agencies$2,755,0002,230
Privately issued$432,000991
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$29,213,000523
Available-for-sale securities (fair market value)$54,168,0002,145
Total debt securities$81,961,0001,654
Structured notes
Amortized cost$3,957,0001,478
Fair value$3,998,0001,428
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$79,213,0001,627
U.S. Government securities$41,887,0002,017
U.S. Treasury securities$01,275
U.S. Government agency obligations$41,887,0001,951
Securities issued by states & political subdivisions$35,811,000743
Other domestic debt securities$1,515,0001,849
Privately issued residential mortgage-backed securities$441,0001,100
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$1,074,000167
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$16,107,0002,446
Mortgage-backed securities$27,622,0001,839
Certificates of participation in pools of residential mortgages$24,291,0001,361
Issued or guaranteed by U.S.$24,291,0001,354
Privately issued$0141
Collaterized mortgage obligations$3,331,0002,282
CMOs issued by government agencies or sponsored agencies$2,890,0002,140
Privately issued$441,0001,044
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$29,327,000514
Available-for-sale securities (fair market value)$49,886,0002,185
Total debt securities$77,813,0001,633
Structured notes
Amortized cost$1,465,0002,173
Fair value$1,497,0002,117
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$84,593,0001,530
U.S. Government securities$49,848,0001,732
U.S. Treasury securities$01,180
U.S. Government agency obligations$49,848,0001,671
Securities issued by states & political subdivisions$32,871,000803
Other domestic debt securities$1,874,0001,790
Privately issued residential mortgage-backed securities$415,0001,188
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$1,459,000154
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$15,401,0002,519
Mortgage-backed securities$27,295,0001,838
Certificates of participation in pools of residential mortgages$23,552,0001,359
Issued or guaranteed by U.S.$23,552,0001,353
Privately issued$0141
Collaterized mortgage obligations$3,743,0002,184
CMOs issued by government agencies or sponsored agencies$3,328,0002,009
Privately issued$415,0001,132
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$27,008,000557
Available-for-sale securities (fair market value)$57,585,0001,897
Total debt securities$84,593,0001,513
Structured notes
Amortized cost$1,500,0002,140
Fair value$1,525,0002,134
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$80,440,0001,600
U.S. Government securities$48,305,0001,811
U.S. Treasury securities$01,121
U.S. Government agency obligations$48,305,0001,749
Securities issued by states & political subdivisions$30,161,000832
Other domestic debt securities$1,974,0001,744
Privately issued residential mortgage-backed securities$528,0001,178
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$1,446,000166
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$17,192,0002,389
Mortgage-backed securities$24,974,0001,908
Certificates of participation in pools of residential mortgages$20,953,0001,484
Issued or guaranteed by U.S.$20,953,0001,479
Privately issued$0148
Collaterized mortgage obligations$4,021,0002,068
CMOs issued by government agencies or sponsored agencies$3,493,0001,900
Privately issued$528,0001,128
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$24,984,000604
Available-for-sale securities (fair market value)$55,456,0001,952
Total debt securities$80,442,0001,584
Structured notes
Amortized cost$4,500,0001,259
Fair value$4,507,0001,296
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$74,542,0001,707
U.S. Government securities$44,180,0001,980
U.S. Treasury securities$01,130
U.S. Government agency obligations$44,180,0001,919
Securities issued by states & political subdivisions$28,262,000872
Other domestic debt securities$2,100,0001,727
Privately issued residential mortgage-backed securities$550,0001,212
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$1,550,000166
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,725,0002,307
Mortgage-backed securities$18,503,0002,361
Certificates of participation in pools of residential mortgages$15,360,0001,955
Issued or guaranteed by U.S.$15,360,0001,952
Privately issued$0145
Collaterized mortgage obligations$3,143,0002,185
CMOs issued by government agencies or sponsored agencies$2,593,0002,035
Privately issued$550,0001,161
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$23,579,000619
Available-for-sale securities (fair market value)$50,963,0002,112
Total debt securities$74,542,0001,689
Structured notes
Amortized cost$6,000,000815
Fair value$5,998,000830
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$63,780,0001,933
U.S. Government securities$32,935,0002,494
U.S. Treasury securities$01,077
U.S. Government agency obligations$32,935,0002,428
Securities issued by states & political subdivisions$28,621,000846
Other domestic debt securities$2,224,0001,747
Privately issued residential mortgage-backed securities$545,0001,247
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$1,679,000169
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$19,875,0002,235
Mortgage-backed securities$18,704,0002,395
Certificates of participation in pools of residential mortgages$15,238,0002,044
Issued or guaranteed by U.S.$15,238,0002,036
Privately issued$0157
Collaterized mortgage obligations$3,466,0002,096
CMOs issued by government agencies or sponsored agencies$2,921,0001,944
Privately issued$545,0001,193
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$24,103,000631
Available-for-sale securities (fair market value)$39,677,0002,563
Total debt securities$63,780,0001,914
Structured notes
Amortized cost$2,000,0001,485
Fair value$1,998,0001,543
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$63,300,0001,953
U.S. Government securities$33,197,0002,477
U.S. Treasury securities$01,047
U.S. Government agency obligations$33,197,0002,413
Securities issued by states & political subdivisions$27,745,000869
Other domestic debt securities$2,358,0001,810
Privately issued residential mortgage-backed securities$513,0001,322
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$1,845,000185
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$20,302,0002,193
Mortgage-backed securities$19,861,0002,348
Certificates of participation in pools of residential mortgages$16,331,0002,005
Issued or guaranteed by U.S.$16,331,0001,996
Privately issued$0171
Collaterized mortgage obligations$3,530,0002,108
CMOs issued by government agencies or sponsored agencies$3,017,0001,902
Privately issued$513,0001,266
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$23,353,000666
Available-for-sale securities (fair market value)$39,947,0002,542
Total debt securities$63,300,0001,922
Structured notes
Amortized cost$1,503,0001,313
Fair value$1,500,0001,352
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$62,187,0001,954
U.S. Government securities$29,133,0002,689
U.S. Treasury securities$01,036
U.S. Government agency obligations$29,133,0002,624
Securities issued by states & political subdivisions$27,720,000833
Other domestic debt securities$5,334,0001,294
Privately issued residential mortgage-backed securities$2,515,000908
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$987,000250
Other domestic debt securities - All other$1,832,0001,182
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$23,387,0001,993
Mortgage-backed securities$18,804,0002,445
Certificates of participation in pools of residential mortgages$16,289,0002,063
Issued or guaranteed by U.S.$16,289,0002,051
Privately issued$0181
Collaterized mortgage obligations$2,515,0002,314
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$2,515,000871
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$25,032,000636
Available-for-sale securities (fair market value)$37,155,0002,640
Total debt securities$62,187,0001,936
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$68,132,0001,781
U.S. Government securities$39,475,0002,109
U.S. Treasury securities$0981
U.S. Government agency obligations$39,475,0002,055
Securities issued by states & political subdivisions$26,481,000832
Other domestic debt securities$2,176,0001,813
Privately issued residential mortgage-backed securities$355,0001,423
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,821,0001,206
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$24,291,0001,982
Mortgage-backed securities$21,904,0002,263
Certificates of participation in pools of residential mortgages$19,265,0001,872
Issued or guaranteed by U.S.$19,265,0001,860
Privately issued$0191
Collaterized mortgage obligations$2,639,0002,318
CMOs issued by government agencies or sponsored agencies$2,284,0002,059
Privately issued$355,0001,363
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,609,000624
Available-for-sale securities (fair market value)$42,523,0002,364
Total debt securities$68,132,0001,759
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$76,706,0001,586
U.S. Government securities$46,816,0001,803
U.S. Treasury securities$0973
U.S. Government agency obligations$46,816,0001,774
Securities issued by states & political subdivisions$27,737,000765
Other domestic debt securities$2,153,0001,776
Privately issued residential mortgage-backed securities$342,0001,373
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,811,0001,189
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$26,641,0001,862
Mortgage-backed securities$20,378,0002,320
Certificates of participation in pools of residential mortgages$17,678,0001,922
Issued or guaranteed by U.S.$17,678,0001,912
Privately issued$0188
Collaterized mortgage obligations$2,700,0002,230
CMOs issued by government agencies or sponsored agencies$2,358,0002,003
Privately issued$342,0001,312
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$26,465,000607
Available-for-sale securities (fair market value)$50,241,0002,027
Total debt securities$76,706,0001,557
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$79,291,0001,492
U.S. Government securities$47,741,0001,721
U.S. Treasury securities$01,019
U.S. Government agency obligations$47,741,0001,696
Securities issued by states & political subdivisions$28,080,000738
Other domestic debt securities$3,470,0001,431
Privately issued residential mortgage-backed securities$525,0001,279
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,945,000883
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$30,238,0001,647
Mortgage-backed securities$19,597,0002,276
Certificates of participation in pools of residential mortgages$16,681,0001,927
Issued or guaranteed by U.S.$16,681,0001,917
Privately issued$0192
Collaterized mortgage obligations$2,916,0002,116
CMOs issued by government agencies or sponsored agencies$2,391,0001,899
Privately issued$525,0001,224
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$28,124,000583
Available-for-sale securities (fair market value)$51,167,0001,928
Total debt securities$79,291,0001,470
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$81,265,0001,481
U.S. Government securities$44,702,0001,850
U.S. Treasury securities$01,021
U.S. Government agency obligations$44,702,0001,816
Securities issued by states & political subdivisions$33,021,000623
Other domestic debt securities$3,542,0001,463
Privately issued residential mortgage-backed securities$598,0001,247
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,944,000969
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$31,627,0001,561
Mortgage-backed securities$16,625,0002,521
Certificates of participation in pools of residential mortgages$13,655,0002,186
Issued or guaranteed by U.S.$13,655,0002,176
Privately issued$0202
Collaterized mortgage obligations$2,970,0002,095
CMOs issued by government agencies or sponsored agencies$2,372,0001,916
Privately issued$598,0001,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,082,000544
Available-for-sale securities (fair market value)$51,183,0001,994
Total debt securities$81,265,0001,453
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$82,949,0001,449
U.S. Government securities$43,991,0001,874
U.S. Treasury securities$01,044
U.S. Government agency obligations$43,991,0001,838
Securities issued by states & political subdivisions$35,200,000559
Other domestic debt securities$3,758,0001,362
Privately issued residential mortgage-backed securities$816,0001,167
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,942,000946
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$32,477,0001,497
Mortgage-backed securities$14,406,0002,658
Certificates of participation in pools of residential mortgages$11,094,0002,402
Issued or guaranteed by U.S.$11,094,0002,388
Privately issued$0205
Collaterized mortgage obligations$3,312,0001,997
CMOs issued by government agencies or sponsored agencies$2,496,0001,860
Privately issued$816,0001,109
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$32,851,000492
Available-for-sale securities (fair market value)$50,098,0002,027
Total debt securities$82,949,0001,414
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$83,252,0001,429
U.S. Government securities$43,129,0001,904
U.S. Treasury securities$01,146
U.S. Government agency obligations$43,129,0001,865
Securities issued by states & political subdivisions$36,294,000529
Other domestic debt securities$3,829,0001,275
Privately issued residential mortgage-backed securities$889,0001,052
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,940,000899
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$16,562,0002,524
Mortgage-backed securities$11,033,0002,762
Certificates of participation in pools of residential mortgages$7,643,0002,652
Issued or guaranteed by U.S.$7,643,0002,639
Privately issued$0191
Collaterized mortgage obligations$3,390,0001,882
CMOs issued by government agencies or sponsored agencies$2,501,0001,785
Privately issued$889,0001,001
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$34,252,000497
Available-for-sale securities (fair market value)$49,000,0002,034
Total debt securities$83,252,0001,395
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$2,126,000185
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$84,823,0001,407
U.S. Government securities$46,050,0001,818
U.S. Treasury securities$01,235
U.S. Government agency obligations$46,050,0001,773
Securities issued by states & political subdivisions$35,937,000522
Other domestic debt securities$2,836,0001,392
Privately issued residential mortgage-backed securities$887,0001,021
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,949,0001,073
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$18,833,0002,285
Mortgage-backed securities$13,790,0002,289
Certificates of participation in pools of residential mortgages$10,387,0002,081
Issued or guaranteed by U.S.$10,387,0002,072
Privately issued$0194
Collaterized mortgage obligations$3,403,0001,831
CMOs issued by government agencies or sponsored agencies$2,516,0001,734
Privately issued$887,000970
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$33,864,000528
Available-for-sale securities (fair market value)$50,959,0001,947
Total debt securities$84,823,0001,375
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$1,979,000185
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$80,611,0001,470
U.S. Government securities$44,519,0001,892
U.S. Treasury securities$01,362
U.S. Government agency obligations$44,519,0001,841
Securities issued by states & political subdivisions$35,181,000535
Other domestic debt securities$911,0002,009
Privately issued residential mortgage-backed securities$911,000960
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$18,807,0002,288
Mortgage-backed securities$11,975,0002,415
Certificates of participation in pools of residential mortgages$8,493,0002,285
Issued or guaranteed by U.S.$8,493,0002,271
Privately issued$0207
Collaterized mortgage obligations$3,482,0001,790
CMOs issued by government agencies or sponsored agencies$2,571,0001,701
Privately issued$911,000907
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$33,081,000551
Available-for-sale securities (fair market value)$47,530,0002,067
Total debt securities$80,612,0001,441
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$7,752,000141
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$67,332,0001,743
U.S. Government securities$30,121,0002,686
U.S. Treasury securities$01,448
U.S. Government agency obligations$30,121,0002,615
Securities issued by states & political subdivisions$36,251,000506
Other domestic debt securities$960,0001,990
Privately issued residential mortgage-backed securities$960,000916
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$21,786,0002,047
Mortgage-backed securities$9,073,0002,790
Certificates of participation in pools of residential mortgages$7,723,0002,403
Issued or guaranteed by U.S.$7,723,0002,393
Privately issued$0218
Collaterized mortgage obligations$1,350,0002,347
CMOs issued by government agencies or sponsored agencies$390,0002,700
Privately issued$960,000857
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$34,960,000538
Available-for-sale securities (fair market value)$32,372,0002,844
Total debt securities$67,332,0001,709
Structured notes
Amortized cost$1,975,0001,452
Fair value$2,000,0001,333
Trading account assets$18,983,000126
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$89,445,0001,356
U.S. Government securities$52,157,0001,687
U.S. Treasury securities$01,498
U.S. Government agency obligations$52,157,0001,643
Securities issued by states & political subdivisions$37,288,000493
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$22,205,0002,020
Mortgage-backed securities$3,416,0004,152
Certificates of participation in pools of residential mortgages$2,971,0003,700
Issued or guaranteed by U.S.$2,971,0003,690
Privately issued$0208
Collaterized mortgage obligations$445,0002,925
CMOs issued by government agencies or sponsored agencies$445,0002,649
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)$35,998,000539
Available-for-sale securities (fair market value)$53,447,0001,892
Total debt securities$89,445,0001,329
Structured notes
Amortized cost$4,920,000758
Fair value$4,943,000733
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$84,566,0001,438
U.S. Government securities$46,457,0001,887
U.S. Treasury securities$01,574
U.S. Government agency obligations$46,457,0001,832
Securities issued by states & political subdivisions$38,109,000462
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$22,706,0001,980
Mortgage-backed securities$3,763,0004,027
Certificates of participation in pools of residential mortgages$3,271,0003,596
Issued or guaranteed by U.S.$3,271,0003,577
Privately issued$0214
Collaterized mortgage obligations$492,0002,844
CMOs issued by government agencies or sponsored agencies$492,0002,572
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)$36,629,000558
Available-for-sale securities (fair market value)$47,937,0002,090
Total debt securities$84,566,0001,408
Structured notes
Amortized cost$4,917,000827
Fair value$4,881,000813
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$79,016,0001,544
U.S. Government securities$44,645,0001,962
U.S. Treasury securities$01,634
U.S. Government agency obligations$44,645,0001,897
Securities issued by states & political subdivisions$34,371,000521
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$24,225,0001,851
Mortgage-backed securities$2,852,0004,345
Certificates of participation in pools of residential mortgages$2,852,0003,774
Issued or guaranteed by U.S.$2,852,0003,758
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)$32,909,000610
Available-for-sale securities (fair market value)$46,107,0002,145
Total debt securities$79,016,0001,506
Structured notes
Amortized cost$5,913,000748
Fair value$5,857,000722
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$55,852,0002,134
U.S. Government securities$31,011,0002,717
U.S. Treasury securities$01,715
U.S. Government agency obligations$31,011,0002,632
Securities issued by states & political subdivisions$24,841,000762
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$20,677,0002,091
Mortgage-backed securities$3,077,0004,280
Certificates of participation in pools of residential mortgages$3,077,0003,699
Issued or guaranteed by U.S.$3,077,0003,683
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)$23,370,000795
Available-for-sale securities (fair market value)$32,482,0002,902
Total debt securities$55,852,0002,092
Structured notes
Amortized cost$2,998,0001,295
Fair value$2,950,0001,276
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$57,223,0002,105
U.S. Government securities$30,288,0002,769
U.S. Treasury securities$01,737
U.S. Government agency obligations$30,288,0002,681
Securities issued by states & political subdivisions$26,935,000686
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$17,386,0002,392
Mortgage-backed securities$4,004,0003,968
Certificates of participation in pools of residential mortgages$4,004,0003,376
Issued or guaranteed by U.S.$4,004,0003,363
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)$25,471,000768
Available-for-sale securities (fair market value)$31,752,0002,948
Total debt securities$57,225,0002,061
Structured notes
Amortized cost$2,998,0001,298
Fair value$2,962,0001,265
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$59,568,0002,014
U.S. Government securities$31,417,0002,646
U.S. Treasury securities$01,786
U.S. Government agency obligations$31,417,0002,561
Securities issued by states & political subdivisions$28,151,000653
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$18,954,0002,197
Mortgage-backed securities$4,987,0003,733
Certificates of participation in pools of residential mortgages$4,987,0003,144
Issued or guaranteed by U.S.$4,987,0003,131
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)$27,719,000726
Available-for-sale securities (fair market value)$31,849,0002,918
Total debt securities$59,567,0001,966
Structured notes
Amortized cost$2,998,0001,266
Fair value$2,971,0001,242
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$57,473,0002,080
U.S. Government securities$28,363,0002,921
U.S. Treasury securities$01,839
U.S. Government agency obligations$28,363,0002,816
Securities issued by states & political subdivisions$29,110,000618
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$18,730,0002,211
Mortgage-backed securities$3,848,0004,163
Certificates of participation in pools of residential mortgages$3,848,0003,566
Issued or guaranteed by U.S.$3,848,0003,550
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)$28,674,000716
Available-for-sale securities (fair market value)$28,799,0003,199
Total debt securities$57,473,0002,035
Structured notes
Amortized cost$2,998,0001,277
Fair value$2,973,0001,271
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$56,299,0002,172
U.S. Government securities$26,424,0003,140
U.S. Treasury securities$01,963
U.S. Government agency obligations$26,424,0003,015
Securities issued by states & political subdivisions$29,875,000592
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$19,483,0002,141
Mortgage-backed securities$4,145,0004,149
Certificates of participation in pools of residential mortgages$4,145,0003,534
Issued or guaranteed by U.S.$4,145,0003,524
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)$29,437,000726
Available-for-sale securities (fair market value)$26,862,0003,386
Total debt securities$56,299,0002,121
Structured notes
Amortized cost$2,998,0001,262
Fair value$2,947,0001,254
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$56,546,0002,184
U.S. Government securities$25,971,0003,176
U.S. Treasury securities$01,963
U.S. Government agency obligations$25,971,0003,050
Securities issued by states & political subdivisions$30,575,000588
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$14,402,0002,643
Mortgage-backed securities$3,347,0004,483
Certificates of participation in pools of residential mortgages$3,347,0003,881
Issued or guaranteed by U.S.$3,347,0003,872
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)$30,133,000710
Available-for-sale securities (fair market value)$26,413,0003,428
Total debt securities$56,546,0002,136
Structured notes
Amortized cost$2,998,0001,228
Fair value$2,978,0001,231
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$58,334,0002,106
U.S. Government securities$27,385,0003,055
U.S. Treasury securities$01,990
U.S. Government agency obligations$27,385,0002,939
Securities issued by states & political subdivisions$30,949,000578
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$14,554,0002,587
Mortgage-backed securities$2,072,0005,043
Certificates of participation in pools of residential mortgages$2,072,0004,472
Issued or guaranteed by U.S.$2,072,0004,458
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)$30,503,000708
Available-for-sale securities (fair market value)$27,831,0003,309
Total debt securities$58,334,0002,051
Structured notes
Amortized cost$5,538,000762
Fair value$5,540,000761
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$54,015,0002,279
U.S. Government securities$27,262,0003,094
U.S. Treasury securities$02,098
U.S. Government agency obligations$27,262,0002,974
Securities issued by states & political subdivisions$26,753,000665
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$14,250,0002,604
Mortgage-backed securities$3,275,0004,581
Certificates of participation in pools of residential mortgages$3,275,0003,976
Issued or guaranteed by U.S.$3,275,0003,967
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$26,310,000789
Available-for-sale securities (fair market value)$27,705,0003,358
Total debt securities$54,015,0002,227
Structured notes
Amortized cost$5,538,000743
Fair value$5,440,000746
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$50,692,0002,409
U.S. Government securities$25,447,0003,238
U.S. Treasury securities$02,082
U.S. Government agency obligations$25,447,0003,132
Securities issued by states & political subdivisions$25,245,000738
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$19,645,0002,026
Mortgage-backed securities$2,554,0004,954
Certificates of participation in pools of residential mortgages$2,554,0004,338
Issued or guaranteed by U.S.$2,554,0004,328
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,787,000809
Available-for-sale securities (fair market value)$25,905,0003,537
Total debt securities$50,692,0002,344
Structured notes
Amortized cost$5,538,000629
Fair value$5,556,000630
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$48,184,0002,570
U.S. Government securities$24,363,0003,400
U.S. Treasury securities$02,227
U.S. Government agency obligations$24,363,0003,284
Securities issued by states & political subdivisions$23,821,000780
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$20,615,0001,904
Mortgage-backed securities$4,325,0004,258
Certificates of participation in pools of residential mortgages$4,325,0003,624
Issued or guaranteed by U.S.$4,325,0003,611
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,366,000839
Available-for-sale securities (fair market value)$24,818,0003,655
Total debt securities$48,184,0002,512
Structured notes
Amortized cost$1,000,0001,606
Fair value$1,001,0001,717
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$42,749,0002,773
U.S. Government securities$20,949,0003,676
U.S. Treasury securities$02,287
U.S. Government agency obligations$20,949,0003,534
Securities issued by states & political subdivisions$21,800,000887
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$21,082,0001,794
Mortgage-backed securities$6,937,0003,555
Certificates of participation in pools of residential mortgages$6,622,0003,006
Issued or guaranteed by U.S.$6,622,0002,993
Privately issued$0253
Collaterized mortgage obligations$315,0003,451
CMOs issued by government agencies or sponsored agencies$315,0003,274
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)$21,589,000881
Available-for-sale securities (fair market value)$21,160,0003,978
Total debt securities$42,749,0002,700
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$37,978,0002,995
U.S. Government securities$16,847,0004,143
U.S. Treasury securities$02,322
U.S. Government agency obligations$16,847,0003,988
Securities issued by states & political subdivisions$21,131,000894
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$25,091,0001,530
Mortgage-backed securities$6,589,0003,723
Certificates of participation in pools of residential mortgages$5,581,0003,274
Issued or guaranteed by U.S.$5,581,0003,262
Privately issued$0256
Collaterized mortgage obligations$1,008,0003,025
CMOs issued by government agencies or sponsored agencies$1,008,0002,872
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)$20,935,000872
Available-for-sale securities (fair market value)$17,043,0004,467
Total debt securities$37,978,0002,905
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$40,640,0002,803
U.S. Government securities$18,723,0003,876
U.S. Treasury securities$02,382
U.S. Government agency obligations$18,723,0003,718
Securities issued by states & political subdivisions$21,917,000810
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$26,842,0001,412
Mortgage-backed securities$6,882,0003,650
Certificates of participation in pools of residential mortgages$5,108,0003,381
Issued or guaranteed by U.S.$5,108,0003,369
Privately issued$0257
Collaterized mortgage obligations$1,774,0002,715
CMOs issued by government agencies or sponsored agencies$1,774,0002,586
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)$21,731,000861
Available-for-sale securities (fair market value)$18,909,0004,184
Total debt securities$40,640,0002,725
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$47,805,0002,429
U.S. Government securities$25,085,0003,104
U.S. Treasury securities$02,544
U.S. Government agency obligations$25,085,0002,954
Securities issued by states & political subdivisions$22,720,000751
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$32,344,0001,216
Mortgage-backed securities$8,590,0003,260
Certificates of participation in pools of residential mortgages$5,824,0003,129
Issued or guaranteed by U.S.$5,824,0003,118
Privately issued$0252
Collaterized mortgage obligations$2,766,0002,354
CMOs issued by government agencies or sponsored agencies$2,766,0002,238
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)$22,268,000846
Available-for-sale securities (fair market value)$25,537,0003,378
Total debt securities$47,805,0002,370
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$49,009,0002,238
U.S. Government securities$28,679,0002,636
U.S. Treasury securities$03,182
U.S. Government agency obligations$28,679,0002,496
Securities issued by states & political subdivisions$20,330,000807
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$32,667,0001,141
Mortgage-backed securities$9,656,0002,930
Certificates of participation in pools of residential mortgages$7,148,0002,598
Issued or guaranteed by U.S.$7,148,0002,580
Privately issued$0260
Collaterized mortgage obligations$2,508,0002,527
CMOs issued by government agencies or sponsored agencies$2,508,0002,366
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)$20,164,000919
Available-for-sale securities (fair market value)$28,845,0002,903
Total debt securities$49,009,0002,172
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$45,369,0002,399
U.S. Government securities$28,625,0002,735
U.S. Treasury securities$04,186
U.S. Government agency obligations$28,625,0002,536
Securities issued by states & political subdivisions$15,709,0001,034
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$1,035,0002,461
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,041,0001,126
Mortgage-backed securities$12,630,0002,019
Certificates of participation in pools of residential mortgages$11,967,0001,540
Issued or guaranteed by U.S.$11,967,0001,527
Privately issued$0308
Collaterized mortgage obligations$663,0003,163
CMOs issued by government agencies or sponsored agencies$663,0003,001
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)$16,293,0001,338
Available-for-sale securities (fair market value)$29,076,0002,825
Total debt securities$44,334,0002,341
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$45,526,0002,492
U.S. Government securities$27,086,0003,019
U.S. Treasury securities$05,412
U.S. Government agency obligations$27,086,0002,712
Securities issued by states & political subdivisions$17,458,000929
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$982,0002,446
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,075,0001,478
Mortgage-backed securities$15,033,0001,961
Certificates of participation in pools of residential mortgages$14,149,0001,479
Issued or guaranteed by U.S.$14,149,0001,464
Privately issued$0307
Collaterized mortgage obligations$884,0003,156
CMOs issued by government agencies or sponsored agencies$884,0003,006
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)$18,059,0001,374
Available-for-sale securities (fair market value)$27,467,0003,032
Total debt securities$44,544,0002,455
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$48,881,0002,365
U.S. Government securities$30,040,0002,810
U.S. Treasury securities$2,520,0003,474
U.S. Government agency obligations$27,520,0002,546
Securities issued by states & political subdivisions$16,990,000954
Other domestic debt securities$960,0002,288
Privately issued residential mortgage-backed securities$960,000755
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$891,0002,522
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,698,0001,429
Mortgage-backed securities$22,088,0001,599
Certificates of participation in pools of residential mortgages$21,128,0001,184
Issued or guaranteed by U.S.$21,128,0001,175
Privately issued$0349
Collaterized mortgage obligations$960,0003,337
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$960,000644
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,954,0001,583
Available-for-sale securities (fair market value)$31,927,0002,633
Total debt securities$47,990,0002,327
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$46,258,0002,467
U.S. Government securities$36,848,0002,439
U.S. Treasury securities$2,021,0005,059
U.S. Government agency obligations$34,827,0001,997
Securities issued by states & political subdivisions$8,309,0001,783
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$1,101,0002,179
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,258,0001,454
Mortgage-backed securities$24,583,0001,453
Certificates of participation in pools of residential mortgages$24,583,0001,067
Issued or guaranteed by U.S.$24,583,0001,053
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)$8,309,0003,139
Available-for-sale securities (fair market value)$37,949,0002,104
Total debt securities$45,157,0002,444
Structured notes
Amortized cost$1,000,0001,189
Fair value$1,011,0001,166
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$43,429,0002,770
U.S. Government securities$34,981,0002,765
U.S. Treasury securities$08,776
U.S. Government agency obligations$34,981,0002,048
Securities issued by states & political subdivisions$7,468,0001,987
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$980,0002,345
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,344,0001,661
Mortgage-backed securities$22,196,0001,725
Certificates of participation in pools of residential mortgages$22,196,0001,225
Issued or guaranteed by U.S.$22,196,0001,207
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)$7,468,0003,834
Available-for-sale securities (fair market value)$35,961,0002,299
Total debt securities$42,449,0002,752
Structured notes
Amortized cost$498,0002,803
Fair value$494,0002,685
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$48,978,0002,572
U.S. Government securities$42,609,0002,363
U.S. Treasury securities$10,423,0002,590
U.S. Government agency obligations$32,186,0002,165
Securities issued by states & political subdivisions$5,317,0002,686
Other domestic debt securities$133,0004,261
Privately issued residential mortgage-backed securities$133,0001,763
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$919,0002,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,078,0001,591
Mortgage-backed securities$16,117,0002,265
Certificates of participation in pools of residential mortgages$15,290,0001,615
Issued or guaranteed by U.S.$15,290,0001,596
Privately issued$0558
Collaterized mortgage obligations$827,0004,471
CMOs issued by government agencies or sponsored agencies$694,0004,453
Privately issued$133,0001,465
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,317,0004,867
Available-for-sale securities (fair market value)$43,661,0001,940
Total debt securities$48,059,0002,547
Structured notes
Amortized cost$2,000,0001,612
Fair value$2,006,0001,605
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$44,082,0002,978
U.S. Government securities$37,536,0002,783
U.S. Treasury securities$17,043,0002,067
U.S. Government agency obligations$20,493,0003,129
Securities issued by states & political subdivisions$5,471,0002,729
Other domestic debt securities$210,0004,512
Privately issued residential mortgage-backed securities$210,0001,793
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$865,0002,229
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,002,0002,340
Mortgage-backed securities$14,105,0002,586
Certificates of participation in pools of residential mortgages$12,903,0001,906
Issued or guaranteed by U.S.$12,903,0001,883
Privately issued$0564
Collaterized mortgage obligations$1,202,0004,307
CMOs issued by government agencies or sponsored agencies$992,0004,332
Privately issued$210,0001,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$21,380,0003,272
Available-for-sale securities (fair market value)$22,702,0002,508
Total debt securities$43,217,0002,976
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$40,446,0003,434
U.S. Government securities$33,499,0003,263
U.S. Treasury securities$6,503,0004,823
U.S. Government agency obligations$26,996,0002,543
Securities issued by states & political subdivisions$5,825,0002,631
Other domestic debt securities$458,0004,412
Privately issued residential mortgage-backed securities$458,0001,798
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$664,0002,624
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,111,0002,725
Mortgage-backed securities$21,409,0002,162
Certificates of participation in pools of residential mortgages$17,578,0001,645
Issued or guaranteed by U.S.$17,578,0001,621
Privately issued$0731
Collaterized mortgage obligations$3,831,0003,053
CMOs issued by government agencies or sponsored agencies$3,373,0003,048
Privately issued$458,0001,454
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$39,782,0003,413
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$44,845,0003,042
U.S. Government securities$36,780,0002,925
U.S. Treasury securities$7,528,0004,389
U.S. Government agency obligations$29,252,0002,322
Securities issued by states & political subdivisions$6,353,0002,198
Other domestic debt securities$922,0004,233
Privately issued residential mortgage-backed securities$922,0001,869
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$790,0002,135
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,677,0002,723
Mortgage-backed securities$26,076,0001,902
Certificates of participation in pools of residential mortgages$19,368,0001,560
Issued or guaranteed by U.S.$19,368,0001,524
Privately issued$0831
Collaterized mortgage obligations$6,708,0002,208
CMOs issued by government agencies or sponsored agencies$5,786,0002,187
Privately issued$922,0001,526
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$44,055,0003,010
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