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Montgomery Bank, Securities

2023-12-31Rank
Total securities$291,776,000700
U.S. Government securities$278,466,000501
U.S. Treasury securities$259,286,000117
U.S. Government agency obligations$19,180,0002,634
Securities issued by states & political subdivisions$124,0003,750
Other domestic debt securities$13,186,000887
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$13,186,000547
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$137,883,000679
Mortgage-backed securities$5,211,0002,991
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,211,0002,540
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$291,776,000583
Total debt securities$291,652,000692
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$350,195,000598
U.S. Government securities$337,104,000432
U.S. Treasury securities$317,199,000110
U.S. Government agency obligations$19,905,0002,572
Securities issued by states & political subdivisions$132,0003,790
Other domestic debt securities$12,959,000886
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$12,959,000551
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$137,206,000672
Mortgage-backed securities$5,173,0002,991
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,173,0002,543
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$350,195,000493
Total debt securities$350,063,000588
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$347,975,000604
U.S. Government securities$335,090,000431
U.S. Treasury securities$314,823,000104
U.S. Government agency obligations$20,267,0002,613
Securities issued by states & political subdivisions$131,0003,822
Other domestic debt securities$12,754,000901
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$12,754,000557
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$153,030,000614
Mortgage-backed securities$5,632,0002,969
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,632,0002,519
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$347,975,000508
Total debt securities$347,844,000596
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$349,076,000632
U.S. Government securities$336,664,000456
U.S. Treasury securities$316,213,000106
U.S. Government agency obligations$20,451,0002,618
Securities issued by states & political subdivisions$130,0003,878
Other domestic debt securities$12,282,000956
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$12,282,000590
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,797,0001,884
Mortgage-backed securities$5,832,0003,002
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,832,0002,545
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$349,076,000532
Total debt securities$348,946,000624
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$345,799,000649
U.S. Government securities$329,231,000459
U.S. Treasury securities$314,766,000114
U.S. Government agency obligations$14,465,0002,967
Securities issued by states & political subdivisions$163,0003,910
Other domestic debt securities$16,405,000841
Privately issued residential mortgage-backed securities$3,664,000413
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$12,741,000595
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,586,0001,802
Mortgage-backed securities$3,664,0003,257
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,815
Privately issued$3,664,000130
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$345,799,000543
Total debt securities$345,636,000639
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$330,119,000686
U.S. Government securities$316,506,000483
U.S. Treasury securities$304,062,000121
U.S. Government agency obligations$12,444,0003,128
Securities issued by states & political subdivisions$136,0003,958
Other domestic debt securities$13,477,000905
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$13,477,000574
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,858,0002,236
Mortgage-backed securities$3,132,0003,342
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,132,0002,954
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$330,119,000582
Total debt securities$329,983,000677
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$334,224,000687
U.S. Government securities$320,857,000500
U.S. Treasury securities$308,004,000119
U.S. Government agency obligations$12,853,0003,146
Securities issued by states & political subdivisions$134,0004,000
Other domestic debt securities$13,233,000867
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$13,233,000581
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,280,0002,204
Mortgage-backed securities$3,367,0003,362
Certificates of participation in pools of residential mortgages$3,367,0003,041
Issued or guaranteed by U.S.$3,367,0002,947
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$334,224,000593
Total debt securities$334,090,000678
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$340,395,000678
U.S. Government securities$322,249,000494
U.S. Treasury securities$312,424,000112
U.S. Government agency obligations$9,825,0003,345
Securities issued by states & political subdivisions$1,434,0003,694
Other domestic debt securities$16,712,000746
Privately issued residential mortgage-backed securities$3,664,000377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$13,048,000571
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,783,0002,131
Mortgage-backed securities$3,664,0003,326
Certificates of participation in pools of residential mortgages$3,664,0002,997
Issued or guaranteed by U.S.$03,898
Privately issued$3,664,000118
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$340,395,000594
Total debt securities$340,272,000667
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$299,474,000737
U.S. Government securities$280,851,000519
U.S. Treasury securities$270,422,00085
U.S. Government agency obligations$10,429,0003,272
Securities issued by states & political subdivisions$1,468,0003,714
Other domestic debt securities$17,155,000710
Privately issued residential mortgage-backed securities$3,988,000341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$13,167,000538
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$18,942,0002,073
Mortgage-backed securities$4,417,0003,245
Certificates of participation in pools of residential mortgages$3,988,0002,953
Issued or guaranteed by U.S.$03,918
Privately issued$3,988,000122
Collaterized mortgage obligations$429,0002,528
CMOs issued by government agencies or sponsored agencies$429,0002,468
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$299,474,000661
Total debt securities$299,331,000727
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$36,356,0003,031
U.S. Government securities$19,695,0002,893
U.S. Treasury securities$14,000,000714
U.S. Government agency obligations$5,695,0003,696
Securities issued by states & political subdivisions$1,586,0003,716
Other domestic debt securities$15,075,000718
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$15,075,000473
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$19,694,0002,001
Mortgage-backed securities$5,695,0003,153
Certificates of participation in pools of residential mortgages$4,414,0002,902
Issued or guaranteed by U.S.$4,414,0002,823
Privately issued$0234
Collaterized mortgage obligations$1,281,0002,239
CMOs issued by government agencies or sponsored agencies$1,281,0002,188
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$36,356,0002,863
Total debt securities$36,108,0003,019
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$33,338,0003,084
U.S. Government securities$16,939,0003,006
U.S. Treasury securities$10,000,000771
U.S. Government agency obligations$6,939,0003,541
Securities issued by states & political subdivisions$1,597,0003,737
Other domestic debt securities$14,802,000695
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$14,802,000448
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$16,939,0002,127
Mortgage-backed securities$6,939,0003,023
Certificates of participation in pools of residential mortgages$4,752,0002,856
Issued or guaranteed by U.S.$4,752,0002,768
Privately issued$0247
Collaterized mortgage obligations$2,187,0001,986
CMOs issued by government agencies or sponsored agencies$2,187,0001,937
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$33,338,0002,905
Total debt securities$33,092,0003,076
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$30,299,0003,084
U.S. Government securities$18,688,0002,762
U.S. Treasury securities$10,000,000580
U.S. Government agency obligations$8,688,0003,343
Securities issued by states & political subdivisions$1,861,0003,699
Other domestic debt securities$9,750,000845
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$9,750,000547
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,689,0002,759
Mortgage-backed securities$8,688,0002,837
Certificates of participation in pools of residential mortgages$5,189,0002,740
Issued or guaranteed by U.S.$5,189,0002,660
Privately issued$0261
Collaterized mortgage obligations$3,499,0001,697
CMOs issued by government agencies or sponsored agencies$3,499,0001,658
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$30,299,0002,903
Total debt securities$30,053,0003,074
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$32,425,0002,911
U.S. Government securities$21,194,0002,477
U.S. Treasury securities$9,999,000430
U.S. Government agency obligations$11,195,0003,034
Securities issued by states & political subdivisions$1,881,0003,703
Other domestic debt securities$9,350,000822
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$9,350,000543
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$21,194,0001,860
Mortgage-backed securities$11,195,0002,545
Certificates of participation in pools of residential mortgages$5,687,0002,599
Issued or guaranteed by U.S.$5,687,0002,528
Privately issued$0245
Collaterized mortgage obligations$5,508,0001,449
CMOs issued by government agencies or sponsored agencies$5,508,0001,406
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$32,425,0002,737
Total debt securities$32,117,0002,903
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$49,980,0002,228
U.S. Government securities$38,176,0001,728
U.S. Treasury securities$16,999,000310
U.S. Government agency obligations$21,177,0002,305
Securities issued by states & political subdivisions$1,857,0003,648
Other domestic debt securities$9,947,000764
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$9,947,000504
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$38,176,0001,263
Mortgage-backed securities$14,177,0002,328
Certificates of participation in pools of residential mortgages$6,247,0002,494
Issued or guaranteed by U.S.$6,247,0002,419
Privately issued$0251
Collaterized mortgage obligations$7,930,0001,251
CMOs issued by government agencies or sponsored agencies$7,930,0001,214
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$49,980,0002,083
Total debt securities$49,672,0002,216
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$66,247,0001,771
U.S. Government securities$47,823,0001,492
U.S. Treasury securities$14,498,000356
U.S. Government agency obligations$33,325,0001,774
Securities issued by states & political subdivisions$1,882,0003,623
Other domestic debt securities$16,542,000551
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$16,542,000356
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$64,365,000846
Mortgage-backed securities$16,275,0002,185
Certificates of participation in pools of residential mortgages$6,682,0002,410
Issued or guaranteed by U.S.$6,682,0002,343
Privately issued$0251
Collaterized mortgage obligations$9,593,0001,175
CMOs issued by government agencies or sponsored agencies$9,593,0001,137
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$66,247,0001,654
Total debt securities$65,893,0001,766
Structured notes
Amortized cost$6,967,00050
Fair value$6,901,00050
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$58,678,0001,862
U.S. Government securities$41,814,0001,639
U.S. Treasury securities$15,990,000321
U.S. Government agency obligations$25,824,0002,082
Securities issued by states & political subdivisions$1,852,0003,611
Other domestic debt securities$15,012,000552
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$15,012,000341
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$45,244,0001,059
Mortgage-backed securities$17,010,0002,144
Certificates of participation in pools of residential mortgages$6,895,0002,395
Issued or guaranteed by U.S.$6,895,0002,316
Privately issued$0267
Collaterized mortgage obligations$10,115,0001,161
CMOs issued by government agencies or sponsored agencies$10,115,0001,125
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$58,678,0001,731
Total debt securities$58,446,0001,852
Structured notes
Amortized cost$6,966,00079
Fair value$6,636,00078
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$58,594,0001,882
U.S. Government securities$46,748,0001,535
U.S. Treasury securities$01,363
U.S. Government agency obligations$46,748,0001,447
Securities issued by states & political subdivisions$1,870,0003,612
Other domestic debt securities$9,976,000660
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$9,976,000425
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$46,747,0001,008
Mortgage-backed securities$6,867,0002,922
Certificates of participation in pools of residential mortgages$6,867,0002,335
Issued or guaranteed by U.S.$6,867,0002,275
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$58,594,0001,738
Total debt securities$58,240,0001,868
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$84,152,0001,445
U.S. Government securities$72,038,0001,092
U.S. Treasury securities$01,429
U.S. Government agency obligations$72,038,0001,026
Securities issued by states & political subdivisions$2,143,0003,567
Other domestic debt securities$9,971,000652
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$9,971,000417
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$49,962,000962
Mortgage-backed securities$7,162,0002,879
Certificates of participation in pools of residential mortgages$7,162,0002,270
Issued or guaranteed by U.S.$7,162,0002,205
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)$01,838
Available-for-sale securities (fair market value)$84,152,0001,327
Total debt securities$83,351,0001,439
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$104,555,0001,219
U.S. Government securities$92,179,000921
U.S. Treasury securities$01,467
U.S. Government agency obligations$92,179,000872
Securities issued by states & political subdivisions$2,439,0003,533
Other domestic debt securities$9,937,000626
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$9,937,000426
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$49,879,000992
Mortgage-backed securities$7,547,0002,839
Certificates of participation in pools of residential mortgages$7,547,0002,222
Issued or guaranteed by U.S.$7,547,0002,178
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)$01,880
Available-for-sale securities (fair market value)$104,555,0001,101
Total debt securities$103,754,0001,203
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$102,987,0001,246
U.S. Government securities$90,509,000935
U.S. Treasury securities$01,516
U.S. Government agency obligations$90,509,000877
Securities issued by states & political subdivisions$2,428,0003,605
Other domestic debt securities$10,050,000621
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$10,050,000424
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$53,863,000939
Mortgage-backed securities$7,538,0002,843
Certificates of participation in pools of residential mortgages$7,538,0002,240
Issued or guaranteed by U.S.$7,538,0002,190
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)$01,908
Available-for-sale securities (fair market value)$102,987,0001,123
Total debt securities$102,186,0001,239
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$97,090,0001,324
U.S. Government securities$89,676,000955
U.S. Treasury securities$01,513
U.S. Government agency obligations$89,676,000908
Securities issued by states & political subdivisions$2,414,0003,666
Other domestic debt securities$5,000,000844
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$5,000,000602
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$53,348,000968
Mortgage-backed securities$7,532,0002,850
Certificates of participation in pools of residential mortgages$7,532,0002,248
Issued or guaranteed by U.S.$7,532,0002,215
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)$01,959
Available-for-sale securities (fair market value)$97,090,0001,207
Total debt securities$96,288,0001,319
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$91,559,0001,393
U.S. Government securities$89,127,000952
U.S. Treasury securities$01,500
U.S. Government agency obligations$89,127,000906
Securities issued by states & political subdivisions$2,432,0003,714
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$79,635,000674
Mortgage-backed securities$7,835,0002,837
Certificates of participation in pools of residential mortgages$7,835,0002,239
Issued or guaranteed by U.S.$7,835,0002,228
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$91,559,0001,272
Total debt securities$90,758,0001,382
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$91,771,0001,412
U.S. Government securities$89,336,000958
U.S. Treasury securities$01,475
U.S. Government agency obligations$89,336,000913
Securities issued by states & political subdivisions$2,435,0003,772
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$67,566,000802
Mortgage-backed securities$8,189,0002,835
Certificates of participation in pools of residential mortgages$8,189,0002,240
Issued or guaranteed by U.S.$8,189,0002,136
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$91,771,0001,287
Total debt securities$90,970,0001,401
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$92,283,0001,421
U.S. Government securities$89,836,000974
U.S. Treasury securities$01,426
U.S. Government agency obligations$89,836,000929
Securities issued by states & political subdivisions$2,447,0003,811
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$86,964,000662
Mortgage-backed securities$8,493,0002,801
Certificates of participation in pools of residential mortgages$8,493,0002,235
Issued or guaranteed by U.S.$8,493,0002,233
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$92,283,0001,285
Total debt securities$91,482,0001,410
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$93,822,0001,399
U.S. Government securities$91,338,000957
U.S. Treasury securities$01,328
U.S. Government agency obligations$91,338,000919
Securities issued by states & political subdivisions$2,484,0003,874
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$58,305,000934
Mortgage-backed securities$8,909,0002,794
Certificates of participation in pools of residential mortgages$8,909,0002,240
Issued or guaranteed by U.S.$8,909,0002,237
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$93,822,0001,264
Total debt securities$92,995,0001,395
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$90,704,0001,467
U.S. Government securities$88,213,000992
U.S. Treasury securities$01,313
U.S. Government agency obligations$88,213,000949
Securities issued by states & political subdivisions$2,491,0003,921
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$59,401,000931
Mortgage-backed securities$9,248,0002,785
Certificates of participation in pools of residential mortgages$9,248,0002,244
Issued or guaranteed by U.S.$9,248,0002,242
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$90,704,0001,323
Total debt securities$90,704,0001,449
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$101,083,0001,361
U.S. Government securities$98,572,000918
U.S. Treasury securities$01,351
U.S. Government agency obligations$98,572,000873
Securities issued by states & political subdivisions$2,511,0003,945
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$64,628,000885
Mortgage-backed securities$9,465,0002,800
Certificates of participation in pools of residential mortgages$9,465,0002,257
Issued or guaranteed by U.S.$9,465,0002,256
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$101,083,0001,219
Total debt securities$101,083,0001,341
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$100,512,0001,382
U.S. Government securities$97,028,000946
U.S. Treasury securities$01,390
U.S. Government agency obligations$97,028,000902
Securities issued by states & political subdivisions$3,484,0003,770
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$63,461,000910
Mortgage-backed securities$9,515,0002,836
Certificates of participation in pools of residential mortgages$9,515,0002,289
Issued or guaranteed by U.S.$9,515,0002,289
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$100,512,0001,232
Total debt securities$100,512,0001,364
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$100,169,0001,370
U.S. Government securities$96,671,000925
U.S. Treasury securities$01,367
U.S. Government agency obligations$96,671,000880
Securities issued by states & political subdivisions$3,498,0003,809
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$53,207,0001,031
Mortgage-backed securities$9,667,0002,813
Certificates of participation in pools of residential mortgages$9,667,0002,280
Issued or guaranteed by U.S.$9,667,0002,276
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$100,169,0001,212
Total debt securities$100,169,0001,348
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$78,600,0001,676
U.S. Government securities$75,059,0001,145
U.S. Treasury securities$01,214
U.S. Government agency obligations$75,059,0001,096
Securities issued by states & political subdivisions$3,541,0003,808
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$60,058,000939
Mortgage-backed securities$04,935
Certificates of participation in pools of residential mortgages$04,779
Issued or guaranteed by U.S.$04,775
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$78,600,0001,524
Total debt securities$78,600,0001,650
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$78,486,0001,701
U.S. Government securities$74,939,0001,158
U.S. Treasury securities$01,253
U.S. Government agency obligations$74,939,0001,110
Securities issued by states & political subdivisions$3,547,0003,847
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$49,939,0001,111
Mortgage-backed securities$04,997
Certificates of participation in pools of residential mortgages$04,845
Issued or guaranteed by U.S.$04,839
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$78,486,0001,532
Total debt securities$78,486,0001,677
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$73,023,0001,845
U.S. Government securities$69,481,0001,268
U.S. Treasury securities$01,296
U.S. Government agency obligations$69,481,0001,212
Securities issued by states & political subdivisions$3,542,0003,841
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$54,481,0001,061
Mortgage-backed securities$05,046
Certificates of participation in pools of residential mortgages$04,893
Issued or guaranteed by U.S.$04,889
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$73,023,0001,662
Total debt securities$73,023,0001,826
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$83,065,0001,663
U.S. Government securities$79,565,0001,157
U.S. Treasury securities$01,367
U.S. Government agency obligations$79,565,0001,093
Securities issued by states & political subdivisions$3,500,0003,897
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$54,745,0001,060
Mortgage-backed securities$14,860,0002,407
Certificates of participation in pools of residential mortgages$14,860,0001,889
Issued or guaranteed by U.S.$14,860,0001,887
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$83,065,0001,496
Total debt securities$83,065,0001,639
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$69,754,0001,942
U.S. Government securities$64,969,0001,368
U.S. Treasury securities$01,303
U.S. Government agency obligations$64,969,0001,308
Securities issued by states & political subdivisions$4,785,0003,655
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$49,978,0001,141
Mortgage-backed securities$15,189,0002,407
Certificates of participation in pools of residential mortgages$15,189,0001,870
Issued or guaranteed by U.S.$15,189,0001,870
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)$02,442
Available-for-sale securities (fair market value)$69,754,0001,757
Total debt securities$69,754,0001,914
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$92,793,0001,527
U.S. Government securities$88,013,0001,095
U.S. Treasury securities$01,348
U.S. Government agency obligations$88,013,0001,039
Securities issued by states & political subdivisions$4,780,0003,654
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$53,160,0001,095
Mortgage-backed securities$1,0005,207
Certificates of participation in pools of residential mortgages$1,0005,042
Issued or guaranteed by U.S.$1,0005,038
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)$02,482
Available-for-sale securities (fair market value)$92,793,0001,357
Total debt securities$92,793,0001,511
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$117,821,0001,244
U.S. Government securities$112,985,000885
U.S. Treasury securities$01,327
U.S. Government agency obligations$112,985,000848
Securities issued by states & political subdivisions$4,836,0003,647
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$73,120,000834
Mortgage-backed securities$26,576,0001,842
Certificates of participation in pools of residential mortgages$26,576,0001,331
Issued or guaranteed by U.S.$26,576,0001,330
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)$02,501
Available-for-sale securities (fair market value)$117,821,0001,092
Total debt securities$117,821,0001,225
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$77,047,0001,839
U.S. Government securities$72,208,0001,307
U.S. Treasury securities$01,361
U.S. Government agency obligations$72,208,0001,249
Securities issued by states & political subdivisions$4,839,0003,685
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$58,459,0001,036
Mortgage-backed securities$45,559,0001,307
Certificates of participation in pools of residential mortgages$45,559,000902
Issued or guaranteed by U.S.$45,559,000900
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)$02,532
Available-for-sale securities (fair market value)$77,047,0001,655
Total debt securities$77,047,0001,819
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$73,227,0001,964
U.S. Government securities$68,498,0001,406
U.S. Treasury securities$01,381
U.S. Government agency obligations$68,498,0001,345
Securities issued by states & political subdivisions$4,729,0003,758
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$56,610,0001,057
Mortgage-backed securities$48,757,0001,260
Certificates of participation in pools of residential mortgages$48,757,000867
Issued or guaranteed by U.S.$48,757,000867
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)$02,572
Available-for-sale securities (fair market value)$73,227,0001,766
Total debt securities$73,227,0001,941
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$59,597,0002,328
U.S. Government securities$54,892,0001,729
U.S. Treasury securities$01,342
U.S. Government agency obligations$54,892,0001,669
Securities issued by states & political subdivisions$4,705,0003,793
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$49,902,0001,184
Mortgage-backed securities$40,134,0001,490
Certificates of participation in pools of residential mortgages$40,134,0001,045
Issued or guaranteed by U.S.$40,134,0001,044
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)$02,609
Available-for-sale securities (fair market value)$59,597,0002,100
Total debt securities$59,597,0002,308
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$58,091,0002,385
U.S. Government securities$50,392,0001,865
U.S. Treasury securities$01,198
U.S. Government agency obligations$50,392,0001,803
Securities issued by states & political subdivisions$4,668,0003,823
Other domestic debt securities$3,031,0001,225
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$3,031,000921
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$50,392,0001,165
Mortgage-backed securities$35,699,0001,629
Certificates of participation in pools of residential mortgages$35,699,0001,146
Issued or guaranteed by U.S.$35,699,0001,146
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)$02,629
Available-for-sale securities (fair market value)$58,091,0002,163
Total debt securities$58,091,0002,367
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$46,929,0002,808
U.S. Government securities$39,299,0002,282
U.S. Treasury securities$01,131
U.S. Government agency obligations$39,299,0002,217
Securities issued by states & political subdivisions$4,567,0003,864
Other domestic debt securities$3,063,0001,257
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$3,063,000942
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$39,298,0001,404
Mortgage-backed securities$24,117,0002,111
Certificates of participation in pools of residential mortgages$24,116,0001,565
Issued or guaranteed by U.S.$24,116,0001,565
Privately issued$081
Collaterized mortgage obligations$1,0003,634
CMOs issued by government agencies or sponsored agencies$1,0003,489
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$46,929,0002,557
Total debt securities$46,929,0002,785
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$47,141,0002,828
U.S. Government securities$39,505,0002,277
U.S. Treasury securities$01,131
U.S. Government agency obligations$39,505,0002,217
Securities issued by states & political subdivisions$4,540,0003,875
Other domestic debt securities$3,096,0001,284
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$3,096,000963
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$39,505,0001,381
Mortgage-backed securities$24,700,0002,102
Certificates of participation in pools of residential mortgages$24,699,0001,545
Issued or guaranteed by U.S.$24,699,0001,541
Privately issued$080
Collaterized mortgage obligations$1,0003,679
CMOs issued by government agencies or sponsored agencies$1,0003,526
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$47,141,0002,577
Total debt securities$47,141,0002,801
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$41,524,0003,041
U.S. Government securities$34,830,0002,500
U.S. Treasury securities$01,152
U.S. Government agency obligations$34,830,0002,430
Securities issued by states & political subdivisions$3,578,0004,115
Other domestic debt securities$3,116,0001,302
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$3,116,000969
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$34,829,0001,500
Mortgage-backed securities$5,0005,629
Certificates of participation in pools of residential mortgages$4,0005,455
Issued or guaranteed by U.S.$4,0005,445
Privately issued$083
Collaterized mortgage obligations$1,0003,700
CMOs issued by government agencies or sponsored agencies$1,0003,546
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$41,524,0002,794
Total debt securities$41,524,0003,006
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$45,920,0002,871
U.S. Government securities$40,011,0002,277
U.S. Treasury securities$01,161
U.S. Government agency obligations$40,011,0002,211
Securities issued by states & political subdivisions$2,742,0004,339
Other domestic debt securities$3,167,0001,298
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$3,167,000944
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$40,011,0001,366
Mortgage-backed securities$6,0005,680
Certificates of participation in pools of residential mortgages$5,0005,496
Issued or guaranteed by U.S.$5,0005,488
Privately issued$083
Collaterized mortgage obligations$1,0003,744
CMOs issued by government agencies or sponsored agencies$1,0003,577
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$45,920,0002,659
Total debt securities$45,920,0002,844
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$35,775,0003,321
U.S. Government securities$30,047,0002,732
U.S. Treasury securities$01,135
U.S. Government agency obligations$30,047,0002,668
Securities issued by states & political subdivisions$2,531,0004,389
Other domestic debt securities$3,197,0001,263
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$3,197,000903
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$30,047,0001,667
Mortgage-backed securities$7,0005,713
Certificates of participation in pools of residential mortgages$6,0005,516
Issued or guaranteed by U.S.$6,0005,510
Privately issued$085
Collaterized mortgage obligations$1,0003,787
CMOs issued by government agencies or sponsored agencies$1,0003,623
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$35,775,0003,070
Total debt securities$35,775,0003,284
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$33,993,0003,463
U.S. Government securities$28,691,0002,881
U.S. Treasury securities$01,086
U.S. Government agency obligations$28,691,0002,826
Securities issued by states & political subdivisions$2,077,0004,548
Other domestic debt securities$3,225,0001,293
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$3,225,000945
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$28,691,0001,735
Mortgage-backed securities$7,0005,810
Certificates of participation in pools of residential mortgages$6,0005,615
Issued or guaranteed by U.S.$6,0005,604
Privately issued$088
Collaterized mortgage obligations$1,0003,864
CMOs issued by government agencies or sponsored agencies$1,0003,692
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$33,993,0003,194
Total debt securities$33,993,0003,440
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$28,259,0003,840
U.S. Government securities$25,041,0003,189
U.S. Treasury securities$01,068
U.S. Government agency obligations$25,041,0003,126
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$3,218,0001,302
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$3,218,000954
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$25,040,0001,935
Mortgage-backed securities$8,0005,846
Certificates of participation in pools of residential mortgages$7,0005,644
Issued or guaranteed by U.S.$7,0005,634
Privately issued$094
Collaterized mortgage obligations$1,0003,875
CMOs issued by government agencies or sponsored agencies$1,0003,698
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$28,259,0003,559
Total debt securities$28,259,0003,808
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$38,040,0003,260
U.S. Government securities$35,278,0002,578
U.S. Treasury securities$01,157
U.S. Government agency obligations$35,278,0002,526
Securities issued by states & political subdivisions$8,0005,700
Other domestic debt securities$2,754,0001,399
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$2,754,0001,025
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$33,738,0001,545
Mortgage-backed securities$25,257,0002,227
Certificates of participation in pools of residential mortgages$25,256,0001,592
Issued or guaranteed by U.S.$25,256,0001,589
Privately issued$094
Collaterized mortgage obligations$1,0003,894
CMOs issued by government agencies or sponsored agencies$1,0003,712
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$38,040,0003,013
Total debt securities$38,040,0003,236
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$68,233,0002,034
U.S. Government securities$57,999,0001,672
U.S. Treasury securities$01,076
U.S. Government agency obligations$57,999,0001,632
Securities issued by states & political subdivisions$8,0005,696
Other domestic debt securities$10,226,000720
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$10,226,000441
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$31,007,0001,571
Mortgage-backed securities$33,841,0001,785
Certificates of participation in pools of residential mortgages$33,840,0001,208
Issued or guaranteed by U.S.$33,840,0001,206
Privately issued$0121
Collaterized mortgage obligations$1,0003,850
CMOs issued by government agencies or sponsored agencies$1,0003,573
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$68,233,0001,844
Total debt securities$68,233,0002,014
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$40,660,0002,955
U.S. Government securities$32,868,0002,552
U.S. Treasury securities$01,126
U.S. Government agency obligations$32,868,0002,493
Securities issued by states & political subdivisions$8,0005,725
Other domestic debt securities$7,784,000822
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$7,784,000488
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$31,088,0001,537
Mortgage-backed securities$8,649,0003,566
Certificates of participation in pools of residential mortgages$8,648,0002,866
Issued or guaranteed by U.S.$8,648,0002,862
Privately issued$0132
Collaterized mortgage obligations$1,0003,842
CMOs issued by government agencies or sponsored agencies$1,0003,561
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$40,660,0002,709
Total debt securities$40,660,0002,927
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$24,326,0004,120
U.S. Government securities$24,309,0003,225
U.S. Treasury securities$01,225
U.S. Government agency obligations$24,309,0003,137
Securities issued by states & political subdivisions$17,0005,724
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,255,0003,928
Mortgage-backed securities$4,264,0004,314
Certificates of participation in pools of residential mortgages$4,263,0003,698
Issued or guaranteed by U.S.$4,263,0003,687
Privately issued$0125
Collaterized mortgage obligations$1,0003,845
CMOs issued by government agencies or sponsored agencies$1,0003,550
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$24,326,0003,790
Total debt securities$24,326,0004,086
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$67,875,0001,958
U.S. Government securities$67,858,0001,441
U.S. Treasury securities$01,272
U.S. Government agency obligations$67,858,0001,387
Securities issued by states & political subdivisions$17,0005,750
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,639,0001,711
Mortgage-backed securities$16,436,0002,577
Certificates of participation in pools of residential mortgages$16,435,0001,896
Issued or guaranteed by U.S.$16,435,0001,893
Privately issued$0136
Collaterized mortgage obligations$1,0003,822
CMOs issued by government agencies or sponsored agencies$1,0003,524
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$67,875,0001,771
Total debt securities$67,875,0001,942
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$26,324,0003,793
U.S. Government securities$26,299,0002,896
U.S. Treasury securities$01,275
U.S. Government agency obligations$26,299,0002,806
Securities issued by states & political subdivisions$25,0005,773
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,298,0001,759
Mortgage-backed securities$1,209,0005,080
Certificates of participation in pools of residential mortgages$1,208,0004,598
Issued or guaranteed by U.S.$1,208,0004,591
Privately issued$0141
Collaterized mortgage obligations$1,0003,829
CMOs issued by government agencies or sponsored agencies$1,0003,508
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$26,324,0003,488
Total debt securities$26,324,0003,760
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$26,746,0003,728
U.S. Government securities$26,721,0002,852
U.S. Treasury securities$01,180
U.S. Government agency obligations$26,721,0002,762
Securities issued by states & political subdivisions$25,0005,768
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,316,0001,816
Mortgage-backed securities$1,415,0005,036
Certificates of participation in pools of residential mortgages$1,414,0004,492
Issued or guaranteed by U.S.$1,414,0004,485
Privately issued$0141
Collaterized mortgage obligations$1,0003,829
CMOs issued by government agencies or sponsored agencies$1,0003,497
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$26,746,0003,412
Total debt securities$26,746,0003,690
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$36,315,0003,070
U.S. Government securities$36,279,0002,297
U.S. Treasury securities$01,121
U.S. Government agency obligations$36,279,0002,224
Securities issued by states & political subdivisions$36,0005,751
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,872,0001,802
Mortgage-backed securities$1,406,0005,047
Certificates of participation in pools of residential mortgages$1,405,0004,555
Issued or guaranteed by U.S.$1,405,0004,548
Privately issued$0148
Collaterized mortgage obligations$1,0003,753
CMOs issued by government agencies or sponsored agencies$1,0003,424
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$36,315,0002,758
Total debt securities$36,315,0003,038
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$68,465,0001,831
U.S. Government securities$66,413,0001,395
U.S. Treasury securities$01,130
U.S. Government agency obligations$66,413,0001,350
Securities issued by states & political subdivisions$2,052,0004,267
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,005,0001,854
Mortgage-backed securities$1,399,0005,152
Certificates of participation in pools of residential mortgages$1,398,0004,684
Issued or guaranteed by U.S.$1,398,0004,674
Privately issued$0145
Collaterized mortgage obligations$1,0003,758
CMOs issued by government agencies or sponsored agencies$1,0003,409
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$68,465,0001,632
Total debt securities$68,465,0001,811
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$56,318,0002,163
U.S. Government securities$54,116,0001,627
U.S. Treasury securities$01,077
U.S. Government agency obligations$54,116,0001,582
Securities issued by states & political subdivisions$2,202,0004,238
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,892,0001,342
Mortgage-backed securities$14,0006,233
Certificates of participation in pools of residential mortgages$13,0005,958
Issued or guaranteed by U.S.$13,0005,944
Privately issued$0157
Collaterized mortgage obligations$1,0003,771
CMOs issued by government agencies or sponsored agencies$1,0003,406
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$56,318,0001,920
Total debt securities$56,318,0002,134
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$58,836,0002,105
U.S. Government securities$56,622,0001,544
U.S. Treasury securities$24,000,000141
U.S. Government agency obligations$32,622,0002,448
Securities issued by states & political subdivisions$2,214,0004,263
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,670,000949
Mortgage-backed securities$15,0006,310
Certificates of participation in pools of residential mortgages$13,0006,046
Issued or guaranteed by U.S.$13,0006,026
Privately issued$0171
Collaterized mortgage obligations$2,0003,767
CMOs issued by government agencies or sponsored agencies$2,0003,394
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$58,836,0001,848
Total debt securities$58,836,0002,076
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$41,156,0002,730
U.S. Government securities$29,657,0002,644
U.S. Treasury securities$01,036
U.S. Government agency obligations$29,657,0002,578
Securities issued by states & political subdivisions$2,174,0004,260
Other domestic debt securities$9,325,000961
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$9,325,000419
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,393,0001,691
Mortgage-backed securities$18,645,0002,461
Certificates of participation in pools of residential mortgages$18,643,0001,873
Issued or guaranteed by U.S.$18,643,0001,863
Privately issued$0181
Collaterized mortgage obligations$2,0003,762
CMOs issued by government agencies or sponsored agencies$2,0003,379
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$41,156,0002,416
Total debt securities$41,156,0002,705
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$64,973,0001,863
U.S. Government securities$57,766,0001,477
U.S. Treasury securities$0981
U.S. Government agency obligations$57,766,0001,442
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$7,207,0001,052
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$7,207,000511
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,367,0001,067
Mortgage-backed securities$31,185,0001,761
Certificates of participation in pools of residential mortgages$31,183,0001,291
Issued or guaranteed by U.S.$31,183,0001,280
Privately issued$0191
Collaterized mortgage obligations$2,0003,771
CMOs issued by government agencies or sponsored agencies$2,0003,379
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$64,973,0001,639
Total debt securities$64,973,0001,843
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$95,173,0001,291
U.S. Government securities$85,643,0001,001
U.S. Treasury securities$0973
U.S. Government agency obligations$85,643,000976
Securities issued by states & political subdivisions$2,202,0004,107
Other domestic debt securities$7,328,0001,001
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$7,328,000486
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$85,634,000686
Mortgage-backed securities$54,618,0001,107
Certificates of participation in pools of residential mortgages$54,616,000764
Issued or guaranteed by U.S.$54,616,000757
Privately issued$0188
Collaterized mortgage obligations$2,0003,746
CMOs issued by government agencies or sponsored agencies$2,0003,382
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$95,173,0001,118
Total debt securities$95,173,0001,269
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$91,606,0001,301
U.S. Government securities$81,941,0001,009
U.S. Treasury securities$01,019
U.S. Government agency obligations$81,941,000987
Securities issued by states & political subdivisions$2,200,0004,097
Other domestic debt securities$7,465,000964
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$7,465,000466
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$81,957,000703
Mortgage-backed securities$55,953,0001,045
Certificates of participation in pools of residential mortgages$55,951,000718
Issued or guaranteed by U.S.$55,951,000707
Privately issued$0192
Collaterized mortgage obligations$2,0003,699
CMOs issued by government agencies or sponsored agencies$2,0003,332
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$91,606,0001,122
Total debt securities$91,606,0001,278
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$101,794,0001,187
U.S. Government securities$90,738,000928
U.S. Treasury securities$01,021
U.S. Government agency obligations$90,738,000904
Securities issued by states & political subdivisions$2,216,0004,127
Other domestic debt securities$8,840,000920
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$8,840,000480
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$89,492,000626
Mortgage-backed securities$69,758,000841
Certificates of participation in pools of residential mortgages$69,756,000572
Issued or guaranteed by U.S.$69,756,000565
Privately issued$0202
Collaterized mortgage obligations$2,0003,726
CMOs issued by government agencies or sponsored agencies$2,0003,369
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$101,794,0001,023
Total debt securities$101,794,0001,160
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$107,724,0001,134
U.S. Government securities$96,942,000862
U.S. Treasury securities$01,044
U.S. Government agency obligations$96,942,000839
Securities issued by states & political subdivisions$2,239,0004,140
Other domestic debt securities$8,543,000921
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$8,543,000481
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$90,427,000606
Mortgage-backed securities$75,821,000758
Certificates of participation in pools of residential mortgages$75,819,000513
Issued or guaranteed by U.S.$75,819,000507
Privately issued$0205
Collaterized mortgage obligations$2,0003,730
CMOs issued by government agencies or sponsored agencies$2,0003,366
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$107,724,000991
Total debt securities$107,724,0001,102
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$125,997,000947
U.S. Government securities$114,702,000724
U.S. Treasury securities$01,146
U.S. Government agency obligations$114,702,000704
Securities issued by states & political subdivisions$2,460,0004,036
Other domestic debt securities$8,835,000862
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$8,835,000476
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$102,754,000534
Mortgage-backed securities$98,675,000568
Certificates of participation in pools of residential mortgages$98,672,000393
Issued or guaranteed by U.S.$98,672,000389
Privately issued$0191
Collaterized mortgage obligations$3,0003,656
CMOs issued by government agencies or sponsored agencies$3,0003,314
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$125,997,000811
Total debt securities$125,997,000922
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$129,688,000913
U.S. Government securities$118,006,000715
U.S. Treasury securities$01,235
U.S. Government agency obligations$118,006,000700
Securities issued by states & political subdivisions$2,424,0004,065
Other domestic debt securities$9,258,000785
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$9,258,000440
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$115,288,000460
Mortgage-backed securities$101,993,000522
Certificates of participation in pools of residential mortgages$101,990,000362
Issued or guaranteed by U.S.$101,990,000358
Privately issued$0194
Collaterized mortgage obligations$3,0003,630
CMOs issued by government agencies or sponsored agencies$3,0003,276
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$129,688,000778
Total debt securities$129,688,000895
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$139,289,000848
U.S. Government securities$127,359,000670
U.S. Treasury securities$01,362
U.S. Government agency obligations$127,359,000659
Securities issued by states & political subdivisions$2,388,0004,077
Other domestic debt securities$9,542,000734
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$9,542,000407
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$123,726,000437
Mortgage-backed securities$104,508,000522
Certificates of participation in pools of residential mortgages$104,505,000364
Issued or guaranteed by U.S.$104,505,000359
Privately issued$0207
Collaterized mortgage obligations$3,0003,630
CMOs issued by government agencies or sponsored agencies$3,0003,278
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$139,289,000722
Total debt securities$139,289,000829
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$154,909,000784
U.S. Government securities$138,479,000630
U.S. Treasury securities$01,448
U.S. Government agency obligations$138,479,000620
Securities issued by states & political subdivisions$2,419,0004,065
Other domestic debt securities$14,011,000591
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$14,011,000310
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$134,186,000407
Mortgage-backed securities$111,058,000503
Certificates of participation in pools of residential mortgages$111,055,000347
Issued or guaranteed by U.S.$111,055,000341
Privately issued$0218
Collaterized mortgage obligations$3,0003,612
CMOs issued by government agencies or sponsored agencies$3,0003,282
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$154,909,000650
Total debt securities$154,909,000761
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$161,478,000768
U.S. Government securities$144,814,000630
U.S. Treasury securities$01,498
U.S. Government agency obligations$144,814,000617
Securities issued by states & political subdivisions$2,515,0004,037
Other domestic debt securities$14,149,000581
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$14,149,000314
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$132,652,000420
Mortgage-backed securities$115,444,000495
Certificates of participation in pools of residential mortgages$115,441,000339
Issued or guaranteed by U.S.$115,441,000333
Privately issued$0208
Collaterized mortgage obligations$3,0003,621
CMOs issued by government agencies or sponsored agencies$3,0003,293
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)$03,949
Available-for-sale securities (fair market value)$161,478,000641
Total debt securities$161,478,000750
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$168,972,000753
U.S. Government securities$152,621,000613
U.S. Treasury securities$01,574
U.S. Government agency obligations$152,621,000595
Securities issued by states & political subdivisions$2,507,0004,025
Other domestic debt securities$13,844,000588
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$13,844,000318
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$128,769,000427
Mortgage-backed securities$118,411,000494
Certificates of participation in pools of residential mortgages$118,407,000344
Issued or guaranteed by U.S.$118,407,000337
Privately issued$0214
Collaterized mortgage obligations$4,0003,610
CMOs issued by government agencies or sponsored agencies$4,0003,276
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)$04,052
Available-for-sale securities (fair market value)$168,972,000623
Total debt securities$168,972,000739
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$170,112,000753
U.S. Government securities$154,289,000613
U.S. Treasury securities$01,634
U.S. Government agency obligations$154,289,000599
Securities issued by states & political subdivisions$2,493,0004,026
Other domestic debt securities$13,330,000603
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$13,330,000333
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$114,549,000478
Mortgage-backed securities$120,351,000486
Certificates of participation in pools of residential mortgages$120,347,000347
Issued or guaranteed by U.S.$120,347,000343
Privately issued$0211
Collaterized mortgage obligations$4,0003,631
CMOs issued by government agencies or sponsored agencies$4,0003,275
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)$04,097
Available-for-sale securities (fair market value)$170,112,000624
Total debt securities$170,113,000736
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$145,063,000862
U.S. Government securities$124,726,000747
U.S. Treasury securities$01,715
U.S. Government agency obligations$124,726,000726
Securities issued by states & political subdivisions$2,556,0004,028
Other domestic debt securities$17,781,000538
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$17,781,000290
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$110,211,000498
Mortgage-backed securities$37,463,0001,178
Certificates of participation in pools of residential mortgages$37,459,000857
Issued or guaranteed by U.S.$37,459,000849
Privately issued$0205
Collaterized mortgage obligations$4,0003,635
CMOs issued by government agencies or sponsored agencies$4,0003,275
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)$04,162
Available-for-sale securities (fair market value)$145,063,000721
Total debt securities$145,063,000842
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$106,877,0001,176
U.S. Government securities$84,496,0001,083
U.S. Treasury securities$01,737
U.S. Government agency obligations$84,496,0001,044
Securities issued by states & political subdivisions$3,457,0003,642
Other domestic debt securities$18,924,000533
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,924,000285
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,923,000732
Mortgage-backed securities$38,915,0001,156
Certificates of participation in pools of residential mortgages$38,910,000846
Issued or guaranteed by U.S.$38,910,000839
Privately issued$0216
Collaterized mortgage obligations$5,0003,652
CMOs issued by government agencies or sponsored agencies$5,0003,291
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)$04,235
Available-for-sale securities (fair market value)$106,877,000996
Total debt securities$106,877,0001,146
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$69,142,0001,740
U.S. Government securities$45,821,0001,944
U.S. Treasury securities$01,786
U.S. Government agency obligations$45,821,0001,878
Securities issued by states & political subdivisions$3,461,0003,631
Other domestic debt securities$19,860,000521
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$19,860,000283
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,363,000890
Mortgage-backed securities$63,0006,517
Certificates of participation in pools of residential mortgages$58,0006,193
Issued or guaranteed by U.S.$58,0006,174
Privately issued$0225
Collaterized mortgage obligations$5,0003,658
CMOs issued by government agencies or sponsored agencies$5,0003,297
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)$04,298
Available-for-sale securities (fair market value)$69,142,0001,469
Total debt securities$69,142,0001,700
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$64,312,0001,885
U.S. Government securities$40,860,0002,164
U.S. Treasury securities$01,839
U.S. Government agency obligations$40,860,0002,092
Securities issued by states & political subdivisions$3,469,0003,603
Other domestic debt securities$19,983,000534
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$19,983,000296
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,752,0001,188
Mortgage-backed securities$64,0006,556
Certificates of participation in pools of residential mortgages$59,0006,243
Issued or guaranteed by U.S.$59,0006,224
Privately issued$0223
Collaterized mortgage obligations$5,0003,683
CMOs issued by government agencies or sponsored agencies$5,0003,327
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)$04,351
Available-for-sale securities (fair market value)$64,312,0001,591
Total debt securities$64,312,0001,842
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$62,256,0001,986
U.S. Government securities$38,490,0002,314
U.S. Treasury securities$01,963
U.S. Government agency obligations$38,490,0002,234
Securities issued by states & political subdivisions$1,365,0004,783
Other domestic debt securities$22,401,000497
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$22,401,000279
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,589,0001,152
Mortgage-backed securities$67,0006,626
Certificates of participation in pools of residential mortgages$61,0006,326
Issued or guaranteed by U.S.$61,0006,308
Privately issued$0207
Collaterized mortgage obligations$6,0003,721
CMOs issued by government agencies or sponsored agencies$6,0003,380
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)$04,419
Available-for-sale securities (fair market value)$62,256,0001,668
Total debt securities$62,256,0001,935
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$54,587,0002,242
U.S. Government securities$28,537,0002,958
U.S. Treasury securities$01,963
U.S. Government agency obligations$28,537,0002,850
Securities issued by states & political subdivisions$1,699,0004,566
Other domestic debt securities$24,351,000489
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$24,351,000271
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,077,0001,323
Mortgage-backed securities$71,0006,670
Certificates of participation in pools of residential mortgages$65,0006,356
Issued or guaranteed by U.S.$65,0006,342
Privately issued$0203
Collaterized mortgage obligations$6,0003,761
CMOs issued by government agencies or sponsored agencies$6,0003,416
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)$04,483
Available-for-sale securities (fair market value)$54,587,0001,884
Total debt securities$54,587,0002,198
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$40,874,0002,843
U.S. Government securities$22,515,0003,555
U.S. Treasury securities$01,990
U.S. Government agency obligations$22,515,0003,434
Securities issued by states & political subdivisions$1,710,0004,564
Other domestic debt securities$16,649,000593
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$16,649,000368
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,231,0001,440
Mortgage-backed securities$78,0006,698
Certificates of participation in pools of residential mortgages$72,0006,364
Issued or guaranteed by U.S.$72,0006,350
Privately issued$0225
Collaterized mortgage obligations$6,0003,785
CMOs issued by government agencies or sponsored agencies$6,0003,438
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)$04,541
Available-for-sale securities (fair market value)$40,874,0002,433
Total debt securities$40,874,0002,788
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$56,760,0002,181
U.S. Government securities$25,394,0003,282
U.S. Treasury securities$02,098
U.S. Government agency obligations$25,394,0003,162
Securities issued by states & political subdivisions$1,697,0004,579
Other domestic debt securities$29,669,000421
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$29,669,000242
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,447,0001,307
Mortgage-backed securities$84,0006,752
Certificates of participation in pools of residential mortgages$77,0006,418
Issued or guaranteed by U.S.$77,0006,401
Privately issued$0225
Collaterized mortgage obligations$7,0003,848
CMOs issued by government agencies or sponsored agencies$7,0003,506
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)$04,584
Available-for-sale securities (fair market value)$56,760,0001,840
Total debt securities$56,760,0002,131
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$50,603,0002,416
U.S. Government securities$27,124,0003,079
U.S. Treasury securities$02,082
U.S. Government agency obligations$27,124,0002,970
Securities issued by states & political subdivisions$1,735,0004,535
Other domestic debt securities$21,744,000547
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$21,744,000334
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,557,0001,278
Mortgage-backed securities$94,0006,752
Certificates of participation in pools of residential mortgages$86,0006,402
Issued or guaranteed by U.S.$86,0006,382
Privately issued$0230
Collaterized mortgage obligations$8,0003,913
CMOs issued by government agencies or sponsored agencies$8,0003,565
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)$04,632
Available-for-sale securities (fair market value)$50,603,0002,056
Total debt securities$50,603,0002,352
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$42,048,0002,861
U.S. Government securities$23,092,0003,546
U.S. Treasury securities$02,227
U.S. Government agency obligations$23,092,0003,415
Securities issued by states & political subdivisions$1,866,0004,485
Other domestic debt securities$17,090,000622
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$17,090,000445
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,432,0001,248
Mortgage-backed securities$104,0006,761
Certificates of participation in pools of residential mortgages$95,0006,434
Issued or guaranteed by U.S.$95,0006,410
Privately issued$0248
Collaterized mortgage obligations$9,0003,960
CMOs issued by government agencies or sponsored agencies$9,0003,764
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)$04,692
Available-for-sale securities (fair market value)$42,048,0002,476
Total debt securities$42,048,0002,798
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$48,397,0002,520
U.S. Government securities$18,983,0003,936
U.S. Treasury securities$02,287
U.S. Government agency obligations$18,983,0003,786
Securities issued by states & political subdivisions$1,109,0005,115
Other domestic debt securities$28,305,000452
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$28,305,000308
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,325,0001,217
Mortgage-backed securities$116,0006,780
Certificates of participation in pools of residential mortgages$107,0006,447
Issued or guaranteed by U.S.$107,0006,421
Privately issued$0253
Collaterized mortgage obligations$9,0004,061
CMOs issued by government agencies or sponsored agencies$9,0003,843
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)$04,716
Available-for-sale securities (fair market value)$48,397,0002,149
Total debt securities$48,397,0002,456
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$57,765,0002,109
U.S. Government securities$15,114,0004,473
U.S. Treasury securities$02,322
U.S. Government agency obligations$15,114,0004,314
Securities issued by states & political subdivisions$1,103,0005,096
Other domestic debt securities$41,548,000340
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$41,548,000216
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,815,0001,717
Mortgage-backed securities$134,0006,796
Certificates of participation in pools of residential mortgages$124,0006,424
Issued or guaranteed by U.S.$124,0006,404
Privately issued$0256
Collaterized mortgage obligations$10,0004,226
CMOs issued by government agencies or sponsored agencies$10,0004,005
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)$04,735
Available-for-sale securities (fair market value)$57,765,0001,795
Total debt securities$57,765,0002,039
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$28,081,0003,704
U.S. Government securities$19,843,0003,723
U.S. Treasury securities$02,382
U.S. Government agency obligations$19,843,0003,559
Securities issued by states & political subdivisions$1,109,0005,029
Other domestic debt securities$7,129,0001,139
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$7,129,000905
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,233,0001,443
Mortgage-backed securities$15,263,0002,412
Certificates of participation in pools of residential mortgages$7,464,0002,777
Issued or guaranteed by U.S.$7,464,0002,764
Privately issued$0257
Collaterized mortgage obligations$7,799,0001,443
CMOs issued by government agencies or sponsored agencies$7,799,0001,350
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)$04,788
Available-for-sale securities (fair market value)$28,081,0003,187
Total debt securities$28,081,0003,632
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$84,620,0001,458
U.S. Government securities$53,041,0001,634
U.S. Treasury securities$02,544
U.S. Government agency obligations$53,041,0001,565
Securities issued by states & political subdivisions$1,329,0004,839
Other domestic debt securities$30,250,000442
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$30,250,000304
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$82,866,000533
Mortgage-backed securities$21,409,0001,900
Certificates of participation in pools of residential mortgages$9,080,0002,478
Issued or guaranteed by U.S.$9,080,0002,463
Privately issued$0252
Collaterized mortgage obligations$12,329,0001,114
CMOs issued by government agencies or sponsored agencies$12,329,0001,031
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)$04,875
Available-for-sale securities (fair market value)$84,620,0001,230
Total debt securities$84,620,0001,412
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$89,791,0001,275
U.S. Government securities$86,052,000939
U.S. Treasury securities$03,182
U.S. Government agency obligations$86,052,000883
Securities issued by states & political subdivisions$3,739,0003,364
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$83,747,000505
Mortgage-backed securities$85,505,000643
Certificates of participation in pools of residential mortgages$32,210,000902
Issued or guaranteed by U.S.$32,210,000895
Privately issued$0260
Collaterized mortgage obligations$53,295,000437
CMOs issued by government agencies or sponsored agencies$53,295,000391
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)$05,093
Available-for-sale securities (fair market value)$89,791,0001,061
Total debt securities$89,791,0001,234
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$274,726,000441
U.S. Government securities$229,473,000391
U.S. Treasury securities$04,186
U.S. Government agency obligations$229,473,000366
Securities issued by states & political subdivisions$37,848,000361
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$0313
Equity securities$7,405,000633
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$231,382,000219
Mortgage-backed securities$36,262,000998
Certificates of participation in pools of residential mortgages$26,656,000866
Issued or guaranteed by U.S.$26,656,000859
Privately issued$0308
Collaterized mortgage obligations$9,606,0001,039
CMOs issued by government agencies or sponsored agencies$9,606,000933
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$274,726,000360
Total debt securities$267,321,000431
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$284,955,000458
U.S. Government securities$231,891,000437
U.S. Treasury securities$05,412
U.S. Government agency obligations$231,891,000397
Securities issued by states & political subdivisions$37,266,000366
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$15,798,000355
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$228,095,000240
Mortgage-backed securities$45,195,000939
Certificates of participation in pools of residential mortgages$35,075,000787
Issued or guaranteed by U.S.$35,075,000778
Privately issued$0307
Collaterized mortgage obligations$10,120,0001,089
CMOs issued by government agencies or sponsored agencies$10,120,000966
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$284,955,000366
Total debt securities$269,157,000461
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$237,443,000529
U.S. Government securities$216,615,000465
U.S. Treasury securities$06,820
U.S. Government agency obligations$216,615,000421
Securities issued by states & political subdivisions$16,061,0001,022
Other domestic debt securities$31,0003,737
Privately issued residential mortgage-backed securities$31,0001,446
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$4,736,000862
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$151,520,000280
Mortgage-backed securities$58,350,000799
Certificates of participation in pools of residential mortgages$45,534,000684
Issued or guaranteed by U.S.$45,534,000677
Privately issued$0349
Collaterized mortgage obligations$12,816,000997
CMOs issued by government agencies or sponsored agencies$12,785,000916
Privately issued$31,0001,240
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$237,443,000411
Total debt securities$232,707,000520
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$171,618,000704
U.S. Government securities$158,491,000634
U.S. Treasury securities$07,921
U.S. Government agency obligations$158,491,000536
Securities issued by states & political subdivisions$8,764,0001,678
Other domestic debt securities$42,0003,566
Privately issued residential mortgage-backed securities$42,0001,434
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$4,321,000884
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$128,139,000316
Mortgage-backed securities$96,442,000554
Certificates of participation in pools of residential mortgages$60,816,000562
Issued or guaranteed by U.S.$60,816,000552
Privately issued$0394
Collaterized mortgage obligations$35,626,000474
CMOs issued by government agencies or sponsored agencies$35,584,000438
Privately issued$42,0001,196
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$171,618,000520
Total debt securities$167,297,000698
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$144,208,000858
U.S. Government securities$131,591,000771
U.S. Treasury securities$14,972,0001,540
U.S. Government agency obligations$116,619,000700
Securities issued by states & political subdivisions$8,253,0001,777
Other domestic debt securities$50,0004,066
Privately issued residential mortgage-backed securities$50,0001,751
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$4,314,000853
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$105,667,000374
Mortgage-backed securities$65,251,000772
Certificates of participation in pools of residential mortgages$7,857,0002,484
Issued or guaranteed by U.S.$7,857,0002,462
Privately issued$0472
Collaterized mortgage obligations$57,394,000368
CMOs issued by government agencies or sponsored agencies$57,344,000335
Privately issued$50,0001,471
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$144,208,000604
Total debt securities$139,894,000851
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$111,999,0001,115
U.S. Government securities$102,037,0001,005
U.S. Treasury securities$2,015,0007,035
U.S. Government agency obligations$100,022,000780
Securities issued by states & political subdivisions$6,641,0002,209
Other domestic debt securities$69,0004,670
Privately issued residential mortgage-backed securities$69,0002,020
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$0553
Equity securities$3,252,0001,029
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$98,816,000427
Mortgage-backed securities$79,980,000710
Certificates of participation in pools of residential mortgages$12,041,0001,909
Issued or guaranteed by U.S.$12,041,0001,890
Privately issued$0558
Collaterized mortgage obligations$67,939,000362
CMOs issued by government agencies or sponsored agencies$67,870,000330
Privately issued$69,0001,704
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$111,999,000782
Total debt securities$108,747,0001,116
Structured notes
Amortized cost$967,0002,903
Fair value$984,0002,755
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$120,862,0001,072
U.S. Government securities$111,240,000969
U.S. Treasury securities$2,999,0007,094
U.S. Government agency obligations$108,241,000721
Securities issued by states & political subdivisions$6,665,0002,293
Other domestic debt securities$80,0005,216
Privately issued residential mortgage-backed securities$80,0002,265
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$2,877,000999
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$104,683,000402
Mortgage-backed securities$97,374,000650
Certificates of participation in pools of residential mortgages$26,845,0001,110
Issued or guaranteed by U.S.$26,845,0001,092
Privately issued$0564
Collaterized mortgage obligations$70,529,000362
CMOs issued by government agencies or sponsored agencies$70,449,000332
Privately issued$80,0001,956
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$100,138,000758
Available-for-sale securities (fair market value)$20,724,0002,729
Total debt securities$117,985,0001,074
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$113,504,0001,217
U.S. Government securities$104,399,0001,068
U.S. Treasury securities$1,999,0008,544
U.S. Government agency obligations$102,400,000759
Securities issued by states & political subdivisions$6,823,0002,302
Other domestic debt securities$630,0003,934
Privately issued residential mortgage-backed securities$630,0001,541
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$0649
Equity securities$1,652,0001,598
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,781,000430
Mortgage-backed securities$96,978,000693
Certificates of participation in pools of residential mortgages$18,319,0001,592
Issued or guaranteed by U.S.$18,319,0001,571
Privately issued$0731
Collaterized mortgage obligations$78,659,000361
CMOs issued by government agencies or sponsored agencies$78,029,000335
Privately issued$630,0001,219
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$111,852,0001,203
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$115,556,0001,172
U.S. Government securities$107,264,0001,020
U.S. Treasury securities$2,007,0008,760
U.S. Government agency obligations$105,257,000703
Securities issued by states & political subdivisions$4,596,0002,960
Other domestic debt securities$2,579,0002,556
Privately issued residential mortgage-backed securities$1,829,0001,274
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$750,0003,339
Foreign debt securities$0699
Equity securities$1,117,0001,763
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,155,000582
Mortgage-backed securities$102,347,000651
Certificates of participation in pools of residential mortgages$39,218,000907
Issued or guaranteed by U.S.$39,218,000873
Privately issued$0831
Collaterized mortgage obligations$63,129,000426
CMOs issued by government agencies or sponsored agencies$61,300,000388
Privately issued$1,829,000977
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$114,439,0001,159
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA