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Bank of Floyd, Securities

2016-06-30Rank
Total securities$59,327,0002,131
U.S. Government securities$51,512,0001,578
U.S. Treasury securities$01,253
U.S. Government agency obligations$51,512,0001,507
Securities issued by states & political subdivisions$7,312,0003,161
Other domestic debt securities$503,0001,867
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$503,0001,504
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$40,887,0001,295
Mortgage-backed securities$44,730,0001,220
Certificates of participation in pools of residential mortgages$43,291,000890
Issued or guaranteed by U.S.$43,291,000887
Privately issued$071
Collaterized mortgage obligations$1,439,0002,380
CMOs issued by government agencies or sponsored agencies$1,439,0002,308
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$59,327,0001,932
Total debt securities$59,328,0002,106
Structured notes
Amortized cost$2,726,000451
Fair value$2,727,000449
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$64,476,0002,044
U.S. Government securities$56,745,0001,498
U.S. Treasury securities$01,296
U.S. Government agency obligations$56,745,0001,432
Securities issued by states & political subdivisions$7,253,0003,159
Other domestic debt securities$478,0001,949
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$478,0001,582
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$44,025,0001,233
Mortgage-backed securities$42,093,0001,282
Certificates of participation in pools of residential mortgages$40,633,000924
Issued or guaranteed by U.S.$40,633,000924
Privately issued$066
Collaterized mortgage obligations$1,460,0002,389
CMOs issued by government agencies or sponsored agencies$1,460,0002,319
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$64,476,0001,849
Total debt securities$64,475,0002,014
Structured notes
Amortized cost$6,957,000253
Fair value$6,944,000251
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$65,244,0002,026
U.S. Government securities$55,344,0001,557
U.S. Treasury securities$01,367
U.S. Government agency obligations$55,344,0001,481
Securities issued by states & political subdivisions$8,890,0002,954
Other domestic debt securities$1,010,0001,594
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$1,010,0001,273
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$40,131,0001,316
Mortgage-backed securities$38,809,0001,358
Certificates of participation in pools of residential mortgages$36,769,0001,008
Issued or guaranteed by U.S.$36,769,0001,007
Privately issued$066
Collaterized mortgage obligations$2,040,0002,218
CMOs issued by government agencies or sponsored agencies$2,040,0002,157
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$65,244,0001,848
Total debt securities$65,244,0001,999
Structured notes
Amortized cost$8,242,000261
Fair value$7,941,000268
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$67,645,0001,987
U.S. Government securities$57,580,0001,515
U.S. Treasury securities$01,303
U.S. Government agency obligations$57,580,0001,450
Securities issued by states & political subdivisions$9,054,0002,954
Other domestic debt securities$1,011,0001,600
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$1,011,0001,268
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$41,915,0001,279
Mortgage-backed securities$40,895,0001,315
Certificates of participation in pools of residential mortgages$38,658,000959
Issued or guaranteed by U.S.$38,658,000959
Privately issued$065
Collaterized mortgage obligations$2,237,0002,182
CMOs issued by government agencies or sponsored agencies$2,237,0002,117
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$67,645,0001,799
Total debt securities$67,644,0001,961
Structured notes
Amortized cost$8,242,000298
Fair value$8,029,000302
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$68,703,0002,002
U.S. Government securities$58,729,0001,533
U.S. Treasury securities$01,348
U.S. Government agency obligations$58,729,0001,465
Securities issued by states & political subdivisions$8,963,0002,974
Other domestic debt securities$1,011,0001,616
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$1,011,0001,282
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$42,937,0001,271
Mortgage-backed securities$42,402,0001,328
Certificates of participation in pools of residential mortgages$39,917,000976
Issued or guaranteed by U.S.$39,917,000975
Privately issued$067
Collaterized mortgage obligations$2,485,0002,178
CMOs issued by government agencies or sponsored agencies$2,485,0002,110
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$68,703,0001,809
Total debt securities$68,705,0001,980
Structured notes
Amortized cost$8,241,000363
Fair value$7,837,000375
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$80,493,0001,762
U.S. Government securities$68,851,0001,362
U.S. Treasury securities$01,327
U.S. Government agency obligations$68,851,0001,305
Securities issued by states & political subdivisions$10,631,0002,733
Other domestic debt securities$1,011,0001,657
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$1,011,0001,308
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$45,370,0001,239
Mortgage-backed securities$51,549,0001,163
Certificates of participation in pools of residential mortgages$48,811,000842
Issued or guaranteed by U.S.$48,811,000842
Privately issued$070
Collaterized mortgage obligations$2,738,0002,148
CMOs issued by government agencies or sponsored agencies$2,738,0002,077
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)$80,493,0001,587
Total debt securities$80,493,0001,739
Structured notes
Amortized cost$8,866,000385
Fair value$8,673,000390
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$82,825,0001,725
U.S. Government securities$71,277,0001,322
U.S. Treasury securities$01,361
U.S. Government agency obligations$71,277,0001,264
Securities issued by states & political subdivisions$10,543,0002,767
Other domestic debt securities$1,005,0001,678
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$1,005,0001,329
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$42,242,0001,321
Mortgage-backed securities$53,279,0001,139
Certificates of participation in pools of residential mortgages$50,315,000829
Issued or guaranteed by U.S.$50,315,000827
Privately issued$075
Collaterized mortgage obligations$2,964,0002,147
CMOs issued by government agencies or sponsored agencies$2,964,0002,080
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)$82,825,0001,539
Total debt securities$82,825,0001,703
Structured notes
Amortized cost$9,862,000368
Fair value$9,526,000375
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$83,794,0001,746
U.S. Government securities$72,273,0001,339
U.S. Treasury securities$01,381
U.S. Government agency obligations$72,273,0001,275
Securities issued by states & political subdivisions$10,491,0002,802
Other domestic debt securities$1,030,0001,709
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$1,030,0001,336
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,785,0001,233
Mortgage-backed securities$54,698,0001,143
Certificates of participation in pools of residential mortgages$51,557,000826
Issued or guaranteed by U.S.$51,557,000825
Privately issued$073
Collaterized mortgage obligations$3,141,0002,166
CMOs issued by government agencies or sponsored agencies$3,141,0002,087
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)$83,794,0001,554
Total debt securities$83,795,0001,724
Structured notes
Amortized cost$9,861,000408
Fair value$9,272,000421
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$86,188,0001,710
U.S. Government securities$74,642,0001,320
U.S. Treasury securities$01,342
U.S. Government agency obligations$74,642,0001,260
Securities issued by states & political subdivisions$10,524,0002,822
Other domestic debt securities$1,022,0001,762
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$1,022,0001,377
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$47,335,0001,225
Mortgage-backed securities$57,122,0001,109
Certificates of participation in pools of residential mortgages$53,693,000815
Issued or guaranteed by U.S.$53,693,000814
Privately issued$075
Collaterized mortgage obligations$3,429,0002,132
CMOs issued by government agencies or sponsored agencies$3,429,0002,059
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)$86,188,0001,522
Total debt securities$86,190,0001,688
Structured notes
Amortized cost$9,860,000429
Fair value$9,183,000444
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$97,432,0001,529
U.S. Government securities$83,943,0001,197
U.S. Treasury securities$01,198
U.S. Government agency obligations$83,943,0001,145
Securities issued by states & political subdivisions$11,984,0002,625
Other domestic debt securities$1,505,0001,625
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$1,505,0001,265
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$56,301,0001,062
Mortgage-backed securities$66,880,000967
Certificates of participation in pools of residential mortgages$61,451,000727
Issued or guaranteed by U.S.$61,451,000725
Privately issued$076
Collaterized mortgage obligations$5,429,0001,783
CMOs issued by government agencies or sponsored agencies$5,429,0001,706
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)$97,432,0001,354
Total debt securities$97,431,0001,509
Structured notes
Amortized cost$9,859,000445
Fair value$8,996,000464
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$96,912,0001,532
U.S. Government securities$83,719,0001,181
U.S. Treasury securities$01,131
U.S. Government agency obligations$83,719,0001,139
Securities issued by states & political subdivisions$11,712,0002,648
Other domestic debt securities$1,481,0001,683
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$1,481,0001,307
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$56,492,0001,054
Mortgage-backed securities$67,283,000954
Certificates of participation in pools of residential mortgages$61,527,000714
Issued or guaranteed by U.S.$61,527,000712
Privately issued$081
Collaterized mortgage obligations$5,756,0001,755
CMOs issued by government agencies or sponsored agencies$5,756,0001,672
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)$96,912,0001,363
Total debt securities$96,906,0001,509
Structured notes
Amortized cost$9,859,000435
Fair value$8,696,000459
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$100,982,0001,480
U.S. Government securities$88,846,0001,127
U.S. Treasury securities$01,131
U.S. Government agency obligations$88,846,0001,085
Securities issued by states & political subdivisions$10,661,0002,801
Other domestic debt securities$1,475,0001,735
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$1,475,0001,339
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$56,339,0001,031
Mortgage-backed securities$70,306,000941
Certificates of participation in pools of residential mortgages$64,098,000692
Issued or guaranteed by U.S.$64,098,000690
Privately issued$080
Collaterized mortgage obligations$6,208,0001,724
CMOs issued by government agencies or sponsored agencies$6,208,0001,639
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)$100,982,0001,317
Total debt securities$100,982,0001,466
Structured notes
Amortized cost$9,858,000430
Fair value$8,691,000453
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$105,316,0001,418
U.S. Government securities$93,017,0001,083
U.S. Treasury securities$01,152
U.S. Government agency obligations$93,017,0001,041
Securities issued by states & political subdivisions$10,820,0002,768
Other domestic debt securities$1,479,0001,774
Privately issued residential mortgage-backed securities$3,000977
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$1,476,0001,366
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$50,106,0001,129
Mortgage-backed securities$73,779,000911
Certificates of participation in pools of residential mortgages$66,883,000672
Issued or guaranteed by U.S.$66,883,000671
Privately issued$083
Collaterized mortgage obligations$6,893,0001,674
CMOs issued by government agencies or sponsored agencies$6,890,0001,583
Privately issued$3,000932
Commercial mortgage-backed securities$3,000911
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$3,000451
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$105,316,0001,274
Total debt securities$105,315,0001,402
Structured notes
Amortized cost$9,857,000417
Fair value$9,253,000424
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$112,981,0001,349
U.S. Government securities$89,197,0001,142
U.S. Treasury securities$01,161
U.S. Government agency obligations$89,197,0001,099
Securities issued by states & political subdivisions$22,262,0001,666
Other domestic debt securities$1,522,0001,756
Privately issued residential mortgage-backed securities$11,000992
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$1,511,0001,332
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$36,172,0001,476
Mortgage-backed securities$68,921,000978
Certificates of participation in pools of residential mortgages$60,971,000732
Issued or guaranteed by U.S.$60,971,000731
Privately issued$083
Collaterized mortgage obligations$7,939,0001,629
CMOs issued by government agencies or sponsored agencies$7,928,0001,536
Privately issued$11,000950
Commercial mortgage-backed securities$11,000812
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$11,000374
Held to maturity securities (book value)$10,901,000934
Available-for-sale securities (fair market value)$102,080,0001,346
Total debt securities$112,982,0001,334
Structured notes
Amortized cost$9,860,000404
Fair value$9,766,000404
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$117,936,0001,272
U.S. Government securities$91,913,0001,092
U.S. Treasury securities$01,135
U.S. Government agency obligations$91,913,0001,047
Securities issued by states & political subdivisions$24,507,0001,479
Other domestic debt securities$1,516,0001,727
Privately issued residential mortgage-backed securities$31,000994
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$1,485,0001,313
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$9,543,0003,384
Mortgage-backed securities$71,557,000948
Certificates of participation in pools of residential mortgages$61,018,000717
Issued or guaranteed by U.S.$61,018,000716
Privately issued$085
Collaterized mortgage obligations$10,520,0001,465
CMOs issued by government agencies or sponsored agencies$10,489,0001,374
Privately issued$31,000955
Commercial mortgage-backed securities$19,000692
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$19,000310
Held to maturity securities (book value)$11,380,000913
Available-for-sale securities (fair market value)$106,556,0001,259
Total debt securities$117,936,0001,255
Structured notes
Amortized cost$9,864,000427
Fair value$9,803,000429
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$115,352,0001,313
U.S. Government securities$90,160,0001,136
U.S. Treasury securities$01,086
U.S. Government agency obligations$90,160,0001,101
Securities issued by states & political subdivisions$23,692,0001,494
Other domestic debt securities$1,500,0001,788
Privately issued residential mortgage-backed securities$46,0001,023
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$1,454,0001,367
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$7,592,0003,764
Mortgage-backed securities$82,812,000873
Certificates of participation in pools of residential mortgages$72,235,000640
Issued or guaranteed by U.S.$72,235,000639
Privately issued$088
Collaterized mortgage obligations$10,545,0001,540
CMOs issued by government agencies or sponsored agencies$10,499,0001,439
Privately issued$46,000981
Commercial mortgage-backed securities$32,000651
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$32,000301
Held to maturity securities (book value)$11,650,000921
Available-for-sale securities (fair market value)$103,702,0001,304
Total debt securities$115,351,0001,299
Structured notes
Amortized cost$6,399,000646
Fair value$6,389,000648
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$94,666,0001,571
U.S. Government securities$73,126,0001,400
U.S. Treasury securities$01,068
U.S. Government agency obligations$73,126,0001,361
Securities issued by states & political subdivisions$20,077,0001,689
Other domestic debt securities$1,463,0001,816
Privately issued residential mortgage-backed securities$71,0001,055
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$1,392,0001,396
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$5,608,0004,236
Mortgage-backed securities$67,250,0001,079
Certificates of participation in pools of residential mortgages$56,230,000826
Issued or guaranteed by U.S.$56,230,000825
Privately issued$094
Collaterized mortgage obligations$10,961,0001,532
CMOs issued by government agencies or sponsored agencies$10,890,0001,428
Privately issued$71,0001,014
Commercial mortgage-backed securities$59,000600
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$59,000277
Held to maturity securities (book value)$12,824,000868
Available-for-sale securities (fair market value)$81,842,0001,631
Total debt securities$94,666,0001,545
Structured notes
Amortized cost$4,943,000922
Fair value$4,969,000915
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$82,796,0001,773
U.S. Government securities$63,192,0001,629
U.S. Treasury securities$01,157
U.S. Government agency obligations$63,192,0001,588
Securities issued by states & political subdivisions$18,086,0001,780
Other domestic debt securities$1,518,0001,781
Privately issued residential mortgage-backed securities$99,0001,068
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$1,419,0001,370
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$5,908,0004,156
Mortgage-backed securities$59,387,0001,216
Certificates of participation in pools of residential mortgages$48,670,000941
Issued or guaranteed by U.S.$48,670,000940
Privately issued$094
Collaterized mortgage obligations$10,625,0001,584
CMOs issued by government agencies or sponsored agencies$10,526,0001,484
Privately issued$99,0001,028
Commercial mortgage-backed securities$92,000548
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$92,000252
Held to maturity securities (book value)$12,829,000875
Available-for-sale securities (fair market value)$69,967,0001,860
Total debt securities$82,796,0001,752
Structured notes
Amortized cost$3,943,0001,237
Fair value$3,904,0001,242
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$68,642,0002,023
U.S. Government securities$48,793,0001,935
U.S. Treasury securities$01,076
U.S. Government agency obligations$48,793,0001,883
Securities issued by states & political subdivisions$18,419,0001,728
Other domestic debt securities$1,430,0001,772
Privately issued residential mortgage-backed securities$111,0001,147
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$1,319,0001,313
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$6,310,0003,875
Mortgage-backed securities$46,952,0001,372
Certificates of participation in pools of residential mortgages$36,961,0001,112
Issued or guaranteed by U.S.$36,961,0001,110
Privately issued$0121
Collaterized mortgage obligations$9,897,0001,596
CMOs issued by government agencies or sponsored agencies$9,786,0001,456
Privately issued$111,0001,089
Commercial mortgage-backed securities$94,000479
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$94,000204
Held to maturity securities (book value)$12,950,000881
Available-for-sale securities (fair market value)$55,692,0002,179
Total debt securities$68,642,0002,006
Structured notes
Amortized cost$1,933,0001,791
Fair value$1,952,0001,785
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$56,895,0002,284
U.S. Government securities$37,737,0002,284
U.S. Treasury securities$01,126
U.S. Government agency obligations$37,737,0002,215
Securities issued by states & political subdivisions$17,587,0001,722
Other domestic debt securities$1,571,0001,724
Privately issued residential mortgage-backed securities$147,0001,143
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$1,424,0001,258
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$6,571,0003,803
Mortgage-backed securities$36,880,0001,596
Certificates of participation in pools of residential mortgages$25,952,0001,406
Issued or guaranteed by U.S.$25,952,0001,402
Privately issued$0132
Collaterized mortgage obligations$10,602,0001,535
CMOs issued by government agencies or sponsored agencies$10,455,0001,383
Privately issued$147,0001,082
Commercial mortgage-backed securities$326,000379
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$326,000160
Held to maturity securities (book value)$14,065,000840
Available-for-sale securities (fair market value)$42,830,0002,601
Total debt securities$56,895,0002,262
Structured notes
Amortized cost$982,0002,433
Fair value$1,004,0002,290
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$60,209,0002,180
U.S. Government securities$41,461,0002,154
U.S. Treasury securities$01,225
U.S. Government agency obligations$41,461,0002,095
Securities issued by states & political subdivisions$17,124,0001,720
Other domestic debt securities$1,624,0001,654
Privately issued residential mortgage-backed securities$177,0001,145
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$1,447,0001,170
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,572,0003,860
Mortgage-backed securities$38,649,0001,510
Certificates of participation in pools of residential mortgages$27,028,0001,338
Issued or guaranteed by U.S.$27,028,0001,332
Privately issued$0125
Collaterized mortgage obligations$11,214,0001,469
CMOs issued by government agencies or sponsored agencies$11,037,0001,305
Privately issued$177,0001,090
Commercial mortgage-backed securities$407,000358
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$407,000136
Held to maturity securities (book value)$14,022,000853
Available-for-sale securities (fair market value)$46,187,0002,463
Total debt securities$60,209,0002,157
Structured notes
Amortized cost$1,979,0002,066
Fair value$1,987,0002,060
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$57,745,0002,235
U.S. Government securities$38,988,0002,263
U.S. Treasury securities$01,272
U.S. Government agency obligations$38,988,0002,195
Securities issued by states & political subdivisions$17,069,0001,692
Other domestic debt securities$1,688,0001,682
Privately issued residential mortgage-backed securities$230,0001,143
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$1,458,0001,199
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$6,574,0003,844
Mortgage-backed securities$36,364,0001,547
Certificates of participation in pools of residential mortgages$27,371,0001,279
Issued or guaranteed by U.S.$27,371,0001,270
Privately issued$0136
Collaterized mortgage obligations$8,414,0001,654
CMOs issued by government agencies or sponsored agencies$8,184,0001,484
Privately issued$230,0001,089
Commercial mortgage-backed securities$579,000315
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$579,000126
Held to maturity securities (book value)$14,028,000860
Available-for-sale securities (fair market value)$43,717,0002,545
Total debt securities$57,745,0002,208
Structured notes
Amortized cost$999,0002,631
Fair value$989,0002,603
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$55,073,0002,247
U.S. Government securities$35,417,0002,335
U.S. Treasury securities$01,275
U.S. Government agency obligations$35,417,0002,259
Securities issued by states & political subdivisions$17,721,0001,596
Other domestic debt securities$1,935,0001,722
Privately issued residential mortgage-backed securities$308,0001,154
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$1,627,0001,133
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$7,076,0003,701
Mortgage-backed securities$32,859,0001,630
Certificates of participation in pools of residential mortgages$23,710,0001,392
Issued or guaranteed by U.S.$23,710,0001,385
Privately issued$0141
Collaterized mortgage obligations$9,149,0001,562
CMOs issued by government agencies or sponsored agencies$8,841,0001,393
Privately issued$308,0001,101
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$14,698,000837
Available-for-sale securities (fair market value)$40,375,0002,612
Total debt securities$55,074,0002,221
Structured notes
Amortized cost$998,0002,512
Fair value$982,0002,479
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$51,848,0002,306
U.S. Government securities$32,341,0002,473
U.S. Treasury securities$01,180
U.S. Government agency obligations$32,341,0002,392
Securities issued by states & political subdivisions$17,554,0001,565
Other domestic debt securities$1,953,0001,768
Privately issued residential mortgage-backed securities$376,0001,200
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$1,577,0001,149
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$7,077,0003,728
Mortgage-backed securities$29,800,0001,729
Certificates of participation in pools of residential mortgages$18,920,0001,602
Issued or guaranteed by U.S.$18,920,0001,598
Privately issued$0141
Collaterized mortgage obligations$10,880,0001,409
CMOs issued by government agencies or sponsored agencies$10,504,0001,244
Privately issued$376,0001,144
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$14,408,000862
Available-for-sale securities (fair market value)$37,440,0002,711
Total debt securities$51,847,0002,279
Structured notes
Amortized cost$998,0002,563
Fair value$1,006,0002,452
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$53,664,0002,247
U.S. Government securities$33,765,0002,440
U.S. Treasury securities$01,121
U.S. Government agency obligations$33,765,0002,362
Securities issued by states & political subdivisions$17,921,0001,450
Other domestic debt securities$1,978,0001,742
Privately issued residential mortgage-backed securities$402,0001,231
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$1,576,0001,101
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$7,079,0003,783
Mortgage-backed securities$30,004,0001,694
Certificates of participation in pools of residential mortgages$17,886,0001,685
Issued or guaranteed by U.S.$17,886,0001,678
Privately issued$0148
Collaterized mortgage obligations$12,118,0001,265
CMOs issued by government agencies or sponsored agencies$11,716,0001,090
Privately issued$402,0001,178
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$14,860,000871
Available-for-sale securities (fair market value)$38,804,0002,606
Total debt securities$53,661,0002,219
Structured notes
Amortized cost$998,0002,649
Fair value$995,0002,661
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$49,960,0002,403
U.S. Government securities$30,003,0002,705
U.S. Treasury securities$01,130
U.S. Government agency obligations$30,003,0002,635
Securities issued by states & political subdivisions$17,971,0001,411
Other domestic debt securities$1,986,0001,782
Privately issued residential mortgage-backed securities$399,0001,279
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$1,587,0001,119
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$7,081,0003,858
Mortgage-backed securities$23,692,0002,030
Certificates of participation in pools of residential mortgages$17,726,0001,774
Issued or guaranteed by U.S.$17,726,0001,771
Privately issued$0145
Collaterized mortgage obligations$5,966,0001,739
CMOs issued by government agencies or sponsored agencies$5,567,0001,529
Privately issued$399,0001,227
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$14,289,000887
Available-for-sale securities (fair market value)$35,671,0002,800
Total debt securities$49,958,0002,379
Structured notes
Amortized cost$998,0002,449
Fair value$953,0002,471
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$50,478,0002,346
U.S. Government securities$30,119,0002,672
U.S. Treasury securities$01,077
U.S. Government agency obligations$30,119,0002,603
Securities issued by states & political subdivisions$18,530,0001,354
Other domestic debt securities$1,829,0001,884
Privately issued residential mortgage-backed securities$434,0001,302
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$1,395,0001,217
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$8,371,0003,626
Mortgage-backed securities$25,677,0001,961
Certificates of participation in pools of residential mortgages$18,881,0001,756
Issued or guaranteed by U.S.$18,881,0001,750
Privately issued$0157
Collaterized mortgage obligations$6,796,0001,636
CMOs issued by government agencies or sponsored agencies$6,362,0001,421
Privately issued$434,0001,247
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$15,864,000839
Available-for-sale securities (fair market value)$34,614,0002,832
Total debt securities$50,478,0002,322
Structured notes
Amortized cost$998,0002,183
Fair value$998,0002,078
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$41,300,0002,788
U.S. Government securities$21,834,0003,295
U.S. Treasury securities$01,047
U.S. Government agency obligations$21,834,0003,224
Securities issued by states & political subdivisions$17,778,0001,406
Other domestic debt securities$1,688,0002,044
Privately issued residential mortgage-backed securities$475,0001,339
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$1,213,0001,373
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$6,355,0004,034
Mortgage-backed securities$19,391,0002,385
Certificates of participation in pools of residential mortgages$12,276,0002,376
Issued or guaranteed by U.S.$12,276,0002,366
Privately issued$0171
Collaterized mortgage obligations$7,115,0001,609
CMOs issued by government agencies or sponsored agencies$6,640,0001,364
Privately issued$475,0001,281
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$15,301,000881
Available-for-sale securities (fair market value)$25,999,0003,450
Total debt securities$41,298,0002,762
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$38,557,0002,881
U.S. Government securities$18,849,0003,598
U.S. Treasury securities$01,036
U.S. Government agency obligations$18,849,0003,527
Securities issued by states & political subdivisions$18,113,0001,321
Other domestic debt securities$1,595,0002,112
Privately issued residential mortgage-backed securities$484,0001,349
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$1,111,0001,449
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$6,356,0004,039
Mortgage-backed securities$17,840,0002,522
Certificates of participation in pools of residential mortgages$11,188,0002,547
Issued or guaranteed by U.S.$11,188,0002,536
Privately issued$0181
Collaterized mortgage obligations$6,652,0001,645
CMOs issued by government agencies or sponsored agencies$6,168,0001,377
Privately issued$484,0001,286
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$15,244,000881
Available-for-sale securities (fair market value)$23,313,0003,642
Total debt securities$38,555,0002,851
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$43,140,0002,619
U.S. Government securities$21,759,0003,344
U.S. Treasury securities$0981
U.S. Government agency obligations$21,759,0003,277
Securities issued by states & political subdivisions$19,570,0001,156
Other domestic debt securities$1,811,0001,955
Privately issued residential mortgage-backed securities$468,0001,382
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,343,0001,385
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$6,357,0004,107
Mortgage-backed securities$17,956,0002,559
Certificates of participation in pools of residential mortgages$10,783,0002,657
Issued or guaranteed by U.S.$10,783,0002,642
Privately issued$0191
Collaterized mortgage obligations$7,173,0001,586
CMOs issued by government agencies or sponsored agencies$6,705,0001,313
Privately issued$468,0001,322
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,645,000844
Available-for-sale securities (fair market value)$26,495,0003,378
Total debt securities$43,134,0002,589
Structured notes
Amortized cost$500,0001,280
Fair value$501,0001,316
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$43,271,0002,593
U.S. Government securities$21,697,0003,350
U.S. Treasury securities$0973
U.S. Government agency obligations$21,697,0003,290
Securities issued by states & political subdivisions$19,411,0001,133
Other domestic debt securities$2,163,0001,770
Privately issued residential mortgage-backed securities$584,0001,280
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,579,0001,256
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$7,023,0004,007
Mortgage-backed securities$17,003,0002,571
Certificates of participation in pools of residential mortgages$8,583,0002,946
Issued or guaranteed by U.S.$8,583,0002,932
Privately issued$0188
Collaterized mortgage obligations$8,420,0001,430
CMOs issued by government agencies or sponsored agencies$7,836,0001,184
Privately issued$584,0001,225
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,506,000852
Available-for-sale securities (fair market value)$26,765,0003,321
Total debt securities$43,268,0002,564
Structured notes
Amortized cost$500,0001,335
Fair value$501,0001,382
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$43,894,0002,531
U.S. Government securities$21,791,0003,286
U.S. Treasury securities$01,019
U.S. Government agency obligations$21,791,0003,221
Securities issued by states & political subdivisions$19,615,0001,091
Other domestic debt securities$2,488,0001,640
Privately issued residential mortgage-backed securities$573,0001,266
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,915,0001,134
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$6,922,0004,047
Mortgage-backed securities$16,783,0002,507
Certificates of participation in pools of residential mortgages$8,967,0002,809
Issued or guaranteed by U.S.$8,967,0002,795
Privately issued$0192
Collaterized mortgage obligations$7,816,0001,428
CMOs issued by government agencies or sponsored agencies$7,243,0001,174
Privately issued$573,0001,212
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,710,000846
Available-for-sale securities (fair market value)$27,184,0003,207
Total debt securities$43,894,0002,498
Structured notes
Amortized cost$1,498,000784
Fair value$1,458,000793
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$43,464,0002,584
U.S. Government securities$20,266,0003,507
U.S. Treasury securities$01,021
U.S. Government agency obligations$20,266,0003,441
Securities issued by states & political subdivisions$20,954,0001,032
Other domestic debt securities$2,244,0001,759
Privately issued residential mortgage-backed securities$612,0001,240
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,632,0001,301
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$5,677,0004,329
Mortgage-backed securities$14,174,0002,724
Certificates of participation in pools of residential mortgages$8,587,0002,867
Issued or guaranteed by U.S.$8,587,0002,853
Privately issued$0202
Collaterized mortgage obligations$5,587,0001,651
CMOs issued by government agencies or sponsored agencies$4,975,0001,429
Privately issued$612,0001,182
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,096,000793
Available-for-sale securities (fair market value)$25,368,0003,423
Total debt securities$43,461,0002,543
Structured notes
Amortized cost$1,498,000825
Fair value$1,475,000822
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$43,405,0002,575
U.S. Government securities$20,385,0003,473
U.S. Treasury securities$01,044
U.S. Government agency obligations$20,385,0003,410
Securities issued by states & political subdivisions$21,768,000998
Other domestic debt securities$1,252,0002,042
Privately issued residential mortgage-backed securities$665,0001,205
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$587,0001,770
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$5,603,0004,298
Mortgage-backed securities$14,997,0002,597
Certificates of participation in pools of residential mortgages$8,600,0002,753
Issued or guaranteed by U.S.$8,600,0002,741
Privately issued$0205
Collaterized mortgage obligations$6,397,0001,531
CMOs issued by government agencies or sponsored agencies$5,732,0001,316
Privately issued$665,0001,146
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,843,000756
Available-for-sale securities (fair market value)$24,562,0003,498
Total debt securities$43,396,0002,530
Structured notes
Amortized cost$1,998,000760
Fair value$2,022,000702
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$43,802,0002,575
U.S. Government securities$20,505,0003,530
U.S. Treasury securities$01,146
U.S. Government agency obligations$20,505,0003,458
Securities issued by states & political subdivisions$21,882,000971
Other domestic debt securities$1,415,0001,829
Privately issued residential mortgage-backed securities$671,0001,107
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$744,0001,565
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$5,476,0004,382
Mortgage-backed securities$14,353,0002,395
Certificates of participation in pools of residential mortgages$8,171,0002,558
Issued or guaranteed by U.S.$8,171,0002,543
Privately issued$0191
Collaterized mortgage obligations$6,182,0001,485
CMOs issued by government agencies or sponsored agencies$5,511,0001,296
Privately issued$671,0001,054
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,990,000787
Available-for-sale securities (fair market value)$24,812,0003,463
Total debt securities$43,802,0002,527
Structured notes
Amortized cost$2,791,000858
Fair value$2,803,000853
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$42,696,0002,621
U.S. Government securities$20,240,0003,598
U.S. Treasury securities$01,235
U.S. Government agency obligations$20,240,0003,523
Securities issued by states & political subdivisions$21,085,000987
Other domestic debt securities$1,371,0001,804
Privately issued residential mortgage-backed securities$675,0001,075
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$696,0001,555
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$5,476,0004,384
Mortgage-backed securities$13,627,0002,304
Certificates of participation in pools of residential mortgages$7,723,0002,466
Issued or guaranteed by U.S.$7,723,0002,454
Privately issued$0194
Collaterized mortgage obligations$5,904,0001,472
CMOs issued by government agencies or sponsored agencies$5,229,0001,283
Privately issued$675,0001,022
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,426,000840
Available-for-sale securities (fair market value)$24,270,0003,512
Total debt securities$42,696,0002,581
Structured notes
Amortized cost$2,290,0001,153
Fair value$2,306,0001,142
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$42,130,0002,646
U.S. Government securities$20,157,0003,629
U.S. Treasury securities$01,362
U.S. Government agency obligations$20,157,0003,539
Securities issued by states & political subdivisions$20,479,0001,009
Other domestic debt securities$1,494,0001,673
Privately issued residential mortgage-backed securities$697,0001,020
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$797,0001,467
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$5,476,0004,407
Mortgage-backed securities$14,105,0002,200
Certificates of participation in pools of residential mortgages$7,893,0002,377
Issued or guaranteed by U.S.$7,893,0002,365
Privately issued$0207
Collaterized mortgage obligations$6,212,0001,397
CMOs issued by government agencies or sponsored agencies$5,515,0001,229
Privately issued$697,000963
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,363,000855
Available-for-sale securities (fair market value)$23,767,0003,522
Total debt securities$42,130,0002,603
Structured notes
Amortized cost$2,789,0001,087
Fair value$2,784,0001,080
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$39,868,0002,790
U.S. Government securities$17,073,0004,091
U.S. Treasury securities$01,448
U.S. Government agency obligations$17,073,0003,990
Securities issued by states & political subdivisions$21,152,000963
Other domestic debt securities$1,643,0001,631
Privately issued residential mortgage-backed securities$721,000979
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$922,0001,452
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$5,969,0004,278
Mortgage-backed securities$13,003,0002,300
Certificates of participation in pools of residential mortgages$8,180,0002,323
Issued or guaranteed by U.S.$8,180,0002,314
Privately issued$0218
Collaterized mortgage obligations$4,823,0001,550
CMOs issued by government agencies or sponsored agencies$4,102,0001,405
Privately issued$721,000918
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,020,000846
Available-for-sale securities (fair market value)$20,848,0003,862
Total debt securities$39,868,0002,749
Structured notes
Amortized cost$1,292,0001,743
Fair value$1,294,0001,736
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$39,394,0002,841
U.S. Government securities$18,163,0003,976
U.S. Treasury securities$01,498
U.S. Government agency obligations$18,163,0003,877
Securities issued by states & political subdivisions$19,583,0001,027
Other domestic debt securities$1,648,0001,642
Privately issued residential mortgage-backed securities$731,000957
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$917,0001,478
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$5,969,0004,278
Mortgage-backed securities$12,615,0002,335
Certificates of participation in pools of residential mortgages$8,686,0002,265
Issued or guaranteed by U.S.$8,686,0002,252
Privately issued$0208
Collaterized mortgage obligations$3,929,0001,700
CMOs issued by government agencies or sponsored agencies$3,198,0001,560
Privately issued$731,000904
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,248,000936
Available-for-sale securities (fair market value)$22,146,0003,726
Total debt securities$39,394,0002,795
Structured notes
Amortized cost$1,291,0001,842
Fair value$1,289,0001,836
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$34,772,0003,159
U.S. Government securities$13,835,0004,746
U.S. Treasury securities$01,574
U.S. Government agency obligations$13,835,0004,616
Securities issued by states & political subdivisions$19,563,0001,032
Other domestic debt securities$1,374,0001,764
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$1,374,0001,256
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$5,969,0004,320
Mortgage-backed securities$9,571,0002,694
Certificates of participation in pools of residential mortgages$6,978,0002,560
Issued or guaranteed by U.S.$6,978,0002,546
Privately issued$0214
Collaterized mortgage obligations$2,593,0001,932
CMOs issued by government agencies or sponsored agencies$2,593,0001,686
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)$17,238,000970
Available-for-sale securities (fair market value)$17,534,0004,330
Total debt securities$34,772,0003,123
Structured notes
Amortized cost$1,291,0001,946
Fair value$1,284,0001,939
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$36,240,0003,052
U.S. Government securities$16,038,0004,342
U.S. Treasury securities$01,634
U.S. Government agency obligations$16,038,0004,215
Securities issued by states & political subdivisions$19,753,0001,004
Other domestic debt securities$449,0002,492
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$449,0001,935
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$5,970,0004,325
Mortgage-backed securities$9,131,0002,741
Certificates of participation in pools of residential mortgages$6,381,0002,711
Issued or guaranteed by U.S.$6,381,0002,698
Privately issued$0211
Collaterized mortgage obligations$2,750,0001,873
CMOs issued by government agencies or sponsored agencies$2,750,0001,632
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)$17,455,000975
Available-for-sale securities (fair market value)$18,785,0004,114
Total debt securities$36,240,0003,014
Structured notes
Amortized cost$1,290,0001,999
Fair value$1,269,0001,992
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$36,502,0003,071
U.S. Government securities$15,798,0004,423
U.S. Treasury securities$01,715
U.S. Government agency obligations$15,798,0004,295
Securities issued by states & political subdivisions$20,250,000967
Other domestic debt securities$454,0002,552
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$454,0002,021
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$11,461,0003,155
Mortgage-backed securities$7,893,0003,003
Certificates of participation in pools of residential mortgages$5,389,0002,975
Issued or guaranteed by U.S.$5,389,0002,962
Privately issued$0205
Collaterized mortgage obligations$2,504,0001,942
CMOs issued by government agencies or sponsored agencies$2,504,0001,695
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)$17,841,000981
Available-for-sale securities (fair market value)$18,661,0004,168
Total debt securities$36,502,0003,021
Structured notes
Amortized cost$1,290,0001,997
Fair value$1,278,0001,987
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$35,791,0003,101
U.S. Government securities$15,671,0004,431
U.S. Treasury securities$01,737
U.S. Government agency obligations$15,671,0004,294
Securities issued by states & political subdivisions$19,661,0001,004
Other domestic debt securities$459,0002,631
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$459,0002,129
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$11,512,0003,119
Mortgage-backed securities$8,038,0003,008
Certificates of participation in pools of residential mortgages$5,337,0003,022
Issued or guaranteed by U.S.$5,337,0003,010
Privately issued$0216
Collaterized mortgage obligations$2,701,0001,892
CMOs issued by government agencies or sponsored agencies$2,701,0001,652
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)$17,470,0001,015
Available-for-sale securities (fair market value)$18,321,0004,203
Total debt securities$35,792,0003,050
Structured notes
Amortized cost$996,0002,328
Fair value$986,0002,216
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$34,202,0003,184
U.S. Government securities$13,366,0004,823
U.S. Treasury securities$01,786
U.S. Government agency obligations$13,366,0004,690
Securities issued by states & political subdivisions$20,375,000965
Other domestic debt securities$461,0002,687
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$461,0002,211
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$11,605,0003,090
Mortgage-backed securities$7,718,0003,084
Certificates of participation in pools of residential mortgages$4,657,0003,231
Issued or guaranteed by U.S.$4,657,0003,219
Privately issued$0225
Collaterized mortgage obligations$3,061,0001,819
CMOs issued by government agencies or sponsored agencies$3,061,0001,584
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)$18,468,000974
Available-for-sale securities (fair market value)$15,734,0004,584
Total debt securities$34,202,0003,132
Structured notes
Amortized cost$995,0002,288
Fair value$992,0002,143
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$37,598,0002,996
U.S. Government securities$14,294,0004,699
U.S. Treasury securities$01,839
U.S. Government agency obligations$14,294,0004,559
Securities issued by states & political subdivisions$20,533,000938
Other domestic debt securities$2,771,0001,457
Privately issued residential mortgage-backed securities$1,804,000672
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$967,0001,825
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$11,716,0003,065
Mortgage-backed securities$10,408,0002,759
Certificates of participation in pools of residential mortgages$6,871,0002,756
Issued or guaranteed by U.S.$5,067,0003,175
Privately issued$1,804,00096
Collaterized mortgage obligations$3,537,0001,754
CMOs issued by government agencies or sponsored agencies$3,537,0001,539
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)$18,639,000967
Available-for-sale securities (fair market value)$18,959,0004,144
Total debt securities$37,598,0002,941
Structured notes
Amortized cost$995,0002,280
Fair value$995,0002,144
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$38,751,0002,954
U.S. Government securities$15,603,0004,526
U.S. Treasury securities$01,963
U.S. Government agency obligations$15,603,0004,385
Securities issued by states & political subdivisions$20,838,000897
Other domestic debt securities$2,310,0001,626
Privately issued residential mortgage-backed securities$1,805,000656
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$505,0002,247
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$12,289,0002,970
Mortgage-backed securities$11,224,0002,724
Certificates of participation in pools of residential mortgages$7,301,0002,736
Issued or guaranteed by U.S.$5,496,0003,144
Privately issued$1,805,00090
Collaterized mortgage obligations$3,923,0001,708
CMOs issued by government agencies or sponsored agencies$3,923,0001,497
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)$18,985,000980
Available-for-sale securities (fair market value)$19,766,0004,121
Total debt securities$38,753,0002,903
Structured notes
Amortized cost$1,493,0001,841
Fair value$1,495,0001,756
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$40,142,0002,891
U.S. Government securities$15,494,0004,556
U.S. Treasury securities$01,963
U.S. Government agency obligations$15,494,0004,414
Securities issued by states & political subdivisions$21,564,000878
Other domestic debt securities$3,084,0001,466
Privately issued residential mortgage-backed securities$1,816,000649
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$758,000204
Structured financial products - TotalNANA
Other domestic debt securities - All other$510,0002,300
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$14,072,0002,681
Mortgage-backed securities$11,595,0002,720
Certificates of participation in pools of residential mortgages$6,443,0002,958
Issued or guaranteed by U.S.$4,627,0003,418
Privately issued$1,816,00089
Collaterized mortgage obligations$5,152,0001,533
CMOs issued by government agencies or sponsored agencies$5,152,0001,346
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)$20,001,000938
Available-for-sale securities (fair market value)$20,141,0004,088
Total debt securities$40,142,0002,840
Structured notes
Amortized cost$992,0002,235
Fair value$999,0002,028
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$40,650,0002,855
U.S. Government securities$16,205,0004,393
U.S. Treasury securities$01,990
U.S. Government agency obligations$16,205,0004,258
Securities issued by states & political subdivisions$20,584,000921
Other domestic debt securities$3,861,0001,330
Privately issued residential mortgage-backed securities$1,826,000599
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$758,000216
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,277,0001,770
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$13,681,0002,706
Mortgage-backed securities$12,300,0002,642
Certificates of participation in pools of residential mortgages$6,746,0002,939
Issued or guaranteed by U.S.$4,920,0003,348
Privately issued$1,826,00088
Collaterized mortgage obligations$5,554,0001,481
CMOs issued by government agencies or sponsored agencies$5,554,0001,305
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)$19,110,000976
Available-for-sale securities (fair market value)$21,540,0003,906
Total debt securities$40,650,0002,801
Structured notes
Amortized cost$992,0002,237
Fair value$1,000,0002,082
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$40,432,0002,918
U.S. Government securities$16,216,0004,462
U.S. Treasury securities$02,098
U.S. Government agency obligations$16,216,0004,313
Securities issued by states & political subdivisions$20,341,000928
Other domestic debt securities$3,875,0001,360
Privately issued residential mortgage-backed securities$1,825,000596
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$758,000226
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,292,0001,858
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$11,098,0003,078
Mortgage-backed securities$13,344,0002,538
Certificates of participation in pools of residential mortgages$7,141,0002,900
Issued or guaranteed by U.S.$5,316,0003,305
Privately issued$1,825,00091
Collaterized mortgage obligations$6,203,0001,427
CMOs issued by government agencies or sponsored agencies$6,203,0001,258
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)$18,969,000990
Available-for-sale securities (fair market value)$21,463,0003,995
Total debt securities$40,431,0002,860
Structured notes
Amortized cost$991,0002,208
Fair value$992,0002,025
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$38,697,0003,012
U.S. Government securities$15,304,0004,586
U.S. Treasury securities$02,082
U.S. Government agency obligations$15,304,0004,442
Securities issued by states & political subdivisions$19,475,000994
Other domestic debt securities$3,918,0001,443
Privately issued residential mortgage-backed securities$1,845,000629
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$757,000237
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,316,0001,936
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$11,325,0003,026
Mortgage-backed securities$14,935,0002,426
Certificates of participation in pools of residential mortgages$7,895,0002,762
Issued or guaranteed by U.S.$6,050,0003,132
Privately issued$1,845,00099
Collaterized mortgage obligations$7,040,0001,363
CMOs issued by government agencies or sponsored agencies$7,040,0001,205
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)$18,083,000997
Available-for-sale securities (fair market value)$20,614,0004,098
Total debt securities$38,697,0002,947
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$39,549,0003,003
U.S. Government securities$15,275,0004,636
U.S. Treasury securities$02,227
U.S. Government agency obligations$15,275,0004,497
Securities issued by states & political subdivisions$19,861,000984
Other domestic debt securities$4,413,0001,365
Privately issued residential mortgage-backed securities$1,854,000522
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,227,000212
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,332,0002,037
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$10,549,0003,082
Mortgage-backed securities$14,128,0002,507
Certificates of participation in pools of residential mortgages$8,281,0002,702
Issued or guaranteed by U.S.$6,427,0003,053
Privately issued$1,854,000108
Collaterized mortgage obligations$5,847,0001,467
CMOs issued by government agencies or sponsored agencies$5,847,0001,379
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)$18,560,000995
Available-for-sale securities (fair market value)$20,989,0004,077
Total debt securities$39,550,0002,941
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$39,395,0002,971
U.S. Government securities$15,566,0004,451
U.S. Treasury securities$02,287
U.S. Government agency obligations$15,566,0004,296
Securities issued by states & political subdivisions$19,399,0001,011
Other domestic debt securities$4,430,0001,439
Privately issued residential mortgage-backed securities$1,863,000539
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,226,000234
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,341,0002,148
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$10,646,0002,980
Mortgage-backed securities$14,892,0002,429
Certificates of participation in pools of residential mortgages$8,124,0002,708
Issued or guaranteed by U.S.$6,261,0003,087
Privately issued$1,863,000105
Collaterized mortgage obligations$6,768,0001,391
CMOs issued by government agencies or sponsored agencies$6,768,0001,297
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)$18,159,0001,003
Available-for-sale securities (fair market value)$21,236,0003,970
Total debt securities$39,394,0002,896
Structured notes
Amortized cost$535,0001,744
Fair value$535,0001,748
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$42,195,0002,755
U.S. Government securities$17,681,0003,999
U.S. Treasury securities$02,322
U.S. Government agency obligations$17,681,0003,848
Securities issued by states & political subdivisions$20,061,000942
Other domestic debt securities$4,453,0001,488
Privately issued residential mortgage-backed securities$1,871,000555
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,225,000239
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,357,0002,194
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$10,874,0002,878
Mortgage-backed securities$17,009,0002,251
Certificates of participation in pools of residential mortgages$9,306,0002,512
Issued or guaranteed by U.S.$7,435,0002,824
Privately issued$1,871,000104
Collaterized mortgage obligations$7,703,0001,413
CMOs issued by government agencies or sponsored agencies$7,703,0001,313
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)$18,821,000940
Available-for-sale securities (fair market value)$23,374,0003,663
Total debt securities$42,196,0002,678
Structured notes
Amortized cost$535,0001,549
Fair value$537,0001,554
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$44,315,0002,599
U.S. Government securities$19,854,0003,719
U.S. Treasury securities$02,382
U.S. Government agency obligations$19,854,0003,555
Securities issued by states & political subdivisions$19,565,000925
Other domestic debt securities$4,896,0001,419
Privately issued residential mortgage-backed securities$1,880,000556
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,225,000244
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,791,0002,003
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$11,059,0002,876
Mortgage-backed securities$16,184,0002,312
Certificates of participation in pools of residential mortgages$9,144,0002,496
Issued or guaranteed by U.S.$7,264,0002,813
Privately issued$1,880,000104
Collaterized mortgage obligations$7,040,0001,526
CMOs issued by government agencies or sponsored agencies$7,040,0001,431
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)$16,838,0001,047
Available-for-sale securities (fair market value)$27,477,0003,250
Total debt securities$44,315,0002,533
Structured notes
Amortized cost$535,0001,283
Fair value$536,0001,287
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$44,317,0002,577
U.S. Government securities$19,654,0003,756
U.S. Treasury securities$02,544
U.S. Government agency obligations$19,654,0003,593
Securities issued by states & political subdivisions$19,717,000897
Other domestic debt securities$4,946,0001,398
Privately issued residential mortgage-backed securities$1,889,000547
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,231,000246
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,826,0002,013
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$11,222,0002,856
Mortgage-backed securities$14,718,0002,433
Certificates of participation in pools of residential mortgages$9,984,0002,347
Issued or guaranteed by U.S.$8,095,0002,629
Privately issued$1,889,000102
Collaterized mortgage obligations$4,734,0001,873
CMOs issued by government agencies or sponsored agencies$4,734,0001,769
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)$17,027,0001,051
Available-for-sale securities (fair market value)$27,290,0003,222
Total debt securities$44,317,0002,511
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$42,897,0002,505
U.S. Government securities$18,225,0003,796
U.S. Treasury securities$03,182
U.S. Government agency obligations$18,225,0003,615
Securities issued by states & political subdivisions$20,372,000803
Other domestic debt securities$4,300,0001,567
Privately issued residential mortgage-backed securities$1,972,000631
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,328,0001,770
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$10,572,0002,862
Mortgage-backed securities$17,296,0002,055
Certificates of participation in pools of residential mortgages$12,514,0001,817
Issued or guaranteed by U.S.$10,593,0002,017
Privately issued$1,921,000108
Collaterized mortgage obligations$4,782,0001,919
CMOs issued by government agencies or sponsored agencies$4,731,0001,805
Privately issued$51,0001,144
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,245,000948
Available-for-sale securities (fair market value)$23,652,0003,406
Total debt securities$42,897,0002,442
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$57,486,0001,912
U.S. Government securities$33,034,0002,432
U.S. Treasury securities$04,186
U.S. Government agency obligations$33,034,0002,234
Securities issued by states & political subdivisions$20,213,000767
Other domestic debt securities$3,608,0001,426
Privately issued residential mortgage-backed securities$2,125,000556
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,483,0001,889
Foreign debt securities$0313
Equity securities$631,0003,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,437,0003,550
Mortgage-backed securities$19,132,0001,529
Certificates of participation in pools of residential mortgages$14,931,0001,330
Issued or guaranteed by U.S.$13,116,0001,437
Privately issued$1,815,000120
Collaterized mortgage obligations$4,201,0001,645
CMOs issued by government agencies or sponsored agencies$3,891,0001,585
Privately issued$310,000884
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,352,0001,172
Available-for-sale securities (fair market value)$38,134,0002,231
Total debt securities$56,855,0001,854
Structured notes
Amortized cost$304,000720
Fair value$301,000721
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$52,524,0002,148
U.S. Government securities$30,223,0002,731
U.S. Treasury securities$05,412
U.S. Government agency obligations$30,223,0002,438
Securities issued by states & political subdivisions$18,554,000874
Other domestic debt securities$3,116,0001,504
Privately issued residential mortgage-backed securities$1,567,000659
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,549,0001,688
Foreign debt securities$0343
Equity securities$631,0003,245
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,696,0004,757
Mortgage-backed securities$18,254,0001,711
Certificates of participation in pools of residential mortgages$15,288,0001,391
Issued or guaranteed by U.S.$13,721,0001,492
Privately issued$1,567,000121
Collaterized mortgage obligations$2,966,0002,084
CMOs issued by government agencies or sponsored agencies$2,966,0001,932
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)$18,489,0001,345
Available-for-sale securities (fair market value)$34,035,0002,530
Total debt securities$51,893,0002,102
Structured notes
Amortized cost$60,0001,327
Fair value$59,0001,328
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$41,298,0002,766
U.S. Government securities$24,044,0003,401
U.S. Treasury securities$06,820
U.S. Government agency obligations$24,044,0002,877
Securities issued by states & political subdivisions$14,607,0001,132
Other domestic debt securities$2,041,0001,700
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$2,041,0001,385
Foreign debt securities$0363
Equity securities$606,0003,195
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,775,0004,406
Mortgage-backed securities$16,113,0001,973
Certificates of participation in pools of residential mortgages$13,584,0001,598
Issued or guaranteed by U.S.$13,584,0001,587
Privately issued$0349
Collaterized mortgage obligations$2,529,0002,403
CMOs issued by government agencies or sponsored agencies$2,529,0002,277
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)$14,711,0001,759
Available-for-sale securities (fair market value)$26,587,0003,077
Total debt securities$40,692,0002,714
Structured notes
Amortized cost$1,400,000513
Fair value$1,399,000508
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$45,060,0002,524
U.S. Government securities$31,176,0002,827
U.S. Treasury securities$07,921
U.S. Government agency obligations$31,176,0002,216
Securities issued by states & political subdivisions$11,732,0001,222
Other domestic debt securities$1,574,0001,519
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$1,574,0001,196
Foreign debt securities$0390
Equity securities$578,0003,311
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,359,0004,813
Mortgage-backed securities$15,029,0002,016
Certificates of participation in pools of residential mortgages$11,703,0001,764
Issued or guaranteed by U.S.$11,703,0001,753
Privately issued$0394
Collaterized mortgage obligations$3,326,0002,126
CMOs issued by government agencies or sponsored agencies$3,326,0002,034
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)$12,819,0002,345
Available-for-sale securities (fair market value)$32,241,0002,449
Total debt securities$44,482,0002,476
Structured notes
Amortized cost$2,653,000575
Fair value$2,642,000572
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$43,722,0002,748
U.S. Government securities$30,745,0003,124
U.S. Treasury securities$979,0007,450
U.S. Government agency obligations$29,766,0002,404
Securities issued by states & political subdivisions$10,610,0001,372
Other domestic debt securities$1,798,0001,603
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$1,798,0001,187
Foreign debt securities$0466
Equity securities$569,0003,261
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,066,0005,108
Mortgage-backed securities$15,477,0002,220
Certificates of participation in pools of residential mortgages$12,842,0001,823
Issued or guaranteed by U.S.$12,842,0001,808
Privately issued$0472
Collaterized mortgage obligations$2,635,0002,723
CMOs issued by government agencies or sponsored agencies$2,635,0002,606
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)$12,815,0002,678
Available-for-sale securities (fair market value)$30,907,0002,672
Total debt securities$43,153,0002,714
Structured notes
Amortized cost$1,900,0001,182
Fair value$1,857,0001,182
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$43,998,0002,864
U.S. Government securities$31,119,0003,234
U.S. Treasury securities$1,958,0007,278
U.S. Government agency obligations$29,161,0002,399
Securities issued by states & political subdivisions$9,565,0001,530
Other domestic debt securities$3,243,0001,373
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$3,243,0001,035
Foreign debt securities$0553
Equity securities$71,0006,633
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,766,0005,416
Mortgage-backed securities$10,188,0003,055
Certificates of participation in pools of residential mortgages$6,903,0002,734
Issued or guaranteed by U.S.$6,903,0002,711
Privately issued$0558
Collaterized mortgage obligations$3,285,0002,723
CMOs issued by government agencies or sponsored agencies$3,285,0002,596
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)$12,592,0002,878
Available-for-sale securities (fair market value)$31,406,0002,706
Total debt securities$43,927,0002,801
Structured notes
Amortized cost$5,400,000619
Fair value$5,330,000612
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$31,449,0004,112
U.S. Government securities$22,866,0004,441
U.S. Treasury securities$1,470,0008,978
U.S. Government agency obligations$21,396,0003,021
Securities issued by states & political subdivisions$5,337,0002,790
Other domestic debt securities$3,246,0001,529
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$3,246,0001,191
Foreign debt securities$0600
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,641,0005,584
Mortgage-backed securities$7,244,0003,927
Certificates of participation in pools of residential mortgages$4,826,0003,459
Issued or guaranteed by U.S.$4,826,0003,437
Privately issued$0564
Collaterized mortgage obligations$2,418,0003,361
CMOs issued by government agencies or sponsored agencies$2,418,0003,198
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)$21,169,0003,295
Available-for-sale securities (fair market value)$10,280,0004,672
Total debt securities$31,449,0004,023
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$34,753,0003,941
U.S. Government securities$25,979,0004,101
U.S. Treasury securities$984,00010,155
U.S. Government agency obligations$24,995,0002,743
Securities issued by states & political subdivisions$4,452,0003,290
Other domestic debt securities$4,322,0001,526
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$4,322,0001,149
Foreign debt securities$0649
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,720,0006,233
Mortgage-backed securities$10,519,0003,518
Certificates of participation in pools of residential mortgages$5,211,0003,677
Issued or guaranteed by U.S.$5,211,0003,641
Privately issued$0731
Collaterized mortgage obligations$5,308,0002,532
CMOs issued by government agencies or sponsored agencies$5,308,0002,381
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$34,753,0003,848
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$25,590,0005,073
U.S. Government securities$19,760,0005,105
U.S. Treasury securities$1,488,0009,616
U.S. Government agency obligations$18,272,0003,499
Securities issued by states & political subdivisions$3,876,0003,400
Other domestic debt securities$1,954,0002,979
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$1,954,0002,115
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$2,717,0006,268
Mortgage-backed securities$9,610,0003,842
Certificates of participation in pools of residential mortgages$6,091,0003,544
Issued or guaranteed by U.S.$6,091,0003,496
Privately issued$0831
Collaterized mortgage obligations$3,519,0003,202
CMOs issued by government agencies or sponsored agencies$3,519,0002,898
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$25,590,0004,982
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