National Bank & Trust, Securities

2024-09-30Rank
Total securities$81,373,0001,913
U.S. Government securities$55,486,0001,724
U.S. Treasury securities$02,583
U.S. Government agency obligations$55,486,0001,485
Securities issued by states & political subdivisions$25,887,0001,484
Other domestic debt securities$02,301
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$0793
Other domestic debt securities - All other$01,835
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,124,0001,990
Mortgage-backed securities$54,839,0001,215
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$33,377,0001,115
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$13,070,0001,012
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$7,386,000576
Other commercial mortgage-backed securities$1,006,0001,086
Held to maturity securities (book value)$01,702
Available-for-sale securities (fair market value)$81,373,0001,717
Total debt securities$81,374,0001,896
Structured notes
Amortized cost$01,000
Fair value$01,000
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-06-30Rank
Total securities$81,072,0001,901
U.S. Government securities$55,335,0001,704
U.S. Treasury securities$02,648
U.S. Government agency obligations$55,335,0001,458
Securities issued by states & political subdivisions$25,737,0001,486
Other domestic debt securities$02,316
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$01,858
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,258,0001,870
Mortgage-backed securities$54,608,0001,191
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$33,595,0001,091
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$12,808,000982
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$7,216,000563
Other commercial mortgage-backed securities$989,0001,074
Held to maturity securities (book value)$01,716
Available-for-sale securities (fair market value)$81,072,0001,697
Total debt securities$81,073,0001,887
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$82,953,0001,909
U.S. Government securities$56,769,0001,714
U.S. Treasury securities$02,737
U.S. Government agency obligations$56,769,0001,502
Securities issued by states & political subdivisions$26,184,0001,487
Other domestic debt securities$02,328
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$01,839
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,243,0001,950
Mortgage-backed securities$56,048,0001,179
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$34,835,0001,072
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$13,020,000960
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$7,207,000564
Other commercial mortgage-backed securities$986,0001,102
Held to maturity securities (book value)$01,732
Available-for-sale securities (fair market value)$82,953,0001,705
Total debt securities$82,953,0001,893
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$83,831,0001,927
U.S. Government securities$58,471,0001,689
U.S. Treasury securities$02,754
U.S. Government agency obligations$58,471,0001,461
Securities issued by states & political subdivisions$25,360,0001,542
Other domestic debt securities$02,337
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,378,0001,941
Mortgage-backed securities$57,579,0001,153
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$35,805,0001,040
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$13,495,000920
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$7,279,000546
Other commercial mortgage-backed securities$1,000,0001,092
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$83,831,0001,717
Total debt securities$83,832,0001,913
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$76,170,0002,014
U.S. Government securities$53,004,0001,789
U.S. Treasury securities$02,809
U.S. Government agency obligations$53,004,0001,524
Securities issued by states & political subdivisions$23,166,0001,623
Other domestic debt securities$02,352
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,442,0001,983
Mortgage-backed securities$52,130,0001,211
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$35,956,0001,037
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$8,027,0001,159
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$7,127,000540
Other commercial mortgage-backed securities$1,020,0001,088
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$76,170,0001,800
Total debt securities$76,173,0002,001
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$80,390,0002,007
U.S. Government securities$56,519,0001,767
U.S. Treasury securities$02,832
U.S. Government agency obligations$56,519,0001,504
Securities issued by states & political subdivisions$23,871,0001,648
Other domestic debt securities$02,374
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,532,0001,949
Mortgage-backed securities$55,538,0001,191
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$38,685,0001,014
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$8,515,0001,133
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$7,313,000538
Other commercial mortgage-backed securities$1,025,0001,085
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$80,390,0001,791
Total debt securities$80,387,0001,994
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$83,057,0002,044
U.S. Government securities$59,107,0001,787
U.S. Treasury securities$02,901
U.S. Government agency obligations$59,107,0001,468
Securities issued by states & political subdivisions$23,950,0001,696
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,057,0002,808
Mortgage-backed securities$58,114,0001,205
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$40,564,0001,021
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$9,039,0001,141
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$7,460,000560
Other commercial mortgage-backed securities$1,051,0001,095
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$83,057,0001,829
Total debt securities$83,055,0002,031
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$99,386,0001,854
U.S. Government securities$62,272,0001,750
U.S. Treasury securities$02,941
U.S. Government agency obligations$62,272,0001,418
Securities issued by states & political subdivisions$37,114,0001,259
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,423,0002,685
Mortgage-backed securities$61,202,0001,173
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$43,490,000988
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$9,182,0001,142
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$7,450,000551
Other commercial mortgage-backed securities$1,080,0001,093
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$99,386,0001,630
Total debt securities$99,383,0001,834
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$98,568,0001,850
U.S. Government securities$63,314,0001,752
U.S. Treasury securities$02,957
U.S. Government agency obligations$63,314,0001,411
Securities issued by states & political subdivisions$35,254,0001,319
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,712,0002,147
Mortgage-backed securities$62,246,0001,188
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$43,855,000982
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$9,620,0001,143
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$7,589,000560
Other commercial mortgage-backed securities$1,182,0001,114
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$98,568,0001,633
Total debt securities$98,568,0001,832
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$103,545,0001,812
U.S. Government securities$67,349,0001,690
U.S. Treasury securities$02,920
U.S. Government agency obligations$67,349,0001,386
Securities issued by states & political subdivisions$36,196,0001,344
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,933,0002,069
Mortgage-backed securities$66,151,0001,168
Certificates of participation in pools of residential mortgages$46,758,000980
Issued or guaranteed by U.S.$46,758,000963
Privately issued$0231
Collaterized mortgage obligations$10,345,0001,189
CMOs issued by government agencies or sponsored agencies$10,345,0001,120
Privately issued$0553
Commercial mortgage-backed securities$9,048,000917
Commercial mortgage pass-through securities$7,725,000564
Other commercial mortgage-backed securities$1,323,0001,159
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$103,545,0001,639
Total debt securities$103,545,0001,798
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$112,678,0001,681
U.S. Government securities$73,707,0001,553
U.S. Treasury securities$02,666
U.S. Government agency obligations$73,707,0001,321
Securities issued by states & political subdivisions$38,971,0001,285
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,932,0001,934
Mortgage-backed securities$72,476,0001,104
Certificates of participation in pools of residential mortgages$51,000,000949
Issued or guaranteed by U.S.$51,000,000936
Privately issued$0238
Collaterized mortgage obligations$11,959,0001,107
CMOs issued by government agencies or sponsored agencies$11,959,0001,048
Privately issued$0536
Commercial mortgage-backed securities$9,517,000901
Commercial mortgage pass-through securities$8,078,000555
Other commercial mortgage-backed securities$1,439,0001,123
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$112,678,0001,537
Total debt securities$112,678,0001,669
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$119,419,0001,549
U.S. Government securities$79,706,0001,391
U.S. Treasury securities$02,212
U.S. Government agency obligations$79,706,0001,228
Securities issued by states & political subdivisions$39,713,0001,321
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,225,0001,751
Mortgage-backed securities$78,328,0001,030
Certificates of participation in pools of residential mortgages$51,941,000934
Issued or guaranteed by U.S.$51,941,000920
Privately issued$0246
Collaterized mortgage obligations$13,538,0001,011
CMOs issued by government agencies or sponsored agencies$13,538,000968
Privately issued$0500
Commercial mortgage-backed securities$12,849,000791
Commercial mortgage pass-through securities$11,193,000465
Other commercial mortgage-backed securities$1,656,0001,082
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$119,419,0001,443
Total debt securities$119,424,0001,533
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$115,217,0001,536
U.S. Government securities$76,891,0001,367
U.S. Treasury securities$02,008
U.S. Government agency obligations$76,891,0001,225
Securities issued by states & political subdivisions$38,326,0001,319
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,914,0001,855
Mortgage-backed securities$75,490,0001,047
Certificates of participation in pools of residential mortgages$51,487,000900
Issued or guaranteed by U.S.$51,487,000883
Privately issued$0234
Collaterized mortgage obligations$10,779,0001,125
CMOs issued by government agencies or sponsored agencies$10,779,0001,084
Privately issued$0491
Commercial mortgage-backed securities$13,224,000763
Commercial mortgage pass-through securities$11,443,000451
Other commercial mortgage-backed securities$1,781,0001,068
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$115,217,0001,426
Total debt securities$115,216,0001,518
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$120,545,0001,437
U.S. Government securities$82,845,0001,243
U.S. Treasury securities$01,913
U.S. Government agency obligations$82,845,0001,126
Securities issued by states & political subdivisions$37,700,0001,305
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,241,0001,234
Mortgage-backed securities$81,354,000941
Certificates of participation in pools of residential mortgages$60,105,000791
Issued or guaranteed by U.S.$60,105,000775
Privately issued$0247
Collaterized mortgage obligations$6,364,0001,386
CMOs issued by government agencies or sponsored agencies$6,364,0001,342
Privately issued$0478
Commercial mortgage-backed securities$14,885,000702
Commercial mortgage pass-through securities$12,993,000400
Other commercial mortgage-backed securities$1,892,0001,037
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$120,545,0001,329
Total debt securities$120,545,0001,425
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$122,101,0001,323
U.S. Government securities$83,878,0001,114
U.S. Treasury securities$01,631
U.S. Government agency obligations$83,878,0001,039
Securities issued by states & political subdivisions$38,223,0001,228
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,133,0001,097
Mortgage-backed securities$82,382,000883
Certificates of participation in pools of residential mortgages$63,324,000712
Issued or guaranteed by U.S.$63,324,000695
Privately issued$0261
Collaterized mortgage obligations$4,928,0001,517
CMOs issued by government agencies or sponsored agencies$4,928,0001,473
Privately issued$0475
Commercial mortgage-backed securities$14,130,000684
Commercial mortgage pass-through securities$11,927,000405
Other commercial mortgage-backed securities$2,203,000949
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$122,101,0001,233
Total debt securities$122,100,0001,309
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$118,013,0001,242
U.S. Government securities$81,213,0001,025
U.S. Treasury securities$01,194
U.S. Government agency obligations$81,213,000967
Securities issued by states & political subdivisions$36,800,0001,221
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,426,0001,094
Mortgage-backed securities$79,613,000839
Certificates of participation in pools of residential mortgages$60,936,000675
Issued or guaranteed by U.S.$60,936,000664
Privately issued$0245
Collaterized mortgage obligations$4,105,0001,646
CMOs issued by government agencies or sponsored agencies$4,105,0001,602
Privately issued$0474
Commercial mortgage-backed securities$14,572,000631
Commercial mortgage pass-through securities$12,142,000367
Other commercial mortgage-backed securities$2,430,000898
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$118,013,0001,158
Total debt securities$118,013,0001,226
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$113,392,0001,232
U.S. Government securities$79,203,000988
U.S. Treasury securities$01,216
U.S. Government agency obligations$79,203,000932
Securities issued by states & political subdivisions$34,189,0001,188
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,100,0001,441
Mortgage-backed securities$77,594,000822
Certificates of participation in pools of residential mortgages$58,516,000643
Issued or guaranteed by U.S.$58,516,000629
Privately issued$0251
Collaterized mortgage obligations$4,313,0001,651
CMOs issued by government agencies or sponsored agencies$4,313,0001,611
Privately issued$0464
Commercial mortgage-backed securities$14,765,000605
Commercial mortgage pass-through securities$12,251,000364
Other commercial mortgage-backed securities$2,514,000862
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$113,392,0001,137
Total debt securities$113,389,0001,214
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$112,379,0001,197
U.S. Government securities$79,770,000967
U.S. Treasury securities$01,251
U.S. Government agency obligations$79,770,000905
Securities issued by states & political subdivisions$32,609,0001,159
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,675,0001,054
Mortgage-backed securities$78,079,000808
Certificates of participation in pools of residential mortgages$70,342,000547
Issued or guaranteed by U.S.$70,342,000536
Privately issued$0251
Collaterized mortgage obligations$7,737,0001,316
CMOs issued by government agencies or sponsored agencies$7,737,0001,280
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)$112,379,0001,098
Total debt securities$112,379,0001,176
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$108,469,0001,202
U.S. Government securities$84,442,000946
U.S. Treasury securities$01,297
U.S. Government agency obligations$84,442,000888
Securities issued by states & political subdivisions$24,027,0001,364
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,446,0001,408
Mortgage-backed securities$84,442,000766
Certificates of participation in pools of residential mortgages$75,114,000525
Issued or guaranteed by U.S.$75,114,000509
Privately issued$0267
Collaterized mortgage obligations$9,328,0001,221
CMOs issued by government agencies or sponsored agencies$9,328,0001,181
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)$108,469,0001,099
Total debt securities$108,470,0001,185
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$101,024,0001,261
U.S. Government securities$82,033,000983
U.S. Treasury securities$01,363
U.S. Government agency obligations$82,033,000928
Securities issued by states & political subdivisions$18,991,0001,589
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,983,000967
Mortgage-backed securities$82,033,000769
Certificates of participation in pools of residential mortgages$71,914,000519
Issued or guaranteed by U.S.$71,914,000507
Privately issued$0249
Collaterized mortgage obligations$10,119,0001,161
CMOs issued by government agencies or sponsored agencies$10,119,0001,128
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)$101,024,0001,153
Total debt securities$101,024,0001,239
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$107,503,0001,179
U.S. Government securities$86,536,000951
U.S. Treasury securities$01,429
U.S. Government agency obligations$86,536,000900
Securities issued by states & political subdivisions$20,967,0001,467
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,358,000944
Mortgage-backed securities$86,536,000716
Certificates of participation in pools of residential mortgages$75,330,000491
Issued or guaranteed by U.S.$75,330,000478
Privately issued$0287
Collaterized mortgage obligations$11,206,0001,115
CMOs issued by government agencies or sponsored agencies$11,206,0001,086
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)$107,503,0001,069
Total debt securities$107,502,0001,161
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$118,882,0001,102
U.S. Government securities$96,199,000892
U.S. Treasury securities$01,467
U.S. Government agency obligations$96,199,000844
Securities issued by states & political subdivisions$22,683,0001,412
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,563,000663
Mortgage-backed securities$94,199,000668
Certificates of participation in pools of residential mortgages$82,303,000466
Issued or guaranteed by U.S.$82,303,000463
Privately issued$0244
Collaterized mortgage obligations$11,896,0001,073
CMOs issued by government agencies or sponsored agencies$11,896,0001,038
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)$118,882,000987
Total debt securities$118,882,0001,082
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$144,797,000927
U.S. Government securities$110,076,000797
U.S. Treasury securities$01,516
U.S. Government agency obligations$110,076,000741
Securities issued by states & political subdivisions$34,721,000996
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,873,000640
Mortgage-backed securities$108,130,000595
Certificates of participation in pools of residential mortgages$92,535,000432
Issued or guaranteed by U.S.$92,535,000430
Privately issued$0248
Collaterized mortgage obligations$15,595,000899
CMOs issued by government agencies or sponsored agencies$15,595,000857
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)$144,797,000823
Total debt securities$144,796,000916
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$148,492,000910
U.S. Government securities$113,822,000771
U.S. Treasury securities$01,513
U.S. Government agency obligations$113,822,000724
Securities issued by states & political subdivisions$34,670,0001,022
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$81,425,000663
Mortgage-backed securities$111,898,000582
Certificates of participation in pools of residential mortgages$95,734,000425
Issued or guaranteed by U.S.$95,734,000422
Privately issued$0211
Collaterized mortgage obligations$16,164,000874
CMOs issued by government agencies or sponsored agencies$16,164,000835
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)$148,492,000803
Total debt securities$148,493,000898
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$151,432,000885
U.S. Government securities$116,869,000749
U.S. Treasury securities$01,500
U.S. Government agency obligations$116,869,000704
Securities issued by states & political subdivisions$34,563,0001,024
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$83,218,000650
Mortgage-backed securities$114,969,000563
Certificates of participation in pools of residential mortgages$98,192,000418
Issued or guaranteed by U.S.$98,192,000416
Privately issued$0145
Collaterized mortgage obligations$16,777,000833
CMOs issued by government agencies or sponsored agencies$16,777,000798
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)$151,432,000788
Total debt securities$151,431,000873
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$160,308,000858
U.S. Government securities$126,551,000706
U.S. Treasury securities$01,475
U.S. Government agency obligations$126,551,000662
Securities issued by states & political subdivisions$33,757,0001,091
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$87,143,000647
Mortgage-backed securities$124,637,000530
Certificates of participation in pools of residential mortgages$108,291,000386
Issued or guaranteed by U.S.$108,291,000384
Privately issued$0453
Collaterized mortgage obligations$16,346,000841
CMOs issued by government agencies or sponsored agencies$16,346,000801
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)$160,308,000754
Total debt securities$160,307,000848
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$163,175,000858
U.S. Government securities$128,975,000711
U.S. Treasury securities$01,426
U.S. Government agency obligations$128,975,000671
Securities issued by states & political subdivisions$34,200,0001,090
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$87,347,000661
Mortgage-backed securities$127,060,000525
Certificates of participation in pools of residential mortgages$112,765,000387
Issued or guaranteed by U.S.$112,765,000385
Privately issued$067
Collaterized mortgage obligations$14,295,000916
CMOs issued by government agencies or sponsored agencies$14,295,000874
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)$163,175,000750
Total debt securities$163,174,000850
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$166,715,000844
U.S. Government securities$132,398,000697
U.S. Treasury securities$01,328
U.S. Government agency obligations$132,398,000659
Securities issued by states & political subdivisions$34,317,0001,125
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$98,938,000611
Mortgage-backed securities$130,450,000513
Certificates of participation in pools of residential mortgages$117,147,000364
Issued or guaranteed by U.S.$117,147,000363
Privately issued$064
Collaterized mortgage obligations$13,303,000963
CMOs issued by government agencies or sponsored agencies$13,303,000926
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)$166,715,000738
Total debt securities$166,715,000835
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$136,468,0001,037
U.S. Government securities$101,518,000883
U.S. Treasury securities$01,313
U.S. Government agency obligations$101,518,000842
Securities issued by states & political subdivisions$34,950,0001,124
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$92,173,000651
Mortgage-backed securities$99,533,000642
Certificates of participation in pools of residential mortgages$90,722,000454
Issued or guaranteed by U.S.$90,722,000453
Privately issued$069
Collaterized mortgage obligations$8,811,0001,209
CMOs issued by government agencies or sponsored agencies$8,811,0001,159
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)$136,468,000910
Total debt securities$136,468,0001,022
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$143,982,000996
U.S. Government securities$108,570,000840
U.S. Treasury securities$01,351
U.S. Government agency obligations$108,570,000799
Securities issued by states & political subdivisions$35,412,0001,127
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$50,251,0001,087
Mortgage-backed securities$106,586,000618
Certificates of participation in pools of residential mortgages$99,172,000421
Issued or guaranteed by U.S.$99,172,000420
Privately issued$067
Collaterized mortgage obligations$7,414,0001,308
CMOs issued by government agencies or sponsored agencies$7,414,0001,258
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)$143,982,000869
Total debt securities$143,983,000979
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$145,187,000997
U.S. Government securities$107,969,000867
U.S. Treasury securities$01,390
U.S. Government agency obligations$107,969,000827
Securities issued by states & political subdivisions$37,218,0001,085
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$51,270,0001,081
Mortgage-backed securities$105,007,000643
Certificates of participation in pools of residential mortgages$101,026,000427
Issued or guaranteed by U.S.$101,026,000426
Privately issued$066
Collaterized mortgage obligations$3,981,0001,767
CMOs issued by government agencies or sponsored agencies$3,981,0001,708
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)$145,187,000873
Total debt securities$145,187,000981
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$145,321,000978
U.S. Government securities$107,411,000853
U.S. Treasury securities$01,367
U.S. Government agency obligations$107,411,000815
Securities issued by states & political subdivisions$37,910,0001,070
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$43,933,0001,188
Mortgage-backed securities$104,479,000631
Certificates of participation in pools of residential mortgages$102,008,000418
Issued or guaranteed by U.S.$102,008,000417
Privately issued$071
Collaterized mortgage obligations$2,471,0002,030
CMOs issued by government agencies or sponsored agencies$2,471,0001,958
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)$145,321,000850
Total debt securities$145,320,000967
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$138,184,0001,016
U.S. Government securities$99,169,000900
U.S. Treasury securities$01,214
U.S. Government agency obligations$99,169,000858
Securities issued by states & political subdivisions$39,015,0001,039
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$45,760,0001,155
Mortgage-backed securities$96,115,000670
Certificates of participation in pools of residential mortgages$96,115,000439
Issued or guaranteed by U.S.$96,115,000438
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)$138,184,000893
Total debt securities$138,183,0001,007
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$146,264,000978
U.S. Government securities$107,143,000853
U.S. Treasury securities$01,253
U.S. Government agency obligations$107,143,000817
Securities issued by states & political subdivisions$39,121,0001,034
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$48,621,0001,137
Mortgage-backed securities$97,083,000666
Certificates of participation in pools of residential mortgages$97,083,000440
Issued or guaranteed by U.S.$97,083,000439
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)$146,264,000864
Total debt securities$146,263,000969
Structured notes
Amortized cost$2,000,000516
Fair value$2,003,000524
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$152,478,000958
U.S. Government securities$113,361,000836
U.S. Treasury securities$01,296
U.S. Government agency obligations$113,361,000795
Securities issued by states & political subdivisions$39,117,0001,026
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$51,422,0001,110
Mortgage-backed securities$101,357,000653
Certificates of participation in pools of residential mortgages$101,357,000417
Issued or guaranteed by U.S.$101,357,000416
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)$152,478,000837
Total debt securities$152,476,000947
Structured notes
Amortized cost$2,000,000623
Fair value$2,003,000626
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$153,531,000962
U.S. Government securities$113,586,000843
U.S. Treasury securities$01,367
U.S. Government agency obligations$113,586,000809
Securities issued by states & political subdivisions$39,945,0001,003
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$47,295,0001,171
Mortgage-backed securities$98,760,000658
Certificates of participation in pools of residential mortgages$98,760,000432
Issued or guaranteed by U.S.$98,760,000432
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)$153,531,000830
Total debt securities$153,530,000954
Structured notes
Amortized cost$2,000,000708
Fair value$1,973,000790
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$158,263,000928
U.S. Government securities$118,336,000819
U.S. Treasury securities$01,303
U.S. Government agency obligations$118,336,000784
Securities issued by states & political subdivisions$39,927,0001,004
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$50,379,0001,132
Mortgage-backed securities$100,950,000643
Certificates of participation in pools of residential mortgages$100,950,000426
Issued or guaranteed by U.S.$100,950,000426
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)$158,263,000811
Total debt securities$158,264,000923
Structured notes
Amortized cost$2,000,000822
Fair value$1,976,000912
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$158,811,000946
U.S. Government securities$119,537,000843
U.S. Treasury securities$01,348
U.S. Government agency obligations$119,537,000806
Securities issued by states & political subdivisions$39,274,000999
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$51,822,0001,112
Mortgage-backed securities$102,422,000643
Certificates of participation in pools of residential mortgages$102,422,000420
Issued or guaranteed by U.S.$102,422,000420
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)$158,811,000834
Total debt securities$158,810,000939
Structured notes
Amortized cost$2,000,000930
Fair value$1,943,0001,030
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$160,134,000942
U.S. Government securities$119,803,000836
U.S. Treasury securities$01,327
U.S. Government agency obligations$119,803,000808
Securities issued by states & political subdivisions$40,331,000961
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$53,029,0001,128
Mortgage-backed securities$102,614,000644
Certificates of participation in pools of residential mortgages$102,614,000417
Issued or guaranteed by U.S.$102,614,000416
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)$160,134,000827
Total debt securities$160,135,000934
Structured notes
Amortized cost$2,000,000987
Fair value$1,960,0001,103
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$150,835,000992
U.S. Government securities$110,387,000903
U.S. Treasury securities$01,361
U.S. Government agency obligations$110,387,000868
Securities issued by states & political subdivisions$40,448,000963
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$51,778,0001,139
Mortgage-backed securities$95,442,000696
Certificates of participation in pools of residential mortgages$95,442,000459
Issued or guaranteed by U.S.$95,442,000457
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)$150,835,000872
Total debt securities$150,836,000982
Structured notes
Amortized cost$2,000,0001,057
Fair value$1,926,0001,175
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$155,733,000979
U.S. Government securities$115,074,000883
U.S. Treasury securities$01,381
U.S. Government agency obligations$115,074,000846
Securities issued by states & political subdivisions$40,659,000957
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$46,224,0001,245
Mortgage-backed securities$100,331,000677
Certificates of participation in pools of residential mortgages$100,331,000439
Issued or guaranteed by U.S.$100,331,000439
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)$155,733,000856
Total debt securities$155,732,000966
Structured notes
Amortized cost$2,000,0001,141
Fair value$1,885,0001,281
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$160,383,000967
U.S. Government securities$119,736,000857
U.S. Treasury securities$01,342
U.S. Government agency obligations$119,736,000827
Securities issued by states & political subdivisions$40,647,000952
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$57,538,0001,039
Mortgage-backed securities$105,041,000659
Certificates of participation in pools of residential mortgages$105,041,000431
Issued or guaranteed by U.S.$105,041,000430
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)$160,383,000845
Total debt securities$160,381,000955
Structured notes
Amortized cost$2,000,0001,190
Fair value$1,874,0001,314
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$159,074,000978
U.S. Government securities$119,292,000874
U.S. Treasury securities$01,198
U.S. Government agency obligations$119,292,000838
Securities issued by states & political subdivisions$39,782,000973
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,891,0001,022
Mortgage-backed securities$104,714,000655
Certificates of participation in pools of residential mortgages$104,714,000436
Issued or guaranteed by U.S.$104,714,000435
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)$159,074,000845
Total debt securities$159,075,000968
Structured notes
Amortized cost$2,000,0001,222
Fair value$1,823,0001,337
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$147,360,0001,034
U.S. Government securities$110,922,000934
U.S. Treasury securities$01,131
U.S. Government agency obligations$110,922,000900
Securities issued by states & political subdivisions$36,438,0001,046
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,963,0001,113
Mortgage-backed securities$99,200,000674
Certificates of participation in pools of residential mortgages$99,200,000447
Issued or guaranteed by U.S.$99,200,000446
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$147,360,000904
Total debt securities$147,360,0001,024
Structured notes
Amortized cost$2,000,0001,200
Fair value$1,756,0001,333
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$153,302,0001,013
U.S. Government securities$116,698,000883
U.S. Treasury securities$01,131
U.S. Government agency obligations$116,698,000855
Securities issued by states & political subdivisions$36,604,0001,040
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,265,0001,054
Mortgage-backed securities$104,804,000643
Certificates of participation in pools of residential mortgages$104,804,000429
Issued or guaranteed by U.S.$104,804,000428
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$153,302,000881
Total debt securities$153,301,000999
Structured notes
Amortized cost$2,000,0001,174
Fair value$1,768,0001,317
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$160,688,000960
U.S. Government securities$123,541,000824
U.S. Treasury securities$01,152
U.S. Government agency obligations$123,541,000798
Securities issued by states & political subdivisions$37,147,0001,017
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$63,837,000896
Mortgage-backed securities$111,453,000627
Certificates of participation in pools of residential mortgages$111,453,000406
Issued or guaranteed by U.S.$111,453,000405
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$160,688,000851
Total debt securities$160,688,000953
Structured notes
Amortized cost$2,000,0001,166
Fair value$1,893,0001,275
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$167,393,000930
U.S. Government securities$132,772,000794
U.S. Treasury securities$01,161
U.S. Government agency obligations$132,772,000758
Securities issued by states & political subdivisions$34,621,0001,100
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,356,000895
Mortgage-backed securities$117,006,000620
Certificates of participation in pools of residential mortgages$117,006,000397
Issued or guaranteed by U.S.$117,006,000396
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$167,393,000829
Total debt securities$167,393,000916
Structured notes
Amortized cost$2,000,0001,189
Fair value$1,986,0001,297
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$157,759,000965
U.S. Government securities$129,481,000797
U.S. Treasury securities$01,135
U.S. Government agency obligations$129,481,000767
Securities issued by states & political subdivisions$28,278,0001,289
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,253,000889
Mortgage-backed securities$115,512,000621
Certificates of participation in pools of residential mortgages$115,512,000397
Issued or guaranteed by U.S.$115,512,000396
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$157,759,000862
Total debt securities$157,757,000951
Structured notes
Amortized cost$3,499,000955
Fair value$3,497,000954
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$154,950,000999
U.S. Government securities$138,076,000765
U.S. Treasury securities$01,086
U.S. Government agency obligations$138,076,000737
Securities issued by states & political subdivisions$16,874,0002,016
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,456,0001,154
Mortgage-backed securities$127,055,000600
Certificates of participation in pools of residential mortgages$127,055,000389
Issued or guaranteed by U.S.$127,055,000388
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$154,950,000887
Total debt securities$154,953,000988
Structured notes
Amortized cost$4,499,000856
Fair value$4,493,000863
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$159,493,000974
U.S. Government securities$149,602,000714
U.S. Treasury securities$01,068
U.S. Government agency obligations$149,602,000692
Securities issued by states & political subdivisions$9,891,0002,773
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,304,000992
Mortgage-backed securities$134,206,000581
Certificates of participation in pools of residential mortgages$134,206,000367
Issued or guaranteed by U.S.$134,206,000365
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$159,493,000867
Total debt securities$159,494,000960
Structured notes
Amortized cost$7,855,000627
Fair value$7,864,000630
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$158,984,000975
U.S. Government securities$157,257,000704
U.S. Treasury securities$01,157
U.S. Government agency obligations$157,257,000685
Securities issued by states & political subdivisions$1,727,0004,625
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,386,000951
Mortgage-backed securities$139,813,000581
Certificates of participation in pools of residential mortgages$139,813,000368
Issued or guaranteed by U.S.$139,813,000367
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$158,984,000864
Total debt securities$158,984,000966
Structured notes
Amortized cost$8,355,000705
Fair value$8,454,000698
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$147,121,0001,016
U.S. Government securities$146,030,000735
U.S. Treasury securities$01,076
U.S. Government agency obligations$146,030,000713
Securities issued by states & political subdivisions$1,091,0004,890
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,137,000935
Mortgage-backed securities$131,630,000598
Certificates of participation in pools of residential mortgages$131,630,000365
Issued or guaranteed by U.S.$131,630,000364
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$147,121,000903
Total debt securities$147,121,0001,007
Structured notes
Amortized cost$3,858,0001,220
Fair value$3,846,0001,220
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$149,276,000979
U.S. Government securities$148,202,000713
U.S. Treasury securities$01,126
U.S. Government agency obligations$148,202,000691
Securities issued by states & political subdivisions$1,074,0004,876
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,175,000865
Mortgage-backed securities$133,744,000579
Certificates of participation in pools of residential mortgages$133,744,000342
Issued or guaranteed by U.S.$133,744,000339
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$149,276,000874
Total debt securities$149,277,000970
Structured notes
Amortized cost$3,862,0001,260
Fair value$3,860,0001,263
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$144,270,0001,003
U.S. Government securities$144,270,000744
U.S. Treasury securities$01,225
U.S. Government agency obligations$144,270,000716
Securities issued by states & political subdivisions$05,731
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$59,538,000908
Mortgage-backed securities$136,688,000552
Certificates of participation in pools of residential mortgages$136,688,000330
Issued or guaranteed by U.S.$136,688,000328
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$144,270,000888
Total debt securities$144,270,000992
Structured notes
Amortized cost$1,000,0002,447
Fair value$1,031,0002,428
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$135,095,0001,065
U.S. Government securities$135,095,000773
U.S. Treasury securities$01,272
U.S. Government agency obligations$135,095,000742
Securities issued by states & political subdivisions$05,757
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$57,574,000924
Mortgage-backed securities$132,025,000543
Certificates of participation in pools of residential mortgages$132,025,000334
Issued or guaranteed by U.S.$132,025,000332
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$135,095,000940
Total debt securities$135,095,0001,055
Structured notes
Amortized cost$1,000,0002,483
Fair value$1,032,0002,465
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$131,008,0001,054
U.S. Government securities$130,908,000773
U.S. Treasury securities$01,275
U.S. Government agency obligations$130,908,000736
Securities issued by states & political subdivisions$100,0005,705
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$44,866,0001,136
Mortgage-backed securities$127,822,000542
Certificates of participation in pools of residential mortgages$127,822,000334
Issued or guaranteed by U.S.$127,822,000331
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$131,008,000929
Total debt securities$131,007,0001,042
Structured notes
Amortized cost$1,000,0002,331
Fair value$1,031,0002,316
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$126,595,0001,061
U.S. Government securities$126,495,000775
U.S. Treasury securities$01,180
U.S. Government agency obligations$126,495,000739
Securities issued by states & political subdivisions$100,0005,696
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$47,125,0001,082
Mortgage-backed securities$119,112,000568
Certificates of participation in pools of residential mortgages$119,112,000335
Issued or guaranteed by U.S.$119,112,000330
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$126,595,000929
Total debt securities$126,596,0001,047
Structured notes
Amortized cost$1,000,0002,383
Fair value$1,035,0002,363
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$132,377,0001,002
U.S. Government securities$132,277,000727
U.S. Treasury securities$01,121
U.S. Government agency obligations$132,277,000693
Securities issued by states & political subdivisions$100,0005,681
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$51,761,0001,007
Mortgage-backed securities$119,757,000562
Certificates of participation in pools of residential mortgages$119,757,000336
Issued or guaranteed by U.S.$119,757,000332
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$132,377,000875
Total debt securities$132,375,000991
Structured notes
Amortized cost$1,000,0002,460
Fair value$1,026,0002,453
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$126,185,0001,044
U.S. Government securities$126,085,000751
U.S. Treasury securities$01,130
U.S. Government agency obligations$126,085,000717
Securities issued by states & political subdivisions$100,0005,710
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$48,768,0001,114
Mortgage-backed securities$111,479,000604
Certificates of participation in pools of residential mortgages$111,479,000381
Issued or guaranteed by U.S.$111,479,000379
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$126,185,000917
Total debt securities$126,183,0001,032
Structured notes
Amortized cost$1,000,0002,246
Fair value$1,017,0002,243
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$116,388,0001,114
U.S. Government securities$116,288,000788
U.S. Treasury securities$01,077
U.S. Government agency obligations$116,288,000761
Securities issued by states & political subdivisions$100,0005,744
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$39,954,0001,341
Mortgage-backed securities$100,650,000651
Certificates of participation in pools of residential mortgages$100,650,000423
Issued or guaranteed by U.S.$100,650,000420
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$116,388,000971
Total debt securities$116,388,0001,097
Structured notes
Amortized cost$1,000,0001,971
Fair value$1,008,0001,977
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$105,939,0001,210
U.S. Government securities$105,839,000847
U.S. Treasury securities$01,047
U.S. Government agency obligations$105,839,000819
Securities issued by states & political subdivisions$100,0005,781
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$37,975,0001,355
Mortgage-backed securities$88,117,000728
Certificates of participation in pools of residential mortgages$88,117,000482
Issued or guaranteed by U.S.$88,117,000479
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$105,939,0001,055
Total debt securities$105,938,0001,191
Structured notes
Amortized cost$1,000,0001,528
Fair value$1,004,0001,576
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$93,870,0001,341
U.S. Government securities$93,770,000914
U.S. Treasury securities$01,036
U.S. Government agency obligations$93,770,000881
Securities issued by states & political subdivisions$100,0005,834
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,916,0001,814
Mortgage-backed securities$80,024,000789
Certificates of participation in pools of residential mortgages$80,024,000533
Issued or guaranteed by U.S.$80,024,000527
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$93,870,0001,164
Total debt securities$93,872,0001,323
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$90,869,0001,362
U.S. Government securities$90,769,000952
U.S. Treasury securities$0981
U.S. Government agency obligations$90,769,000923
Securities issued by states & political subdivisions$100,0005,772
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,154,0001,725
Mortgage-backed securities$71,861,000890
Certificates of participation in pools of residential mortgages$71,861,000616
Issued or guaranteed by U.S.$71,861,000606
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$90,869,0001,192
Total debt securities$90,866,0001,337
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$83,072,0001,465
U.S. Government securities$82,972,0001,034
U.S. Treasury securities$0973
U.S. Government agency obligations$82,972,0001,008
Securities issued by states & political subdivisions$100,0005,738
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,833,0001,851
Mortgage-backed securities$60,077,0001,014
Certificates of participation in pools of residential mortgages$60,077,000702
Issued or guaranteed by U.S.$60,077,000694
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$83,072,0001,271
Total debt securities$83,071,0001,438
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$75,029,0001,573
U.S. Government securities$74,929,0001,109
U.S. Treasury securities$01,019
U.S. Government agency obligations$74,929,0001,085
Securities issued by states & political subdivisions$100,0005,758
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,898,0002,642
Mortgage-backed securities$53,657,0001,073
Certificates of participation in pools of residential mortgages$53,657,000748
Issued or guaranteed by U.S.$53,657,000738
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$75,029,0001,357
Total debt securities$75,030,0001,553
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$67,926,0001,758
U.S. Government securities$67,826,0001,251
U.S. Treasury securities$01,021
U.S. Government agency obligations$67,826,0001,220
Securities issued by states & political subdivisions$100,0005,812
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,007,0002,578
Mortgage-backed securities$47,409,0001,160
Certificates of participation in pools of residential mortgages$47,409,000831
Issued or guaranteed by U.S.$47,409,000821
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$67,926,0001,527
Total debt securities$67,926,0001,729
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$65,899,0001,797
U.S. Government securities$65,799,0001,271
U.S. Treasury securities$01,044
U.S. Government agency obligations$65,799,0001,246
Securities issued by states & political subdivisions$100,0005,825
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,194,0002,529
Mortgage-backed securities$47,874,0001,122
Certificates of participation in pools of residential mortgages$47,874,000785
Issued or guaranteed by U.S.$47,874,000774
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$65,899,0001,584
Total debt securities$65,899,0001,759
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$59,123,0001,976
U.S. Government securities$57,553,0001,469
U.S. Treasury securities$01,146
U.S. Government agency obligations$57,553,0001,442
Securities issued by states & political subdivisions$1,570,0004,489
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,491,0002,863
Mortgage-backed securities$35,674,0001,252
Certificates of participation in pools of residential mortgages$35,674,000907
Issued or guaranteed by U.S.$35,674,000895
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,471,0002,475
Available-for-sale securities (fair market value)$57,652,0001,764
Total debt securities$59,123,0001,924
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$56,686,0002,024
U.S. Government securities$56,589,0001,511
U.S. Treasury securities$01,235
U.S. Government agency obligations$56,589,0001,482
Securities issued by states & political subdivisions$97,0005,913
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,479,0002,857
Mortgage-backed securities$32,838,0001,264
Certificates of participation in pools of residential mortgages$32,838,000909
Issued or guaranteed by U.S.$32,838,000902
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$56,686,0001,755
Total debt securities$56,677,0001,984
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$51,358,0002,247
U.S. Government securities$51,262,0001,652
U.S. Treasury securities$01,362
U.S. Government agency obligations$51,262,0001,610
Securities issued by states & political subdivisions$96,0005,970
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0006,480
Mortgage-backed securities$27,271,0001,416
Certificates of participation in pools of residential mortgages$27,271,0001,028
Issued or guaranteed by U.S.$27,271,0001,023
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$51,358,0001,935
Total debt securities$51,358,0002,206
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$42,081,0002,678
U.S. Government securities$41,984,0002,020
U.S. Treasury securities$01,448
U.S. Government agency obligations$41,984,0001,963
Securities issued by states & political subdivisions$97,0006,021
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0006,516
Mortgage-backed securities$21,809,0001,641
Certificates of participation in pools of residential mortgages$21,809,0001,205
Issued or guaranteed by U.S.$21,809,0001,197
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$42,081,0002,326
Total debt securities$42,080,0002,632
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$41,998,0002,691
U.S. Government securities$41,898,0002,047
U.S. Treasury securities$01,498
U.S. Government agency obligations$41,898,0001,990
Securities issued by states & political subdivisions$100,0006,052
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0006,540
Mortgage-backed securities$21,533,0001,645
Certificates of participation in pools of residential mortgages$21,533,0001,233
Issued or guaranteed by U.S.$21,533,0001,225
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$41,998,0002,344
Total debt securities$41,994,0002,655
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$39,010,0002,885
U.S. Government securities$38,914,0002,219
U.S. Treasury securities$01,574
U.S. Government agency obligations$38,914,0002,157
Securities issued by states & political subdivisions$96,0006,141
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,964,0005,378
Mortgage-backed securities$17,532,0001,925
Certificates of participation in pools of residential mortgages$17,532,0001,457
Issued or guaranteed by U.S.$17,532,0001,447
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$39,010,0002,479
Total debt securities$39,010,0002,850
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$37,487,0002,976
U.S. Government securities$37,392,0002,295
U.S. Treasury securities$01,634
U.S. Government agency obligations$37,392,0002,221
Securities issued by states & political subdivisions$95,0006,194
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,427,0005,178
Mortgage-backed securities$18,676,0001,848
Certificates of participation in pools of residential mortgages$18,676,0001,399
Issued or guaranteed by U.S.$18,676,0001,392
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$37,487,0002,564
Total debt securities$37,490,0002,941
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$38,212,0002,964
U.S. Government securities$38,114,0002,291
U.S. Treasury securities$01,715
U.S. Government agency obligations$38,114,0002,220
Securities issued by states & political subdivisions$98,0006,211
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,962,0004,975
Mortgage-backed securities$18,765,0001,871
Certificates of participation in pools of residential mortgages$18,765,0001,416
Issued or guaranteed by U.S.$18,765,0001,409
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$38,212,0002,556
Total debt securities$38,210,0002,912
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$38,574,0002,918
U.S. Government securities$38,476,0002,259
U.S. Treasury securities$01,737
U.S. Government agency obligations$38,476,0002,188
Securities issued by states & political subdivisions$98,0006,258
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,964,0004,963
Mortgage-backed securities$20,090,0001,793
Certificates of participation in pools of residential mortgages$20,090,0001,375
Issued or guaranteed by U.S.$20,090,0001,365
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$38,574,0002,516
Total debt securities$38,573,0002,877
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$39,636,0002,843
U.S. Government securities$39,539,0002,200
U.S. Treasury securities$01,786
U.S. Government agency obligations$39,539,0002,122
Securities issued by states & political subdivisions$97,0006,305
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$505,0006,738
Mortgage-backed securities$21,029,0001,758
Certificates of participation in pools of residential mortgages$21,029,0001,355
Issued or guaranteed by U.S.$21,029,0001,346
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$39,636,0002,444
Total debt securities$39,637,0002,799
Structured notes
Amortized cost$496,0002,749
Fair value$493,0002,701
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$40,316,0002,825
U.S. Government securities$40,219,0002,193
U.S. Treasury securities$01,839
U.S. Government agency obligations$40,219,0002,115
Securities issued by states & political subdivisions$97,0006,317
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$508,0006,742
Mortgage-backed securities$22,806,0001,709
Certificates of participation in pools of residential mortgages$22,806,0001,309
Issued or guaranteed by U.S.$22,806,0001,299
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$40,316,0002,418
Total debt securities$40,316,0002,780
Structured notes
Amortized cost$496,0002,735
Fair value$496,0002,656
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$43,193,0002,705
U.S. Government securities$43,096,0002,098
U.S. Treasury securities$01,963
U.S. Government agency obligations$43,096,0002,013
Securities issued by states & political subdivisions$97,0006,360
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$509,0006,776
Mortgage-backed securities$25,024,0001,658
Certificates of participation in pools of residential mortgages$25,024,0001,259
Issued or guaranteed by U.S.$25,024,0001,250
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$43,193,0002,299
Total debt securities$43,192,0002,661
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$45,120,0002,626
U.S. Government securities$44,819,0002,042
U.S. Treasury securities$01,963
U.S. Government agency obligations$44,819,0001,961
Securities issued by states & political subdivisions$301,0005,972
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$516,0006,789
Mortgage-backed securities$25,556,0001,645
Certificates of participation in pools of residential mortgages$25,556,0001,252
Issued or guaranteed by U.S.$25,556,0001,244
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$45,120,0002,231
Total debt securities$45,120,0002,582
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$45,058,0002,608
U.S. Government securities$44,755,0002,005
U.S. Treasury securities$01,990
U.S. Government agency obligations$44,755,0001,935
Securities issued by states & political subdivisions$303,0006,018
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$524,0006,820
Mortgage-backed securities$23,781,0001,731
Certificates of participation in pools of residential mortgages$23,781,0001,315
Issued or guaranteed by U.S.$23,781,0001,306
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$45,058,0002,227
Total debt securities$45,059,0002,556
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$49,387,0002,480
U.S. Government securities$49,085,0001,886
U.S. Treasury securities$02,098
U.S. Government agency obligations$49,085,0001,817
Securities issued by states & political subdivisions$302,0006,049
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$520,0006,852
Mortgage-backed securities$24,715,0001,707
Certificates of participation in pools of residential mortgages$24,715,0001,296
Issued or guaranteed by U.S.$24,715,0001,287
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$49,387,0002,100
Total debt securities$49,387,0002,427
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$48,926,0002,500
U.S. Government securities$48,620,0001,896
U.S. Treasury securities$02,082
U.S. Government agency obligations$48,620,0001,838
Securities issued by states & political subdivisions$306,0006,039
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$537,0006,823
Mortgage-backed securities$22,663,0001,853
Certificates of participation in pools of residential mortgages$22,663,0001,394
Issued or guaranteed by U.S.$22,663,0001,383
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$48,926,0002,130
Total debt securities$48,925,0002,436
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$47,308,0002,598
U.S. Government securities$47,002,0002,019
U.S. Treasury securities$02,227
U.S. Government agency obligations$47,002,0001,948
Securities issued by states & political subdivisions$306,0006,107
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$534,0006,827
Mortgage-backed securities$20,624,0001,971
Certificates of participation in pools of residential mortgages$20,624,0001,504
Issued or guaranteed by U.S.$20,624,0001,493
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$47,308,0002,229
Total debt securities$47,307,0002,544
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$46,862,0002,576
U.S. Government securities$46,648,0001,984
U.S. Treasury securities$02,287
U.S. Government agency obligations$46,648,0001,907
Securities issued by states & political subdivisions$209,0006,342
Other domestic debt securities$5,0003,930
Privately issued residential mortgage-backed securities$5,0001,226
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$839,0006,669
Mortgage-backed securities$19,552,0002,034
Certificates of participation in pools of residential mortgages$19,080,0001,577
Issued or guaranteed by U.S.$19,080,0001,567
Privately issued$0253
Collaterized mortgage obligations$472,0003,281
CMOs issued by government agencies or sponsored agencies$467,0003,122
Privately issued$5,0001,071
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)$46,862,0002,206
Total debt securities$46,857,0002,511
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$45,766,0002,582
U.S. Government securities$45,550,0001,936
U.S. Treasury securities$02,322
U.S. Government agency obligations$45,550,0001,867
Securities issued by states & political subdivisions$210,0006,355
Other domestic debt securities$6,0003,973
Privately issued residential mortgage-backed securities$6,0001,266
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$903,0006,656
Mortgage-backed securities$20,089,0002,046
Certificates of participation in pools of residential mortgages$19,451,0001,562
Issued or guaranteed by U.S.$19,451,0001,555
Privately issued$0256
Collaterized mortgage obligations$638,0003,307
CMOs issued by government agencies or sponsored agencies$632,0003,148
Privately issued$6,0001,117
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)$45,766,0002,207
Total debt securities$45,764,0002,513
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$43,297,0002,655
U.S. Government securities$43,079,0002,003
U.S. Treasury securities$02,382
U.S. Government agency obligations$43,079,0001,937
Securities issued by states & political subdivisions$212,0006,346
Other domestic debt securities$6,0004,040
Privately issued residential mortgage-backed securities$6,0001,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$953,0006,653
Mortgage-backed securities$18,139,0002,149
Certificates of participation in pools of residential mortgages$17,306,0001,665
Issued or guaranteed by U.S.$17,306,0001,659
Privately issued$0257
Collaterized mortgage obligations$833,0003,256
CMOs issued by government agencies or sponsored agencies$827,0003,104
Privately issued$6,0001,149
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)$43,297,0002,279
Total debt securities$43,297,0002,578
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$40,598,0002,780
U.S. Government securities$40,380,0002,112
U.S. Treasury securities$02,544
U.S. Government agency obligations$40,380,0002,031
Securities issued by states & political subdivisions$212,0006,356
Other domestic debt securities$6,0004,083
Privately issued residential mortgage-backed securities$6,0001,324
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$997,0006,661
Mortgage-backed securities$17,372,0002,172
Certificates of participation in pools of residential mortgages$16,434,0001,672
Issued or guaranteed by U.S.$16,434,0001,662
Privately issued$0252
Collaterized mortgage obligations$938,0003,229
CMOs issued by government agencies or sponsored agencies$932,0003,092
Privately issued$6,0001,178
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)$40,598,0002,356
Total debt securities$40,598,0002,708
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$38,192,0002,770
U.S. Government securities$37,975,0002,070
U.S. Treasury securities$03,182
U.S. Government agency obligations$37,975,0001,953
Securities issued by states & political subdivisions$208,0006,492
Other domestic debt securities$9,0004,146
Privately issued residential mortgage-backed securities$9,0001,417
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$1,193,0006,560
Mortgage-backed securities$15,133,0002,235
Certificates of participation in pools of residential mortgages$13,800,0001,699
Issued or guaranteed by U.S.$13,800,0001,690
Privately issued$0260
Collaterized mortgage obligations$1,333,0003,078
CMOs issued by government agencies or sponsored agencies$1,324,0002,917
Privately issued$9,0001,272
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)$38,192,0002,299
Total debt securities$38,192,0002,697
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$26,692,0003,769
U.S. Government securities$25,514,0003,019
U.S. Treasury securities$04,186
U.S. Government agency obligations$25,514,0002,803
Securities issued by states & political subdivisions$202,0006,701
Other domestic debt securities$12,0003,869
Privately issued residential mortgage-backed securities$12,0001,393
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$964,0002,588
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,715,0003,245
Mortgage-backed securities$6,045,0003,076
Certificates of participation in pools of residential mortgages$4,577,0002,765
Issued or guaranteed by U.S.$4,577,0002,747
Privately issued$0308
Collaterized mortgage obligations$1,468,0002,560
CMOs issued by government agencies or sponsored agencies$1,456,0002,419
Privately issued$12,0001,213
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)$26,692,0003,045
Total debt securities$25,728,0003,766
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$27,452,0003,856
U.S. Government securities$26,292,0003,102
U.S. Treasury securities$05,412
U.S. Government agency obligations$26,292,0002,784
Securities issued by states & political subdivisions$197,0007,052
Other domestic debt securities$14,0003,829
Privately issued residential mortgage-backed securities$14,0001,482
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$949,0002,521
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,527,0003,262
Mortgage-backed securities$7,208,0003,027
Certificates of participation in pools of residential mortgages$5,748,0002,592
Issued or guaranteed by U.S.$5,748,0002,579
Privately issued$0307
Collaterized mortgage obligations$1,460,0002,703
CMOs issued by government agencies or sponsored agencies$1,446,0002,571
Privately issued$14,0001,292
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)$27,452,0003,033
Total debt securities$26,503,0003,851
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$27,921,0003,842
U.S. Government securities$27,184,0003,082
U.S. Treasury securities$501,0006,020
U.S. Government agency obligations$26,683,0002,628
Securities issued by states & political subdivisions$211,0007,221
Other domestic debt securities$21,0003,803
Privately issued residential mortgage-backed securities$21,0001,516
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$505,0003,548
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,649,0004,982
Mortgage-backed securities$8,374,0002,989
Certificates of participation in pools of residential mortgages$6,872,0002,503
Issued or guaranteed by U.S.$6,872,0002,488
Privately issued$0349
Collaterized mortgage obligations$1,502,0002,903
CMOs issued by government agencies or sponsored agencies$1,481,0002,793
Privately issued$21,0001,306
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)$27,921,0002,953
Total debt securities$27,416,0003,808
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$27,421,0003,908
U.S. Government securities$25,937,0003,331
U.S. Treasury securities$997,0006,543
U.S. Government agency obligations$24,940,0002,694
Securities issued by states & political subdivisions$208,0007,473
Other domestic debt securities$29,0003,633
Privately issued residential mortgage-backed securities$29,0001,515
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$1,247,0002,015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,395,0003,318
Mortgage-backed securities$12,573,0002,277
Certificates of participation in pools of residential mortgages$11,103,0001,821
Issued or guaranteed by U.S.$11,103,0001,806
Privately issued$0394
Collaterized mortgage obligations$1,470,0003,020
CMOs issued by government agencies or sponsored agencies$1,441,0002,933
Privately issued$29,0001,275
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,549,0003,345
Available-for-sale securities (fair market value)$19,872,0003,631
Total debt securities$26,174,0003,951
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$34,025,0003,548
U.S. Government securities$32,704,0002,955
U.S. Treasury securities$997,0007,333
U.S. Government agency obligations$31,707,0002,269
Securities issued by states & political subdivisions$197,0007,949
Other domestic debt securities$40,0004,143
Privately issued residential mortgage-backed securities$40,0001,811
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$1,084,0002,197
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,631,0002,584
Mortgage-backed securities$15,236,0002,238
Certificates of participation in pools of residential mortgages$13,761,0001,743
Issued or guaranteed by U.S.$13,761,0001,725
Privately issued$0472
Collaterized mortgage obligations$1,475,0003,425
CMOs issued by government agencies or sponsored agencies$1,435,0003,312
Privately issued$40,0001,528
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,267,0003,344
Available-for-sale securities (fair market value)$24,758,0003,211
Total debt securities$32,941,0003,543
Structured notes
Amortized cost$498,0002,803
Fair value$503,0002,453
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$32,624,0003,814
U.S. Government securities$32,024,0003,166
U.S. Treasury securities$996,0008,679
U.S. Government agency obligations$31,028,0002,242
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$49,0004,795
Privately issued residential mortgage-backed securities$49,0002,160
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$551,0003,111
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,530,0002,445
Mortgage-backed securities$18,487,0002,064
Certificates of participation in pools of residential mortgages$16,984,0001,488
Issued or guaranteed by U.S.$16,984,0001,471
Privately issued$0558
Collaterized mortgage obligations$1,503,0003,809
CMOs issued by government agencies or sponsored agencies$1,454,0003,687
Privately issued$49,0001,837
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,043,0002,800
Available-for-sale securities (fair market value)$19,581,0004,032
Total debt securities$32,073,0003,784
Structured notes
Amortized cost$501,0003,394
Fair value$498,0003,542
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$33,245,0003,910
U.S. Government securities$32,671,0003,203
U.S. Treasury securities$995,0009,669
U.S. Government agency obligations$31,676,0002,143
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$60,0005,305
Privately issued residential mortgage-backed securities$60,0002,380
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$514,0003,022
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,462,0002,631
Mortgage-backed securities$19,986,0002,040
Certificates of participation in pools of residential mortgages$18,583,0001,450
Issued or guaranteed by U.S.$18,583,0001,433
Privately issued$0564
Collaterized mortgage obligations$1,403,0004,126
CMOs issued by government agencies or sponsored agencies$1,343,0003,990
Privately issued$60,0002,060
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,583,0004,883
Available-for-sale securities (fair market value)$20,662,0002,740
Total debt securities$32,731,0003,888
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$29,394,0004,563
U.S. Government securities$29,239,0003,683
U.S. Treasury securities$3,065,0007,265
U.S. Government agency obligations$26,174,0002,612
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$93,0005,923
Privately issued residential mortgage-backed securities$93,0002,761
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$62,0006,390
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,195,0003,998
Mortgage-backed securities$17,862,0002,458
Certificates of participation in pools of residential mortgages$15,974,0001,784
Issued or guaranteed by U.S.$15,974,0001,757
Privately issued$0731
Collaterized mortgage obligations$1,888,0004,167
CMOs issued by government agencies or sponsored agencies$1,795,0004,034
Privately issued$93,0002,344
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$29,332,0004,461
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$26,058,0005,010
U.S. Government securities$25,867,0004,096
U.S. Treasury securities$4,082,0006,461
U.S. Government agency obligations$21,785,0003,021
Securities issued by states & political subdivisions$10,0009,886
Other domestic debt securities$132,0006,491
Privately issued residential mortgage-backed securities$132,0003,356
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$49,0006,441
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,120,0003,508
Mortgage-backed securities$13,519,0003,050
Certificates of participation in pools of residential mortgages$13,387,0002,061
Issued or guaranteed by U.S.$13,387,0002,018
Privately issued$0831
Collaterized mortgage obligations$132,0006,842
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$132,0002,873
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$26,009,0004,919
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