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Gate City Bank, Securities

2024-09-30Rank
Total securities$312,403,000630
U.S. Government securities$288,735,000465
U.S. Treasury securities$93,521,000235
U.S. Government agency obligations$195,214,000556
Securities issued by states & political subdivisions$23,668,0001,582
Other domestic debt securities$02,301
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$0793
Other domestic debt securities - All other$01,835
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$290,930,000370
Mortgage-backed securities$194,463,000459
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$147,732,000362
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,782
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$594,0001,397
Other commercial mortgage-backed securities$46,137,000199
Held to maturity securities (book value)$4,039,0001,189
Available-for-sale securities (fair market value)$308,364,000542
Total debt securities$312,404,000620
Structured notes
Amortized cost$01,000
Fair value$01,000
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0161
2024-06-30Rank
Total securities$296,533,000660
U.S. Government securities$273,472,000479
U.S. Treasury securities$97,255,000229
U.S. Government agency obligations$176,217,000596
Securities issued by states & political subdivisions$23,061,0001,613
Other domestic debt securities$02,316
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$01,858
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$243,356,000429
Mortgage-backed securities$175,478,000493
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$139,439,000381
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,763
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$623,0001,374
Other commercial mortgage-backed securities$35,416,000227
Held to maturity securities (book value)$4,088,0001,201
Available-for-sale securities (fair market value)$292,445,000566
Total debt securities$296,533,000647
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0159
2024-03-31Rank
Total securities$319,861,000639
U.S. Government securities$296,839,000466
U.S. Treasury securities$116,757,000218
U.S. Government agency obligations$180,082,000631
Securities issued by states & political subdivisions$23,022,0001,629
Other domestic debt securities$02,328
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$01,839
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,889,0001,621
Mortgage-backed securities$179,319,000491
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$142,501,000384
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,731
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$968,0001,257
Other commercial mortgage-backed securities$35,850,000236
Held to maturity securities (book value)$4,208,0001,217
Available-for-sale securities (fair market value)$315,653,000534
Total debt securities$319,860,000630
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0161
2023-12-31Rank
Total securities$359,242,000582
U.S. Government securities$336,113,000423
U.S. Treasury securities$151,190,000179
U.S. Government agency obligations$184,923,000617
Securities issued by states & political subdivisions$23,129,0001,648
Other domestic debt securities$02,337
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,859,0001,647
Mortgage-backed securities$184,852,000481
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$147,917,000375
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$981,0001,219
Other commercial mortgage-backed securities$35,954,000233
Held to maturity securities (book value)$4,255,0001,221
Available-for-sale securities (fair market value)$354,987,000490
Total debt securities$359,241,000571
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0164
2023-09-30Rank
Total securities$370,910,000563
U.S. Government securities$349,009,000409
U.S. Treasury securities$168,700,000185
U.S. Government agency obligations$180,309,000629
Securities issued by states & political subdivisions$21,901,0001,675
Other domestic debt securities$02,352
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,376,0001,603
Mortgage-backed securities$177,688,000496
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$141,711,000376
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$994,0001,186
Other commercial mortgage-backed securities$34,983,000240
Held to maturity securities (book value)$4,303,0001,231
Available-for-sale securities (fair market value)$366,607,000469
Total debt securities$370,910,000553
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 contracts$0162
2023-06-30Rank
Total securities$402,350,000528
U.S. Government securities$379,193,000380
U.S. Treasury securities$181,944,000163
U.S. Government agency obligations$197,249,000596
Securities issued by states & political subdivisions$23,157,0001,685
Other domestic debt securities$02,374
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,334,0002,870
Mortgage-backed securities$191,178,000480
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$153,849,000367
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,031,0001,176
Other commercial mortgage-backed securities$36,298,000235
Held to maturity securities (book value)$4,350,0001,246
Available-for-sale securities (fair market value)$398,000,000439
Total debt securities$402,351,000516
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 contracts$0160
2023-03-31Rank
Total securities$441,054,000514
U.S. Government securities$417,636,000370
U.S. Treasury securities$209,420,000156
U.S. Government agency obligations$208,216,000565
Securities issued by states & political subdivisions$23,418,0001,718
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,339,0002,789
Mortgage-backed securities$199,007,000492
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$160,556,000370
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,168,0001,172
Other commercial mortgage-backed securities$37,283,000243
Held to maturity securities (book value)$4,397,0001,283
Available-for-sale securities (fair market value)$436,657,000424
Total debt securities$441,054,000505
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 contracts$0121
2022-12-31Rank
Total securities$444,398,000528
U.S. Government securities$421,643,000369
U.S. Treasury securities$213,499,000162
U.S. Government agency obligations$208,144,000565
Securities issued by states & political subdivisions$22,755,0001,800
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,174,0002,708
Mortgage-backed securities$199,041,000496
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$160,807,000379
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,274,0001,144
Other commercial mortgage-backed securities$36,960,000244
Held to maturity securities (book value)$4,515,0001,293
Available-for-sale securities (fair market value)$439,883,000432
Total debt securities$444,398,000519
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 contracts$0126
2022-09-30Rank
Total securities$466,266,000500
U.S. Government securities$443,641,000357
U.S. Treasury securities$238,283,000149
U.S. Government agency obligations$205,358,000567
Securities issued by states & political subdivisions$22,625,0001,806
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,050,0002,661
Mortgage-backed securities$196,349,000505
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$157,877,000382
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,454,0001,137
Other commercial mortgage-backed securities$37,018,000268
Held to maturity securities (book value)$4,561,0001,271
Available-for-sale securities (fair market value)$461,705,000410
Total debt securities$466,265,000491
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 contracts$0130
2022-06-30Rank
Total securities$502,588,000470
U.S. Government securities$478,662,000349
U.S. Treasury securities$255,512,000135
U.S. Government agency obligations$223,150,000544
Securities issued by states & political subdivisions$23,926,0001,797
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,244,0002,649
Mortgage-backed securities$214,000,000496
Certificates of participation in pools of residential mortgages$173,517,000364
Issued or guaranteed by U.S.$173,517,000361
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$40,483,000409
Commercial mortgage pass-through securities$1,563,0001,110
Other commercial mortgage-backed securities$38,920,000288
Held to maturity securities (book value)$4,607,0001,198
Available-for-sale securities (fair market value)$497,981,000399
Total debt securities$502,589,000461
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 contracts$0133
2022-03-31Rank
Total securities$458,900,000515
U.S. Government securities$434,688,000371
U.S. Treasury securities$215,626,000147
U.S. Government agency obligations$219,062,000567
Securities issued by states & political subdivisions$24,212,0001,790
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,421,0002,593
Mortgage-backed securities$212,970,000501
Certificates of participation in pools of residential mortgages$177,338,000366
Issued or guaranteed by U.S.$177,338,000364
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$35,632,000433
Commercial mortgage pass-through securities$1,700,0001,092
Other commercial mortgage-backed securities$33,932,000303
Held to maturity securities (book value)$4,711,0001,098
Available-for-sale securities (fair market value)$454,189,000451
Total debt securities$458,900,000509
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 contracts$0137
2021-12-31Rank
Total securities$306,300,000719
U.S. Government securities$293,297,000498
U.S. Treasury securities$118,212,000163
U.S. Government agency obligations$175,085,000666
Securities issued by states & political subdivisions$13,003,0002,467
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,311,0002,484
Mortgage-backed securities$166,368,000585
Certificates of participation in pools of residential mortgages$151,241,000413
Issued or guaranteed by U.S.$151,241,000411
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$15,127,000726
Commercial mortgage pass-through securities$1,891,0001,055
Other commercial mortgage-backed securities$13,236,000520
Held to maturity securities (book value)$4,770,000984
Available-for-sale securities (fair market value)$301,530,000655
Total debt securities$306,299,000706
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 contracts$0137
2021-09-30Rank
Total securities$212,730,000929
U.S. Government securities$206,710,000619
U.S. Treasury securities$52,466,000257
U.S. Government agency obligations$154,244,000720
Securities issued by states & political subdivisions$6,020,0003,102
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,398,0002,457
Mortgage-backed securities$145,476,000636
Certificates of participation in pools of residential mortgages$141,378,000425
Issued or guaranteed by U.S.$141,378,000424
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$4,098,0001,228
Commercial mortgage pass-through securities$2,226,000978
Other commercial mortgage-backed securities$1,872,0001,060
Held to maturity securities (book value)$4,815,000956
Available-for-sale securities (fair market value)$207,915,000862
Total debt securities$212,729,000916
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 contracts$0137
2021-06-30Rank
Total securities$191,443,000981
U.S. Government securities$185,377,000643
U.S. Treasury securities$33,834,000323
U.S. Government agency obligations$151,543,000693
Securities issued by states & political subdivisions$6,066,0003,090
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,530,0002,772
Mortgage-backed securities$142,743,000612
Certificates of participation in pools of residential mortgages$138,584,000404
Issued or guaranteed by U.S.$138,584,000400
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$4,159,0001,208
Commercial mortgage pass-through securities$2,279,000963
Other commercial mortgage-backed securities$1,880,0001,040
Held to maturity securities (book value)$4,859,000923
Available-for-sale securities (fair market value)$186,584,000916
Total debt securities$191,444,000966
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 contracts$0139
2021-03-31Rank
Total securities$137,365,0001,204
U.S. Government securities$131,260,000783
U.S. Treasury securities$4,439,000864
U.S. Government agency obligations$126,821,000753
Securities issued by states & political subdivisions$6,105,0003,062
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,556,0002,770
Mortgage-backed securities$117,926,000669
Certificates of participation in pools of residential mortgages$113,683,000451
Issued or guaranteed by U.S.$113,683,000442
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$4,243,0001,177
Commercial mortgage pass-through securities$2,379,000937
Other commercial mortgage-backed securities$1,864,000996
Held to maturity securities (book value)$4,904,000897
Available-for-sale securities (fair market value)$132,461,0001,148
Total debt securities$137,365,0001,189
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 contracts$0137
2020-12-31Rank
Total securities$140,812,0001,093
U.S. Government securities$134,573,000687
U.S. Treasury securities$01,194
U.S. Government agency obligations$134,573,000654
Securities issued by states & political subdivisions$6,239,0003,028
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,566,0002,750
Mortgage-backed securities$125,619,000587
Certificates of participation in pools of residential mortgages$122,327,000387
Issued or guaranteed by U.S.$122,327,000383
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$3,292,0001,235
Commercial mortgage pass-through securities$2,546,000876
Other commercial mortgage-backed securities$746,0001,186
Held to maturity securities (book value)$5,020,000868
Available-for-sale securities (fair market value)$135,792,0001,043
Total debt securities$140,812,0001,075
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$140,588,0001,022
U.S. Government securities$135,524,000653
U.S. Treasury securities$2,509,000765
U.S. Government agency obligations$133,015,000619
Securities issued by states & political subdivisions$5,064,0003,092
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,580,0002,747
Mortgage-backed securities$126,522,000559
Certificates of participation in pools of residential mortgages$122,896,000359
Issued or guaranteed by U.S.$122,896,000355
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$3,626,0001,160
Commercial mortgage pass-through securities$2,872,000816
Other commercial mortgage-backed securities$754,0001,158
Held to maturity securities (book value)$5,064,000858
Available-for-sale securities (fair market value)$135,524,000977
Total debt securities$140,588,0001,009
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$111,375,0001,207
U.S. Government securities$106,268,000784
U.S. Treasury securities$2,524,000785
U.S. Government agency obligations$103,744,000756
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$5,107,000974
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$5,107,000667
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$7,539,0002,869
Mortgage-backed securities$92,753,000710
Certificates of participation in pools of residential mortgages$92,753,000454
Issued or guaranteed by U.S.$92,753,000446
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$5,107,000873
Available-for-sale securities (fair market value)$106,268,0001,158
Total debt securities$111,375,0001,190
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 contracts$0132
2020-03-31Rank
Total securities$78,314,0001,517
U.S. Government securities$73,164,0001,057
U.S. Treasury securities$5,083,000593
U.S. Government agency obligations$68,081,0001,059
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$5,150,000935
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$5,150,000617
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$9,523,0002,613
Mortgage-backed securities$41,355,0001,306
Certificates of participation in pools of residential mortgages$41,355,000807
Issued or guaranteed by U.S.$41,355,000787
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$5,150,000880
Available-for-sale securities (fair market value)$73,164,0001,470
Total debt securities$78,314,0001,503
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 contracts$0129
2019-12-31Rank
Total securities$84,351,0001,428
U.S. Government securities$79,087,0001,017
U.S. Treasury securities$20,137,000277
U.S. Government agency obligations$58,950,0001,208
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$5,264,000871
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$5,264,000580
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$5,160,0003,194
Mortgage-backed securities$11,026,0002,520
Certificates of participation in pools of residential mortgages$11,026,0001,902
Issued or guaranteed by U.S.$11,026,0001,850
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$5,264,000915
Available-for-sale securities (fair market value)$79,087,0001,405
Total debt securities$84,351,0001,418
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 contracts$0128
2019-09-30Rank
Total securities$88,956,0001,383
U.S. Government securities$83,068,000987
U.S. Treasury securities$20,145,000278
U.S. Government agency obligations$62,923,0001,143
Securities issued by states & political subdivisions$581,0004,061
Other domestic debt securities$5,307,000865
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$5,307,000586
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$30,416,0001,414
Mortgage-backed securities$9,605,0002,632
Certificates of participation in pools of residential mortgages$9,605,0002,018
Issued or guaranteed by U.S.$9,605,0001,959
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$5,307,000961
Available-for-sale securities (fair market value)$83,649,0001,334
Total debt securities$88,956,0001,369
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$95,635,0001,321
U.S. Government securities$89,168,000951
U.S. Treasury securities$20,102,000282
U.S. Government agency obligations$69,066,0001,093
Securities issued by states & political subdivisions$1,113,0003,924
Other domestic debt securities$5,354,000852
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$5,354,000593
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$4,244,0003,458
Mortgage-backed securities$10,189,0002,602
Certificates of participation in pools of residential mortgages$10,189,0001,959
Issued or guaranteed by U.S.$10,189,0001,923
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$5,354,000999
Available-for-sale securities (fair market value)$90,281,0001,263
Total debt securities$95,635,0001,305
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$101,423,0001,266
U.S. Government securities$93,542,000913
U.S. Treasury securities$24,876,000249
U.S. Government agency obligations$68,666,0001,096
Securities issued by states & political subdivisions$2,480,0003,595
Other domestic debt securities$5,401,000842
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$5,401,000592
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$14,307,0002,330
Mortgage-backed securities$9,885,0002,626
Certificates of participation in pools of residential mortgages$9,885,0001,998
Issued or guaranteed by U.S.$9,885,0001,954
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$5,401,0001,010
Available-for-sale securities (fair market value)$96,022,0001,208
Total debt securities$101,423,0001,248
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$118,198,0001,119
U.S. Government securities$108,770,000796
U.S. Treasury securities$36,901,000186
U.S. Government agency obligations$71,869,0001,075
Securities issued by states & political subdivisions$3,909,0003,384
Other domestic debt securities$5,519,000804
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$5,519,000574
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$10,413,0002,699
Mortgage-backed securities$5,654,0003,091
Certificates of participation in pools of residential mortgages$5,654,0002,520
Issued or guaranteed by U.S.$5,654,0002,481
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$5,519,0001,043
Available-for-sale securities (fair market value)$112,679,0001,046
Total debt securities$118,198,0001,101
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$121,396,0001,087
U.S. Government securities$111,918,000777
U.S. Treasury securities$36,468,000180
U.S. Government agency obligations$75,450,0001,027
Securities issued by states & political subdivisions$3,912,0003,426
Other domestic debt securities$5,566,000775
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$5,566,000570
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$11,189,0002,620
Mortgage-backed securities$6,003,0003,070
Certificates of participation in pools of residential mortgages$6,003,0002,501
Issued or guaranteed by U.S.$6,003,0002,486
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$5,566,0001,064
Available-for-sale securities (fair market value)$115,830,0001,013
Total debt securities$121,396,0001,069
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$120,832,0001,103
U.S. Government securities$110,697,000788
U.S. Treasury securities$39,149,000175
U.S. Government agency obligations$71,548,0001,067
Securities issued by states & political subdivisions$4,523,0003,358
Other domestic debt securities$5,612,000884
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$5,612,000577
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$11,016,0002,676
Mortgage-backed securities$6,384,0003,059
Certificates of participation in pools of residential mortgages$6,384,0002,496
Issued or guaranteed by U.S.$6,384,0002,375
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$5,618,0001,075
Available-for-sale securities (fair market value)$115,214,0001,041
Total debt securities$120,832,0001,088
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$120,076,0001,141
U.S. Government securities$109,889,000810
U.S. Treasury securities$34,494,000182
U.S. Government agency obligations$75,395,0001,053
Securities issued by states & political subdivisions$4,529,0003,402
Other domestic debt securities$5,658,000773
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$5,658,000586
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$9,026,0002,933
Mortgage-backed securities$6,789,0003,005
Certificates of participation in pools of residential mortgages$6,789,0002,476
Issued or guaranteed by U.S.$6,789,0002,472
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$5,671,0001,090
Available-for-sale securities (fair market value)$114,405,0001,056
Total debt securities$120,076,0001,119
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 contracts$0146
2017-12-31Rank
Total securities$118,194,0001,154
U.S. Government securities$106,806,000835
U.S. Treasury securities$29,946,000190
U.S. Government agency obligations$76,860,0001,048
Securities issued by states & political subdivisions$5,613,0003,285
Other domestic debt securities$5,775,000769
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$5,775,000578
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$8,809,0003,002
Mortgage-backed securities$7,156,0002,987
Certificates of participation in pools of residential mortgages$7,156,0002,459
Issued or guaranteed by U.S.$7,156,0002,457
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$5,802,0001,100
Available-for-sale securities (fair market value)$112,392,0001,084
Total debt securities$118,194,0001,136
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$118,603,0001,154
U.S. Government securities$106,596,000843
U.S. Treasury securities$25,184,000210
U.S. Government agency obligations$81,412,0001,012
Securities issued by states & political subdivisions$6,187,0003,225
Other domestic debt securities$5,820,000777
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$5,820,000592
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$9,420,0002,965
Mortgage-backed securities$7,967,0002,929
Certificates of participation in pools of residential mortgages$7,967,0002,396
Issued or guaranteed by U.S.$7,967,0002,394
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$6,100,0001,124
Available-for-sale securities (fair market value)$112,503,0001,074
Total debt securities$118,603,0001,136
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$117,139,0001,186
U.S. Government securities$105,073,000870
U.S. Treasury securities$25,211,000213
U.S. Government agency obligations$79,862,0001,060
Securities issued by states & political subdivisions$6,200,0003,251
Other domestic debt securities$5,866,000787
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$5,866,000595
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$10,259,0002,880
Mortgage-backed securities$8,491,0002,901
Certificates of participation in pools of residential mortgages$8,491,0002,371
Issued or guaranteed by U.S.$8,491,0002,369
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$6,186,0001,143
Available-for-sale securities (fair market value)$110,953,0001,106
Total debt securities$117,139,0001,164
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$117,671,0001,186
U.S. Government securities$103,902,000899
U.S. Treasury securities$25,184,000221
U.S. Government agency obligations$78,718,0001,076
Securities issued by states & political subdivisions$7,858,0003,063
Other domestic debt securities$5,911,000795
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$5,911,000603
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$12,308,0002,708
Mortgage-backed securities$9,422,0002,845
Certificates of participation in pools of residential mortgages$9,422,0002,305
Issued or guaranteed by U.S.$9,422,0002,305
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$6,277,0001,150
Available-for-sale securities (fair market value)$111,394,0001,100
Total debt securities$117,671,0001,165
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$118,535,0001,166
U.S. Government securities$102,821,000882
U.S. Treasury securities$27,687,000215
U.S. Government agency obligations$75,134,0001,099
Securities issued by states & political subdivisions$9,686,0002,832
Other domestic debt securities$6,028,000785
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$6,028,000580
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$14,043,0002,545
Mortgage-backed securities$10,245,0002,759
Certificates of participation in pools of residential mortgages$10,245,0002,224
Issued or guaranteed by U.S.$10,245,0002,223
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)$6,438,0001,150
Available-for-sale securities (fair market value)$112,097,0001,083
Total debt securities$118,535,0001,149
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$119,126,0001,159
U.S. Government securities$103,289,000866
U.S. Treasury securities$28,096,000190
U.S. Government agency obligations$75,193,0001,095
Securities issued by states & political subdivisions$9,764,0002,837
Other domestic debt securities$6,073,000771
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$6,073,000579
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$13,664,0002,574
Mortgage-backed securities$11,085,0002,682
Certificates of participation in pools of residential mortgages$11,085,0002,158
Issued or guaranteed by U.S.$11,085,0002,158
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)$6,522,0001,153
Available-for-sale securities (fair market value)$112,604,0001,072
Total debt securities$119,126,0001,143
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$117,191,0001,191
U.S. Government securities$100,068,000912
U.S. Treasury securities$28,097,000191
U.S. Government agency obligations$71,971,0001,144
Securities issued by states & political subdivisions$11,006,0002,675
Other domestic debt securities$6,117,000791
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$6,117,000583
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$19,495,0002,181
Mortgage-backed securities$12,206,0002,621
Certificates of participation in pools of residential mortgages$12,206,0002,097
Issued or guaranteed by U.S.$12,206,0002,093
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)$6,609,0001,176
Available-for-sale securities (fair market value)$110,582,0001,096
Total debt securities$117,191,0001,172
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$115,922,0001,219
U.S. Government securities$98,706,000950
U.S. Treasury securities$30,490,000184
U.S. Government agency obligations$68,216,0001,236
Securities issued by states & political subdivisions$11,010,0002,667
Other domestic debt securities$6,206,000789
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$6,206,000580
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,989,0002,307
Mortgage-backed securities$13,458,0002,507
Certificates of participation in pools of residential mortgages$13,458,0001,992
Issued or guaranteed by U.S.$13,458,0001,990
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)$6,740,0001,199
Available-for-sale securities (fair market value)$109,182,0001,126
Total debt securities$115,922,0001,198
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$119,734,0001,198
U.S. Government securities$99,402,000941
U.S. Treasury securities$30,158,000205
U.S. Government agency obligations$69,244,0001,240
Securities issued by states & political subdivisions$14,055,0002,368
Other domestic debt securities$6,277,000771
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$6,277,000564
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$8,944,0003,254
Mortgage-backed securities$14,484,0002,435
Certificates of participation in pools of residential mortgages$14,484,0001,917
Issued or guaranteed by U.S.$14,484,0001,915
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)$6,851,0001,201
Available-for-sale securities (fair market value)$112,883,0001,103
Total debt securities$119,734,0001,180
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$120,469,0001,195
U.S. Government securities$99,259,000950
U.S. Treasury securities$27,730,000200
U.S. Government agency obligations$71,529,0001,201
Securities issued by states & political subdivisions$14,111,0002,366
Other domestic debt securities$7,099,000718
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$7,099,000521
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$9,236,0003,247
Mortgage-backed securities$15,745,0002,372
Certificates of participation in pools of residential mortgages$15,745,0001,837
Issued or guaranteed by U.S.$15,745,0001,837
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)$7,722,0001,158
Available-for-sale securities (fair market value)$112,747,0001,110
Total debt securities$120,469,0001,182
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$115,744,0001,249
U.S. Government securities$98,589,000996
U.S. Treasury securities$27,664,000196
U.S. Government agency obligations$70,925,0001,250
Securities issued by states & political subdivisions$14,077,0002,368
Other domestic debt securities$3,078,0001,095
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$3,078,000845
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$9,607,0003,221
Mortgage-backed securities$17,258,0002,340
Certificates of participation in pools of residential mortgages$17,258,0001,796
Issued or guaranteed by U.S.$17,258,0001,796
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)$3,744,0001,494
Available-for-sale securities (fair market value)$112,000,0001,132
Total debt securities$115,744,0001,234
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$119,199,0001,225
U.S. Government securities$98,546,000998
U.S. Treasury securities$25,244,000207
U.S. Government agency obligations$73,302,0001,227
Securities issued by states & political subdivisions$18,570,0001,933
Other domestic debt securities$2,083,0001,312
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$2,083,0001,011
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$10,075,0003,186
Mortgage-backed securities$19,059,0002,263
Certificates of participation in pools of residential mortgages$19,059,0001,706
Issued or guaranteed by U.S.$19,059,0001,704
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)$2,791,0001,620
Available-for-sale securities (fair market value)$116,408,0001,099
Total debt securities$119,199,0001,207
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$123,243,0001,195
U.S. Government securities$99,787,000986
U.S. Treasury securities$25,104,000211
U.S. Government agency obligations$74,683,0001,216
Securities issued by states & political subdivisions$21,296,0001,736
Other domestic debt securities$2,160,0001,294
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$2,160,000998
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$10,546,0003,139
Mortgage-backed securities$20,387,0002,226
Certificates of participation in pools of residential mortgages$20,387,0001,655
Issued or guaranteed by U.S.$20,387,0001,652
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)$2,917,0001,624
Available-for-sale securities (fair market value)$120,326,0001,079
Total debt securities$123,243,0001,178
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$125,742,0001,189
U.S. Government securities$101,806,000985
U.S. Treasury securities$25,068,000202
U.S. Government agency obligations$76,738,0001,207
Securities issued by states & political subdivisions$21,996,0001,683
Other domestic debt securities$1,940,0001,430
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$1,940,0001,099
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,983,0003,108
Mortgage-backed securities$21,733,0002,194
Certificates of participation in pools of residential mortgages$21,733,0001,623
Issued or guaranteed by U.S.$21,733,0001,623
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$2,739,0001,674
Available-for-sale securities (fair market value)$123,003,0001,066
Total debt securities$125,742,0001,173
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$121,193,0001,231
U.S. Government securities$97,179,0001,043
U.S. Treasury securities$25,155,000184
U.S. Government agency obligations$72,024,0001,296
Securities issued by states & political subdivisions$22,070,0001,691
Other domestic debt securities$1,944,0001,473
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$1,944,0001,141
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,319,0003,089
Mortgage-backed securities$21,302,0002,256
Certificates of participation in pools of residential mortgages$21,302,0001,688
Issued or guaranteed by U.S.$21,302,0001,688
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$2,798,0001,688
Available-for-sale securities (fair market value)$118,395,0001,101
Total debt securities$121,193,0001,217
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$119,936,0001,246
U.S. Government securities$94,893,0001,075
U.S. Treasury securities$20,102,000210
U.S. Government agency obligations$74,791,0001,283
Securities issued by states & political subdivisions$23,094,0001,625
Other domestic debt securities$1,949,0001,508
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$1,949,0001,166
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$11,969,0003,031
Mortgage-backed securities$23,047,0002,153
Certificates of participation in pools of residential mortgages$23,047,0001,603
Issued or guaranteed by U.S.$23,047,0001,603
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$2,857,0001,677
Available-for-sale securities (fair market value)$117,079,0001,124
Total debt securities$119,936,0001,233
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$125,456,0001,196
U.S. Government securities$98,543,0001,032
U.S. Treasury securities$17,659,000211
U.S. Government agency obligations$80,884,0001,173
Securities issued by states & political subdivisions$24,886,0001,525
Other domestic debt securities$2,027,0001,493
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$2,027,0001,148
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$12,441,0002,961
Mortgage-backed securities$24,750,0002,085
Certificates of participation in pools of residential mortgages$24,750,0001,535
Issued or guaranteed by U.S.$24,750,0001,534
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$2,997,0001,637
Available-for-sale securities (fair market value)$122,459,0001,081
Total debt securities$125,456,0001,185
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$130,281,0001,175
U.S. Government securities$99,794,0001,022
U.S. Treasury securities$17,721,000196
U.S. Government agency obligations$82,073,0001,167
Securities issued by states & political subdivisions$28,200,0001,359
Other domestic debt securities$2,287,0001,462
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$2,287,0001,115
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$12,643,0002,913
Mortgage-backed securities$26,447,0002,010
Certificates of participation in pools of residential mortgages$26,447,0001,474
Issued or guaranteed by U.S.$26,447,0001,470
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$3,321,0001,557
Available-for-sale securities (fair market value)$126,960,0001,058
Total debt securities$130,281,0001,160
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$130,951,0001,164
U.S. Government securities$100,540,0001,022
U.S. Treasury securities$15,172,000211
U.S. Government agency obligations$85,368,0001,132
Securities issued by states & political subdivisions$28,120,0001,350
Other domestic debt securities$2,291,0001,501
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$2,291,0001,142
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$13,194,0002,830
Mortgage-backed securities$28,824,0001,893
Certificates of participation in pools of residential mortgages$28,824,0001,363
Issued or guaranteed by U.S.$28,824,0001,362
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$3,380,0001,497
Available-for-sale securities (fair market value)$127,571,0001,069
Total debt securities$130,951,0001,153
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$133,170,0001,161
U.S. Government securities$102,409,0001,011
U.S. Treasury securities$15,376,000216
U.S. Government agency obligations$87,033,0001,133
Securities issued by states & political subdivisions$28,465,0001,311
Other domestic debt securities$2,296,0001,504
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$2,296,0001,114
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$11,384,0003,100
Mortgage-backed securities$31,936,0001,814
Certificates of participation in pools of residential mortgages$31,936,0001,277
Issued or guaranteed by U.S.$31,936,0001,275
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$3,462,0001,460
Available-for-sale securities (fair market value)$129,708,0001,083
Total debt securities$133,171,0001,150
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$135,869,0001,115
U.S. Government securities$102,858,000982
U.S. Treasury securities$12,875,000252
U.S. Government agency obligations$89,983,0001,071
Securities issued by states & political subdivisions$30,639,0001,207
Other domestic debt securities$2,372,0001,459
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$2,372,0001,071
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$10,345,0003,244
Mortgage-backed securities$33,948,0001,738
Certificates of participation in pools of residential mortgages$33,948,0001,199
Issued or guaranteed by U.S.$33,948,0001,198
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$3,618,0001,454
Available-for-sale securities (fair market value)$132,251,0001,035
Total debt securities$135,869,0001,102
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$138,113,0001,106
U.S. Government securities$104,678,000987
U.S. Treasury securities$12,909,000214
U.S. Government agency obligations$91,769,0001,080
Securities issued by states & political subdivisions$30,811,0001,162
Other domestic debt securities$2,624,0001,433
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$2,624,0001,058
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$10,577,0003,226
Mortgage-backed securities$35,277,0001,783
Certificates of participation in pools of residential mortgages$35,277,0001,224
Issued or guaranteed by U.S.$35,277,0001,224
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$3,925,0001,435
Available-for-sale securities (fair market value)$134,188,0001,024
Total debt securities$138,113,0001,096
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$125,889,0001,221
U.S. Government securities$95,633,0001,085
U.S. Treasury securities$12,876,000224
U.S. Government agency obligations$82,757,0001,216
Securities issued by states & political subdivisions$27,627,0001,265
Other domestic debt securities$2,629,0001,451
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$2,629,0001,066
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$10,652,0003,238
Mortgage-backed securities$27,492,0002,109
Certificates of participation in pools of residential mortgages$27,492,0001,508
Issued or guaranteed by U.S.$27,492,0001,506
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$3,982,0001,429
Available-for-sale securities (fair market value)$121,907,0001,136
Total debt securities$125,889,0001,207
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$103,907,0001,459
U.S. Government securities$90,153,0001,179
U.S. Treasury securities$12,749,000234
U.S. Government agency obligations$77,404,0001,340
Securities issued by states & political subdivisions$11,121,0002,506
Other domestic debt securities$2,633,0001,422
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$2,633,0001,040
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$9,855,0003,394
Mortgage-backed securities$12,255,0003,229
Certificates of participation in pools of residential mortgages$12,255,0002,568
Issued or guaranteed by U.S.$12,255,0002,564
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$4,045,0001,430
Available-for-sale securities (fair market value)$99,862,0001,370
Total debt securities$103,905,0001,443
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$64,662,0002,118
U.S. Government securities$46,834,0001,987
U.S. Treasury securitiesNANA
U.S. Government agency obligations$46,834,0001,940
Securities issued by states & political subdivisions$8,199,0002,910
Other domestic debt securities$9,629,000748
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,629,000462
Foreign debt securitiesNANA
Equity securities$01,386
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,005,0004,896
Certificates of participation in pools of residential mortgages$2,005,0004,445
Issued or guaranteed by U.S.$2,005,0004,438
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,094,000947
Available-for-sale securities (fair market value)$53,568,0002,244
Total debt securities$64,662,0002,103
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$59,273,0002,200
U.S. Government securities$39,863,0002,187
U.S. Treasury securitiesNANA
U.S. Government agency obligations$39,863,0002,125
Securities issued by states & political subdivisions$8,239,0002,851
Other domestic debt securities$11,171,000662
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,171,000389
Foreign debt securitiesNANA
Equity securities$01,426
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,089,0004,855
Certificates of participation in pools of residential mortgages$2,089,0004,363
Issued or guaranteed by U.S.$2,089,0004,350
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,699,000885
Available-for-sale securities (fair market value)$46,574,0002,436
Total debt securities$59,273,0002,179
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$59,068,0002,217
U.S. Government securities$35,501,0002,458
U.S. Treasury securitiesNANA
U.S. Government agency obligations$35,501,0002,391
Securities issued by states & political subdivisions$12,888,0002,135
Other domestic debt securities$10,679,000675
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,679,000373
Foreign debt securitiesNANA
Equity securities$01,444
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,192,0004,810
Certificates of participation in pools of residential mortgages$2,192,0004,318
Issued or guaranteed by U.S.$2,192,0004,307
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,280,000919
Available-for-sale securities (fair market value)$46,788,0002,438
Total debt securities$59,068,0002,197
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$70,444,0001,900
U.S. Government securities$43,660,0002,066
U.S. Treasury securitiesNANA
U.S. Government agency obligations$43,660,0002,000
Securities issued by states & political subdivisions$12,916,0002,093
Other domestic debt securities$13,868,000586
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,868,000311
Foreign debt securitiesNANA
Equity securities$01,470
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,271,0004,748
Certificates of participation in pools of residential mortgages$2,271,0004,243
Issued or guaranteed by U.S.$2,271,0004,233
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,525,000805
Available-for-sale securities (fair market value)$54,919,0002,119
Total debt securities$70,444,0001,882
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$61,473,0002,038
U.S. Government securities$34,612,0002,372
U.S. Treasury securitiesNANA
U.S. Government agency obligations$34,612,0002,292
Securities issued by states & political subdivisions$14,577,0001,884
Other domestic debt securities$12,284,000658
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,284,000323
Foreign debt securitiesNANA
Equity securities$01,492
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,367,0004,665
Certificates of participation in pools of residential mortgages$2,367,0004,108
Issued or guaranteed by U.S.$2,367,0004,099
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,011,000858
Available-for-sale securities (fair market value)$47,462,0002,266
Total debt securities$61,473,0002,018
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$64,466,0001,916
U.S. Government securities$40,348,0002,061
U.S. Treasury securitiesNANA
U.S. Government agency obligations$40,348,0001,991
Securities issued by states & political subdivisions$10,950,0002,244
Other domestic debt securities$13,168,000633
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,168,000299
Foreign debt securitiesNANA
Equity securities$01,538
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,486,0004,638
Certificates of participation in pools of residential mortgages$2,486,0004,041
Issued or guaranteed by U.S.$2,486,0004,032
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,973,000846
Available-for-sale securities (fair market value)$49,493,0002,154
Total debt securities$64,466,0001,895
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$59,087,0002,066
U.S. Government securities$38,490,0002,188
U.S. Treasury securitiesNANA
U.S. Government agency obligations$38,490,0002,116
Securities issued by states & political subdivisions$7,436,0002,700
Other domestic debt securities$13,161,000653
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,161,000288
Foreign debt securitiesNANA
Equity securities$01,578
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,592,0004,628
Certificates of participation in pools of residential mortgages$2,592,0004,062
Issued or guaranteed by U.S.$2,592,0004,054
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,027,000864
Available-for-sale securities (fair market value)$44,060,0002,365
Total debt securities$59,087,0002,044
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$47,661,0002,491
U.S. Government securities$29,906,0002,713
U.S. Treasury securitiesNANA
U.S. Government agency obligations$29,906,0002,643
Securities issued by states & political subdivisions$5,013,0003,248
Other domestic debt securities$12,742,000686
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,742,000290
Foreign debt securitiesNANA
Equity securities$01,606
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,739,0004,673
Certificates of participation in pools of residential mortgages$2,739,0004,139
Issued or guaranteed by U.S.$2,739,0004,132
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,689,000873
Available-for-sale securities (fair market value)$32,972,0002,971
Total debt securities$47,661,0002,470
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$48,049,0002,451
U.S. Government securities$31,098,0002,612
U.S. Treasury securitiesNANA
U.S. Government agency obligations$31,098,0002,537
Securities issued by states & political subdivisions$4,221,0003,510
Other domestic debt securities$12,730,000712
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,730,000294
Foreign debt securitiesNANA
Equity securities$01,667
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,876,0004,713
Certificates of participation in pools of residential mortgages$2,876,0004,181
Issued or guaranteed by U.S.$2,876,0004,174
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,788,000879
Available-for-sale securities (fair market value)$33,261,0002,936
Total debt securities$48,049,0002,420
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$27,149,0003,725
U.S. Government securities$22,363,0003,255
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,363,0003,185
Securities issued by states & political subdivisions$1,203,0004,790
Other domestic debt securities$3,583,0001,497
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,583,000799
Foreign debt securitiesNANA
Equity securities$01,720
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,034,0004,767
Certificates of participation in pools of residential mortgages$3,034,0004,214
Issued or guaranteed by U.S.$3,034,0004,207
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,773,0001,492
Available-for-sale securities (fair market value)$21,376,0003,872
Total debt securities$27,149,0003,689
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$21,161,0004,300
U.S. Government securities$18,423,0003,651
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,423,0003,577
Securities issued by states & political subdivisions$651,0005,187
Other domestic debt securities$2,087,0001,916
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,087,0001,103
Foreign debt securitiesNANA
Equity securities$01,777
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,126,0004,767
Certificates of participation in pools of residential mortgages$3,126,0004,247
Issued or guaranteed by U.S.$3,126,0004,233
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,344,0001,695
Available-for-sale securities (fair market value)$16,817,0004,368
Total debt securities$21,161,0004,259
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$13,613,0005,287
U.S. Government securities$11,522,0004,786
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,522,0004,701
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$2,091,0001,839
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,091,0001,118
Foreign debt securitiesNANA
Equity securities$01,804
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,228,0004,814
Certificates of participation in pools of residential mortgages$3,228,0004,295
Issued or guaranteed by U.S.$3,228,0004,283
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,422,0001,710
Available-for-sale securities (fair market value)$9,191,0005,523
Total debt securities$13,613,0005,246
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$13,791,0005,294
U.S. Government securities$11,696,0004,832
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,696,0004,740
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$2,095,0001,799
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,095,0001,088
Foreign debt securitiesNANA
Equity securities$01,803
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,353,0004,755
Certificates of participation in pools of residential mortgages$3,353,0004,236
Issued or guaranteed by U.S.$3,353,0004,224
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,537,0001,695
Available-for-sale securities (fair market value)$9,254,0005,526
Total debt securities$13,791,0005,255
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$8,509,0006,177
U.S. Government securities$7,610,0005,663
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,610,0005,578
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$899,0002,338
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$899,0001,577
Foreign debt securitiesNANA
Equity securities$01,898
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,476,0004,650
Certificates of participation in pools of residential mortgages$3,476,0004,125
Issued or guaranteed by U.S.$3,476,0004,114
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,421,0001,884
Available-for-sale securities (fair market value)$5,088,0006,302
Total debt securities$8,509,0006,133
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$7,769,0006,370
U.S. Government securities$7,769,0005,656
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,769,0005,577
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securitiesNANA
Equity securities$01,972
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,652,0004,598
Certificates of participation in pools of residential mortgages$3,652,0004,073
Issued or guaranteed by U.S.$3,652,0004,058
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,657,0002,042
Available-for-sale securities (fair market value)$5,112,0006,373
Total debt securities$7,769,0006,311
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$10,546,0005,830
U.S. Government securities$9,536,0005,215
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,536,0005,128
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$1,010,0002,150
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,010,0001,477
Foreign debt securitiesNANA
Equity securities$01,949
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,818,0004,459
Certificates of participation in pools of residential mortgages$3,818,0003,906
Issued or guaranteed by U.S.$3,818,0003,892
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,751,0001,844
Available-for-sale securities (fair market value)$6,795,0006,037
Total debt securities$10,546,0005,760
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$9,624,0006,086
U.S. Government securities$9,624,0005,330
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,624,0005,231
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securitiesNANA
Equity securities$01,903
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,985,0004,139
Certificates of participation in pools of residential mortgages$3,985,0003,528
Issued or guaranteed by U.S.$3,985,0003,514
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,826,0002,104
Available-for-sale securities (fair market value)$6,798,0006,069
Total debt securities$9,624,0006,014
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$10,290,0006,019
U.S. Government securities$10,290,0005,296
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,290,0005,192
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securitiesNANA
Equity securities$01,839
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,215,0003,913
Certificates of participation in pools of residential mortgages$4,215,0003,288
Issued or guaranteed by U.S.$4,215,0003,275
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,963,0002,109
Available-for-sale securities (fair market value)$7,327,0005,990
Total debt securities$10,290,0005,959
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$10,474,0006,024
U.S. Government securities$10,474,0005,290
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,474,0005,177
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securitiesNANA
Equity securities$01,877
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,500,0003,779
Certificates of participation in pools of residential mortgages$4,500,0003,140
Issued or guaranteed by U.S.$4,500,0003,128
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,096,0002,101
Available-for-sale securities (fair market value)$7,378,0005,981
Total debt securities$10,474,0005,970
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$8,818,0006,373
U.S. Government securities$8,818,0005,696
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,818,0005,579
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securitiesNANA
Equity securities$01,899
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,823,0003,682
Certificates of participation in pools of residential mortgages$4,823,0003,047
Issued or guaranteed by U.S.$4,823,0003,033
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,269,0002,100
Available-for-sale securities (fair market value)$5,549,0006,416
Total debt securities$8,818,0006,314
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$9,162,0006,341
U.S. Government securities$9,162,0005,667
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,162,0005,538
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securitiesNANA
Equity securities$01,944
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,181,0003,573
Certificates of participation in pools of residential mortgages$5,181,0002,946
Issued or guaranteed by U.S.$5,181,0002,932
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,484,0002,086
Available-for-sale securities (fair market value)$5,678,0006,418
Total debt securities$9,162,0006,285
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$9,449,0006,318
U.S. Government securities$9,449,0005,639
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,449,0005,519
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securitiesNANA
Equity securities$01,983
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,468,0003,483
Certificates of participation in pools of residential mortgages$5,468,0002,890
Issued or guaranteed by U.S.$5,468,0002,875
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,633,0002,116
Available-for-sale securities (fair market value)$5,816,0006,425
Total debt securities$9,449,0006,258
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$9,874,0006,258
U.S. Government securities$9,874,0005,563
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,874,0005,436
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securitiesNANA
Equity securities$02,017
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,958,0003,372
Certificates of participation in pools of residential mortgages$5,958,0002,791
Issued or guaranteed by U.S.$5,958,0002,778
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)$3,942,0002,076
Available-for-sale securities (fair market value)$5,932,0006,405
Total debt securities$9,874,0006,201
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$10,238,0006,223
U.S. Government securities$10,238,0005,519
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,238,0005,383
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securitiesNANA
Equity securities$02,050
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,284,0003,330
Certificates of participation in pools of residential mortgages$6,284,0002,764
Issued or guaranteed by U.S.$6,284,0002,750
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)$4,099,0002,077
Available-for-sale securities (fair market value)$6,139,0006,420
Total debt securities$10,238,0006,166
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$10,927,0006,133
U.S. Government securities$10,927,0005,372
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,927,0005,236
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securitiesNANA
Equity securities$02,073
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,922,0003,230
Certificates of participation in pools of residential mortgages$6,922,0002,674
Issued or guaranteed by U.S.$6,922,0002,664
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)$4,499,0002,043
Available-for-sale securities (fair market value)$6,428,0006,386
Total debt securities$10,927,0006,080
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$7,458,0006,898
U.S. Government securities$7,458,0006,218
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,458,0006,088
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securitiesNANA
Equity securities$02,096
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,458,0003,148
Certificates of participation in pools of residential mortgages$7,458,0002,591
Issued or guaranteed by U.S.$7,458,0002,579
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)$4,810,0001,996
Available-for-sale securities (fair market value)$2,648,0007,275
Total debt securities$7,458,0006,840
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$8,144,0006,793
U.S. Government securities$8,144,0006,073
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,144,0005,929
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securitiesNANA
Equity securities$02,107
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,144,0003,087
Certificates of participation in pools of residential mortgages$8,144,0002,530
Issued or guaranteed by U.S.$8,144,0002,521
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)$5,169,0001,964
Available-for-sale securities (fair market value)$2,975,0007,232
Total debt securities$8,144,0006,733
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$9,254,0006,587
U.S. Government securities$9,254,0005,866
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,254,0005,723
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securitiesNANA
Equity securities$02,164
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,752,0003,071
Certificates of participation in pools of residential mortgages$8,752,0002,500
Issued or guaranteed by U.S.$8,752,0002,492
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)$5,499,0001,941
Available-for-sale securities (fair market value)$3,755,0007,116
Total debt securities$9,254,0006,528
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$9,940,0006,481
U.S. Government securities$9,940,0005,717
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,940,0005,553
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securitiesNANA
Equity securities$02,194
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9,433,0003,029
Certificates of participation in pools of residential mortgages$9,433,0002,448
Issued or guaranteed by U.S.$9,433,0002,441
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)$5,872,0001,907
Available-for-sale securities (fair market value)$4,068,0007,079
Total debt securities$9,940,0006,420
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$10,707,0006,346
U.S. Government securities$10,707,0005,540
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,707,0005,381
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securitiesNANA
Equity securities$02,231
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$10,194,0002,926
Certificates of participation in pools of residential mortgages$10,194,0002,348
Issued or guaranteed by U.S.$10,194,0002,338
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)$6,361,0001,863
Available-for-sale securities (fair market value)$4,346,0007,039
Total debt securities$10,707,0006,277
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$11,532,0006,257
U.S. Government securities$11,532,0005,424
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,532,0005,265
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securitiesNANA
Equity securities$02,274
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$11,013,0002,819
Certificates of participation in pools of residential mortgages$11,013,0002,268
Issued or guaranteed by U.S.$11,013,0002,259
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)$6,941,0001,803
Available-for-sale securities (fair market value)$4,591,0007,057
Total debt securities$11,532,0006,179
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$17,829,0005,078
U.S. Government securities$17,829,0004,148
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,829,0004,003
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securitiesNANA
Equity securities$02,298
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$12,300,0002,699
Certificates of participation in pools of residential mortgages$12,300,0002,129
Issued or guaranteed by U.S.$12,300,0002,121
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)$12,649,0001,274
Available-for-sale securities (fair market value)$5,180,0006,898
Total debt securities$17,829,0005,002
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$24,022,0004,325
U.S. Government securities$24,022,0003,442
U.S. Treasury securitiesNANA
U.S. Government agency obligations$24,022,0003,318
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securitiesNANA
Equity securities$02,350
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$13,511,0002,572
Certificates of participation in pools of residential mortgages$13,511,0002,029
Issued or guaranteed by U.S.$13,511,0002,015
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,309,0001,005
Available-for-sale securities (fair market value)$5,713,0006,819
Total debt securities$24,022,0004,249
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$15,475,0005,455
U.S. Government securities$15,475,0004,471
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,475,0004,310
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securitiesNANA
Equity securities$02,398
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$14,934,0002,423
Certificates of participation in pools of residential mortgages$14,934,0001,899
Issued or guaranteed by U.S.$14,934,0001,891
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,211,0001,534
Available-for-sale securities (fair market value)$6,264,0006,635
Total debt securities$15,475,0005,367
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$17,520,0005,046
U.S. Government securities$17,520,0004,034
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,520,0003,884
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$16,972,0002,256
Certificates of participation in pools of residential mortgages$16,972,0001,695
Issued or guaranteed by U.S.$16,972,0001,687
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,301,0001,423
Available-for-sale securities (fair market value)$7,219,0006,364
Total debt securities$17,520,0004,951
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$19,118,0004,805
U.S. Government securities$19,118,0003,825
U.S. Treasury securitiesNANA
U.S. Government agency obligations$19,118,0003,668
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securitiesNANA
Equity securities$02,418
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$18,567,0002,116
Certificates of participation in pools of residential mortgages$18,567,0001,569
Issued or guaranteed by U.S.$18,567,0001,563
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,244,0001,361
Available-for-sale securities (fair market value)$7,874,0006,223
Total debt securities$19,118,0004,703
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$20,740,0004,534
U.S. Government securities$20,740,0003,603
U.S. Treasury securitiesNANA
U.S. Government agency obligations$20,740,0003,433
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securitiesNANA
Equity securities$02,426
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$20,185,0001,982
Certificates of participation in pools of residential mortgages$20,185,0001,454
Issued or guaranteed by U.S.$20,185,0001,450
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,166,0001,334
Available-for-sale securities (fair market value)$8,574,0006,061
Total debt securities$20,740,0004,441
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$39,460,0002,684
U.S. Government securities$30,471,0002,515
U.S. Treasury securitiesNANA
U.S. Government agency obligations$30,471,0002,382
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$8,989,0001,008
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,989,000782
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$26,649,0001,508
Certificates of participation in pools of residential mortgages$26,649,0001,047
Issued or guaranteed by U.S.$26,649,0001,042
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$26,461,000728
Available-for-sale securities (fair market value)$12,999,0004,944
Total debt securities$39,460,0002,613
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$42,046,0002,568
U.S. Government securities$41,819,0001,912
U.S. Treasury securitiesNANA
U.S. Government agency obligations$41,819,0001,777
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$227,0005,565
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$34,315,0001,028
Certificates of participation in pools of residential mortgages$34,282,000722
Issued or guaranteed by U.S.$34,282,000716
Privately issued$0308
Collaterized mortgage obligations$33,0004,089
CMOs issued by government agencies or sponsored agencies$33,0003,886
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$38,346,000662
Available-for-sale securities (fair market value)$3,700,0007,648
Total debt securities$41,819,0002,487
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$86,624,0001,329
U.S. Government securities$69,705,0001,231
U.S. Treasury securitiesNANA
U.S. Government agency obligations$69,705,0001,123
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$16,782,000616
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$16,782,000482
Foreign debt securitiesNANA
Equity securities$137,0006,332
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$52,626,000842
Certificates of participation in pools of residential mortgages$52,529,000580
Issued or guaranteed by U.S.$52,529,000571
Privately issued$0307
Collaterized mortgage obligations$97,0004,202
CMOs issued by government agencies or sponsored agencies$97,0004,011
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$72,498,000381
Available-for-sale securities (fair market value)$14,126,0004,911
Total debt securities$86,487,0001,270
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$107,426,0001,078
U.S. Government securities$75,740,0001,164
U.S. Treasury securitiesNANA
U.S. Government agency obligations$75,740,0001,006
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$31,486,000361
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$31,486,000247
Foreign debt securitiesNANA
Equity securities$200,0005,434
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$56,769,000812
Certificates of participation in pools of residential mortgages$56,565,000584
Issued or guaranteed by U.S.$56,565,000576
Privately issued$0349
Collaterized mortgage obligations$204,0004,250
CMOs issued by government agencies or sponsored agencies$204,0004,077
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$83,717,000338
Available-for-sale securities (fair market value)$23,709,0003,363
Total debt securities$107,226,0001,037
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$105,142,0001,095
U.S. Government securities$98,929,000947
U.S. Treasury securitiesNANA
U.S. Government agency obligations$98,929,000782
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$6,013,000767
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$6,013,000585
Foreign debt securitiesNANA
Equity securities$200,0005,409
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$76,026,000646
Certificates of participation in pools of residential mortgages$75,699,000475
Issued or guaranteed by U.S.$75,699,000466
Privately issued$0394
Collaterized mortgage obligations$327,0004,272
CMOs issued by government agencies or sponsored agencies$327,0004,121
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$96,797,000362
Available-for-sale securities (fair market value)$8,345,0006,247
Total debt securities$104,942,0001,052
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$121,909,000988
U.S. Government securities$116,636,000871
U.S. Treasury securitiesNANA
U.S. Government agency obligations$116,636,000699
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$4,095,0001,006
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$4,095,000712
Foreign debt securitiesNANA
Equity securities$200,0005,288
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$-978,0001,263
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$89,017,000630
Certificates of participation in pools of residential mortgages$88,536,000455
Issued or guaranteed by U.S.$88,536,000448
Privately issued$0472
Collaterized mortgage obligations$481,0004,519
CMOs issued by government agencies or sponsored agencies$481,0004,360
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$112,390,000355
Available-for-sale securities (fair market value)$9,519,0006,128
Total debt securities$120,731,000966
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$148,709,000860
U.S. Government securities$138,888,000768
U.S. Treasury securities$21,716,0001,308
U.S. Government agency obligations$117,172,000683
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$8,490,000765
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,490,000547
Foreign debt securitiesNANA
Equity securities$128,0005,807
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$-1,203,0001,360
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$109,067,000583
Certificates of participation in pools of residential mortgages$108,354,000396
Issued or guaranteed by U.S.$108,354,000387
Privately issued$0558
Collaterized mortgage obligations$713,0004,598
CMOs issued by government agencies or sponsored agencies$713,0004,429
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$137,793,000316
Available-for-sale securities (fair market value)$10,916,0005,884
Total debt securities$147,378,000847
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$162,580,000820
U.S. Government securities$161,052,000706
U.S. Treasury securities$20,759,0001,692
U.S. Government agency obligations$140,293,000572
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$72,0006,453
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$-1,456,0001,468
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$131,293,000526
Certificates of participation in pools of residential mortgages$130,186,000345
Issued or guaranteed by U.S.$130,186,000336
Privately issued$0564
Collaterized mortgage obligations$1,107,0004,381
CMOs issued by government agencies or sponsored agencies$1,107,0004,189
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$150,422,000531
Available-for-sale securities (fair market value)$12,158,0004,192
Total debt securities$161,052,000809
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$207,006,000703
U.S. Government securities$199,043,000613
U.S. Treasury securities$21,098,0001,743
U.S. Government agency obligations$177,945,000471
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$5,988,0001,242
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,988,000922
Foreign debt securitiesNANA
Equity securities$127,0005,266
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$-1,848,0001,633
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$168,939,000459
Certificates of participation in pools of residential mortgages$165,811,000289
Issued or guaranteed by U.S.$165,811,000271
Privately issued$0731
Collaterized mortgage obligations$3,128,0003,340
CMOs issued by government agencies or sponsored agencies$3,128,0003,149
Privately issuedNANA
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$205,031,000695
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$248,282,000595
U.S. Government securities$232,899,000513
U.S. Treasury securities$21,255,0001,745
U.S. Government agency obligations$211,644,000396
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$13,004,000861
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,004,000581
Foreign debt securitiesNANA
Equity securities$181,0004,101
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$-2,198,0001,877
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$211,644,000373
Certificates of participation in pools of residential mortgages$203,121,000233
Issued or guaranteed by U.S.$203,121,000211
Privately issued$0831
Collaterized mortgage obligations$8,523,0001,901
CMOs issued by government agencies or sponsored agencies$8,523,0001,704
Privately issuedNANA
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$245,903,000590
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