The Geo. D. Warthen Bank, Securities

2021-12-31Rank
Total securities$31,143,0003,268
U.S. Government securities$18,309,0003,035
U.S. Treasury securities$02,212
U.S. Government agency obligations$18,309,0002,751
Securities issued by states & political subdivisions$12,834,0002,477
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$20,113,0002,011
Mortgage-backed securities$18,035,0002,298
Certificates of participation in pools of residential mortgages$14,108,0001,988
Issued or guaranteed by U.S.$14,108,0001,931
Privately issued$0246
Collaterized mortgage obligations$2,469,0001,933
CMOs issued by government agencies or sponsored agencies$2,469,0001,876
Privately issued$0500
Commercial mortgage-backed securities$1,458,0001,576
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$1,458,0001,101
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$31,143,0003,078
Total debt securities$31,143,0003,246
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$32,706,0003,162
U.S. Government securities$19,692,0002,894
U.S. Treasury securities$02,008
U.S. Government agency obligations$19,692,0002,675
Securities issued by states & political subdivisions$13,014,0002,447
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$18,744,0002,050
Mortgage-backed securities$19,362,0002,234
Certificates of participation in pools of residential mortgages$15,183,0001,922
Issued or guaranteed by U.S.$15,183,0001,869
Privately issued$0234
Collaterized mortgage obligations$2,692,0001,909
CMOs issued by government agencies or sponsored agencies$2,692,0001,862
Privately issued$0491
Commercial mortgage-backed securities$1,487,0001,592
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$1,487,0001,099
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$32,706,0002,979
Total debt securities$32,705,0003,139
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$33,600,0003,073
U.S. Government securities$20,856,0002,772
U.S. Treasury securities$01,913
U.S. Government agency obligations$20,856,0002,582
Securities issued by states & political subdivisions$12,744,0002,456
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$17,406,0002,109
Mortgage-backed securities$20,523,0002,142
Certificates of participation in pools of residential mortgages$16,039,0001,835
Issued or guaranteed by U.S.$16,039,0001,789
Privately issued$0247
Collaterized mortgage obligations$2,986,0001,822
CMOs issued by government agencies or sponsored agencies$2,986,0001,783
Privately issued$0478
Commercial mortgage-backed securities$1,498,0001,585
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$1,498,0001,084
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$33,600,0002,893
Total debt securities$33,600,0003,054
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$33,697,0002,960
U.S. Government securities$22,227,0002,538
U.S. Treasury securities$01,631
U.S. Government agency obligations$22,227,0002,384
Securities issued by states & political subdivisions$11,470,0002,491
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$15,982,0002,174
Mortgage-backed securities$21,822,0002,009
Certificates of participation in pools of residential mortgages$17,023,0001,702
Issued or guaranteed by U.S.$17,023,0001,648
Privately issued$0261
Collaterized mortgage obligations$3,288,0001,737
CMOs issued by government agencies or sponsored agencies$3,288,0001,696
Privately issued$0475
Commercial mortgage-backed securities$1,511,0001,557
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$1,511,0001,041
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$33,697,0002,779
Total debt securities$33,697,0002,940
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$29,609,0003,015
U.S. Government securities$18,888,0002,582
U.S. Treasury securities$01,194
U.S. Government agency obligations$18,888,0002,451
Securities issued by states & political subdivisions$10,721,0002,543
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$18,645,0001,986
Mortgage-backed securities$18,476,0002,094
Certificates of participation in pools of residential mortgages$13,262,0001,855
Issued or guaranteed by U.S.$13,262,0001,808
Privately issued$0245
Collaterized mortgage obligations$3,691,0001,709
CMOs issued by government agencies or sponsored agencies$3,691,0001,665
Privately issued$0474
Commercial mortgage-backed securities$1,523,0001,509
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$1,523,000997
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$29,609,0002,835
Total debt securities$29,609,0002,992
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$26,835,0003,040
U.S. Government securities$17,689,0002,623
U.S. Treasury securities$01,216
U.S. Government agency obligations$17,689,0002,499
Securities issued by states & political subdivisions$9,146,0002,570
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$14,878,0002,206
Mortgage-backed securities$17,229,0002,148
Certificates of participation in pools of residential mortgages$11,335,0001,963
Issued or guaranteed by U.S.$11,335,0001,906
Privately issued$0251
Collaterized mortgage obligations$4,365,0001,646
CMOs issued by government agencies or sponsored agencies$4,365,0001,606
Privately issued$0464
Commercial mortgage-backed securities$1,529,0001,496
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$1,529,000990
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$26,835,0002,852
Total debt securities$26,836,0003,020
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$28,842,0002,910
U.S. Government securities$19,300,0002,528
U.S. Treasury securities$01,251
U.S. Government agency obligations$19,300,0002,401
Securities issued by states & political subdivisions$9,542,0002,463
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$13,889,0002,298
Mortgage-backed securities$18,846,0002,042
Certificates of participation in pools of residential mortgages$10,653,0001,978
Issued or guaranteed by U.S.$10,653,0001,926
Privately issued$0251
Collaterized mortgage obligations$6,406,0001,436
CMOs issued by government agencies or sponsored agencies$6,406,0001,396
Privately issued$0454
Commercial mortgage-backed securities$1,787,0001,419
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$1,787,000921
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$28,842,0002,727
Total debt securities$28,841,0002,889
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$30,262,0002,812
U.S. Government securities$19,891,0002,508
U.S. Treasury securities$01,297
U.S. Government agency obligations$19,891,0002,382
Securities issued by states & political subdivisions$10,371,0002,275
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$18,506,0001,922
Mortgage-backed securities$19,391,0002,019
Certificates of participation in pools of residential mortgages$10,484,0001,997
Issued or guaranteed by U.S.$10,484,0001,940
Privately issued$0267
Collaterized mortgage obligations$6,841,0001,414
CMOs issued by government agencies or sponsored agencies$6,841,0001,378
Privately issued$0460
Commercial mortgage-backed securities$2,066,0001,350
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$2,066,000851
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$30,262,0002,646
Total debt securities$30,261,0002,797
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$31,421,0002,784
U.S. Government securities$19,318,0002,624
U.S. Treasury securities$01,363
U.S. Government agency obligations$19,318,0002,478
Securities issued by states & political subdivisions$12,103,0002,099
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$18,031,0001,958
Mortgage-backed securities$17,207,0002,092
Certificates of participation in pools of residential mortgages$7,722,0002,235
Issued or guaranteed by U.S.$7,722,0002,176
Privately issued$0249
Collaterized mortgage obligations$7,396,0001,352
CMOs issued by government agencies or sponsored agencies$7,396,0001,316
Privately issued$0457
Commercial mortgage-backed securities$2,089,0001,302
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$2,089,000819
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$31,421,0002,603
Total debt securities$31,421,0002,763
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$33,305,0002,732
U.S. Government securities$20,567,0002,584
U.S. Treasury securities$01,429
U.S. Government agency obligations$20,567,0002,448
Securities issued by states & political subdivisions$12,738,0002,053
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$18,571,0001,935
Mortgage-backed securities$17,915,0002,048
Certificates of participation in pools of residential mortgages$7,698,0002,206
Issued or guaranteed by U.S.$7,698,0002,141
Privately issued$0287
Collaterized mortgage obligations$8,071,0001,310
CMOs issued by government agencies or sponsored agencies$8,071,0001,273
Privately issued$0463
Commercial mortgage-backed securities$2,146,0001,285
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$2,146,000801
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$33,305,0002,544
Total debt securities$33,305,0002,714
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$34,581,0002,713
U.S. Government securities$21,762,0002,530
U.S. Treasury securities$01,467
U.S. Government agency obligations$21,762,0002,397
Securities issued by states & political subdivisions$12,819,0002,086
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$18,968,0001,959
Mortgage-backed securities$19,043,0001,952
Certificates of participation in pools of residential mortgages$8,201,0002,151
Issued or guaranteed by U.S.$8,201,0002,107
Privately issued$0244
Collaterized mortgage obligations$8,572,0001,265
CMOs issued by government agencies or sponsored agencies$8,572,0001,225
Privately issued$0476
Commercial mortgage-backed securities$2,270,0001,250
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$2,270,000761
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$34,581,0002,526
Total debt securities$34,581,0002,696
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$35,127,0002,730
U.S. Government securities$22,259,0002,536
U.S. Treasury securities$01,516
U.S. Government agency obligations$22,259,0002,401
Securities issued by states & political subdivisions$12,868,0002,135
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$18,556,0002,012
Mortgage-backed securities$19,497,0001,937
Certificates of participation in pools of residential mortgages$8,477,0002,140
Issued or guaranteed by U.S.$8,477,0002,092
Privately issued$0248
Collaterized mortgage obligations$8,780,0001,252
CMOs issued by government agencies or sponsored agencies$8,780,0001,207
Privately issued$0499
Commercial mortgage-backed securities$2,240,0001,192
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$2,240,000691
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$35,127,0002,532
Total debt securities$35,126,0002,709
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$35,599,0002,733
U.S. Government securities$22,757,0002,523
U.S. Treasury securities$01,513
U.S. Government agency obligations$22,757,0002,387
Securities issued by states & political subdivisions$12,842,0002,205
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$16,621,0002,155
Mortgage-backed securities$19,961,0001,903
Certificates of participation in pools of residential mortgages$8,735,0002,121
Issued or guaranteed by U.S.$8,735,0002,087
Privately issued$0211
Collaterized mortgage obligations$9,005,0001,229
CMOs issued by government agencies or sponsored agencies$9,005,0001,187
Privately issued$0498
Commercial mortgage-backed securities$2,221,0001,173
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$2,221,000666
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$35,599,0002,539
Total debt securities$35,599,0002,714
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$36,443,0002,706
U.S. Government securities$23,557,0002,485
U.S. Treasury securities$01,500
U.S. Government agency obligations$23,557,0002,369
Securities issued by states & political subdivisions$12,886,0002,220
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$15,678,0002,243
Mortgage-backed securities$20,599,0001,868
Certificates of participation in pools of residential mortgages$9,031,0002,104
Issued or guaranteed by U.S.$9,031,0002,092
Privately issued$0145
Collaterized mortgage obligations$9,237,0001,189
CMOs issued by government agencies or sponsored agencies$9,237,0001,151
Privately issued$0515
Commercial mortgage-backed securities$2,331,0001,136
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$2,331,000661
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$36,443,0002,504
Total debt securities$36,443,0002,690
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$36,748,0002,731
U.S. Government securities$23,700,0002,482
U.S. Treasury securities$01,475
U.S. Government agency obligations$23,700,0002,357
Securities issued by states & political subdivisions$13,048,0002,249
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$15,833,0002,270
Mortgage-backed securities$20,602,0001,907
Certificates of participation in pools of residential mortgages$8,476,0002,209
Issued or guaranteed by U.S.$8,476,0002,108
Privately issued$0453
Collaterized mortgage obligations$9,776,0001,167
CMOs issued by government agencies or sponsored agencies$9,776,0001,127
Privately issued$0544
Commercial mortgage-backed securities$2,350,0001,109
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$2,350,000652
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$36,748,0002,531
Total debt securities$36,747,0002,716
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$34,873,0002,845
U.S. Government securities$21,743,0002,670
U.S. Treasury securities$01,426
U.S. Government agency obligations$21,743,0002,540
Securities issued by states & political subdivisions$13,130,0002,294
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$14,273,0002,423
Mortgage-backed securities$18,527,0002,016
Certificates of participation in pools of residential mortgages$5,833,0002,611
Issued or guaranteed by U.S.$5,833,0002,609
Privately issued$067
Collaterized mortgage obligations$10,331,0001,115
CMOs issued by government agencies or sponsored agencies$10,331,0001,073
Privately issued$0557
Commercial mortgage-backed securities$2,363,000975
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$2,363,000633
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$34,873,0002,631
Total debt securities$34,867,0002,825
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$34,639,0002,884
U.S. Government securities$21,283,0002,704
U.S. Treasury securities$01,328
U.S. Government agency obligations$21,283,0002,585
Securities issued by states & political subdivisions$13,356,0002,333
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$15,250,0002,381
Mortgage-backed securities$17,958,0002,066
Certificates of participation in pools of residential mortgages$4,638,0002,871
Issued or guaranteed by U.S.$4,638,0002,866
Privately issued$064
Collaterized mortgage obligations$10,915,0001,077
CMOs issued by government agencies or sponsored agencies$10,915,0001,038
Privately issued$0573
Commercial mortgage-backed securities$2,405,000957
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$2,405,000611
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$34,639,0002,658
Total debt securities$34,638,0002,866
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$35,911,0002,858
U.S. Government securities$22,341,0002,657
U.S. Treasury securities$01,313
U.S. Government agency obligations$22,341,0002,549
Securities issued by states & political subdivisions$13,570,0002,345
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$15,479,0002,378
Mortgage-backed securities$18,320,0002,046
Certificates of participation in pools of residential mortgages$4,359,0002,992
Issued or guaranteed by U.S.$4,359,0002,990
Privately issued$069
Collaterized mortgage obligations$11,526,0001,050
CMOs issued by government agencies or sponsored agencies$11,526,0001,009
Privately issued$0584
Commercial mortgage-backed securities$2,435,000952
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$2,435,000588
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$35,911,0002,632
Total debt securities$35,911,0002,839
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$36,781,0002,864
U.S. Government securities$24,795,0002,575
U.S. Treasury securities$01,351
U.S. Government agency obligations$24,795,0002,473
Securities issued by states & political subdivisions$11,986,0002,517
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$13,760,0002,548
Mortgage-backed securities$19,133,0002,033
Certificates of participation in pools of residential mortgages$4,547,0002,991
Issued or guaranteed by U.S.$4,547,0002,989
Privately issued$067
Collaterized mortgage obligations$12,124,0001,026
CMOs issued by government agencies or sponsored agencies$12,124,000984
Privately issued$0606
Commercial mortgage-backed securities$2,462,000922
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$2,462,000570
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$36,781,0002,641
Total debt securities$36,781,0002,844
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$35,191,0002,974
U.S. Government securities$25,004,0002,589
U.S. Treasury securities$01,390
U.S. Government agency obligations$25,004,0002,488
Securities issued by states & political subdivisions$10,187,0002,749
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$12,945,0002,650
Mortgage-backed securities$18,646,0002,095
Certificates of participation in pools of residential mortgages$3,438,0003,259
Issued or guaranteed by U.S.$3,438,0003,256
Privately issued$066
Collaterized mortgage obligations$12,774,000995
CMOs issued by government agencies or sponsored agencies$12,774,000949
Privately issued$0642
Commercial mortgage-backed securities$2,434,000898
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$2,434,000562
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$35,191,0002,727
Total debt securities$35,191,0002,954
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$30,760,0003,162
U.S. Government securities$20,833,0002,850
U.S. Treasury securities$01,367
U.S. Government agency obligations$20,833,0002,715
Securities issued by states & political subdivisions$9,927,0002,805
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$12,689,0002,666
Mortgage-backed securities$16,702,0002,222
Certificates of participation in pools of residential mortgages$942,0004,016
Issued or guaranteed by U.S.$942,0004,008
Privately issued$071
Collaterized mortgage obligations$11,319,0001,056
CMOs issued by government agencies or sponsored agencies$11,319,0001,009
Privately issued$0666
Commercial mortgage-backed securities$4,441,000685
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$4,441,000427
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$30,760,0002,906
Total debt securities$30,760,0003,145
Structured notes
Amortized cost$233,0001,038
Fair value$232,0001,040
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$33,783,0003,008
U.S. Government securities$24,044,0002,608
U.S. Treasury securities$01,214
U.S. Government agency obligations$24,044,0002,512
Securities issued by states & political subdivisions$9,739,0002,842
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$12,452,0002,693
Mortgage-backed securities$19,730,0002,046
Certificates of participation in pools of residential mortgages$1,345,0003,910
Issued or guaranteed by U.S.$1,345,0003,907
Privately issued$067
Collaterized mortgage obligations$12,337,0001,015
CMOs issued by government agencies or sponsored agencies$12,337,000963
Privately issued$0671
Commercial mortgage-backed securities$6,048,000569
Commercial mortgage pass-through securities$985,000709
Other commercial mortgage-backed securities$5,063,000397
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$33,783,0002,755
Total debt securities$33,783,0002,991
Structured notes
Amortized cost$249,0001,021
Fair value$250,000994
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$38,197,0002,847
U.S. Government securities$27,808,0002,478
U.S. Treasury securities$01,253
U.S. Government agency obligations$27,808,0002,377
Securities issued by states & political subdivisions$10,389,0002,761
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$10,995,0002,912
Mortgage-backed securities$24,843,0001,813
Certificates of participation in pools of residential mortgages$1,733,0003,820
Issued or guaranteed by U.S.$1,733,0003,815
Privately issued$071
Collaterized mortgage obligations$17,094,000850
CMOs issued by government agencies or sponsored agencies$17,094,000810
Privately issued$0687
Commercial mortgage-backed securities$6,016,000550
Commercial mortgage pass-through securities$2,874,000439
Other commercial mortgage-backed securities$3,142,000471
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$38,197,0002,604
Total debt securities$38,197,0002,825
Structured notes
Amortized cost$267,0001,122
Fair value$268,0001,126
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$39,461,0002,839
U.S. Government securities$27,803,0002,534
U.S. Treasury securities$01,296
U.S. Government agency obligations$27,803,0002,435
Securities issued by states & political subdivisions$11,658,0002,593
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$10,947,0002,969
Mortgage-backed securities$24,762,0001,832
Certificates of participation in pools of residential mortgages$3,999,0003,251
Issued or guaranteed by U.S.$3,999,0003,250
Privately issued$066
Collaterized mortgage obligations$17,894,000839
CMOs issued by government agencies or sponsored agencies$17,894,000798
Privately issued$0699
Commercial mortgage-backed securities$2,869,000715
Commercial mortgage pass-through securities$2,869,000424
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$39,461,0002,588
Total debt securities$39,461,0002,825
Structured notes
Amortized cost$286,0001,307
Fair value$289,0001,305
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$33,222,0003,195
U.S. Government securities$23,501,0002,816
U.S. Treasury securities$01,367
U.S. Government agency obligations$23,501,0002,715
Securities issued by states & political subdivisions$9,721,0002,834
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$9,655,0003,145
Mortgage-backed securities$23,195,0001,912
Certificates of participation in pools of residential mortgages$2,067,0003,769
Issued or guaranteed by U.S.$2,067,0003,766
Privately issued$066
Collaterized mortgage obligations$18,277,000829
CMOs issued by government agencies or sponsored agencies$18,277,000791
Privately issued$0704
Commercial mortgage-backed securities$2,851,000681
Commercial mortgage pass-through securities$2,851,000404
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$33,222,0002,908
Total debt securities$33,222,0003,170
Structured notes
Amortized cost$306,0001,433
Fair value$306,0001,433
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$38,383,0002,945
U.S. Government securities$26,396,0002,682
U.S. Treasury securities$01,303
U.S. Government agency obligations$26,396,0002,593
Securities issued by states & political subdivisions$11,987,0002,580
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$9,876,0003,160
Mortgage-backed securities$26,061,0001,782
Certificates of participation in pools of residential mortgages$2,189,0003,787
Issued or guaranteed by U.S.$2,189,0003,784
Privately issued$065
Collaterized mortgage obligations$19,450,000800
CMOs issued by government agencies or sponsored agencies$19,450,000762
Privately issued$0721
Commercial mortgage-backed securities$4,422,000547
Commercial mortgage pass-through securities$4,422,000330
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$38,383,0002,694
Total debt securities$38,383,0002,921
Structured notes
Amortized cost$333,0001,604
Fair value$335,0001,604
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$48,091,0002,601
U.S. Government securities$36,049,0002,268
U.S. Treasury securities$01,348
U.S. Government agency obligations$36,049,0002,181
Securities issued by states & political subdivisions$12,042,0002,584
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$9,171,0003,286
Mortgage-backed securities$35,682,0001,488
Certificates of participation in pools of residential mortgages$2,422,0003,798
Issued or guaranteed by U.S.$2,422,0003,794
Privately issued$067
Collaterized mortgage obligations$28,883,000635
CMOs issued by government agencies or sponsored agencies$28,883,000601
Privately issued$0741
Commercial mortgage-backed securities$4,377,000525
Commercial mortgage pass-through securities$4,377,000308
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$48,091,0002,379
Total debt securities$48,091,0002,583
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$36,950,0003,126
U.S. Government securities$25,573,0002,868
U.S. Treasury securities$01,327
U.S. Government agency obligations$25,573,0002,780
Securities issued by states & political subdivisions$11,377,0002,650
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$9,737,0003,235
Mortgage-backed securities$25,170,0001,905
Certificates of participation in pools of residential mortgages$2,646,0003,792
Issued or guaranteed by U.S.$2,646,0003,788
Privately issued$070
Collaterized mortgage obligations$22,524,000788
CMOs issued by government agencies or sponsored agencies$22,524,000749
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)$36,950,0002,855
Total debt securities$36,950,0003,102
Structured notes
Amortized cost$399,0001,835
Fair value$403,0001,834
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$38,043,0003,112
U.S. Government securities$26,409,0002,822
U.S. Treasury securities$01,361
U.S. Government agency obligations$26,409,0002,730
Securities issued by states & political subdivisions$11,634,0002,623
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$8,603,0003,435
Mortgage-backed securities$25,978,0001,905
Certificates of participation in pools of residential mortgages$2,840,0003,813
Issued or guaranteed by U.S.$2,840,0003,808
Privately issued$075
Collaterized mortgage obligations$23,138,000793
CMOs issued by government agencies or sponsored agencies$23,138,000757
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)$38,043,0002,845
Total debt securities$38,043,0003,086
Structured notes
Amortized cost$428,0001,922
Fair value$430,0001,922
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$39,068,0003,115
U.S. Government securities$27,336,0002,854
U.S. Treasury securities$01,381
U.S. Government agency obligations$27,336,0002,762
Securities issued by states & political subdivisions$11,732,0002,640
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$7,618,0003,637
Mortgage-backed securities$26,871,0001,917
Certificates of participation in pools of residential mortgages$3,007,0003,853
Issued or guaranteed by U.S.$3,007,0003,851
Privately issued$073
Collaterized mortgage obligations$23,864,000792
CMOs issued by government agencies or sponsored agencies$23,864,000752
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)$39,068,0002,840
Total debt securities$39,068,0003,088
Structured notes
Amortized cost$468,0002,017
Fair value$465,0002,012
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$40,405,0003,091
U.S. Government securities$28,583,0002,826
U.S. Treasury securities$01,342
U.S. Government agency obligations$28,583,0002,738
Securities issued by states & political subdivisions$11,822,0002,637
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$6,954,0003,802
Mortgage-backed securities$28,070,0001,912
Certificates of participation in pools of residential mortgages$3,269,0003,832
Issued or guaranteed by U.S.$3,269,0003,832
Privately issued$075
Collaterized mortgage obligations$24,801,000782
CMOs issued by government agencies or sponsored agencies$24,801,000743
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)$40,405,0002,805
Total debt securities$40,405,0003,068
Structured notes
Amortized cost$517,0001,902
Fair value$513,0001,906
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$37,953,0003,227
U.S. Government securities$26,072,0003,008
U.S. Treasury securities$01,198
U.S. Government agency obligations$26,072,0002,932
Securities issued by states & political subdivisions$11,881,0002,639
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$6,863,0003,846
Mortgage-backed securities$25,504,0002,045
Certificates of participation in pools of residential mortgages$3,457,0003,828
Issued or guaranteed by U.S.$3,457,0003,828
Privately issued$076
Collaterized mortgage obligations$22,047,000866
CMOs issued by government agencies or sponsored agencies$22,047,000815
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)$37,953,0002,949
Total debt securities$37,953,0003,192
Structured notes
Amortized cost$574,0001,926
Fair value$569,0001,924
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$38,957,0003,181
U.S. Government securities$26,858,0002,925
U.S. Treasury securities$01,131
U.S. Government agency obligations$26,858,0002,849
Securities issued by states & political subdivisions$12,099,0002,604
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$8,877,0003,456
Mortgage-backed securities$26,220,0002,027
Certificates of participation in pools of residential mortgages$3,650,0003,784
Issued or guaranteed by U.S.$3,650,0003,781
Privately issued$081
Collaterized mortgage obligations$22,570,000838
CMOs issued by government agencies or sponsored agencies$22,570,000787
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)$38,957,0002,894
Total debt securities$38,957,0003,146
Structured notes
Amortized cost$643,0001,891
Fair value$639,0001,884
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$40,295,0003,130
U.S. Government securities$28,078,0002,890
U.S. Treasury securities$01,131
U.S. Government agency obligations$28,078,0002,819
Securities issued by states & political subdivisions$12,217,0002,584
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$11,670,0003,044
Mortgage-backed securities$27,339,0001,975
Certificates of participation in pools of residential mortgages$3,839,0003,752
Issued or guaranteed by U.S.$3,839,0003,748
Privately issued$080
Collaterized mortgage obligations$23,500,000837
CMOs issued by government agencies or sponsored agencies$23,500,000784
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)$40,295,0002,861
Total debt securities$40,295,0003,094
Structured notes
Amortized cost$745,0001,845
Fair value$739,0001,830
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$38,079,0003,231
U.S. Government securities$25,714,0003,037
U.S. Treasury securities$01,152
U.S. Government agency obligations$25,714,0002,960
Securities issued by states & political subdivisions$12,365,0002,549
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$9,954,0003,267
Mortgage-backed securities$24,813,0002,083
Certificates of participation in pools of residential mortgages$4,188,0003,667
Issued or guaranteed by U.S.$4,188,0003,662
Privately issued$083
Collaterized mortgage obligations$20,625,000932
CMOs issued by government agencies or sponsored agencies$20,625,000880
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)$38,079,0002,964
Total debt securities$38,079,0003,199
Structured notes
Amortized cost$907,0001,750
Fair value$901,0001,751
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$43,965,0002,950
U.S. Government securities$29,310,0002,857
U.S. Treasury securities$01,161
U.S. Government agency obligations$29,310,0002,785
Securities issued by states & political subdivisions$14,655,0002,291
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$12,466,0002,970
Mortgage-backed securities$28,199,0001,982
Certificates of participation in pools of residential mortgages$4,481,0003,656
Issued or guaranteed by U.S.$4,481,0003,652
Privately issued$083
Collaterized mortgage obligations$23,718,000889
CMOs issued by government agencies or sponsored agencies$23,718,000841
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)$43,965,0002,739
Total debt securities$43,965,0002,922
Structured notes
Amortized cost$1,104,0001,543
Fair value$1,111,0001,545
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$37,780,0003,208
U.S. Government securities$23,841,0003,160
U.S. Treasury securities$01,135
U.S. Government agency obligations$23,841,0003,093
Securities issued by states & political subdivisions$13,939,0002,343
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,782,0002,679
Mortgage-backed securities$22,532,0002,246
Certificates of participation in pools of residential mortgages$4,692,0003,597
Issued or guaranteed by U.S.$4,692,0003,594
Privately issued$085
Collaterized mortgage obligations$17,840,0001,087
CMOs issued by government agencies or sponsored agencies$17,840,0001,009
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)$37,780,0002,969
Total debt securities$37,780,0003,177
Structured notes
Amortized cost$1,299,0001,527
Fair value$1,309,0001,523
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$24,766,0004,098
U.S. Government securities$11,538,0004,577
U.S. Treasury securities$01,086
U.S. Government agency obligations$11,538,0004,482
Securities issued by states & political subdivisions$13,228,0002,381
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$06,124
Mortgage-backed securities$10,033,0003,431
Certificates of participation in pools of residential mortgages$4,888,0003,712
Issued or guaranteed by U.S.$4,888,0003,711
Privately issued$088
Collaterized mortgage obligations$5,145,0002,085
CMOs issued by government agencies or sponsored agencies$5,145,0001,991
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)$24,766,0003,778
Total debt securities$24,766,0004,074
Structured notes
Amortized cost$1,503,0001,544
Fair value$1,505,0001,567
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$38,388,0003,220
U.S. Government securities$25,090,0003,182
U.S. Treasury securities$01,068
U.S. Government agency obligations$25,090,0003,120
Securities issued by states & political subdivisions$13,298,0002,334
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$222,0006,104
Mortgage-backed securities$23,363,0002,318
Certificates of participation in pools of residential mortgages$2,149,0004,433
Issued or guaranteed by U.S.$2,149,0004,432
Privately issued$094
Collaterized mortgage obligations$21,214,0001,026
CMOs issued by government agencies or sponsored agencies$21,214,000951
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)$38,388,0002,978
Total debt securities$38,388,0003,201
Structured notes
Amortized cost$1,723,0001,668
Fair value$1,727,0001,668
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$35,761,0003,386
U.S. Government securities$25,586,0003,194
U.S. Treasury securities$01,157
U.S. Government agency obligations$25,586,0003,136
Securities issued by states & political subdivisions$10,175,0002,643
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$231,0006,132
Mortgage-backed securities$23,665,0002,326
Certificates of participation in pools of residential mortgages$1,686,0004,600
Issued or guaranteed by U.S.$1,686,0004,596
Privately issued$094
Collaterized mortgage obligations$21,979,0001,024
CMOs issued by government agencies or sponsored agencies$21,979,000953
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)$35,761,0003,136
Total debt securities$35,761,0003,363
Structured notes
Amortized cost$1,928,0001,819
Fair value$1,921,0001,823
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$23,098,0004,273
U.S. Government securities$23,098,0003,344
U.S. Treasury securities$01,076
U.S. Government agency obligations$23,098,0003,270
Securities issued by states & political subdivisions$05,698
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$236,0005,835
Mortgage-backed securities$23,098,0002,254
Certificates of participation in pools of residential mortgages$11,010,0002,607
Issued or guaranteed by U.S.$11,010,0002,605
Privately issued$0121
Collaterized mortgage obligations$12,088,0001,448
CMOs issued by government agencies or sponsored agencies$12,088,0001,295
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)$23,098,0003,923
Total debt securities$23,098,0004,244
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$24,591,0004,054
U.S. Government securities$14,887,0004,180
U.S. Treasury securities$01,126
U.S. Government agency obligations$14,887,0004,085
Securities issued by states & political subdivisions$9,704,0002,629
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$244,0005,863
Mortgage-backed securities$14,383,0002,864
Certificates of participation in pools of residential mortgages$1,845,0004,470
Issued or guaranteed by U.S.$1,845,0004,457
Privately issued$0132
Collaterized mortgage obligations$12,538,0001,420
CMOs issued by government agencies or sponsored agencies$12,538,0001,260
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)$24,591,0003,718
Total debt securities$24,591,0004,018
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$25,004,0004,057
U.S. Government securities$13,930,0004,425
U.S. Treasury securities$01,225
U.S. Government agency obligations$13,930,0004,311
Securities issued by states & political subdivisions$11,074,0002,373
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$8,474,0003,481
Mortgage-backed securities$10,383,0003,266
Certificates of participation in pools of residential mortgages$532,0005,063
Issued or guaranteed by U.S.$532,0005,050
Privately issued$0125
Collaterized mortgage obligations$9,851,0001,580
CMOs issued by government agencies or sponsored agencies$9,851,0001,400
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)$25,004,0003,725
Total debt securities$25,004,0004,018
Structured notes
Amortized cost$332,0003,020
Fair value$348,0003,008
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$47,667,0002,617
U.S. Government securities$36,447,0002,385
U.S. Treasury securities$01,272
U.S. Government agency obligations$36,447,0002,312
Securities issued by states & political subdivisions$11,220,0002,319
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$12,447,0002,862
Mortgage-backed securities$29,999,0001,783
Certificates of participation in pools of residential mortgages$11,424,0002,374
Issued or guaranteed by U.S.$11,424,0002,369
Privately issued$0136
Collaterized mortgage obligations$18,575,0001,081
CMOs issued by government agencies or sponsored agencies$18,575,000921
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)$47,667,0002,372
Total debt securities$47,667,0002,594
Structured notes
Amortized cost$350,0003,060
Fair value$366,0003,044
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$51,321,0002,369
U.S. Government securities$40,059,0002,097
U.S. Treasury securities$01,275
U.S. Government agency obligations$40,059,0002,025
Securities issued by states & political subdivisions$11,262,0002,280
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$19,297,0002,181
Mortgage-backed securities$31,820,0001,662
Certificates of participation in pools of residential mortgages$12,593,0002,152
Issued or guaranteed by U.S.$12,593,0002,146
Privately issued$0141
Collaterized mortgage obligations$19,227,0001,031
CMOs issued by government agencies or sponsored agencies$19,227,000872
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)$51,321,0002,133
Total debt securities$51,321,0002,346
Structured notes
Amortized cost$1,630,0002,063
Fair value$1,650,0002,061
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$39,105,0002,904
U.S. Government securities$29,337,0002,676
U.S. Treasury securities$01,180
U.S. Government agency obligations$29,337,0002,591
Securities issued by states & political subdivisions$9,768,0002,416
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$16,366,0002,438
Mortgage-backed securities$17,104,0002,404
Certificates of participation in pools of residential mortgages$5,456,0003,208
Issued or guaranteed by U.S.$5,456,0003,201
Privately issued$0141
Collaterized mortgage obligations$11,648,0001,353
CMOs issued by government agencies or sponsored agencies$11,648,0001,171
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)$39,105,0002,627
Total debt securities$39,105,0002,880
Structured notes
Amortized cost$4,415,0001,245
Fair value$4,447,0001,248
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$34,934,0003,152
U.S. Government securities$25,122,0003,014
U.S. Treasury securities$01,121
U.S. Government agency obligations$25,122,0002,931
Securities issued by states & political subdivisions$9,812,0002,298
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$8,982,0003,423
Mortgage-backed securities$12,778,0002,810
Certificates of participation in pools of residential mortgages$6,146,0003,087
Issued or guaranteed by U.S.$6,146,0003,080
Privately issued$0148
Collaterized mortgage obligations$6,632,0001,703
CMOs issued by government agencies or sponsored agencies$6,632,0001,475
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)$34,934,0002,838
Total debt securities$34,934,0003,121
Structured notes
Amortized cost$4,445,0001,302
Fair value$4,482,0001,303
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$33,824,0003,238
U.S. Government securities$23,724,0003,188
U.S. Treasury securities$01,130
U.S. Government agency obligations$23,724,0003,109
Securities issued by states & political subdivisions$10,100,0002,211
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$17,161,0002,452
Mortgage-backed securities$9,120,0003,341
Certificates of participation in pools of residential mortgages$4,684,0003,533
Issued or guaranteed by U.S.$4,684,0003,526
Privately issued$0145
Collaterized mortgage obligations$4,436,0001,941
CMOs issued by government agencies or sponsored agencies$4,436,0001,686
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)$33,824,0002,918
Total debt securities$33,824,0003,209
Structured notes
Amortized cost$466,0002,829
Fair value$491,0002,807
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$33,708,0003,221
U.S. Government securities$25,358,0003,007
U.S. Treasury securities$01,077
U.S. Government agency obligations$25,358,0002,939
Securities issued by states & political subdivisions$8,350,0002,505
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$16,503,0002,531
Mortgage-backed securities$10,679,0003,177
Certificates of participation in pools of residential mortgages$5,217,0003,475
Issued or guaranteed by U.S.$5,217,0003,465
Privately issued$0157
Collaterized mortgage obligations$5,462,0001,782
CMOs issued by government agencies or sponsored agencies$5,462,0001,517
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)$33,708,0002,900
Total debt securities$33,708,0003,189
Structured notes
Amortized cost$503,0002,399
Fair value$530,0002,390
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$34,517,0003,181
U.S. Government securities$25,758,0002,962
U.S. Treasury securities$01,047
U.S. Government agency obligations$25,758,0002,896
Securities issued by states & political subdivisions$8,759,0002,460
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$15,623,0002,598
Mortgage-backed securities$11,064,0003,186
Certificates of participation in pools of residential mortgages$5,536,0003,490
Issued or guaranteed by U.S.$5,536,0003,479
Privately issued$0171
Collaterized mortgage obligations$5,528,0001,766
CMOs issued by government agencies or sponsored agencies$5,528,0001,466
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)$34,517,0002,854
Total debt securities$34,517,0003,142
Structured notes
Amortized cost$526,0001,988
Fair value$556,0001,968
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$35,722,0003,051
U.S. Government securities$26,069,0002,916
U.S. Treasury securities$01,036
U.S. Government agency obligations$26,069,0002,848
Securities issued by states & political subdivisions$9,653,0002,255
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$14,429,0002,749
Mortgage-backed securities$11,364,0003,165
Certificates of participation in pools of residential mortgages$5,822,0003,472
Issued or guaranteed by U.S.$5,822,0003,459
Privately issued$0181
Collaterized mortgage obligations$5,542,0001,752
CMOs issued by government agencies or sponsored agencies$5,542,0001,440
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)$35,722,0002,730
Total debt securities$35,722,0003,019
Structured notes
Amortized cost$558,0001,502
Fair value$570,0001,493
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$32,475,0003,274
U.S. Government securities$22,625,0003,241
U.S. Treasury securities$0981
U.S. Government agency obligations$22,625,0003,181
Securities issued by states & political subdivisions$9,850,0002,147
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$10,048,0003,409
Mortgage-backed securities$12,554,0003,084
Certificates of participation in pools of residential mortgages$6,331,0003,446
Issued or guaranteed by U.S.$6,331,0003,435
Privately issued$0191
Collaterized mortgage obligations$6,223,0001,699
CMOs issued by government agencies or sponsored agencies$6,223,0001,368
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)$32,475,0002,905
Total debt securities$32,475,0003,238
Structured notes
Amortized cost$609,0001,219
Fair value$621,0001,211
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$32,797,0003,244
U.S. Government securities$22,353,0003,279
U.S. Treasury securities$0973
U.S. Government agency obligations$22,353,0003,218
Securities issued by states & political subdivisions$10,444,0002,009
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$13,314,0002,942
Mortgage-backed securities$10,948,0003,230
Certificates of participation in pools of residential mortgages$5,440,0003,606
Issued or guaranteed by U.S.$5,440,0003,592
Privately issued$0188
Collaterized mortgage obligations$5,508,0001,717
CMOs issued by government agencies or sponsored agencies$5,508,0001,432
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)$32,797,0002,885
Total debt securities$32,797,0003,206
Structured notes
Amortized cost$642,0001,263
Fair value$655,0001,249
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$34,416,0003,074
U.S. Government securities$23,919,0003,061
U.S. Treasury securities$01,019
U.S. Government agency obligations$23,919,0003,002
Securities issued by states & political subdivisions$10,497,0001,978
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$19,190,0002,331
Mortgage-backed securities$11,090,0003,120
Certificates of participation in pools of residential mortgages$5,568,0003,486
Issued or guaranteed by U.S.$5,568,0003,472
Privately issued$0192
Collaterized mortgage obligations$5,522,0001,646
CMOs issued by government agencies or sponsored agencies$5,522,0001,352
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)$34,416,0002,727
Total debt securities$34,416,0003,039
Structured notes
Amortized cost$654,0001,227
Fair value$665,0001,217
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$34,528,0003,103
U.S. Government securities$24,270,0003,084
U.S. Treasury securities$01,021
U.S. Government agency obligations$24,270,0003,027
Securities issued by states & political subdivisions$10,258,0002,032
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$16,592,0002,522
Mortgage-backed securities$11,518,0003,027
Certificates of participation in pools of residential mortgages$6,025,0003,353
Issued or guaranteed by U.S.$6,025,0003,336
Privately issued$0202
Collaterized mortgage obligations$5,493,0001,662
CMOs issued by government agencies or sponsored agencies$5,493,0001,358
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)$34,528,0002,776
Total debt securities$34,528,0003,071
Structured notes
Amortized cost$669,0001,273
Fair value$669,0001,271
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$35,097,0003,063
U.S. Government securities$25,104,0003,005
U.S. Treasury securities$01,044
U.S. Government agency obligations$25,104,0002,951
Securities issued by states & political subdivisions$9,993,0002,066
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$18,744,0002,325
Mortgage-backed securities$8,053,0003,474
Certificates of participation in pools of residential mortgages$2,329,0004,465
Issued or guaranteed by U.S.$2,329,0004,445
Privately issued$0205
Collaterized mortgage obligations$5,724,0001,604
CMOs issued by government agencies or sponsored agencies$5,724,0001,320
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)$35,097,0002,734
Total debt securities$35,097,0003,024
Structured notes
Amortized cost$687,0001,379
Fair value$687,0001,379
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$37,107,0002,940
U.S. Government securities$26,070,0002,973
U.S. Treasury securities$01,146
U.S. Government agency obligations$26,070,0002,916
Securities issued by states & political subdivisions$11,037,0001,905
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$19,827,0002,233
Mortgage-backed securities$6,472,0003,505
Certificates of participation in pools of residential mortgages$1,697,0004,524
Issued or guaranteed by U.S.$1,697,0004,506
Privately issued$0191
Collaterized mortgage obligations$4,775,0001,643
CMOs issued by government agencies or sponsored agencies$4,775,0001,373
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$37,107,0002,585
Total debt securities$37,107,0002,897
Structured notes
Amortized cost$703,0001,843
Fair value$703,0001,842
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$37,421,0002,917
U.S. Government securities$26,384,0002,977
U.S. Treasury securities$01,235
U.S. Government agency obligations$26,384,0002,918
Securities issued by states & political subdivisions$11,037,0001,857
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$20,279,0002,161
Mortgage-backed securities$6,507,0003,341
Certificates of participation in pools of residential mortgages$1,787,0004,330
Issued or guaranteed by U.S.$1,787,0004,318
Privately issued$0194
Collaterized mortgage obligations$4,720,0001,611
CMOs issued by government agencies or sponsored agencies$4,720,0001,345
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)$37,421,0002,546
Total debt securities$37,421,0002,866
Structured notes
Amortized cost$718,0002,061
Fair value$718,0002,062
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$38,458,0002,859
U.S. Government securities$27,037,0002,940
U.S. Treasury securities$01,362
U.S. Government agency obligations$27,037,0002,868
Securities issued by states & political subdivisions$11,421,0001,789
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$26,774,0001,712
Mortgage-backed securities$6,526,0003,285
Certificates of participation in pools of residential mortgages$1,901,0004,238
Issued or guaranteed by U.S.$1,901,0004,225
Privately issued$0207
Collaterized mortgage obligations$4,625,0001,598
CMOs issued by government agencies or sponsored agencies$4,625,0001,344
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)$38,458,0002,495
Total debt securities$38,458,0002,816
Structured notes
Amortized cost$741,0002,146
Fair value$730,0002,141
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$39,276,0002,826
U.S. Government securities$29,930,0002,703
U.S. Treasury securities$01,448
U.S. Government agency obligations$29,930,0002,633
Securities issued by states & political subdivisions$9,346,0002,127
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$28,696,0001,635
Mortgage-backed securities$6,855,0003,195
Certificates of participation in pools of residential mortgages$2,094,0004,121
Issued or guaranteed by U.S.$2,094,0004,105
Privately issued$0218
Collaterized mortgage obligations$4,761,0001,565
CMOs issued by government agencies or sponsored agencies$4,761,0001,313
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)$39,276,0002,454
Total debt securities$39,276,0002,782
Structured notes
Amortized cost$764,0002,176
Fair value$752,0002,179
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$38,336,0002,912
U.S. Government securities$29,136,0002,787
U.S. Treasury securities$01,498
U.S. Government agency obligations$29,136,0002,713
Securities issued by states & political subdivisions$9,200,0002,158
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$18,411,0002,327
Mortgage-backed securities$7,029,0003,139
Certificates of participation in pools of residential mortgages$2,300,0004,018
Issued or guaranteed by U.S.$2,300,0004,007
Privately issued$0208
Collaterized mortgage obligations$4,729,0001,565
CMOs issued by government agencies or sponsored agencies$4,729,0001,322
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)$38,336,0002,521
Total debt securities$38,336,0002,871
Structured notes
Amortized cost$796,0002,263
Fair value$798,0002,246
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$19,832,0004,605
U.S. Government securities$16,369,0004,316
U.S. Treasury securities$01,574
U.S. Government agency obligations$16,369,0004,191
Securities issued by states & political subdivisions$3,463,0003,586
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$16,802,0002,481
Mortgage-backed securities$4,272,0003,834
Certificates of participation in pools of residential mortgages$2,506,0003,917
Issued or guaranteed by U.S.$2,506,0003,895
Privately issued$0214
Collaterized mortgage obligations$1,766,0002,157
CMOs issued by government agencies or sponsored agencies$1,766,0001,886
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)$19,832,0004,016
Total debt securities$19,832,0004,556
Structured notes
Amortized cost$819,0002,360
Fair value$820,0002,360
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$20,170,0004,553
U.S. Government securities$16,445,0004,284
U.S. Treasury securities$01,634
U.S. Government agency obligations$16,445,0004,154
Securities issued by states & political subdivisions$3,725,0003,511
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$16,167,0002,542
Mortgage-backed securities$4,490,0003,761
Certificates of participation in pools of residential mortgages$2,758,0003,804
Issued or guaranteed by U.S.$2,758,0003,789
Privately issued$0211
Collaterized mortgage obligations$1,732,0002,162
CMOs issued by government agencies or sponsored agencies$1,732,0001,895
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)$20,170,0003,963
Total debt securities$20,172,0004,493
Structured notes
Amortized cost$846,0002,430
Fair value$847,0002,417
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$20,597,0004,542
U.S. Government securities$16,703,0004,280
U.S. Treasury securities$01,715
U.S. Government agency obligations$16,703,0004,143
Securities issued by states & political subdivisions$3,894,0003,453
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$16,219,0002,536
Mortgage-backed securities$4,783,0003,715
Certificates of participation in pools of residential mortgages$3,028,0003,722
Issued or guaranteed by U.S.$3,028,0003,706
Privately issued$0205
Collaterized mortgage obligations$1,755,0002,158
CMOs issued by government agencies or sponsored agencies$1,755,0001,901
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)$20,597,0003,931
Total debt securities$20,597,0004,480
Structured notes
Amortized cost$873,0002,412
Fair value$873,0002,407
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$20,980,0004,493
U.S. Government securities$16,969,0004,229
U.S. Treasury securities$01,737
U.S. Government agency obligations$16,969,0004,092
Securities issued by states & political subdivisions$4,011,0003,424
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$15,976,0002,535
Mortgage-backed securities$5,049,0003,671
Certificates of participation in pools of residential mortgages$3,284,0003,629
Issued or guaranteed by U.S.$3,284,0003,614
Privately issued$0216
Collaterized mortgage obligations$1,765,0002,148
CMOs issued by government agencies or sponsored agencies$1,765,0001,900
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)$20,980,0003,882
Total debt securities$20,979,0004,433
Structured notes
Amortized cost$896,0002,396
Fair value$898,0002,386
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$22,466,0004,285
U.S. Government securities$17,345,0004,136
U.S. Treasury securities$01,786
U.S. Government agency obligations$17,345,0004,011
Securities issued by states & political subdivisions$5,121,0003,019
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$16,353,0002,451
Mortgage-backed securities$4,857,0003,768
Certificates of participation in pools of residential mortgages$3,063,0003,779
Issued or guaranteed by U.S.$3,063,0003,765
Privately issued$0225
Collaterized mortgage obligations$1,794,0002,141
CMOs issued by government agencies or sponsored agencies$1,794,0001,902
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)$22,466,0003,707
Total debt securities$22,466,0004,228
Structured notes
Amortized cost$928,0002,338
Fair value$930,0002,335
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$22,974,0004,253
U.S. Government securities$17,835,0004,102
U.S. Treasury securities$01,839
U.S. Government agency obligations$17,835,0003,972
Securities issued by states & political subdivisions$5,139,0003,000
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$16,251,0002,452
Mortgage-backed securities$5,285,0003,716
Certificates of participation in pools of residential mortgages$3,473,0003,707
Issued or guaranteed by U.S.$3,473,0003,693
Privately issued$0223
Collaterized mortgage obligations$1,812,0002,186
CMOs issued by government agencies or sponsored agencies$1,812,0001,953
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)$22,974,0003,692
Total debt securities$22,974,0004,198
Structured notes
Amortized cost$971,0002,319
Fair value$972,0002,312
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$24,812,0004,132
U.S. Government securities$19,669,0003,920
U.S. Treasury securities$01,963
U.S. Government agency obligations$19,669,0003,782
Securities issued by states & political subdivisions$5,143,0002,994
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$18,795,0002,212
Mortgage-backed securities$5,664,0003,719
Certificates of participation in pools of residential mortgages$3,888,0003,647
Issued or guaranteed by U.S.$3,888,0003,637
Privately issued$0207
Collaterized mortgage obligations$1,776,0002,230
CMOs issued by government agencies or sponsored agencies$1,776,0001,995
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)$24,812,0003,576
Total debt securities$24,812,0004,071
Structured notes
Amortized cost$1,004,0002,023
Fair value$1,004,0002,020
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$25,823,0004,020
U.S. Government securities$20,613,0003,804
U.S. Treasury securities$01,963
U.S. Government agency obligations$20,613,0003,669
Securities issued by states & political subdivisions$5,210,0003,003
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$19,583,0002,106
Mortgage-backed securities$6,004,0003,669
Certificates of participation in pools of residential mortgages$4,190,0003,569
Issued or guaranteed by U.S.$4,190,0003,559
Privately issued$0203
Collaterized mortgage obligations$1,814,0002,262
CMOs issued by government agencies or sponsored agencies$1,814,0002,022
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)$25,823,0003,482
Total debt securities$25,823,0003,954
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$27,596,0003,845
U.S. Government securities$21,651,0003,651
U.S. Treasury securities$503,0001,577
U.S. Government agency obligations$21,148,0003,591
Securities issued by states & political subdivisions$5,945,0002,784
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$19,317,0002,104
Mortgage-backed securities$5,901,0003,734
Certificates of participation in pools of residential mortgages$4,069,0003,635
Issued or guaranteed by U.S.$4,069,0003,627
Privately issued$0225
Collaterized mortgage obligations$1,832,0002,265
CMOs issued by government agencies or sponsored agencies$1,832,0002,036
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)$27,596,0003,327
Total debt securities$27,596,0003,776
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$28,826,0003,763
U.S. Government securities$22,687,0003,605
U.S. Treasury securities$509,0001,648
U.S. Government agency obligations$22,178,0003,526
Securities issued by states & political subdivisions$6,139,0002,719
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$20,632,0001,976
Mortgage-backed securities$6,019,0003,761
Certificates of participation in pools of residential mortgages$3,684,0003,848
Issued or guaranteed by U.S.$3,684,0003,839
Privately issued$0225
Collaterized mortgage obligations$2,335,0002,106
CMOs issued by government agencies or sponsored agencies$2,335,0001,894
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)$28,826,0003,251
Total debt securities$28,826,0003,699
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$35,811,0003,195
U.S. Government securities$29,497,0002,854
U.S. Treasury securities$515,0001,634
U.S. Government agency obligations$28,982,0002,806
Securities issued by states & political subdivisions$6,314,0002,696
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$29,220,0001,460
Mortgage-backed securities$5,206,0004,016
Certificates of participation in pools of residential mortgages$4,524,0003,578
Issued or guaranteed by U.S.$4,524,0003,568
Privately issued$0230
Collaterized mortgage obligations$682,0002,986
CMOs issued by government agencies or sponsored agencies$682,0002,728
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)$35,811,0002,765
Total debt securities$35,811,0003,132
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$43,824,0002,777
U.S. Government securities$37,458,0002,428
U.S. Treasury securities$521,0001,721
U.S. Government agency obligations$36,937,0002,380
Securities issued by states & political subdivisions$6,366,0002,709
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$30,026,0001,391
Mortgage-backed securities$5,915,0003,803
Certificates of participation in pools of residential mortgages$5,146,0003,376
Issued or guaranteed by U.S.$5,146,0003,365
Privately issued$0248
Collaterized mortgage obligations$769,0002,949
CMOs issued by government agencies or sponsored agencies$769,0002,807
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)$43,824,0002,398
Total debt securities$43,824,0002,714
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$48,208,0002,524
U.S. Government securities$41,820,0002,165
U.S. Treasury securities$1,028,0001,440
U.S. Government agency obligations$40,792,0002,134
Securities issued by states & political subdivisions$6,388,0002,692
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,869,0001,121
Mortgage-backed securities$7,206,0003,498
Certificates of participation in pools of residential mortgages$6,311,0003,088
Issued or guaranteed by U.S.$6,311,0003,075
Privately issued$0253
Collaterized mortgage obligations$895,0002,916
CMOs issued by government agencies or sponsored agencies$895,0002,764
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$48,208,0002,154
Total debt securities$48,208,0002,462
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$45,954,0002,571
U.S. Government securities$39,356,0002,189
U.S. Treasury securities$1,040,0001,454
U.S. Government agency obligations$38,316,0002,165
Securities issued by states & political subdivisions$6,598,0002,595
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,731,0001,111
Mortgage-backed securities$10,449,0002,990
Certificates of participation in pools of residential mortgages$7,725,0002,768
Issued or guaranteed by U.S.$7,725,0002,755
Privately issued$0256
Collaterized mortgage obligations$2,724,0002,250
CMOs issued by government agencies or sponsored agencies$2,724,0002,129
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$45,954,0002,197
Total debt securities$45,954,0002,502
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$40,299,0002,825
U.S. Government securities$35,285,0002,396
U.S. Treasury securities$1,044,0001,464
U.S. Government agency obligations$34,241,0002,350
Securities issued by states & political subdivisions$5,014,0002,938
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,599,0001,080
Mortgage-backed securities$15,683,0002,362
Certificates of participation in pools of residential mortgages$9,689,0002,421
Issued or guaranteed by U.S.$9,689,0002,408
Privately issued$0257
Collaterized mortgage obligations$5,994,0001,652
CMOs issued by government agencies or sponsored agencies$5,994,0001,543
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$40,299,0002,417
Total debt securities$40,299,0002,743
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$40,665,0002,773
U.S. Government securities$35,371,0002,370
U.S. Treasury securities$1,053,0001,537
U.S. Government agency obligations$34,318,0002,339
Securities issued by states & political subdivisions$5,294,0002,829
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,912,0001,082
Mortgage-backed securities$17,694,0002,147
Certificates of participation in pools of residential mortgages$11,326,0002,176
Issued or guaranteed by U.S.$11,326,0002,164
Privately issued$0252
Collaterized mortgage obligations$6,368,0001,629
CMOs issued by government agencies or sponsored agencies$6,368,0001,536
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$40,665,0002,353
Total debt securities$40,665,0002,700
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$33,195,0003,094
U.S. Government securities$25,929,0002,858
U.S. Treasury securities$1,480,0001,666
U.S. Government agency obligations$24,449,0002,839
Securities issued by states & political subdivisions$7,266,0002,241
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,100,0001,805
Mortgage-backed securities$2,038,0005,242
Certificates of participation in pools of residential mortgages$07,193
Issued or guaranteed by U.S.$07,167
Privately issued$0260
Collaterized mortgage obligations$2,038,0002,707
CMOs issued by government agencies or sponsored agencies$2,038,0002,546
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$33,195,000618
Available-for-sale securities (fair market value)$08,616
Total debt securities$33,195,0003,035
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$43,278,0002,492
U.S. Government securities$35,013,0002,297
U.S. Treasury securities$1,972,0002,045
U.S. Government agency obligations$33,041,0002,233
Securities issued by states & political subdivisions$8,265,0001,945
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,000,0001,766
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$43,278,000587
Available-for-sale securities (fair market value)$09,343
Total debt securities$43,278,0002,397
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$40,578,0002,762
U.S. Government securities$31,573,0002,622
U.S. Treasury securities$1,985,0002,838
U.S. Government agency obligations$29,588,0002,484
Securities issued by states & political subdivisions$9,005,0001,857
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,719,0001,775
Mortgage-backed securities$07,939
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.$07,506
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$40,578,000669
Available-for-sale securities (fair market value)$09,616
Total debt securities$40,578,0002,687
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$35,678,0003,124
U.S. Government securities$28,243,0002,969
U.S. Treasury securities$2,013,0003,941
U.S. Government agency obligations$26,230,0002,672
Securities issued by states & political subdivisions$7,435,0002,210
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,374,0001,567
Mortgage-backed securities$08,139
Certificates of participation in pools of residential mortgages$07,719
Issued or guaranteed by U.S.$07,698
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,678,000812
Available-for-sale securities (fair market value)$09,801
Total debt securities$35,678,0003,038
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$28,596,0003,777
U.S. Government securities$22,761,0003,706
U.S. Treasury securities$2,511,0004,658
U.S. Government agency obligations$20,250,0003,194
Securities issued by states & political subdivisions$5,835,0002,436
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,509,0001,624
Mortgage-backed securities$08,506
Certificates of participation in pools of residential mortgages$08,022
Issued or guaranteed by U.S.$07,996
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$28,596,0001,223
Available-for-sale securities (fair market value)$010,178
Total debt securities$28,596,0003,683
Structured notes
Amortized cost$1,000,0001,189
Fair value$998,0001,275
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$30,939,0003,835
U.S. Government securities$24,959,0003,738
U.S. Treasury securities$2,506,0005,471
U.S. Government agency obligations$22,453,0003,051
Securities issued by states & political subdivisions$5,980,0002,455
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,542,0001,649
Mortgage-backed securities$09,059
Certificates of participation in pools of residential mortgages$08,543
Issued or guaranteed by U.S.$08,513
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,939,0001,311
Available-for-sale securities (fair market value)$010,545
Total debt securities$30,939,0003,738
Structured notes
Amortized cost$3,000,000669
Fair value$2,995,000670
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$26,578,0004,497
U.S. Government securities$20,197,0004,608
U.S. Treasury securities$2,002,0007,129
U.S. Government agency obligations$18,195,0003,578
Securities issued by states & political subdivisions$6,381,0002,294
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,902,0002,078
Mortgage-backed securities$09,533
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$26,578,0001,564
Available-for-sale securities (fair market value)$011,064
Total debt securities$26,578,0004,399
Structured notes
Amortized cost$2,700,0001,316
Fair value$2,609,0001,332
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$22,766,0005,345
U.S. Government securities$16,843,0005,600
U.S. Treasury securities$4,498,0005,882
U.S. Government agency obligations$12,345,0004,627
Securities issued by states & political subdivisions$5,923,0002,539
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,326,0002,294
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,766,0003,107
Available-for-sale securities (fair market value)$011,262
Total debt securities$22,766,0005,253
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$22,302,0005,666
U.S. Government securities$15,754,0006,075
U.S. Treasury securities$7,624,0004,320
U.S. Government agency obligations$8,130,0006,310
Securities issued by states & political subdivisions$6,514,0002,390
Other domestic debt securities$34,0006,258
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$34,0004,887
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,585,0001,985
Mortgage-backed securities$010,693
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
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$22,303,0005,547
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$22,269,0005,669
U.S. Government securities$15,028,0006,223
U.S. Treasury securities$6,749,0004,742
U.S. Government agency obligations$8,279,0006,203
Securities issued by states & political subdivisions$7,173,0001,950
Other domestic debt securities$68,0006,940
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$68,0005,410
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,624,0003,011
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
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$22,269,0005,557
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