Southern Independent Bank, Securities

2023-12-31Rank
Total securities$145,325,0001,276
U.S. Government securities$71,708,0001,484
U.S. Treasury securities$02,754
U.S. Government agency obligations$71,708,0001,260
Securities issued by states & political subdivisions$33,472,0001,260
Other domestic debt securities$32,168,000548
Privately issued residential mortgage-backed securities$603,000531
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$30,685,000291
Foreign debt securities$7,977,00081
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,076,0001,698
Mortgage-backed securities$53,349,0001,213
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$8,276,0002,195
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$40,528,000446
Privately issued$603,000391
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,380,0001,129
Other commercial mortgage-backed securities$2,562,000883
Held to maturity securities (book value)$5,916,0001,134
Available-for-sale securities (fair market value)$139,409,0001,170
Total debt securities$145,326,0001,257
Structured notes
Amortized cost$1,250,000723
Fair value$1,102,000731
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$138,132,0001,326
U.S. Government securities$67,826,0001,530
U.S. Treasury securities$02,809
U.S. Government agency obligations$67,826,0001,302
Securities issued by states & political subdivisions$30,864,0001,312
Other domestic debt securities$31,325,000549
Privately issued residential mortgage-backed securities$610,000510
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$29,852,000298
Foreign debt securities$8,117,00078
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,065,0001,869
Mortgage-backed securities$50,498,0001,229
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$8,156,0002,193
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$38,536,000460
Privately issued$610,000384
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,335,0001,114
Other commercial mortgage-backed securities$1,861,000951
Held to maturity securities (book value)$5,918,0001,146
Available-for-sale securities (fair market value)$132,214,0001,202
Total debt securities$138,131,0001,310
Structured notes
Amortized cost$1,250,000745
Fair value$1,057,000750
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$143,915,0001,319
U.S. Government securities$65,733,0001,604
U.S. Treasury securities$02,832
U.S. Government agency obligations$65,733,0001,363
Securities issued by states & political subdivisions$37,866,0001,172
Other domestic debt securities$32,179,000530
Privately issued residential mortgage-backed securities$1,515,000462
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$30,664,000288
Foreign debt securities$8,137,00082
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,048,0001,802
Mortgage-backed securities$50,418,0001,276
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$8,791,0002,172
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$37,949,000475
Privately issued$1,515,000347
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,387,0001,104
Other commercial mortgage-backed securities$776,0001,148
Held to maturity securities (book value)$5,990,0001,155
Available-for-sale securities (fair market value)$137,925,0001,197
Total debt securities$143,914,0001,302
Structured notes
Amortized cost$1,250,000792
Fair value$1,088,000796
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$146,362,0001,366
U.S. Government securities$67,633,0001,639
U.S. Treasury securities$02,901
U.S. Government agency obligations$67,633,0001,349
Securities issued by states & political subdivisions$37,830,0001,215
Other domestic debt securities$32,761,000557
Privately issued residential mortgage-backed securities$1,574,000480
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$31,187,000298
Foreign debt securities$8,138,00073
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,851,0002,314
Mortgage-backed securities$52,076,0001,306
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$9,206,0002,190
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$39,389,000482
Privately issued$1,574,000357
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,406,0001,131
Other commercial mortgage-backed securities$501,0001,231
Held to maturity securities (book value)$5,991,0001,195
Available-for-sale securities (fair market value)$140,371,0001,227
Total debt securities$146,363,0001,349
Structured notes
Amortized cost$1,250,000820
Fair value$1,096,000828
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$148,453,0001,368
U.S. Government securities$69,216,0001,628
U.S. Treasury securities$02,941
U.S. Government agency obligations$69,216,0001,326
Securities issued by states & political subdivisions$37,976,0001,233
Other domestic debt securities$33,894,000553
Privately issued residential mortgage-backed securities$1,577,000491
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$32,317,000302
Foreign debt securities$7,367,00079
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,454,0002,261
Mortgage-backed securities$52,147,0001,309
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$9,805,0002,153
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$38,887,000494
Privately issued$1,577,000354
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,377,0001,126
Other commercial mortgage-backed securities$501,0001,221
Held to maturity securities (book value)$5,993,0001,216
Available-for-sale securities (fair market value)$142,460,0001,239
Total debt securities$148,454,0001,353
Structured notes
Amortized cost$1,250,000841
Fair value$1,055,000852
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$147,181,0001,385
U.S. Government securities$68,132,0001,662
U.S. Treasury securities$02,957
U.S. Government agency obligations$68,132,0001,354
Securities issued by states & political subdivisions$37,592,0001,239
Other domestic debt securities$33,968,000531
Privately issued residential mortgage-backed securities$1,642,000478
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$32,326,000299
Foreign debt securities$7,489,00077
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,308,0002,208
Mortgage-backed securities$53,016,0001,313
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$9,575,0002,187
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$39,768,000493
Privately issued$1,642,000354
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,394,0001,144
Other commercial mortgage-backed securities$637,0001,233
Held to maturity securities (book value)$5,744,0001,206
Available-for-sale securities (fair market value)$141,437,0001,256
Total debt securities$147,185,0001,368
Structured notes
Amortized cost$1,500,000775
Fair value$1,326,000801
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$138,015,0001,482
U.S. Government securities$64,365,0001,737
U.S. Treasury securities$02,920
U.S. Government agency obligations$64,365,0001,434
Securities issued by states & political subdivisions$38,192,0001,277
Other domestic debt securities$28,309,000572
Privately issued residential mortgage-backed securities$983,000525
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$27,326,000356
Foreign debt securities$7,149,00084
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,801,0002,118
Mortgage-backed securities$48,920,0001,406
Certificates of participation in pools of residential mortgages$10,645,0002,195
Issued or guaranteed by U.S.$10,645,0002,138
Privately issued$0231
Collaterized mortgage obligations$36,106,000596
CMOs issued by government agencies or sponsored agencies$35,123,000546
Privately issued$983,000382
Commercial mortgage-backed securities$2,169,0001,485
Commercial mortgage pass-through securities$1,460,0001,123
Other commercial mortgage-backed securities$709,0001,295
Held to maturity securities (book value)$5,319,0001,150
Available-for-sale securities (fair market value)$132,696,0001,364
Total debt securities$138,014,0001,468
Structured notes
Amortized cost$1,000,000840
Fair value$894,000953
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$132,292,0001,506
U.S. Government securities$63,046,0001,720
U.S. Treasury securities$02,666
U.S. Government agency obligations$63,046,0001,463
Securities issued by states & political subdivisions$40,816,0001,245
Other domestic debt securities$23,095,000626
Privately issued residential mortgage-backed securities$555,000542
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$22,540,000403
Foreign debt securities$5,335,00091
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,620,0002,075
Mortgage-backed securities$46,886,0001,456
Certificates of participation in pools of residential mortgages$10,329,0002,257
Issued or guaranteed by U.S.$10,329,0002,201
Privately issued$0238
Collaterized mortgage obligations$34,180,000620
CMOs issued by government agencies or sponsored agencies$33,625,000571
Privately issued$555,000390
Commercial mortgage-backed securities$2,377,0001,456
Commercial mortgage pass-through securities$1,532,0001,108
Other commercial mortgage-backed securities$845,0001,249
Held to maturity securities (book value)$5,320,0001,057
Available-for-sale securities (fair market value)$126,972,0001,412
Total debt securities$132,291,0001,491
Structured notes
Amortized cost$1,250,000719
Fair value$1,191,000723
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$130,071,0001,466
U.S. Government securities$59,942,0001,668
U.S. Treasury securities$02,212
U.S. Government agency obligations$59,942,0001,479
Securities issued by states & political subdivisions$43,694,0001,216
Other domestic debt securities$21,634,000627
Privately issued residential mortgage-backed securities$601,000502
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$21,033,000399
Foreign debt securities$4,801,00092
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,506,0001,989
Mortgage-backed securities$43,632,0001,493
Certificates of participation in pools of residential mortgages$8,039,0002,460
Issued or guaranteed by U.S.$8,039,0002,386
Privately issued$0246
Collaterized mortgage obligations$32,512,000611
CMOs issued by government agencies or sponsored agencies$31,911,000570
Privately issued$601,000341
Commercial mortgage-backed securities$3,081,0001,342
Commercial mortgage pass-through securities$2,110,000985
Other commercial mortgage-backed securities$971,0001,201
Held to maturity securities (book value)$4,821,000982
Available-for-sale securities (fair market value)$125,250,0001,390
Total debt securities$130,071,0001,450
Structured notes
Amortized cost$1,253,000633
Fair value$1,255,000631
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$129,290,0001,410
U.S. Government securities$60,799,0001,604
U.S. Treasury securities$02,008
U.S. Government agency obligations$60,799,0001,455
Securities issued by states & political subdivisions$43,378,0001,194
Other domestic debt securities$20,419,000608
Privately issued residential mortgage-backed securities$602,000477
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$19,817,000392
Foreign debt securities$4,694,00089
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,148,0002,146
Mortgage-backed securities$44,852,0001,442
Certificates of participation in pools of residential mortgages$8,861,0002,377
Issued or guaranteed by U.S.$8,861,0002,317
Privately issued$0234
Collaterized mortgage obligations$32,415,000592
CMOs issued by government agencies or sponsored agencies$31,813,000569
Privately issued$602,000324
Commercial mortgage-backed securities$3,576,0001,279
Commercial mortgage pass-through securities$2,528,000936
Other commercial mortgage-backed securities$1,048,0001,178
Held to maturity securities (book value)$4,821,000954
Available-for-sale securities (fair market value)$124,469,0001,343
Total debt securities$129,290,0001,391
Structured notes
Amortized cost$1,255,000562
Fair value$1,268,000560
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$114,208,0001,491
U.S. Government securities$52,968,0001,667
U.S. Treasury securities$01,913
U.S. Government agency obligations$52,968,0001,524
Securities issued by states & political subdivisions$39,180,0001,256
Other domestic debt securities$17,516,000641
Privately issued residential mortgage-backed securities$612,000477
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$16,904,000418
Foreign debt securities$4,544,00090
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,505,0002,221
Mortgage-backed securities$37,774,0001,579
Certificates of participation in pools of residential mortgages$5,673,0002,712
Issued or guaranteed by U.S.$5,673,0002,633
Privately issued$0247
Collaterized mortgage obligations$28,212,000614
CMOs issued by government agencies or sponsored agencies$27,600,000585
Privately issued$612,000310
Commercial mortgage-backed securities$3,889,0001,240
Commercial mortgage pass-through securities$2,785,000913
Other commercial mortgage-backed securities$1,104,0001,142
Held to maturity securities (book value)$2,841,0001,084
Available-for-sale securities (fair market value)$111,367,0001,411
Total debt securities$114,207,0001,477
Structured notes
Amortized cost$758,000622
Fair value$773,000620
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$102,460,0001,514
U.S. Government securities$47,874,0001,658
U.S. Treasury securities$01,631
U.S. Government agency obligations$47,874,0001,552
Securities issued by states & political subdivisions$36,941,0001,267
Other domestic debt securities$13,852,000705
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$13,852,000451
Foreign debt securities$3,793,00098
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,164,0002,157
Mortgage-backed securities$34,497,0001,600
Certificates of participation in pools of residential mortgages$5,721,0002,657
Issued or guaranteed by U.S.$5,721,0002,582
Privately issued$0261
Collaterized mortgage obligations$24,524,000648
CMOs issued by government agencies or sponsored agencies$24,524,000612
Privately issued$0475
Commercial mortgage-backed securities$4,252,0001,174
Commercial mortgage pass-through securities$3,061,000849
Other commercial mortgage-backed securities$1,191,0001,096
Held to maturity securities (book value)$2,515,0001,093
Available-for-sale securities (fair market value)$99,945,0001,427
Total debt securities$102,458,0001,496
Structured notes
Amortized cost$499,000523
Fair value$523,000468
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$95,136,0001,468
U.S. Government securities$44,285,0001,631
U.S. Treasury securities$01,194
U.S. Government agency obligations$44,285,0001,547
Securities issued by states & political subdivisions$37,305,0001,205
Other domestic debt securities$9,734,000811
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$9,734,000534
Foreign debt securities$3,812,00093
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,745,0002,042
Mortgage-backed securities$30,128,0001,661
Certificates of participation in pools of residential mortgages$4,844,0002,737
Issued or guaranteed by U.S.$4,844,0002,660
Privately issued$0245
Collaterized mortgage obligations$21,416,000718
CMOs issued by government agencies or sponsored agencies$21,416,000683
Privately issued$0474
Commercial mortgage-backed securities$3,868,0001,175
Commercial mortgage pass-through securities$2,567,000872
Other commercial mortgage-backed securities$1,301,0001,041
Held to maturity securities (book value)$2,715,0001,050
Available-for-sale securities (fair market value)$92,421,0001,399
Total debt securities$95,137,0001,456
Structured notes
Amortized cost$499,000288
Fair value$524,000253
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$89,698,0001,453
U.S. Government securities$45,293,0001,554
U.S. Treasury securities$01,216
U.S. Government agency obligations$45,293,0001,484
Securities issued by states & political subdivisions$31,906,0001,250
Other domestic debt securities$9,037,000808
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$9,037,000529
Foreign debt securities$3,462,000101
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,670,0002,301
Mortgage-backed securities$30,487,0001,602
Certificates of participation in pools of residential mortgages$7,482,0002,349
Issued or guaranteed by U.S.$7,482,0002,276
Privately issued$0251
Collaterized mortgage obligations$18,851,000805
CMOs issued by government agencies or sponsored agencies$18,851,000767
Privately issued$0464
Commercial mortgage-backed securities$4,154,0001,113
Commercial mortgage pass-through securities$2,601,000846
Other commercial mortgage-backed securities$1,553,000984
Held to maturity securities (book value)$2,715,0001,050
Available-for-sale securities (fair market value)$86,983,0001,394
Total debt securities$89,698,0001,441
Structured notes
Amortized cost$648,000242
Fair value$674,000241
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$89,422,0001,426
U.S. Government securities$44,958,0001,552
U.S. Treasury securities$01,251
U.S. Government agency obligations$44,958,0001,469
Securities issued by states & political subdivisions$31,477,0001,201
Other domestic debt securities$9,469,000733
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$9,469,000498
Foreign debt securities$3,518,000101
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,945,0002,207
Mortgage-backed securities$30,518,0001,595
Certificates of participation in pools of residential mortgages$6,689,0002,409
Issued or guaranteed by U.S.$6,689,0002,342
Privately issued$0251
Collaterized mortgage obligations$19,476,000805
CMOs issued by government agencies or sponsored agencies$19,476,000769
Privately issued$0454
Commercial mortgage-backed securities$4,353,0001,072
Commercial mortgage pass-through securities$2,607,000838
Other commercial mortgage-backed securities$1,746,000928
Held to maturity securities (book value)$2,960,0001,030
Available-for-sale securities (fair market value)$86,462,0001,360
Total debt securities$89,421,0001,410
Structured notes
Amortized cost$1,148,000201
Fair value$1,170,000199
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$85,114,0001,422
U.S. Government securities$45,775,0001,528
U.S. Treasury securities$01,297
U.S. Government agency obligations$45,775,0001,447
Securities issued by states & political subdivisions$27,343,0001,233
Other domestic debt securities$8,242,000764
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$8,242,000496
Foreign debt securities$3,754,000103
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,829,0002,094
Mortgage-backed securities$30,344,0001,588
Certificates of participation in pools of residential mortgages$5,486,0002,595
Issued or guaranteed by U.S.$5,486,0002,509
Privately issued$0267
Collaterized mortgage obligations$20,461,000800
CMOs issued by government agencies or sponsored agencies$20,461,000770
Privately issued$0460
Commercial mortgage-backed securities$4,397,0001,042
Commercial mortgage pass-through securities$2,548,000816
Other commercial mortgage-backed securities$1,849,000892
Held to maturity securities (book value)$2,960,0001,037
Available-for-sale securities (fair market value)$82,154,0001,361
Total debt securities$85,113,0001,408
Structured notes
Amortized cost$1,998,000214
Fair value$1,968,000209
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$80,505,0001,492
U.S. Government securities$44,683,0001,583
U.S. Treasury securities$01,363
U.S. Government agency obligations$44,683,0001,498
Securities issued by states & political subdivisions$23,572,0001,351
Other domestic debt securities$8,250,000716
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$8,250,000469
Foreign debt securities$4,000,00091
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,224,0001,997
Mortgage-backed securities$29,293,0001,569
Certificates of participation in pools of residential mortgages$2,896,0003,018
Issued or guaranteed by U.S.$2,896,0002,931
Privately issued$0249
Collaterized mortgage obligations$22,020,000765
CMOs issued by government agencies or sponsored agencies$22,020,000737
Privately issued$0457
Commercial mortgage-backed securities$4,377,0001,029
Commercial mortgage pass-through securities$2,502,000826
Other commercial mortgage-backed securities$1,875,000857
Held to maturity securities (book value)$2,960,0001,080
Available-for-sale securities (fair market value)$77,545,0001,422
Total debt securities$80,504,0001,479
Structured notes
Amortized cost$1,750,000328
Fair value$1,742,000330
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$79,538,0001,499
U.S. Government securities$43,185,0001,623
U.S. Treasury securities$01,429
U.S. Government agency obligations$43,185,0001,540
Securities issued by states & political subdivisions$23,683,0001,336
Other domestic debt securities$8,474,000709
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$8,474,000465
Foreign debt securities$4,196,00090
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,705,0002,290
Mortgage-backed securities$25,657,0001,668
Certificates of participation in pools of residential mortgages$2,384,0003,117
Issued or guaranteed by U.S.$2,384,0003,017
Privately issued$0287
Collaterized mortgage obligations$18,741,000834
CMOs issued by government agencies or sponsored agencies$18,741,000804
Privately issued$0463
Commercial mortgage-backed securities$4,532,0001,008
Commercial mortgage pass-through securities$2,540,000814
Other commercial mortgage-backed securities$1,992,000823
Held to maturity securities (book value)$3,561,0001,085
Available-for-sale securities (fair market value)$75,977,0001,437
Total debt securities$79,539,0001,486
Structured notes
Amortized cost$2,000,000357
Fair value$1,973,000410
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$79,677,0001,521
U.S. Government securities$42,808,0001,668
U.S. Treasury securities$01,467
U.S. Government agency obligations$42,808,0001,577
Securities issued by states & political subdivisions$24,407,0001,324
Other domestic debt securities$8,012,000709
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$8,012,000484
Foreign debt securities$4,450,00090
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,784,0002,332
Mortgage-backed securities$24,788,0001,686
Certificates of participation in pools of residential mortgages$1,395,0003,410
Issued or guaranteed by U.S.$1,395,0003,333
Privately issued$0244
Collaterized mortgage obligations$18,161,000824
CMOs issued by government agencies or sponsored agencies$18,161,000791
Privately issued$0476
Commercial mortgage-backed securities$5,232,000924
Commercial mortgage pass-through securities$2,525,000816
Other commercial mortgage-backed securities$2,707,000714
Held to maturity securities (book value)$3,561,0001,127
Available-for-sale securities (fair market value)$76,116,0001,449
Total debt securities$79,678,0001,504
Structured notes
Amortized cost$2,749,000360
Fair value$2,714,000359
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$77,648,0001,564
U.S. Government securities$40,027,0001,773
U.S. Treasury securities$01,516
U.S. Government agency obligations$40,027,0001,668
Securities issued by states & political subdivisions$25,728,0001,313
Other domestic debt securities$7,763,000710
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$7,763,000488
Foreign debt securities$4,130,00097
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,488,0002,403
Mortgage-backed securities$23,841,0001,727
Certificates of participation in pools of residential mortgages$1,036,0003,568
Issued or guaranteed by U.S.$1,036,0003,481
Privately issued$0248
Collaterized mortgage obligations$18,266,000815
CMOs issued by government agencies or sponsored agencies$18,266,000785
Privately issued$0499
Commercial mortgage-backed securities$4,539,000916
Commercial mortgage pass-through securities$2,976,000758
Other commercial mortgage-backed securities$1,563,000779
Held to maturity securities (book value)$3,561,0001,139
Available-for-sale securities (fair market value)$74,087,0001,482
Total debt securities$77,649,0001,546
Structured notes
Amortized cost$2,749,000368
Fair value$2,673,000367
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$74,141,0001,617
U.S. Government securities$36,326,0001,906
U.S. Treasury securities$01,513
U.S. Government agency obligations$36,326,0001,791
Securities issued by states & political subdivisions$26,158,0001,316
Other domestic debt securities$7,650,000699
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$7,650,000490
Foreign debt securities$4,007,00096
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,335,0002,437
Mortgage-backed securities$20,974,0001,855
Certificates of participation in pools of residential mortgages$640,0003,771
Issued or guaranteed by U.S.$640,0003,705
Privately issued$0211
Collaterized mortgage obligations$16,368,000863
CMOs issued by government agencies or sponsored agencies$16,368,000826
Privately issued$0498
Commercial mortgage-backed securities$3,966,000948
Commercial mortgage pass-through securities$2,914,000764
Other commercial mortgage-backed securities$1,052,000821
Held to maturity securities (book value)$3,561,0001,179
Available-for-sale securities (fair market value)$70,580,0001,550
Total debt securities$74,142,0001,599
Structured notes
Amortized cost$2,998,000359
Fair value$2,870,000359
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$71,263,0001,664
U.S. Government securities$33,464,0002,028
U.S. Treasury securities$01,500
U.S. Government agency obligations$33,464,0001,913
Securities issued by states & political subdivisions$26,101,0001,324
Other domestic debt securities$7,669,000666
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$7,669,000484
Foreign debt securities$4,029,00092
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,431,0002,421
Mortgage-backed securities$19,510,0001,933
Certificates of participation in pools of residential mortgages$749,0003,772
Issued or guaranteed by U.S.$749,0003,748
Privately issued$0145
Collaterized mortgage obligations$14,748,000898
CMOs issued by government agencies or sponsored agencies$14,748,000864
Privately issued$0515
Commercial mortgage-backed securities$4,013,000928
Commercial mortgage pass-through securities$2,873,000758
Other commercial mortgage-backed securities$1,140,000803
Held to maturity securities (book value)$3,561,0001,195
Available-for-sale securities (fair market value)$67,702,0001,606
Total debt securities$71,263,0001,646
Structured notes
Amortized cost$2,998,000355
Fair value$2,837,000359
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$69,910,0001,734
U.S. Government securities$30,766,0002,120
U.S. Treasury securities$01,475
U.S. Government agency obligations$30,766,0002,005
Securities issued by states & political subdivisions$27,418,0001,323
Other domestic debt securities$7,484,000767
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$7,484,000496
Foreign debt securities$4,242,00090
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,118,0002,485
Mortgage-backed securities$18,066,0002,047
Certificates of participation in pools of residential mortgages$770,0003,815
Issued or guaranteed by U.S.$770,0003,645
Privately issued$0453
Collaterized mortgage obligations$13,177,000973
CMOs issued by government agencies or sponsored agencies$13,177,000927
Privately issued$0544
Commercial mortgage-backed securities$4,119,000905
Commercial mortgage pass-through securities$2,909,000720
Other commercial mortgage-backed securities$1,210,000781
Held to maturity securities (book value)$4,242,0001,160
Available-for-sale securities (fair market value)$65,668,0001,674
Total debt securities$69,910,0001,718
Structured notes
Amortized cost$5,014,000223
Fair value$5,529,000205
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$69,905,0001,748
U.S. Government securities$30,872,0002,167
U.S. Treasury securities$01,426
U.S. Government agency obligations$30,872,0002,066
Securities issued by states & political subdivisions$27,256,0001,358
Other domestic debt securities$7,476,000680
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$7,476,000501
Foreign debt securities$4,301,00093
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,365,0002,505
Mortgage-backed securities$18,665,0002,007
Certificates of participation in pools of residential mortgages$844,0003,835
Issued or guaranteed by U.S.$844,0003,827
Privately issued$067
Collaterized mortgage obligations$13,599,000945
CMOs issued by government agencies or sponsored agencies$13,599,000899
Privately issued$0557
Commercial mortgage-backed securities$4,222,000783
Commercial mortgage pass-through securities$2,942,000571
Other commercial mortgage-backed securities$1,280,000755
Held to maturity securities (book value)$4,241,0001,185
Available-for-sale securities (fair market value)$65,664,0001,700
Total debt securities$69,906,0001,730
Structured notes
Amortized cost$3,298,000317
Fair value$3,198,000319
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$73,880,0001,707
U.S. Government securities$32,244,0002,113
U.S. Treasury securities$01,328
U.S. Government agency obligations$32,244,0002,025
Securities issued by states & political subdivisions$28,362,0001,360
Other domestic debt securities$7,864,000659
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$7,864,000485
Foreign debt securities$5,410,00081
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,754,0002,508
Mortgage-backed securities$19,569,0001,965
Certificates of participation in pools of residential mortgages$870,0003,870
Issued or guaranteed by U.S.$870,0003,863
Privately issued$064
Collaterized mortgage obligations$14,403,000910
CMOs issued by government agencies or sponsored agencies$14,403,000865
Privately issued$0573
Commercial mortgage-backed securities$4,296,000762
Commercial mortgage pass-through securities$2,989,000562
Other commercial mortgage-backed securities$1,307,000735
Held to maturity securities (book value)$4,242,0001,209
Available-for-sale securities (fair market value)$69,638,0001,658
Total debt securities$73,882,0001,689
Structured notes
Amortized cost$3,298,000313
Fair value$3,243,000314
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$71,851,0001,774
U.S. Government securities$31,070,0002,196
U.S. Treasury securities$01,313
U.S. Government agency obligations$31,070,0002,100
Securities issued by states & political subdivisions$28,929,0001,357
Other domestic debt securities$6,894,000713
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$6,894,000547
Foreign debt securities$4,958,00092
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,357,0002,565
Mortgage-backed securities$18,596,0002,029
Certificates of participation in pools of residential mortgages$990,0003,857
Issued or guaranteed by U.S.$990,0003,851
Privately issued$069
Collaterized mortgage obligations$13,223,000972
CMOs issued by government agencies or sponsored agencies$13,223,000935
Privately issued$0584
Commercial mortgage-backed securities$4,383,000743
Commercial mortgage pass-through securities$3,041,000561
Other commercial mortgage-backed securities$1,342,000723
Held to maturity securities (book value)$3,242,0001,349
Available-for-sale securities (fair market value)$68,609,0001,685
Total debt securities$71,851,0001,756
Structured notes
Amortized cost$2,550,000389
Fair value$2,506,000390
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$73,085,0001,782
U.S. Government securities$31,593,0002,207
U.S. Treasury securities$01,351
U.S. Government agency obligations$31,593,0002,107
Securities issued by states & political subdivisions$30,221,0001,315
Other domestic debt securities$6,578,000740
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$6,578,000558
Foreign debt securities$4,693,00096
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,262,0002,500
Mortgage-backed securities$18,846,0002,046
Certificates of participation in pools of residential mortgages$1,003,0003,902
Issued or guaranteed by U.S.$1,003,0003,895
Privately issued$067
Collaterized mortgage obligations$14,792,000902
CMOs issued by government agencies or sponsored agencies$14,792,000864
Privately issued$0606
Commercial mortgage-backed securities$3,051,000838
Commercial mortgage pass-through securities$3,051,000541
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$2,735,0001,426
Available-for-sale securities (fair market value)$70,350,0001,690
Total debt securities$73,084,0001,765
Structured notes
Amortized cost$2,250,000435
Fair value$2,209,000436
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$72,004,0001,816
U.S. Government securities$30,537,0002,288
U.S. Treasury securities$01,390
U.S. Government agency obligations$30,537,0002,184
Securities issued by states & political subdivisions$30,534,0001,312
Other domestic debt securities$6,488,000760
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$6,488,000575
Foreign debt securities$4,445,000100
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,058,0002,457
Mortgage-backed securities$19,255,0002,047
Certificates of participation in pools of residential mortgages$1,072,0003,936
Issued or guaranteed by U.S.$1,072,0003,931
Privately issued$066
Collaterized mortgage obligations$15,170,000888
CMOs issued by government agencies or sponsored agencies$15,170,000856
Privately issued$0642
Commercial mortgage-backed securities$3,013,000824
Commercial mortgage pass-through securities$3,013,000524
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$2,735,0001,456
Available-for-sale securities (fair market value)$69,269,0001,718
Total debt securities$72,004,0001,800
Structured notes
Amortized cost$2,249,000457
Fair value$2,188,000457
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$70,080,0001,847
U.S. Government securities$29,400,0002,330
U.S. Treasury securities$01,367
U.S. Government agency obligations$29,400,0002,233
Securities issued by states & political subdivisions$30,663,0001,309
Other domestic debt securities$6,003,000791
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$6,003,000587
Foreign debt securities$4,014,000106
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,932,0002,479
Mortgage-backed securities$18,503,0002,109
Certificates of participation in pools of residential mortgages$1,082,0003,964
Issued or guaranteed by U.S.$1,082,0003,956
Privately issued$071
Collaterized mortgage obligations$14,409,000914
CMOs issued by government agencies or sponsored agencies$14,409,000871
Privately issued$0666
Commercial mortgage-backed securities$3,012,000795
Commercial mortgage pass-through securities$3,012,000503
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$3,235,0001,416
Available-for-sale securities (fair market value)$66,845,0001,755
Total debt securities$70,077,0001,825
Structured notes
Amortized cost$2,249,000446
Fair value$2,168,000448
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$67,869,0001,894
U.S. Government securities$26,180,0002,502
U.S. Treasury securities$01,214
U.S. Government agency obligations$26,180,0002,402
Securities issued by states & political subdivisions$31,285,0001,289
Other domestic debt securities$7,936,000684
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$7,936,000508
Foreign debt securities$2,468,000130
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,374,0002,602
Mortgage-backed securities$16,639,0002,233
Certificates of participation in pools of residential mortgages$1,064,0004,002
Issued or guaranteed by U.S.$1,064,0003,998
Privately issued$067
Collaterized mortgage obligations$14,757,000917
CMOs issued by government agencies or sponsored agencies$14,757,000869
Privately issued$0671
Commercial mortgage-backed securities$818,0001,122
Commercial mortgage pass-through securities$818,000740
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$2,944,0001,449
Available-for-sale securities (fair market value)$64,925,0001,803
Total debt securities$67,872,0001,872
Structured notes
Amortized cost$2,249,000436
Fair value$2,236,000439
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$64,744,0001,992
U.S. Government securities$27,742,0002,484
U.S. Treasury securities$01,253
U.S. Government agency obligations$27,742,0002,383
Securities issued by states & political subdivisions$27,830,0001,440
Other domestic debt securities$7,178,000731
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$7,178,000529
Foreign debt securities$1,994,000143
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,964,0002,600
Mortgage-backed securities$19,592,0002,074
Certificates of participation in pools of residential mortgages$1,092,0004,034
Issued or guaranteed by U.S.$1,092,0004,028
Privately issued$071
Collaterized mortgage obligations$17,677,000822
CMOs issued by government agencies or sponsored agencies$17,677,000783
Privately issued$0687
Commercial mortgage-backed securities$823,0001,057
Commercial mortgage pass-through securities$823,000697
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$2,945,0001,491
Available-for-sale securities (fair market value)$61,799,0001,881
Total debt securities$64,744,0001,969
Structured notes
Amortized cost$3,249,000383
Fair value$3,222,000385
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$64,287,0002,047
U.S. Government securities$26,729,0002,600
U.S. Treasury securities$01,296
U.S. Government agency obligations$26,729,0002,500
Securities issued by states & political subdivisions$29,717,0001,332
Other domestic debt securities$6,108,000793
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$6,108,000585
Foreign debt securities$1,733,000163
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,065,0002,832
Mortgage-backed securities$20,064,0002,062
Certificates of participation in pools of residential mortgages$1,189,0004,031
Issued or guaranteed by U.S.$1,189,0004,026
Privately issued$066
Collaterized mortgage obligations$18,369,000825
CMOs issued by government agencies or sponsored agencies$18,369,000784
Privately issued$0699
Commercial mortgage-backed securities$506,0001,092
Commercial mortgage pass-through securities$506,000721
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$2,945,0001,531
Available-for-sale securities (fair market value)$61,342,0001,912
Total debt securities$64,285,0002,016
Structured notes
Amortized cost$3,438,000467
Fair value$3,391,000473
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$70,845,0001,921
U.S. Government securities$30,297,0002,429
U.S. Treasury securities$01,367
U.S. Government agency obligations$30,297,0002,339
Securities issued by states & political subdivisions$33,024,0001,206
Other domestic debt securities$5,947,000788
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$5,947,000587
Foreign debt securities$1,577,000155
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,131,0002,849
Mortgage-backed securities$23,810,0001,883
Certificates of participation in pools of residential mortgages$3,471,0003,373
Issued or guaranteed by U.S.$3,471,0003,370
Privately issued$066
Collaterized mortgage obligations$19,840,000773
CMOs issued by government agencies or sponsored agencies$19,840,000736
Privately issued$0704
Commercial mortgage-backed securities$499,0001,047
Commercial mortgage pass-through securities$499,000692
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$2,746,0001,589
Available-for-sale securities (fair market value)$68,099,0001,792
Total debt securities$70,845,0001,893
Structured notes
Amortized cost$3,438,000530
Fair value$3,372,000531
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$70,704,0001,915
U.S. Government securities$31,090,0002,424
U.S. Treasury securities$01,303
U.S. Government agency obligations$31,090,0002,336
Securities issued by states & political subdivisions$32,652,0001,215
Other domestic debt securities$5,135,000856
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$5,135,000627
Foreign debt securities$1,827,000152
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,526,0002,714
Mortgage-backed securities$22,449,0001,945
Certificates of participation in pools of residential mortgages$3,585,0003,390
Issued or guaranteed by U.S.$3,585,0003,386
Privately issued$065
Collaterized mortgage obligations$18,864,000820
CMOs issued by government agencies or sponsored agencies$18,864,000779
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)$3,206,0001,537
Available-for-sale securities (fair market value)$67,498,0001,804
Total debt securities$70,705,0001,889
Structured notes
Amortized cost$4,386,000524
Fair value$4,321,000525
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$65,250,0002,087
U.S. Government securities$29,080,0002,600
U.S. Treasury securities$01,348
U.S. Government agency obligations$29,080,0002,512
Securities issued by states & political subdivisions$30,384,0001,279
Other domestic debt securities$3,949,0001,001
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$3,949,000762
Foreign debt securities$1,837,000159
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,659,0002,726
Mortgage-backed securities$21,150,0002,078
Certificates of participation in pools of residential mortgages$4,280,0003,321
Issued or guaranteed by U.S.$4,280,0003,319
Privately issued$067
Collaterized mortgage obligations$16,870,000930
CMOs issued by government agencies or sponsored agencies$16,870,000880
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)$3,003,0001,589
Available-for-sale securities (fair market value)$62,247,0001,952
Total debt securities$65,251,0002,065
Structured notes
Amortized cost$4,696,000569
Fair value$4,619,000572
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$64,704,0002,124
U.S. Government securities$29,723,0002,608
U.S. Treasury securities$01,327
U.S. Government agency obligations$29,723,0002,518
Securities issued by states & political subdivisions$29,754,0001,296
Other domestic debt securities$3,702,0001,031
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$3,702,000777
Foreign debt securities$1,525,000168
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,203,0002,704
Mortgage-backed securities$22,351,0002,068
Certificates of participation in pools of residential mortgages$5,093,0003,195
Issued or guaranteed by U.S.$5,093,0003,193
Privately issued$070
Collaterized mortgage obligations$17,258,000937
CMOs issued by government agencies or sponsored agencies$17,258,000891
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)$3,003,0001,588
Available-for-sale securities (fair market value)$61,701,0001,984
Total debt securities$64,704,0002,095
Structured notes
Amortized cost$4,396,000644
Fair value$4,322,000647
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$65,545,0002,128
U.S. Government securities$28,918,0002,685
U.S. Treasury securities$01,361
U.S. Government agency obligations$28,918,0002,602
Securities issued by states & political subdivisions$30,333,0001,272
Other domestic debt securities$4,775,000908
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$4,775,000673
Foreign debt securities$1,519,000153
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,798,0002,876
Mortgage-backed securities$21,901,0002,135
Certificates of participation in pools of residential mortgages$5,977,0003,098
Issued or guaranteed by U.S.$5,977,0003,095
Privately issued$075
Collaterized mortgage obligations$15,924,0001,010
CMOs issued by government agencies or sponsored agencies$15,924,000961
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)$3,004,0001,606
Available-for-sale securities (fair market value)$62,541,0001,996
Total debt securities$65,545,0002,107
Structured notes
Amortized cost$3,747,000779
Fair value$3,622,000788
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$68,386,0002,074
U.S. Government securities$31,421,0002,623
U.S. Treasury securities$01,381
U.S. Government agency obligations$31,421,0002,544
Securities issued by states & political subdivisions$30,200,0001,287
Other domestic debt securities$5,746,000832
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$5,746,000604
Foreign debt securities$1,019,000177
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,703,0002,783
Mortgage-backed securities$23,638,0002,090
Certificates of participation in pools of residential mortgages$7,049,0003,014
Issued or guaranteed by U.S.$7,049,0003,012
Privately issued$073
Collaterized mortgage obligations$16,589,0001,002
CMOs issued by government agencies or sponsored agencies$16,589,000954
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)$3,004,0001,630
Available-for-sale securities (fair market value)$65,382,0001,944
Total debt securities$68,387,0002,054
Structured notes
Amortized cost$3,994,000844
Fair value$3,849,000851
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$71,758,0002,005
U.S. Government securities$34,288,0002,511
U.S. Treasury securities$01,342
U.S. Government agency obligations$34,288,0002,431
Securities issued by states & political subdivisions$30,756,0001,256
Other domestic debt securities$6,250,000824
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$6,250,000588
Foreign debt securities$464,000251
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,771,0002,789
Mortgage-backed securities$25,069,0002,056
Certificates of participation in pools of residential mortgages$8,270,0002,883
Issued or guaranteed by U.S.$8,270,0002,883
Privately issued$075
Collaterized mortgage obligations$16,799,0001,009
CMOs issued by government agencies or sponsored agencies$16,799,000956
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)$2,295,0001,738
Available-for-sale securities (fair market value)$69,463,0001,854
Total debt securities$71,758,0001,986
Structured notes
Amortized cost$6,241,000621
Fair value$6,011,000623
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$75,180,0001,939
U.S. Government securities$38,733,0002,328
U.S. Treasury securities$01,198
U.S. Government agency obligations$38,733,0002,258
Securities issued by states & political subdivisions$30,319,0001,274
Other domestic debt securities$5,684,000870
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$5,684,000639
Foreign debt securities$444,000248
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,888,0002,790
Mortgage-backed securities$27,201,0001,976
Certificates of participation in pools of residential mortgages$10,345,0002,608
Issued or guaranteed by U.S.$10,345,0002,608
Privately issued$076
Collaterized mortgage obligations$16,856,0001,015
CMOs issued by government agencies or sponsored agencies$16,856,000962
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)$1,554,0001,864
Available-for-sale securities (fair market value)$73,626,0001,776
Total debt securities$75,179,0001,914
Structured notes
Amortized cost$7,729,000551
Fair value$7,268,000556
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$72,879,0001,987
U.S. Government securities$36,577,0002,394
U.S. Treasury securities$01,131
U.S. Government agency obligations$36,577,0002,333
Securities issued by states & political subdivisions$29,983,0001,296
Other domestic debt securities$5,372,000941
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$5,372,000677
Foreign debt securities$947,000197
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,637,0002,931
Mortgage-backed securities$25,542,0002,048
Certificates of participation in pools of residential mortgages$10,755,0002,560
Issued or guaranteed by U.S.$10,755,0002,560
Privately issued$081
Collaterized mortgage obligations$14,787,0001,104
CMOs issued by government agencies or sponsored agencies$14,787,0001,049
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)$1,554,0001,851
Available-for-sale securities (fair market value)$71,325,0001,814
Total debt securities$72,879,0001,962
Structured notes
Amortized cost$7,971,000526
Fair value$7,338,000532
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$71,990,0002,010
U.S. Government securities$36,062,0002,436
U.S. Treasury securities$01,131
U.S. Government agency obligations$36,062,0002,369
Securities issued by states & political subdivisions$29,628,0001,302
Other domestic debt securities$5,353,000980
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$5,353,000693
Foreign debt securities$947,000203
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,434,0002,943
Mortgage-backed securities$25,157,0002,078
Certificates of participation in pools of residential mortgages$11,388,0002,487
Issued or guaranteed by U.S.$11,388,0002,485
Privately issued$080
Collaterized mortgage obligations$13,271,0001,187
CMOs issued by government agencies or sponsored agencies$13,271,0001,121
Privately issued$0947
Commercial mortgage-backed securities$498,000785
Commercial mortgage pass-through securities$498,000526
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$1,815,0001,790
Available-for-sale securities (fair market value)$70,175,0001,853
Total debt securities$71,990,0001,984
Structured notes
Amortized cost$8,241,000490
Fair value$7,873,000488
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$69,306,0002,079
U.S. Government securities$34,616,0002,510
U.S. Treasury securities$01,152
U.S. Government agency obligations$34,616,0002,442
Securities issued by states & political subdivisions$29,143,0001,300
Other domestic debt securities$4,576,0001,095
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$4,576,000789
Foreign debt securities$971,000195
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,912,0003,004
Mortgage-backed securities$24,078,0002,117
Certificates of participation in pools of residential mortgages$10,876,0002,531
Issued or guaranteed by U.S.$10,876,0002,529
Privately issued$083
Collaterized mortgage obligations$12,703,0001,239
CMOs issued by government agencies or sponsored agencies$12,703,0001,165
Privately issued$0969
Commercial mortgage-backed securities$499,000762
Commercial mortgage pass-through securities$499,000527
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$1,816,0001,728
Available-for-sale securities (fair market value)$67,490,0001,917
Total debt securities$69,301,0002,045
Structured notes
Amortized cost$7,990,000497
Fair value$7,688,000496
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$71,892,0002,038
U.S. Government securities$41,971,0002,196
U.S. Treasury securities$01,161
U.S. Government agency obligations$41,971,0002,137
Securities issued by states & political subdivisions$25,607,0001,450
Other domestic debt securities$3,568,0001,230
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$3,568,000886
Foreign debt securities$746,000203
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,864,0002,798
Mortgage-backed securities$29,187,0001,930
Certificates of participation in pools of residential mortgages$13,092,0002,318
Issued or guaranteed by U.S.$13,092,0002,318
Privately issued$083
Collaterized mortgage obligations$15,580,0001,154
CMOs issued by government agencies or sponsored agencies$15,580,0001,086
Privately issued$01,005
Commercial mortgage-backed securities$515,000682
Commercial mortgage pass-through securities$515,000481
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$1,818,0001,698
Available-for-sale securities (fair market value)$70,074,0001,891
Total debt securities$71,887,0002,014
Structured notes
Amortized cost$7,741,000510
Fair value$7,719,000510
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$70,295,0002,032
U.S. Government securities$41,478,0002,162
U.S. Treasury securities$01,135
U.S. Government agency obligations$41,478,0002,109
Securities issued by states & political subdivisions$24,632,0001,467
Other domestic debt securities$3,440,0001,220
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$3,440,000872
Foreign debt securities$745,000202
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,483,0002,824
Mortgage-backed securities$30,316,0001,873
Certificates of participation in pools of residential mortgages$13,646,0002,251
Issued or guaranteed by U.S.$13,646,0002,250
Privately issued$085
Collaterized mortgage obligations$16,151,0001,152
CMOs issued by government agencies or sponsored agencies$16,151,0001,082
Privately issued$01,025
Commercial mortgage-backed securities$519,000572
Commercial mortgage pass-through securities$519,000421
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$1,819,0001,702
Available-for-sale securities (fair market value)$68,476,0001,894
Total debt securities$70,287,0002,012
Structured notes
Amortized cost$9,428,000440
Fair value$9,389,000442
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$69,230,0002,073
U.S. Government securities$41,917,0002,197
U.S. Treasury securities$01,086
U.S. Government agency obligations$41,917,0002,148
Securities issued by states & political subdivisions$22,695,0001,561
Other domestic debt securities$3,871,0001,197
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$3,871,000860
Foreign debt securities$747,000196
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,618,0002,830
Mortgage-backed securities$31,862,0001,912
Certificates of participation in pools of residential mortgages$15,167,0002,223
Issued or guaranteed by U.S.$15,167,0002,222
Privately issued$088
Collaterized mortgage obligations$16,174,0001,212
CMOs issued by government agencies or sponsored agencies$16,174,0001,132
Privately issued$01,068
Commercial mortgage-backed securities$521,000543
Commercial mortgage pass-through securities$521,000388
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$1,821,0001,725
Available-for-sale securities (fair market value)$67,409,0001,917
Total debt securities$69,230,0002,048
Structured notes
Amortized cost$7,739,000545
Fair value$7,649,000549
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$68,002,0002,093
U.S. Government securities$40,680,0002,271
U.S. Treasury securities$01,068
U.S. Government agency obligations$40,680,0002,218
Securities issued by states & political subdivisions$22,473,0001,527
Other domestic debt securities$3,631,0001,243
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$3,631,000900
Foreign debt securities$1,218,000147
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,756,0002,742
Mortgage-backed securities$32,530,0001,907
Certificates of participation in pools of residential mortgages$21,871,0001,769
Issued or guaranteed by U.S.$21,871,0001,768
Privately issued$094
Collaterized mortgage obligations$10,142,0001,592
CMOs issued by government agencies or sponsored agencies$10,142,0001,492
Privately issued$01,117
Commercial mortgage-backed securities$517,000501
Commercial mortgage pass-through securities$517,000349
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$1,593,0001,781
Available-for-sale securities (fair market value)$66,409,0001,931
Total debt securities$67,996,0002,071
Structured notes
Amortized cost$7,745,000636
Fair value$7,664,000638
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$60,541,0002,305
U.S. Government securities$33,967,0002,640
U.S. Treasury securities$01,157
U.S. Government agency obligations$33,967,0002,584
Securities issued by states & political subdivisions$19,986,0001,658
Other domestic debt securities$5,848,000979
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$5,848,000676
Foreign debt securities$740,000142
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,693,0002,624
Mortgage-backed securities$26,681,0002,157
Certificates of participation in pools of residential mortgages$15,981,0002,194
Issued or guaranteed by U.S.$15,981,0002,190
Privately issued$094
Collaterized mortgage obligations$10,700,0001,577
CMOs issued by government agencies or sponsored agencies$10,700,0001,472
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$1,594,0001,827
Available-for-sale securities (fair market value)$58,947,0002,141
Total debt securities$60,542,0002,284
Structured notes
Amortized cost$7,249,000785
Fair value$7,149,000791
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$62,879,0002,172
U.S. Government securities$30,896,0002,751
U.S. Treasury securities$01,076
U.S. Government agency obligations$30,896,0002,692
Securities issued by states & political subdivisions$19,425,0001,649
Other domestic debt securities$8,195,000814
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$8,195,000502
Foreign debt securities$4,363,00065
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,083,0002,668
Mortgage-backed securities$24,438,0002,177
Certificates of participation in pools of residential mortgages$16,721,0002,041
Issued or guaranteed by U.S.$16,721,0002,039
Privately issued$0121
Collaterized mortgage obligations$7,717,0001,778
CMOs issued by government agencies or sponsored agencies$7,717,0001,618
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$1,596,0001,901
Available-for-sale securities (fair market value)$61,283,0002,008
Total debt securities$62,878,0002,155
Structured notes
Amortized cost$7,310,000730
Fair value$6,976,000780
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$60,297,0002,169
U.S. Government securities$29,487,0002,768
U.S. Treasury securities$01,126
U.S. Government agency obligations$29,487,0002,700
Securities issued by states & political subdivisions$18,937,0001,619
Other domestic debt securities$11,873,000638
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$11,873,000373
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,479,0002,614
Mortgage-backed securities$23,763,0002,151
Certificates of participation in pools of residential mortgages$14,947,0002,115
Issued or guaranteed by U.S.$14,947,0002,110
Privately issued$0132
Collaterized mortgage obligations$8,816,0001,672
CMOs issued by government agencies or sponsored agencies$8,816,0001,515
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$1,597,0001,926
Available-for-sale securities (fair market value)$58,700,0002,011
Total debt securities$60,298,0002,147
Structured notes
Amortized cost$6,560,000835
Fair value$6,370,000863
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$61,947,0002,137
U.S. Government securities$36,624,0002,393
U.S. Treasury securities$01,225
U.S. Government agency obligations$36,624,0002,327
Securities issued by states & political subdivisions$15,588,0001,870
Other domestic debt securities$9,735,000711
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$9,735,000394
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$15,145,0002,586
Mortgage-backed securities$26,748,0001,960
Certificates of participation in pools of residential mortgages$16,126,0001,957
Issued or guaranteed by U.S.$16,126,0001,955
Privately issued$0125
Collaterized mortgage obligations$10,622,0001,519
CMOs issued by government agencies or sponsored agencies$10,622,0001,344
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$1,599,0001,946
Available-for-sale securities (fair market value)$60,348,0001,963
Total debt securities$61,947,0002,116
Structured notes
Amortized cost$11,129,000630
Fair value$11,036,000637
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$56,851,0002,275
U.S. Government securities$32,541,0002,610
U.S. Treasury securities$01,272
U.S. Government agency obligations$32,541,0002,534
Securities issued by states & political subdivisions$16,374,0001,761
Other domestic debt securities$7,936,000817
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$7,936,000450
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$16,235,0002,469
Mortgage-backed securities$23,887,0002,075
Certificates of participation in pools of residential mortgages$10,338,0002,502
Issued or guaranteed by U.S.$10,338,0002,497
Privately issued$0136
Collaterized mortgage obligations$13,549,0001,280
CMOs issued by government agencies or sponsored agencies$13,549,0001,112
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$1,600,0001,968
Available-for-sale securities (fair market value)$55,251,0002,101
Total debt securities$56,851,0002,251
Structured notes
Amortized cost$8,059,000859
Fair value$7,832,000894
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$57,484,0002,167
U.S. Government securities$33,766,0002,425
U.S. Treasury securities$01,275
U.S. Government agency obligations$33,766,0002,344
Securities issued by states & political subdivisions$15,937,0001,749
Other domestic debt securities$7,781,000894
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$7,781,000462
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$16,866,0002,375
Mortgage-backed securities$24,256,0001,992
Certificates of participation in pools of residential mortgages$10,945,0002,333
Issued or guaranteed by U.S.$10,945,0002,327
Privately issued$0141
Collaterized mortgage obligations$13,311,0001,275
CMOs issued by government agencies or sponsored agencies$13,311,0001,098
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$1,602,0001,989
Available-for-sale securities (fair market value)$55,882,0002,006
Total debt securities$57,482,0002,141
Structured notes
Amortized cost$8,384,000763
Fair value$8,047,000772
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$51,226,0002,327
U.S. Government securities$31,392,0002,542
U.S. Treasury securities$01,180
U.S. Government agency obligations$31,392,0002,456
Securities issued by states & political subdivisions$10,545,0002,300
Other domestic debt securities$9,289,000827
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$9,289,000396
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$15,025,0002,563
Mortgage-backed securities$19,380,0002,243
Certificates of participation in pools of residential mortgages$11,693,0002,222
Issued or guaranteed by U.S.$11,693,0002,216
Privately issued$0141
Collaterized mortgage obligations$7,687,0001,668
CMOs issued by government agencies or sponsored agencies$7,687,0001,467
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$1,603,0002,026
Available-for-sale securities (fair market value)$49,623,0002,147
Total debt securities$51,226,0002,300
Structured notes
Amortized cost$8,705,000707
Fair value$8,770,000711
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$47,774,0002,468
U.S. Government securities$33,819,0002,438
U.S. Treasury securities$01,121
U.S. Government agency obligations$33,819,0002,360
Securities issued by states & political subdivisions$3,003,0003,892
Other domestic debt securities$10,952,000732
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$10,952,000320
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$16,679,0002,425
Mortgage-backed securities$18,479,0002,299
Certificates of participation in pools of residential mortgages$13,350,0002,058
Issued or guaranteed by U.S.$13,350,0002,052
Privately issued$0148
Collaterized mortgage obligations$5,129,0001,890
CMOs issued by government agencies or sponsored agencies$5,129,0001,643
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$47,774,0002,205
Total debt securities$47,769,0002,444
Structured notes
Amortized cost$9,963,000682
Fair value$9,991,000683
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$45,893,0002,571
U.S. Government securities$34,667,0002,421
U.S. Treasury securities$01,130
U.S. Government agency obligations$34,667,0002,354
Securities issued by states & political subdivisions$2,427,0004,105
Other domestic debt securities$8,799,000872
Privately issued residential mortgage-backed securities$2,027,000856
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$6,772,000477
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$16,492,0002,511
Mortgage-backed securities$18,642,0002,348
Certificates of participation in pools of residential mortgages$13,494,0002,137
Issued or guaranteed by U.S.$13,494,0002,131
Privately issued$0145
Collaterized mortgage obligations$5,148,0001,834
CMOs issued by government agencies or sponsored agencies$3,121,0001,917
Privately issued$2,027,000820
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$45,893,0002,287
Total debt securities$45,899,0002,547
Structured notes
Amortized cost$9,478,000580
Fair value$9,431,000580
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$41,451,0002,767
U.S. Government securities$32,878,0002,497
U.S. Treasury securities$01,077
U.S. Government agency obligations$32,878,0002,430
Securities issued by states & political subdivisions$2,428,0004,127
Other domestic debt securities$6,145,0001,114
Privately issued residential mortgage-backed securities$1,925,000901
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$4,220,000685
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$17,292,0002,448
Mortgage-backed securities$17,081,0002,521
Certificates of participation in pools of residential mortgages$12,525,0002,288
Issued or guaranteed by U.S.$12,525,0002,281
Privately issued$0157
Collaterized mortgage obligations$4,556,0001,914
CMOs issued by government agencies or sponsored agencies$2,631,0001,997
Privately issued$1,925,000864
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$41,451,0002,477
Total debt securities$41,450,0002,748
Structured notes
Amortized cost$8,249,000508
Fair value$8,116,000512
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$39,302,0002,904
U.S. Government securities$33,694,0002,453
U.S. Treasury securities$01,047
U.S. Government agency obligations$33,694,0002,392
Securities issued by states & political subdivisions$1,781,0004,478
Other domestic debt securities$3,827,0001,458
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$3,827,000771
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$16,164,0002,551
Mortgage-backed securities$14,030,0002,837
Certificates of participation in pools of residential mortgages$13,435,0002,250
Issued or guaranteed by U.S.$13,435,0002,242
Privately issued$0171
Collaterized mortgage obligations$595,0003,120
CMOs issued by government agencies or sponsored agencies$595,0002,775
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$39,302,0002,580
Total debt securities$39,303,0002,875
Structured notes
Amortized cost$5,013,000544
Fair value$5,011,000553
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$32,393,0003,273
U.S. Government securities$30,115,0002,616
U.S. Treasury securities$01,036
U.S. Government agency obligations$30,115,0002,548
Securities issued by states & political subdivisions$775,0005,096
Other domestic debt securities$1,503,0002,161
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$1,503,0001,295
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,641,0002,729
Mortgage-backed securities$14,142,0002,855
Certificates of participation in pools of residential mortgages$13,515,0002,289
Issued or guaranteed by U.S.$13,515,0002,281
Privately issued$0181
Collaterized mortgage obligations$627,0003,112
CMOs issued by government agencies or sponsored agencies$627,0002,753
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$32,393,0002,924
Total debt securities$32,394,0003,234
Structured notes
Amortized cost$2,130,000730
Fair value$1,619,000912
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$37,411,0002,952
U.S. Government securities$35,101,0002,316
U.S. Treasury securities$0981
U.S. Government agency obligations$35,101,0002,268
Securities issued by states & political subdivisions$441,0005,344
Other domestic debt securities$1,869,0001,932
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,869,0001,193
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$16,724,0002,563
Mortgage-backed securities$13,561,0002,966
Certificates of participation in pools of residential mortgages$13,561,0002,320
Issued or guaranteed by U.S.$13,561,0002,310
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$37,411,0002,630
Total debt securities$37,410,0002,917
Structured notes
Amortized cost$2,410,000527
Fair value$2,366,000527
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$33,392,0003,209
U.S. Government securities$32,659,0002,489
U.S. Treasury securities$0973
U.S. Government agency obligations$32,659,0002,436
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$733,0002,498
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$733,0001,716
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$17,615,0002,512
Mortgage-backed securities$13,671,0002,901
Certificates of participation in pools of residential mortgages$13,422,0002,317
Issued or guaranteed by U.S.$13,422,0002,306
Privately issued$0188
Collaterized mortgage obligations$249,0003,397
CMOs issued by government agencies or sponsored agencies$249,0003,057
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$33,392,0002,846
Total debt securities$33,392,0003,165
Structured notes
Amortized cost$2,427,000555
Fair value$2,421,000547
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$28,503,0003,513
U.S. Government securities$27,747,0002,755
U.S. Treasury securities$01,019
U.S. Government agency obligations$27,747,0002,702
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$756,0002,420
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$756,0001,658
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$18,859,0002,359
Mortgage-backed securities$11,706,0003,023
Certificates of participation in pools of residential mortgages$11,441,0002,467
Issued or guaranteed by U.S.$11,441,0002,451
Privately issued$0192
Collaterized mortgage obligations$265,0003,306
CMOs issued by government agencies or sponsored agencies$265,0002,958
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$28,503,0003,114
Total debt securities$28,502,0003,479
Structured notes
Amortized cost$2,985,000475
Fair value$2,968,000454
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$26,523,0003,737
U.S. Government securities$26,228,0002,910
U.S. Treasury securities$01,021
U.S. Government agency obligations$26,228,0002,861
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$295,0002,825
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$295,0002,092
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$18,338,0002,362
Mortgage-backed securities$9,879,0003,271
Certificates of participation in pools of residential mortgages$9,602,0002,697
Issued or guaranteed by U.S.$9,602,0002,681
Privately issued$0202
Collaterized mortgage obligations$277,0003,294
CMOs issued by government agencies or sponsored agencies$277,0002,956
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$26,523,0003,321
Total debt securities$26,522,0003,694
Structured notes
Amortized cost$2,195,000610
Fair value$2,160,000610
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$32,131,0003,285
U.S. Government securities$31,820,0002,501
U.S. Treasury securities$01,044
U.S. Government agency obligations$31,820,0002,448
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$311,0002,760
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$311,0002,030
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$19,099,0002,291
Mortgage-backed securities$10,772,0003,081
Certificates of participation in pools of residential mortgages$10,482,0002,493
Issued or guaranteed by U.S.$10,482,0002,479
Privately issued$0205
Collaterized mortgage obligations$290,0003,263
CMOs issued by government agencies or sponsored agencies$290,0002,923
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$32,131,0002,921
Total debt securities$32,133,0003,236
Structured notes
Amortized cost$1,460,000919
Fair value$1,456,000920
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$26,342,0003,748
U.S. Government securities$26,031,0002,976
U.S. Treasury securities$01,146
U.S. Government agency obligations$26,031,0002,919
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$311,0002,589
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$311,0001,903
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$20,332,0002,187
Mortgage-backed securities$8,044,0003,216
Certificates of participation in pools of residential mortgages$7,755,0002,622
Issued or guaranteed by U.S.$7,755,0002,608
Privately issued$0191
Collaterized mortgage obligations$289,0003,182
CMOs issued by government agencies or sponsored agencies$289,0002,854
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$26,342,0003,321
Total debt securities$26,342,0003,701
Structured notes
Amortized cost$1,715,0001,203
Fair value$1,720,0001,201
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$25,106,0003,881
U.S. Government securities$25,106,0003,088
U.S. Treasury securities$01,235
U.S. Government agency obligations$25,106,0003,025
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,670,0002,124
Mortgage-backed securities$7,104,0003,212
Certificates of participation in pools of residential mortgages$6,816,0002,646
Issued or guaranteed by U.S.$6,816,0002,634
Privately issued$0194
Collaterized mortgage obligations$288,0003,147
CMOs issued by government agencies or sponsored agencies$288,0002,820
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$25,106,0003,425
Total debt securities$25,106,0003,832
Structured notes
Amortized cost$1,725,0001,382
Fair value$1,724,0001,381
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$12,079,0005,706
U.S. Government securities$12,079,0004,956
U.S. Treasury securities$01,362
U.S. Government agency obligations$12,079,0004,847
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,438,0005,537
Mortgage-backed securities$3,939,0003,954
Certificates of participation in pools of residential mortgages$3,653,0003,455
Issued or guaranteed by U.S.$3,653,0003,441
Privately issued$0207
Collaterized mortgage obligations$286,0003,119
CMOs issued by government agencies or sponsored agencies$286,0002,801
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$12,079,0005,111
Total debt securities$12,079,0005,653
Structured notes
Amortized cost$993,0001,974
Fair value$988,0001,906
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$3,791,0007,506
U.S. Government securities$3,791,0007,113
U.S. Treasury securities$01,448
U.S. Government agency obligations$3,791,0006,979
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0006,516
Mortgage-backed securities$1,198,0005,151
Certificates of participation in pools of residential mortgages$1,198,0004,659
Issued or guaranteed by U.S.$1,198,0004,640
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$3,791,0006,802
Total debt securities$3,790,0007,461
Structured notes
Amortized cost$497,0002,490
Fair value$497,0002,398
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$2,275,0007,888
U.S. Government securities$2,275,0007,609
U.S. Treasury securities$01,498
U.S. Government agency obligations$2,275,0007,489
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,854
Mortgage-backed securities$1,275,0005,109
Certificates of participation in pools of residential mortgages$1,275,0004,612
Issued or guaranteed by U.S.$1,275,0004,597
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$2,275,0007,170
Total debt securities$2,275,0007,843
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057