Main Street Bank Corp., Securities

2021-12-31Rank
Total securities$118,967,0001,554
U.S. Government securities$103,284,0001,143
U.S. Treasury securities$02,212
U.S. Government agency obligations$103,284,0001,000
Securities issued by states & political subdivisions$7,675,0002,921
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$38,300,0001,400
Mortgage-backed securities$1,755,0003,580
Certificates of participation in pools of residential mortgages$1,755,0003,322
Issued or guaranteed by U.S.$1,755,0003,222
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$52,859,000369
Available-for-sale securities (fair market value)$58,100,0002,336
Total debt securities$110,959,0001,618
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$110,701,0001,576
U.S. Government securities$95,010,0001,166
U.S. Treasury securities$02,008
U.S. Government agency obligations$95,010,0001,038
Securities issued by states & political subdivisions$7,675,0002,911
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$29,800,0001,572
Mortgage-backed securities$2,028,0003,584
Certificates of participation in pools of residential mortgages$2,028,0003,298
Issued or guaranteed by U.S.$2,028,0003,208
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$43,610,000371
Available-for-sale securities (fair market value)$59,075,0002,251
Total debt securities$102,685,0001,661
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$100,773,0001,626
U.S. Government securities$92,757,0001,126
U.S. Treasury securities$01,913
U.S. Government agency obligations$92,757,0001,016
Securities issued by states & political subdivisions$04,160
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$26,300,0001,698
Mortgage-backed securities$2,388,0003,539
Certificates of participation in pools of residential mortgages$2,388,0003,221
Issued or guaranteed by U.S.$2,388,0003,123
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$40,437,000366
Available-for-sale securities (fair market value)$52,320,0002,351
Total debt securities$92,756,0001,712
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$66,846,0002,052
U.S. Government securities$58,822,0001,454
U.S. Treasury securities$01,631
U.S. Government agency obligations$58,822,0001,350
Securities issued by states & political subdivisions$04,183
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$9,800,0002,631
Mortgage-backed securities$2,966,0003,428
Certificates of participation in pools of residential mortgages$2,966,0003,059
Issued or guaranteed by U.S.$2,966,0002,969
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$41,022,000341
Available-for-sale securities (fair market value)$17,800,0003,421
Total debt securities$58,822,0002,194
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$66,764,0001,922
U.S. Government securities$58,748,0001,333
U.S. Treasury securities$01,194
U.S. Government agency obligations$58,748,0001,254
Securities issued by states & political subdivisions$04,200
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$9,800,0002,620
Mortgage-backed securities$4,147,0003,261
Certificates of participation in pools of residential mortgages$4,147,0002,835
Issued or guaranteed by U.S.$4,147,0002,752
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$39,344,000326
Available-for-sale securities (fair market value)$19,404,0003,250
Total debt securities$58,748,0002,077
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$68,831,0001,779
U.S. Government securities$60,807,0001,252
U.S. Treasury securities$01,216
U.S. Government agency obligations$60,807,0001,180
Securities issued by states & political subdivisions$04,198
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$9,800,0002,628
Mortgage-backed securities$4,522,0003,215
Certificates of participation in pools of residential mortgages$4,522,0002,754
Issued or guaranteed by U.S.$4,522,0002,674
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$40,845,000307
Available-for-sale securities (fair market value)$19,962,0003,149
Total debt securities$60,807,0001,937
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$68,056,0001,730
U.S. Government securities$60,048,0001,245
U.S. Treasury securities$01,251
U.S. Government agency obligations$60,048,0001,170
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,800,0002,620
Mortgage-backed securities$4,754,0003,187
Certificates of participation in pools of residential mortgages$4,754,0002,702
Issued or guaranteed by U.S.$4,754,0002,628
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)$55,321,000263
Available-for-sale securities (fair market value)$4,727,0004,184
Total debt securities$60,048,0001,885
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$50,036,0002,105
U.S. Government securities$42,249,0001,625
U.S. Treasury securities$01,297
U.S. Government agency obligations$42,249,0001,549
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,800,0002,575
Mortgage-backed securities$2,231,0003,574
Certificates of participation in pools of residential mortgages$2,231,0003,179
Issued or guaranteed by U.S.$2,231,0003,083
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)$40,046,000314
Available-for-sale securities (fair market value)$2,203,0004,433
Total debt securities$42,249,0002,313
Structured notes
Amortized cost$500,000412
Fair value$500,000430
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$34,663,0002,643
U.S. Government securities$34,663,0001,883
U.S. Treasury securities$01,363
U.S. Government agency obligations$34,663,0001,776
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,000,0002,602
Mortgage-backed securities$164,0004,063
Certificates of participation in pools of residential mortgages$164,0003,882
Issued or guaranteed by U.S.$164,0003,814
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)$34,529,000373
Available-for-sale securities (fair market value)$134,0004,729
Total debt securities$34,663,0002,628
Structured notes
Amortized cost$500,000539
Fair value$496,000579
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$34,624,0002,663
U.S. Government securities$34,624,0001,894
U.S. Treasury securities$01,429
U.S. Government agency obligations$34,624,0001,800
Securities issued by states & political subdivisions$04,311
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,000,0002,632
Mortgage-backed securities$170,0004,105
Certificates of participation in pools of residential mortgages$170,0003,913
Issued or guaranteed by U.S.$170,0003,841
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)$34,485,000392
Available-for-sale securities (fair market value)$139,0004,809
Total debt securities$34,624,0002,644
Structured notes
Amortized cost$500,000667
Fair value$497,000732
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$34,659,0002,710
U.S. Government securities$34,659,0001,942
U.S. Treasury securities$01,467
U.S. Government agency obligations$34,659,0001,828
Securities issued by states & political subdivisions$04,367
Other domestic debt securities$02,012
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$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,000,0002,705
Mortgage-backed securities$206,0004,109
Certificates of participation in pools of residential mortgages$206,0003,918
Issued or guaranteed by U.S.$206,0003,852
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)$34,486,000416
Available-for-sale securities (fair market value)$173,0004,852
Total debt securities$34,659,0002,693
Structured notes
Amortized cost$1,000,000545
Fair value$990,000633
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$34,679,0002,755
U.S. Government securities$34,679,0001,942
U.S. Treasury securities$01,516
U.S. Government agency obligations$34,679,0001,831
Securities issued by states & political subdivisions$04,430
Other domestic debt securities$02,025
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$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,000,0002,547
Mortgage-backed securities$226,0004,139
Certificates of participation in pools of residential mortgages$226,0003,938
Issued or guaranteed by U.S.$226,0003,867
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)$34,488,000423
Available-for-sale securities (fair market value)$191,0004,892
Total debt securities$34,679,0002,739
Structured notes
Amortized cost$1,000,000559
Fair value$976,000651
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$34,690,0002,782
U.S. Government securities$34,690,0001,968
U.S. Treasury securities$01,513
U.S. Government agency obligations$34,690,0001,854
Securities issued by states & political subdivisions$04,477
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,750,0002,223
Mortgage-backed securities$237,0004,166
Certificates of participation in pools of residential mortgages$237,0003,967
Issued or guaranteed by U.S.$237,0003,911
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)$34,489,000450
Available-for-sale securities (fair market value)$201,0004,940
Total debt securities$34,690,0002,765
Structured notes
Amortized cost$1,000,000569
Fair value$957,000670
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$35,203,0002,774
U.S. Government securities$35,203,0001,971
U.S. Treasury securities$01,500
U.S. Government agency obligations$35,203,0001,854
Securities issued by states & political subdivisions$04,529
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,050,0001,818
Mortgage-backed securities$250,0004,220
Certificates of participation in pools of residential mortgages$250,0004,020
Issued or guaranteed by U.S.$250,0004,000
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)$34,992,000449
Available-for-sale securities (fair market value)$211,0005,007
Total debt securities$35,202,0002,757
Structured notes
Amortized cost$1,000,000558
Fair value$936,000665
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$35,227,0002,812
U.S. Government securities$35,227,0001,938
U.S. Treasury securities$01,475
U.S. Government agency obligations$35,227,0001,833
Securities issued by states & political subdivisions$04,577
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,050,0001,843
Mortgage-backed securities$275,0004,263
Certificates of participation in pools of residential mortgages$275,0004,058
Issued or guaranteed by U.S.$275,0003,922
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)$34,993,000455
Available-for-sale securities (fair market value)$234,0005,063
Total debt securities$35,227,0002,795
Structured notes
Amortized cost$1,000,000563
Fair value$947,000668
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$35,240,0002,825
U.S. Government securities$35,240,0001,994
U.S. Treasury securities$01,426
U.S. Government agency obligations$35,240,0001,894
Securities issued by states & political subdivisions$04,627
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,050,0001,862
Mortgage-backed securities$288,0004,292
Certificates of participation in pools of residential mortgages$288,0004,089
Issued or guaranteed by U.S.$288,0004,082
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)$34,995,000464
Available-for-sale securities (fair market value)$245,0005,120
Total debt securities$35,240,0002,808
Structured notes
Amortized cost$1,000,000551
Fair value$950,000649
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$35,255,0002,852
U.S. Government securities$35,255,0001,985
U.S. Treasury securities$01,328
U.S. Government agency obligations$35,255,0001,894
Securities issued by states & political subdivisions$04,692
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,050,0001,458
Mortgage-backed securities$304,0004,327
Certificates of participation in pools of residential mortgages$304,0004,127
Issued or guaranteed by U.S.$304,0004,122
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)$34,998,000468
Available-for-sale securities (fair market value)$257,0005,177
Total debt securities$35,255,0002,836
Structured notes
Amortized cost$1,000,000554
Fair value$968,000648
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$35,271,0002,896
U.S. Government securities$35,271,0001,996
U.S. Treasury securities$01,313
U.S. Government agency obligations$35,271,0001,902
Securities issued by states & political subdivisions$04,737
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,550,0001,453
Mortgage-backed securities$320,0004,375
Certificates of participation in pools of residential mortgages$320,0004,173
Issued or guaranteed by U.S.$320,0004,169
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)$35,004,000494
Available-for-sale securities (fair market value)$267,0005,228
Total debt securities$35,271,0002,874
Structured notes
Amortized cost$1,000,000587
Fair value$978,000671
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$35,286,0002,942
U.S. Government securities$35,286,0002,033
U.S. Treasury securities$01,351
U.S. Government agency obligations$35,286,0001,937
Securities issued by states & political subdivisions$04,790
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,500,0001,568
Mortgage-backed securities$335,0004,403
Certificates of participation in pools of residential mortgages$335,0004,201
Issued or guaranteed by U.S.$335,0004,196
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)$35,008,000503
Available-for-sale securities (fair market value)$278,0005,273
Total debt securities$35,286,0002,921
Structured notes
Amortized cost$1,000,000611
Fair value$982,000720
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$35,320,0002,963
U.S. Government securities$35,320,0002,075
U.S. Treasury securities$01,390
U.S. Government agency obligations$35,320,0001,977
Securities issued by states & political subdivisions$04,850
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,050,0001,603
Mortgage-backed securities$370,0004,458
Certificates of participation in pools of residential mortgages$370,0004,252
Issued or guaranteed by U.S.$370,0004,248
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)$35,010,000514
Available-for-sale securities (fair market value)$310,0005,333
Total debt securities$35,320,0002,943
Structured notes
Amortized cost$1,000,000638
Fair value$970,000746
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$35,335,0002,952
U.S. Government securities$35,335,0002,060
U.S. Treasury securities$01,367
U.S. Government agency obligations$35,335,0001,960
Securities issued by states & political subdivisions$04,898
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,050,0001,591
Mortgage-backed securities$385,0004,481
Certificates of participation in pools of residential mortgages$385,0004,281
Issued or guaranteed by U.S.$385,0004,275
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)$35,014,000516
Available-for-sale securities (fair market value)$321,0005,379
Total debt securities$35,335,0002,933
Structured notes
Amortized cost$1,000,000635
Fair value$962,000736
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$32,441,0003,080
U.S. Government securities$32,441,0002,182
U.S. Treasury securities$01,214
U.S. Government agency obligations$32,441,0002,093
Securities issued by states & political subdivisions$04,929
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,500,0001,585
Mortgage-backed securities$401,0004,517
Certificates of participation in pools of residential mortgages$401,0004,298
Issued or guaranteed by U.S.$401,0004,295
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)$32,108,000537
Available-for-sale securities (fair market value)$333,0005,432
Total debt securities$32,441,0003,062
Structured notes
Amortized cost$1,000,000621
Fair value$997,000727
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$33,957,0003,063
U.S. Government securities$33,957,0002,165
U.S. Treasury securities$01,253
U.S. Government agency obligations$33,957,0002,076
Securities issued by states & political subdivisions$04,973
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,350,0001,630
Mortgage-backed securities$417,0004,562
Certificates of participation in pools of residential mortgages$417,0004,349
Issued or guaranteed by U.S.$417,0004,344
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)$33,613,000539
Available-for-sale securities (fair market value)$344,0005,507
Total debt securities$33,957,0003,041
Structured notes
Amortized cost$4,498,000312
Fair value$4,499,000313
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$33,950,0003,121
U.S. Government securities$33,950,0002,225
U.S. Treasury securities$01,296
U.S. Government agency obligations$33,950,0002,138
Securities issued by states & political subdivisions$05,013
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,033,0001,648
Mortgage-backed securities$436,0004,592
Certificates of participation in pools of residential mortgages$436,0004,374
Issued or guaranteed by U.S.$436,0004,370
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)$33,595,000566
Available-for-sale securities (fair market value)$355,0005,561
Total debt securities$33,950,0003,099
Structured notes
Amortized cost$15,272,000116
Fair value$15,248,000116
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$36,304,0003,017
U.S. Government securities$33,960,0002,259
U.S. Treasury securities$01,367
U.S. Government agency obligations$33,960,0002,175
Securities issued by states & political subdivisions$2,344,0004,162
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,533,0001,703
Mortgage-backed securities$449,0004,618
Certificates of participation in pools of residential mortgages$449,0004,393
Issued or guaranteed by U.S.$449,0004,390
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)$35,942,000549
Available-for-sale securities (fair market value)$362,0005,606
Total debt securities$36,304,0002,997
Structured notes
Amortized cost$19,766,000114
Fair value$19,567,000112
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$36,332,0003,056
U.S. Government securities$33,988,0002,303
U.S. Treasury securities$01,303
U.S. Government agency obligations$33,988,0002,211
Securities issued by states & political subdivisions$2,344,0004,209
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,000,0001,702
Mortgage-backed securities$480,0004,671
Certificates of participation in pools of residential mortgages$480,0004,439
Issued or guaranteed by U.S.$480,0004,435
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)$35,946,000545
Available-for-sale securities (fair market value)$386,0005,686
Total debt securities$36,332,0003,033
Structured notes
Amortized cost$20,263,000125
Fair value$20,055,000125
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$34,202,0003,234
U.S. Government securities$31,508,0002,475
U.S. Treasury securities$01,348
U.S. Government agency obligations$31,508,0002,390
Securities issued by states & political subdivisions$2,694,0004,139
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,250,0002,322
Mortgage-backed securities$503,0004,733
Certificates of participation in pools of residential mortgages$503,0004,502
Issued or guaranteed by U.S.$503,0004,499
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)$33,799,000579
Available-for-sale securities (fair market value)$403,0005,757
Total debt securities$34,202,0003,207
Structured notes
Amortized cost$22,511,000142
Fair value$21,876,000144
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$26,390,0003,753
U.S. Government securities$23,355,0003,014
U.S. Treasury securities$01,327
U.S. Government agency obligations$23,355,0002,927
Securities issued by states & political subdivisions$3,035,0004,060
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,250,0002,357
Mortgage-backed securities$535,0004,777
Certificates of participation in pools of residential mortgages$535,0004,540
Issued or guaranteed by U.S.$535,0004,535
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)$25,708,000674
Available-for-sale securities (fair market value)$682,0005,774
Total debt securities$26,390,0003,727
Structured notes
Amortized cost$22,324,000152
Fair value$22,141,000154
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$28,840,0003,632
U.S. Government securities$25,626,0002,889
U.S. Treasury securities$01,361
U.S. Government agency obligations$25,626,0002,795
Securities issued by states & political subdivisions$3,214,0004,060
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,000,0002,565
Mortgage-backed securities$562,0004,855
Certificates of participation in pools of residential mortgages$562,0004,612
Issued or guaranteed by U.S.$562,0004,607
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)$27,958,000647
Available-for-sale securities (fair market value)$882,0005,840
Total debt securities$28,840,0003,611
Structured notes
Amortized cost$23,817,000142
Fair value$23,242,000145
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$29,986,0003,641
U.S. Government securities$26,396,0002,916
U.S. Treasury securities$01,381
U.S. Government agency obligations$26,396,0002,818
Securities issued by states & political subdivisions$3,590,0004,009
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,500,0002,610
Mortgage-backed securities$584,0004,936
Certificates of participation in pools of residential mortgages$584,0004,687
Issued or guaranteed by U.S.$584,0004,684
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)$29,090,000628
Available-for-sale securities (fair market value)$896,0005,915
Total debt securities$29,986,0003,614
Structured notes
Amortized cost$24,566,000154
Fair value$23,474,000158
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$30,028,0003,685
U.S. Government securities$26,425,0002,977
U.S. Treasury securities$01,342
U.S. Government agency obligations$26,425,0002,883
Securities issued by states & political subdivisions$3,603,0004,049
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,000,0002,664
Mortgage-backed securities$616,0004,971
Certificates of participation in pools of residential mortgages$616,0004,714
Issued or guaranteed by U.S.$616,0004,712
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)$29,098,000629
Available-for-sale securities (fair market value)$930,0005,974
Total debt securities$30,028,0003,655
Structured notes
Amortized cost$24,562,000172
Fair value$23,211,000178
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$30,352,0003,690
U.S. Government securities$26,455,0002,977
U.S. Treasury securities$01,198
U.S. Government agency obligations$26,455,0002,901
Securities issued by states & political subdivisions$3,897,0004,003
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,000,0002,689
Mortgage-backed securities$650,0005,005
Certificates of participation in pools of residential mortgages$650,0004,745
Issued or guaranteed by U.S.$650,0004,741
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)$29,399,000615
Available-for-sale securities (fair market value)$953,0006,039
Total debt securities$30,352,0003,663
Structured notes
Amortized cost$24,559,000181
Fair value$22,673,000190
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$30,813,0003,638
U.S. Government securities$26,481,0002,953
U.S. Treasury securities$01,131
U.S. Government agency obligations$26,481,0002,879
Securities issued by states & political subdivisions$4,332,0003,910
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,000,0002,683
Mortgage-backed securities$679,0005,027
Certificates of participation in pools of residential mortgages$679,0004,756
Issued or guaranteed by U.S.$679,0004,752
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)$29,778,000593
Available-for-sale securities (fair market value)$1,035,0006,091
Total debt securities$30,813,0003,611
Structured notes
Amortized cost$24,557,000174
Fair value$22,354,000182
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$29,231,0003,776
U.S. Government securities$26,572,0002,988
U.S. Treasury securities$01,131
U.S. Government agency obligations$26,572,0002,913
Securities issued by states & political subdivisions$2,659,0004,362
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,435,0002,611
Mortgage-backed securities$773,0005,041
Certificates of participation in pools of residential mortgages$773,0004,753
Issued or guaranteed by U.S.$773,0004,749
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)$28,119,000602
Available-for-sale securities (fair market value)$1,112,0006,151
Total debt securities$29,231,0003,746
Structured notes
Amortized cost$24,553,000169
Fair value$22,718,000177
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$28,402,0003,821
U.S. Government securities$25,632,0003,045
U.S. Treasury securities$01,152
U.S. Government agency obligations$25,632,0002,969
Securities issued by states & political subdivisions$2,770,0004,345
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,000,0002,743
Mortgage-backed securities$834,0005,031
Certificates of participation in pools of residential mortgages$834,0004,719
Issued or guaranteed by U.S.$834,0004,715
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)$27,257,000576
Available-for-sale securities (fair market value)$1,145,0006,179
Total debt securities$28,402,0003,793
Structured notes
Amortized cost$23,552,000177
Fair value$22,239,000182
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$25,059,0004,091
U.S. Government securities$21,728,0003,382
U.S. Treasury securities$01,161
U.S. Government agency obligations$21,728,0003,300
Securities issued by states & political subdivisions$3,331,0004,168
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,100,0002,757
Mortgage-backed securities$913,0005,053
Certificates of participation in pools of residential mortgages$913,0004,733
Issued or guaranteed by U.S.$913,0004,731
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)$23,866,000601
Available-for-sale securities (fair market value)$1,193,0006,235
Total debt securities$25,059,0004,066
Structured notes
Amortized cost$19,220,000230
Fair value$19,154,000229
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$22,977,0004,216
U.S. Government securities$19,583,0003,533
U.S. Treasury securities$01,135
U.S. Government agency obligations$19,583,0003,452
Securities issued by states & political subdivisions$3,394,0004,151
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,100,0002,770
Mortgage-backed securities$1,007,0005,058
Certificates of participation in pools of residential mortgages$1,007,0004,715
Issued or guaranteed by U.S.$1,007,0004,714
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)$21,670,000626
Available-for-sale securities (fair market value)$1,307,0006,263
Total debt securities$22,977,0004,191
Structured notes
Amortized cost$16,981,000265
Fair value$17,012,000265
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$22,088,0004,337
U.S. Government securities$18,690,0003,716
U.S. Treasury securities$01,086
U.S. Government agency obligations$18,690,0003,636
Securities issued by states & political subdivisions$3,398,0004,136
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,100,0002,770
Mortgage-backed securities$1,115,0005,113
Certificates of participation in pools of residential mortgages$1,115,0004,771
Issued or guaranteed by U.S.$1,115,0004,768
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)$20,723,000656
Available-for-sale securities (fair market value)$1,365,0006,339
Total debt securities$22,088,0004,302
Structured notes
Amortized cost$15,980,000281
Fair value$15,980,000282
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$22,115,0004,390
U.S. Government securities$18,683,0003,765
U.S. Treasury securities$01,068
U.S. Government agency obligations$18,683,0003,695
Securities issued by states & political subdivisions$3,432,0004,078
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,100,0002,792
Mortgage-backed securities$1,204,0005,130
Certificates of participation in pools of residential mortgages$1,204,0004,765
Issued or guaranteed by U.S.$1,204,0004,762
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)$20,713,000645
Available-for-sale securities (fair market value)$1,402,0006,400
Total debt securities$22,115,0004,356
Structured notes
Amortized cost$15,885,000314
Fair value$15,938,000314
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$25,011,0004,152
U.S. Government securities$21,376,0003,580
U.S. Treasury securities$01,157
U.S. Government agency obligations$21,376,0003,505
Securities issued by states & political subdivisions$3,635,0003,965
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,100,0002,785
Mortgage-backed securities$1,301,0005,127
Certificates of participation in pools of residential mortgages$1,301,0004,747
Issued or guaranteed by U.S.$1,301,0004,744
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)$23,577,000598
Available-for-sale securities (fair market value)$1,434,0006,446
Total debt securities$25,011,0004,112
Structured notes
Amortized cost$19,081,000307
Fair value$18,870,000313
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$26,964,0003,930
U.S. Government securities$23,277,0003,326
U.S. Treasury securities$01,076
U.S. Government agency obligations$23,277,0003,254
Securities issued by states & political subdivisions$3,687,0003,929
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,100,0002,666
Mortgage-backed securities$1,447,0005,055
Certificates of participation in pools of residential mortgages$1,447,0004,634
Issued or guaranteed by U.S.$1,447,0004,627
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 securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$25,385,000577
Available-for-sale securities (fair market value)$1,579,0006,438
Total debt securities$26,964,0003,901
Structured notes
Amortized cost$19,337,000294
Fair value$19,383,000292
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$28,158,0003,749
U.S. Government securities$24,882,0003,115
U.S. Treasury securities$01,126
U.S. Government agency obligations$24,882,0003,039
Securities issued by states & political subdivisions$2,776,0004,159
Other domestic debt securities$500,0002,325
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$500,0001,701
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,100,0002,646
Mortgage-backed securities$1,544,0005,022
Certificates of participation in pools of residential mortgages$1,544,0004,576
Issued or guaranteed by U.S.$1,544,0004,564
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 securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$26,539,000562
Available-for-sale securities (fair market value)$1,619,0006,509
Total debt securities$28,158,0003,715
Structured notes
Amortized cost$20,845,000250
Fair value$20,926,000250
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$25,234,0004,031
U.S. Government securities$20,467,0003,609
U.S. Treasury securities$01,225
U.S. Government agency obligations$20,467,0003,515
Securities issued by states & political subdivisions$2,767,0004,139
Other domestic debt securities$500,0002,262
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$500,0001,626
Foreign debt securities$0168
Equity securities$1,500,000483
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,850,0002,708
Mortgage-backed securities$1,627,0004,990
Certificates of participation in pools of residential mortgages$1,627,0004,534
Issued or guaranteed by U.S.$1,627,0004,526
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 securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$22,088,000630
Available-for-sale securities (fair market value)$3,146,0006,336
Total debt securities$23,734,0004,136
Structured notes
Amortized cost$15,846,000453
Fair value$15,749,000453
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$22,846,0004,231
U.S. Government securities$19,313,0003,722
U.S. Treasury securities$01,272
U.S. Government agency obligations$19,313,0003,619
Securities issued by states & political subdivisions$3,033,0004,014
Other domestic debt securities$500,0002,325
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$500,0001,671
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,100,0002,669
Mortgage-backed securities$1,720,0004,924
Certificates of participation in pools of residential mortgages$1,720,0004,455
Issued or guaranteed by U.S.$1,720,0004,446
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 securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$20,959,000647
Available-for-sale securities (fair market value)$1,887,0006,575
Total debt securities$22,846,0004,200
Structured notes
Amortized cost$15,099,000489
Fair value$14,602,000510
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$23,024,0004,081
U.S. Government securities$19,451,0003,529
U.S. Treasury securities$01,275
U.S. Government agency obligations$19,451,0003,434
Securities issued by states & political subdivisions$3,073,0004,006
Other domestic debt securities$500,0002,471
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$500,0001,678
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,100,0002,640
Mortgage-backed securities$1,858,0004,823
Certificates of participation in pools of residential mortgages$1,858,0004,292
Issued or guaranteed by U.S.$1,858,0004,287
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 securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$21,045,000642
Available-for-sale securities (fair market value)$1,979,0006,582
Total debt securities$23,024,0004,046
Structured notes
Amortized cost$15,099,000443
Fair value$14,540,000457
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$21,702,0004,172
U.S. Government securities$18,114,0003,645
U.S. Treasury securities$01,180
U.S. Government agency obligations$18,114,0003,539
Securities issued by states & political subdivisions$3,088,0003,937
Other domestic debt securities$500,0002,559
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$500,0001,705
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,085,0002,664
Mortgage-backed securities$2,037,0004,790
Certificates of participation in pools of residential mortgages$2,037,0004,217
Issued or guaranteed by U.S.$2,037,0004,210
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 securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$19,663,000707
Available-for-sale securities (fair market value)$2,039,0006,598
Total debt securities$21,702,0004,133
Structured notes
Amortized cost$11,584,000528
Fair value$11,673,000530
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$26,223,0003,771
U.S. Government securities$22,293,0003,263
U.S. Treasury securities$01,121
U.S. Government agency obligations$22,293,0003,177
Securities issued by states & political subdivisions$3,430,0003,740
Other domestic debt securities$500,0002,559
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$500,0001,665
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,735,0002,519
Mortgage-backed securities$2,336,0004,711
Certificates of participation in pools of residential mortgages$2,336,0004,153
Issued or guaranteed by U.S.$2,336,0004,144
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 securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$23,990,000614
Available-for-sale securities (fair market value)$2,233,0006,631
Total debt securities$26,223,0003,740
Structured notes
Amortized cost$14,574,000466
Fair value$14,649,000464
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$25,373,0003,895
U.S. Government securities$21,406,0003,410
U.S. Treasury securities$01,130
U.S. Government agency obligations$21,406,0003,325
Securities issued by states & political subdivisions$3,467,0003,710
Other domestic debt securities$500,0002,616
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$500,0001,681
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,735,0002,598
Mortgage-backed securities$2,543,0004,735
Certificates of participation in pools of residential mortgages$2,543,0004,203
Issued or guaranteed by U.S.$2,543,0004,197
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 securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$23,032,000627
Available-for-sale securities (fair market value)$2,341,0006,683
Total debt securities$25,373,0003,859
Structured notes
Amortized cost$7,739,000681
Fair value$7,623,000683
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$29,848,0003,497
U.S. Government securities$23,818,0003,138
U.S. Treasury securities$01,077
U.S. Government agency obligations$23,818,0003,066
Securities issued by states & political subdivisions$3,451,0003,741
Other domestic debt securities$500,0002,671
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$500,0001,718
Foreign debt securities$0171
Equity securities$2,079,000497
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,485,0002,623
Mortgage-backed securities$2,707,0004,765
Certificates of participation in pools of residential mortgages$2,707,0004,238
Issued or guaranteed by U.S.$2,707,0004,230
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 securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$25,371,000608
Available-for-sale securities (fair market value)$4,477,0006,315
Total debt securities$27,769,0003,607
Structured notes
Amortized cost$7,738,000554
Fair value$7,461,000564
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$30,834,0003,430
U.S. Government securities$24,800,0003,054
U.S. Treasury securities$01,047
U.S. Government agency obligations$24,800,0002,986
Securities issued by states & political subdivisions$3,457,0003,753
Other domestic debt securities$500,0002,773
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$500,0001,813
Foreign debt securities$2,077,00061
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,485,0002,617
Mortgage-backed securities$2,859,0004,822
Certificates of participation in pools of residential mortgages$2,859,0004,285
Issued or guaranteed by U.S.$2,859,0004,278
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 securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$26,287,000621
Available-for-sale securities (fair market value)$4,547,0006,354
Total debt securities$30,834,0003,387
Structured notes
Amortized cost$7,737,000351
Fair value$7,573,000356
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$22,030,0004,198
U.S. Government securities$18,027,0003,693
U.S. Treasury securities$01,036
U.S. Government agency obligations$18,027,0003,617
Securities issued by states & political subdivisions$3,424,0003,730
Other domestic debt securities$500,0002,808
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$500,0001,846
Foreign debt securities$0183
Equity securities$79,0001,290
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,650,0002,728
Mortgage-backed securities$3,154,0004,760
Certificates of participation in pools of residential mortgages$3,154,0004,236
Issued or guaranteed by U.S.$3,154,0004,222
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 securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$19,315,000773
Available-for-sale securities (fair market value)$2,715,0006,728
Total debt securities$21,951,0004,163
Structured notes
Amortized cost$6,986,000228
Fair value$6,784,000232
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$20,401,0004,386
U.S. Government securities$16,278,0003,992
U.S. Treasury securities$0981
U.S. Government agency obligations$16,278,0003,919
Securities issued by states & political subdivisions$3,544,0003,608
Other domestic debt securities$500,0002,720
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,912
Foreign debt securities$0181
Equity securities$79,0001,300
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,915,0002,965
Mortgage-backed securities$3,416,0004,760
Certificates of participation in pools of residential mortgages$3,416,0004,239
Issued or guaranteed by U.S.$3,416,0004,226
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)$15,543,000885
Available-for-sale securities (fair market value)$4,858,0006,320
Total debt securities$20,322,0004,369
Structured notes
Amortized cost$799,0001,124
Fair value$801,0001,110
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$22,316,0004,172
U.S. Government securities$18,218,0003,787
U.S. Treasury securities$0973
U.S. Government agency obligations$18,218,0003,710
Securities issued by states & political subdivisions$3,519,0003,579
Other domestic debt securities$500,0002,669
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,872
Foreign debt securities$0172
Equity securities$79,0001,290
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,750,0003,017
Mortgage-backed securities$3,659,0004,670
Certificates of participation in pools of residential mortgages$3,659,0004,138
Issued or guaranteed by U.S.$3,659,0004,125
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)$16,333,000857
Available-for-sale securities (fair market value)$5,983,0006,153
Total debt securities$22,237,0004,138
Structured notes
Amortized cost$799,0001,177
Fair value$804,0001,167
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$24,281,0003,880
U.S. Government securities$20,188,0003,485
U.S. Treasury securities$01,019
U.S. Government agency obligations$20,188,0003,413
Securities issued by states & political subdivisions$3,513,0003,548
Other domestic debt securities$500,0002,622
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,841
Foreign debt securities$0181
Equity securities$80,0001,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,765,0003,025
Mortgage-backed securities$3,792,0004,551
Certificates of participation in pools of residential mortgages$3,792,0004,016
Issued or guaranteed by U.S.$3,792,0004,004
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)$18,015,000807
Available-for-sale securities (fair market value)$6,266,0006,065
Total debt securities$24,201,0003,858
Structured notes
Amortized cost$1,213,000866
Fair value$1,207,000865
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$24,279,0003,952
U.S. Government securities$20,293,0003,504
U.S. Treasury securities$01,021
U.S. Government agency obligations$20,293,0003,438
Securities issued by states & political subdivisions$3,406,0003,614
Other domestic debt securities$500,0002,597
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,863
Foreign debt securities$0189
Equity securities$80,0001,704
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,165,0003,353
Mortgage-backed securities$3,944,0004,508
Certificates of participation in pools of residential mortgages$3,944,0003,984
Issued or guaranteed by U.S.$3,944,0003,969
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)$17,864,000801
Available-for-sale securities (fair market value)$6,415,0006,078
Total debt securities$24,199,0003,910
Structured notes
Amortized cost$1,213,000909
Fair value$1,206,000911
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$22,337,0004,147
U.S. Government securities$18,337,0003,730
U.S. Treasury securities$01,044
U.S. Government agency obligations$18,337,0003,663
Securities issued by states & political subdivisions$3,420,0003,620
Other domestic debt securities$500,0002,569
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,853
Foreign debt securities$0199
Equity securities$80,0001,697
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,165,0003,341
Mortgage-backed securities$2,698,0004,824
Certificates of participation in pools of residential mortgages$2,698,0004,322
Issued or guaranteed by U.S.$2,698,0004,305
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)$14,461,000923
Available-for-sale securities (fair market value)$7,876,0005,815
Total debt securities$22,257,0004,101
Structured notes
Amortized cost$1,713,000826
Fair value$1,718,000823
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$22,828,0004,109
U.S. Government securities$18,847,0003,739
U.S. Treasury securities$01,146
U.S. Government agency obligations$18,847,0003,662
Securities issued by states & political subdivisions$3,401,0003,620
Other domestic debt securities$500,0002,391
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,719
Foreign debt securities$0202
Equity securities$80,0001,646
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,615,0003,473
Mortgage-backed securities$2,876,0004,528
Certificates of participation in pools of residential mortgages$2,876,0003,964
Issued or guaranteed by U.S.$2,876,0003,947
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)$13,744,0001,001
Available-for-sale securities (fair market value)$9,084,0005,619
Total debt securities$22,748,0004,064
Structured notes
Amortized cost$2,013,0001,017
Fair value$2,013,0001,022
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$23,466,0004,055
U.S. Government securities$19,493,0003,703
U.S. Treasury securities$01,235
U.S. Government agency obligations$19,493,0003,626
Securities issued by states & political subdivisions$3,393,0003,618
Other domestic debt securities$500,0002,328
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,687
Foreign debt securities$0200
Equity securities$80,0001,586
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,415,0003,365
Mortgage-backed securities$3,032,0004,337
Certificates of participation in pools of residential mortgages$3,032,0003,739
Issued or guaranteed by U.S.$3,032,0003,724
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)$14,045,0001,022
Available-for-sale securities (fair market value)$9,421,0005,594
Total debt securities$23,386,0004,014
Structured notes
Amortized cost$2,812,0001,016
Fair value$2,725,0001,035
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$21,817,0004,243
U.S. Government securities$18,252,0003,886
U.S. Treasury securities$01,362
U.S. Government agency obligations$18,252,0003,792
Securities issued by states & political subdivisions$2,985,0003,807
Other domestic debt securities$500,0002,274
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,652
Foreign debt securities$0201
Equity securities$80,0001,609
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,215,0003,384
Mortgage-backed securities$3,340,0004,180
Certificates of participation in pools of residential mortgages$3,340,0003,561
Issued or guaranteed by U.S.$3,340,0003,547
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)$14,051,0001,034
Available-for-sale securities (fair market value)$7,766,0005,905
Total debt securities$21,737,0004,206
Structured notes
Amortized cost$2,812,0001,078
Fair value$2,725,0001,088
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$19,846,0004,521
U.S. Government securities$16,606,0004,149
U.S. Treasury securities$01,448
U.S. Government agency obligations$16,606,0004,052
Securities issued by states & political subdivisions$2,660,0003,964
Other domestic debt securities$500,0002,283
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,690
Foreign debt securities$0207
Equity securities$80,0001,636
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,715,0003,482
Mortgage-backed securities$3,636,0004,052
Certificates of participation in pools of residential mortgages$3,636,0003,428
Issued or guaranteed by U.S.$3,636,0003,408
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)$13,717,0001,069
Available-for-sale securities (fair market value)$6,129,0006,297
Total debt securities$19,766,0004,483
Structured notes
Amortized cost$3,310,000971
Fair value$3,251,000977
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$20,391,0004,487
U.S. Government securities$17,150,0004,126
U.S. Treasury securities$01,498
U.S. Government agency obligations$17,150,0004,022
Securities issued by states & political subdivisions$2,661,0003,968
Other domestic debt securities$500,0002,303
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,729
Foreign debt securities$0210
Equity securities$80,0001,672
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,715,0003,477
Mortgage-backed securities$3,886,0003,969
Certificates of participation in pools of residential mortgages$3,886,0003,351
Issued or guaranteed by U.S.$3,886,0003,337
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)$14,516,0001,049
Available-for-sale securities (fair market value)$5,875,0006,372
Total debt securities$20,311,0004,449
Structured notes
Amortized cost$3,609,000982
Fair value$3,528,000991
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$20,529,0004,502
U.S. Government securities$17,291,0004,150
U.S. Treasury securities$01,574
U.S. Government agency obligations$17,291,0004,035
Securities issued by states & political subdivisions$2,658,0003,953
Other domestic debt securities$500,0002,333
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,760
Foreign debt securities$0214
Equity securities$80,0001,719
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,016,0002,267
Mortgage-backed securities$4,228,0003,855
Certificates of participation in pools of residential mortgages$4,228,0003,245
Issued or guaranteed by U.S.$4,228,0003,229
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)$14,515,0001,084
Available-for-sale securities (fair market value)$6,014,0006,377
Total debt securities$20,449,0004,470
Structured notes
Amortized cost$3,607,0001,062
Fair value$3,512,0001,072
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$20,873,0004,455
U.S. Government securities$17,646,0004,101
U.S. Treasury securities$01,634
U.S. Government agency obligations$17,646,0003,978
Securities issued by states & political subdivisions$2,647,0003,930
Other domestic debt securities$500,0002,349
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,793
Foreign debt securities$0223
Equity securities$80,0001,748
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,145,0003,216
Mortgage-backed securities$4,614,0003,727
Certificates of participation in pools of residential mortgages$4,614,0003,143
Issued or guaranteed by U.S.$4,614,0003,132
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)$14,514,0001,101
Available-for-sale securities (fair market value)$6,359,0006,318
Total debt securities$20,793,0004,399
Structured notes
Amortized cost$3,606,0001,121
Fair value$3,427,0001,136
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$21,514,0004,419
U.S. Government securities$18,279,0004,047
U.S. Treasury securities$01,715
U.S. Government agency obligations$18,279,0003,914
Securities issued by states & political subdivisions$2,655,0003,977
Other domestic debt securities$500,0002,434
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,896
Foreign debt securities$0226
Equity securities$80,0001,786
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,145,0003,211
Mortgage-backed securities$4,930,0003,669
Certificates of participation in pools of residential mortgages$4,930,0003,083
Issued or guaranteed by U.S.$4,930,0003,070
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)$14,813,0001,106
Available-for-sale securities (fair market value)$6,701,0006,288
Total debt securities$21,434,0004,368
Structured notes
Amortized cost$3,905,0001,085
Fair value$3,768,0001,092
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$20,687,0004,542
U.S. Government securities$5,736,0006,737
U.S. Treasury securities$01,737
U.S. Government agency obligations$5,736,0006,593
Securities issued by states & political subdivisions$12,857,0001,540
Other domestic debt securities$2,014,0001,623
Privately issued residential mortgage-backed securities$1,514,000735
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,023
Foreign debt securities$80,000195
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,455,0003,296
Mortgage-backed securities$7,250,0003,152
Certificates of participation in pools of residential mortgages$7,250,0002,599
Issued or guaranteed by U.S.$5,736,0002,904
Privately issued$1,514,000101
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)$14,312,0001,162
Available-for-sale securities (fair market value)$6,375,0006,401
Total debt securities$20,687,0004,478
Structured notes
Amortized cost$3,903,0001,082
Fair value$3,788,0001,087
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$20,340,0004,562
U.S. Government securities$17,448,0004,126
U.S. Treasury securities$01,786
U.S. Government agency obligations$17,448,0004,004
Securities issued by states & political subdivisions$2,312,0004,179
Other domestic debt securities$500,0002,580
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,111
Foreign debt securities$0234
Equity securities$80,0001,808
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,295,0003,514
Mortgage-backed securities$5,021,0003,723
Certificates of participation in pools of residential mortgages$5,021,0003,133
Issued or guaranteed by U.S.$5,021,0003,120
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)$13,511,0001,215
Available-for-sale securities (fair market value)$6,829,0006,286
Total debt securities$20,260,0004,518
Structured notes
Amortized cost$3,901,0001,061
Fair value$3,855,0001,062
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$17,697,0004,993
U.S. Government securities$14,378,0004,681
U.S. Treasury securities$01,839
U.S. Government agency obligations$14,378,0004,540
Securities issued by states & political subdivisions$1,939,0004,388
Other domestic debt securities$500,0002,661
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,195
Foreign debt securities$0234
Equity securities$880,0001,201
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,045,0003,551
Mortgage-backed securities$5,098,0003,769
Certificates of participation in pools of residential mortgages$5,098,0003,175
Issued or guaranteed by U.S.$5,098,0003,165
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)$9,989,0001,445
Available-for-sale securities (fair market value)$7,708,0006,122
Total debt securities$16,817,0005,082
Structured notes
Amortized cost$3,301,0001,178
Fair value$3,273,0001,181
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$16,674,0005,196
U.S. Government securities$13,996,0004,808
U.S. Treasury securities$01,963
U.S. Government agency obligations$13,996,0004,663
Securities issued by states & political subdivisions$2,098,0004,285
Other domestic debt securities$500,0002,725
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,288
Foreign debt securities$0247
Equity securities$80,0001,867
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,460,0003,477
Mortgage-backed securities$4,981,0003,886
Certificates of participation in pools of residential mortgages$4,981,0003,276
Issued or guaranteed by U.S.$4,981,0003,269
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)$9,904,0001,482
Available-for-sale securities (fair market value)$6,770,0006,375
Total debt securities$16,594,0005,153
Structured notes
Amortized cost$3,299,0001,173
Fair value$3,214,0001,178
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$18,283,0004,978
U.S. Government securities$15,957,0004,468
U.S. Treasury securities$01,963
U.S. Government agency obligations$15,957,0004,337
Securities issued by states & political subdivisions$1,746,0004,540
Other domestic debt securities$500,0002,770
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,350
Foreign debt securities$0244
Equity securities$80,0001,907
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,710,0003,622
Mortgage-backed securities$4,981,0003,942
Certificates of participation in pools of residential mortgages$4,981,0003,311
Issued or guaranteed by U.S.$4,981,0003,298
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)$10,645,0001,437
Available-for-sale securities (fair market value)$7,638,0006,198
Total debt securities$18,203,0004,934
Structured notes
Amortized cost$4,096,000967
Fair value$4,057,000967
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$19,484,0004,775
U.S. Government securities$17,530,0004,157
U.S. Treasury securities$01,990
U.S. Government agency obligations$17,530,0004,021
Securities issued by states & political subdivisions$1,374,0004,804
Other domestic debt securities$500,0002,813
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,410
Foreign debt securities$0248
Equity securities$80,0001,935
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,610,0002,715
Mortgage-backed securities$4,778,0004,028
Certificates of participation in pools of residential mortgages$4,778,0003,402
Issued or guaranteed by U.S.$4,778,0003,396
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)$11,773,0001,365
Available-for-sale securities (fair market value)$7,711,0006,222
Total debt securities$19,404,0004,716
Structured notes
Amortized cost$5,142,000798
Fair value$5,144,000799
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$20,904,0004,672
U.S. Government securities$18,971,0004,041
U.S. Treasury securities$02,098
U.S. Government agency obligations$18,971,0003,893
Securities issued by states & political subdivisions$1,353,0004,828
Other domestic debt securities$500,0002,912
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,520
Foreign debt securities$0251
Equity securities$80,0001,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,710,0003,808
Mortgage-backed securities$4,973,0004,023
Certificates of participation in pools of residential mortgages$4,973,0003,407
Issued or guaranteed by U.S.$4,973,0003,399
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)$13,070,0001,280
Available-for-sale securities (fair market value)$7,834,0006,287
Total debt securities$20,824,0004,614
Structured notes
Amortized cost$5,887,000720
Fair value$5,761,000719
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$17,419,0005,140
U.S. Government securities$15,711,0004,512
U.S. Treasury securities$02,082
U.S. Government agency obligations$15,711,0004,363
Securities issued by states & political subdivisions$1,128,0005,034
Other domestic debt securities$500,0003,020
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,608
Foreign debt securities$0264
Equity securities$80,0002,010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,339,0002,239
Mortgage-backed securities$3,864,0004,431
Certificates of participation in pools of residential mortgages$3,864,0003,807
Issued or guaranteed by U.S.$3,864,0003,798
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)$12,706,0001,269
Available-for-sale securities (fair market value)$4,713,0007,024
Total debt securities$17,339,0005,070
Structured notes
Amortized cost$4,798,000737
Fair value$4,814,000738
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$18,099,0005,087
U.S. Government securities$16,391,0004,440
U.S. Treasury securities$02,227
U.S. Government agency obligations$16,391,0004,296
Securities issued by states & political subdivisions$1,128,0005,081
Other domestic debt securities$500,0003,086
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,754
Foreign debt securities$0283
Equity securities$80,0002,048
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,862,0002,469
Mortgage-backed securities$4,039,0004,359
Certificates of participation in pools of residential mortgages$4,039,0003,713
Issued or guaranteed by U.S.$4,039,0003,700
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,223,0001,239
Available-for-sale securities (fair market value)$4,876,0007,018
Total debt securities$18,019,0005,017
Structured notes
Amortized cost$5,098,000603
Fair value$5,066,000605
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$20,276,0004,706
U.S. Government securities$18,617,0003,976
U.S. Treasury securities$02,287
U.S. Government agency obligations$18,617,0003,826
Securities issued by states & political subdivisions$1,129,0005,094
Other domestic debt securities$500,0003,201
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,864
Foreign debt securities$0291
Equity securities$30,0002,214
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,800,0002,601
Mortgage-backed securities$4,267,0004,275
Certificates of participation in pools of residential mortgages$4,267,0003,645
Issued or guaranteed by U.S.$4,267,0003,633
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,224,0001,130
Available-for-sale securities (fair market value)$5,052,0006,952
Total debt securities$20,246,0004,632
Structured notes
Amortized cost$6,097,000414
Fair value$6,059,000415
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$20,791,0004,584
U.S. Government securities$18,610,0003,881
U.S. Treasury securities$02,322
U.S. Government agency obligations$18,610,0003,727
Securities issued by states & political subdivisions$351,0006,063
Other domestic debt securities$500,0003,276
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,922
Foreign debt securities$0294
Equity securities$1,330,0001,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,700,0003,308
Mortgage-backed securities$3,786,0004,510
Certificates of participation in pools of residential mortgages$3,786,0003,840
Issued or guaranteed by U.S.$3,786,0003,829
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,635,0001,196
Available-for-sale securities (fair market value)$7,156,0006,374
Total debt securities$19,461,0004,676
Structured notes
Amortized cost$5,338,000363
Fair value$5,392,000362
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$20,873,0004,527
U.S. Government securities$19,292,0003,802
U.S. Treasury securities$02,382
U.S. Government agency obligations$19,292,0003,642
Securities issued by states & political subdivisions$351,0006,049
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$1,230,0001,266
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,600,0003,587
Mortgage-backed securities$4,086,0004,472
Certificates of participation in pools of residential mortgages$4,086,0003,732
Issued or guaranteed by U.S.$4,086,0003,721
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,289,0001,283
Available-for-sale securities (fair market value)$8,584,0006,034
Total debt securities$19,643,0004,622
Structured notes
Amortized cost$4,543,000310
Fair value$4,563,000316
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$21,433,0004,437
U.S. Government securities$21,303,0003,523
U.S. Treasury securities$02,544
U.S. Government agency obligations$21,303,0003,358
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$130,0002,029
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,540,0003,371
Mortgage-backed securities$3,852,0004,526
Certificates of participation in pools of residential mortgages$3,852,0003,789
Issued or guaranteed by U.S.$3,852,0003,776
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,977,0001,210
Available-for-sale securities (fair market value)$7,456,0006,342
Total debt securities$21,303,0004,370
Structured notes
Amortized cost$4,393,000242
Fair value$4,416,000241
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$4,027,0008,235
U.S. Government securities$3,527,0007,853
U.S. Treasury securities$03,182
U.S. Government agency obligations$3,527,0007,603
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$500,0001,585
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,025,0005,932
Mortgage-backed securities$07,553
Certificates of participation in pools of residential mortgages$07,193
Issued or guaranteed by U.S.$07,167
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,925,0002,819
Available-for-sale securities (fair market value)$1,102,0008,196
Total debt securities$3,527,0008,313
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052