California Bank of Commerce, Securities

2021-12-31Rank
Total securities$103,279,0001,741
U.S. Government securities$37,561,0002,192
U.S. Treasury securities$02,212
U.S. Government agency obligations$37,561,0001,979
Securities issued by states & political subdivisions$2,993,0003,463
Other domestic debt securities$62,725,000319
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$47,566,000204
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,572,0002,469
Mortgage-backed securities$52,720,0001,343
Certificates of participation in pools of residential mortgages$26,282,0001,475
Issued or guaranteed by U.S.$26,282,0001,442
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$26,438,000521
Commercial mortgage pass-through securities$11,279,000458
Other commercial mortgage-backed securities$15,159,000470
Held to maturity securities (book value)$28,386,000494
Available-for-sale securities (fair market value)$74,893,0002,006
Total debt securities$103,276,0001,723
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$82,108,0001,958
U.S. Government securities$29,489,0002,409
U.S. Treasury securities$02,008
U.S. Government agency obligations$29,489,0002,228
Securities issued by states & political subdivisions$3,032,0003,476
Other domestic debt securities$49,587,000356
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$42,019,000220
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,263,0002,469
Mortgage-backed securities$37,057,0001,627
Certificates of participation in pools of residential mortgages$12,895,0002,065
Issued or guaranteed by U.S.$12,895,0002,010
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$24,162,000543
Commercial mortgage pass-through securities$16,594,000352
Other commercial mortgage-backed securities$7,568,000669
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$82,108,0001,835
Total debt securities$82,109,0001,946
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$61,142,0002,290
U.S. Government securities$34,207,0002,167
U.S. Treasury securities$01,913
U.S. Government agency obligations$34,207,0002,009
Securities issued by states & political subdivisions$04,160
Other domestic debt securities$26,935,000510
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$26,935,000309
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,062,0002,820
Mortgage-backed securities$34,207,0001,666
Certificates of participation in pools of residential mortgages$15,328,0001,880
Issued or guaranteed by U.S.$15,328,0001,833
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$18,879,000605
Commercial mortgage pass-through securities$18,879,000308
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$61,142,0002,146
Total debt securities$61,140,0002,273
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$58,105,0002,229
U.S. Government securities$31,823,0002,120
U.S. Treasury securities$01,631
U.S. Government agency obligations$31,823,0001,992
Securities issued by states & political subdivisions$04,183
Other domestic debt securities$26,282,000497
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$26,282,000295
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,989,0002,725
Mortgage-backed securities$31,823,0001,678
Certificates of participation in pools of residential mortgages$18,093,0001,638
Issued or guaranteed by U.S.$18,093,0001,588
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$13,730,000692
Commercial mortgage pass-through securities$13,730,000374
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$58,105,0002,093
Total debt securities$58,105,0002,209
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$55,093,0002,178
U.S. Government securities$30,606,0002,049
U.S. Treasury securities$01,194
U.S. Government agency obligations$30,606,0001,939
Securities issued by states & political subdivisions$04,200
Other domestic debt securities$24,487,000480
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$24,487,000293
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,936,0002,607
Mortgage-backed securities$30,606,0001,647
Certificates of participation in pools of residential mortgages$21,665,0001,386
Issued or guaranteed by U.S.$21,665,0001,355
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$8,941,000834
Commercial mortgage pass-through securities$8,941,000468
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$55,093,0002,043
Total debt securities$55,093,0002,161
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$50,906,0002,196
U.S. Government securities$35,088,0001,820
U.S. Treasury securities$01,216
U.S. Government agency obligations$35,088,0001,735
Securities issued by states & political subdivisions$04,198
Other domestic debt securities$15,818,000595
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$15,818,000379
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,166,0002,260
Mortgage-backed securities$35,088,0001,478
Certificates of participation in pools of residential mortgages$26,024,0001,192
Issued or guaranteed by U.S.$26,024,0001,162
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$9,064,000808
Commercial mortgage pass-through securities$9,064,000461
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$50,906,0002,050
Total debt securities$50,905,0002,177
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$39,722,0002,515
U.S. Government securities$32,451,0001,904
U.S. Treasury securities$01,251
U.S. Government agency obligations$32,451,0001,807
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$7,271,000838
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$7,271,000565
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,439,0002,165
Mortgage-backed securities$32,451,0001,532
Certificates of participation in pools of residential mortgages$23,351,0001,240
Issued or guaranteed by U.S.$23,351,0001,206
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$9,100,000781
Commercial mortgage pass-through securities$9,100,000457
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$39,722,0002,334
Total debt securities$39,723,0002,486
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$34,344,0002,634
U.S. Government securities$27,514,0002,115
U.S. Treasury securities$01,297
U.S. Government agency obligations$27,514,0002,005
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$6,830,000835
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$6,830,000541
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,988,0002,215
Mortgage-backed securities$27,514,0001,679
Certificates of participation in pools of residential mortgages$25,024,0001,172
Issued or guaranteed by U.S.$25,024,0001,139
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$2,490,0001,274
Commercial mortgage pass-through securities$2,490,000824
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$34,344,0002,465
Total debt securities$34,344,0002,615
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$28,555,0002,923
U.S. Government securities$28,555,0002,115
U.S. Treasury securities$01,363
U.S. Government agency obligations$28,555,0002,003
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,254,0002,900
Mortgage-backed securities$21,173,0001,903
Certificates of participation in pools of residential mortgages$21,173,0001,296
Issued or guaranteed by U.S.$21,173,0001,263
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$28,555,0002,737
Total debt securities$28,554,0002,906
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$36,260,0002,603
U.S. Government securities$36,260,0001,839
U.S. Treasury securities$01,429
U.S. Government agency obligations$36,260,0001,746
Securities issued by states & political subdivisions$04,311
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,144,0001,246
Mortgage-backed securities$22,282,0001,814
Certificates of participation in pools of residential mortgages$22,282,0001,192
Issued or guaranteed by U.S.$22,282,0001,159
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$6,000,000928
Available-for-sale securities (fair market value)$30,260,0002,663
Total debt securities$36,261,0002,586
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$38,103,0002,575
U.S. Government securities$38,103,0001,819
U.S. Treasury securities$01,467
U.S. Government agency obligations$38,103,0001,719
Securities issued by states & political subdivisions$04,367
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,901,0001,236
Mortgage-backed securities$23,818,0001,722
Certificates of participation in pools of residential mortgages$23,818,0001,124
Issued or guaranteed by U.S.$23,818,0001,112
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$6,000,000961
Available-for-sale securities (fair market value)$32,103,0002,619
Total debt securities$38,102,0002,555
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$42,009,0002,449
U.S. Government securities$39,508,0001,791
U.S. Treasury securities$01,516
U.S. Government agency obligations$39,508,0001,684
Securities issued by states & political subdivisions$04,430
Other domestic debt securities$2,501,0001,175
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$2,501,000842
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,473,0001,211
Mortgage-backed securities$24,726,0001,684
Certificates of participation in pools of residential mortgages$24,726,0001,122
Issued or guaranteed by U.S.$24,726,0001,110
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$6,000,000975
Available-for-sale securities (fair market value)$36,009,0002,492
Total debt securities$42,010,0002,428
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$43,415,0002,415
U.S. Government securities$40,914,0001,752
U.S. Treasury securities$01,513
U.S. Government agency obligations$40,914,0001,656
Securities issued by states & political subdivisions$04,477
Other domestic debt securities$2,501,0001,157
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$2,501,000845
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,877,0001,187
Mortgage-backed securities$34,914,0001,365
Certificates of participation in pools of residential mortgages$34,914,000882
Issued or guaranteed by U.S.$34,914,000875
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$6,000,0001,013
Available-for-sale securities (fair market value)$37,415,0002,462
Total debt securities$43,415,0002,397
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$42,532,0002,464
U.S. Government securities$40,027,0001,789
U.S. Treasury securities$01,500
U.S. Government agency obligations$40,027,0001,690
Securities issued by states & political subdivisions$04,529
Other domestic debt securities$2,505,0001,119
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$2,505,000847
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,062,0003,266
Mortgage-backed securities$29,937,0001,510
Certificates of participation in pools of residential mortgages$29,937,000991
Issued or guaranteed by U.S.$29,937,000986
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$42,532,0002,269
Total debt securities$42,531,0002,444
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$11,652,0004,274
U.S. Government securities$9,146,0003,726
U.S. Treasury securities$01,475
U.S. Government agency obligations$9,146,0003,573
Securities issued by states & political subdivisions$04,577
Other domestic debt securities$2,506,0001,254
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$2,506,000849
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,570,0003,238
Mortgage-backed securities$9,146,0002,738
Certificates of participation in pools of residential mortgages$9,146,0002,146
Issued or guaranteed by U.S.$9,146,0002,046
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$11,652,0003,994
Total debt securities$11,652,0004,249
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$12,268,0004,259
U.S. Government securities$9,761,0003,737
U.S. Treasury securities$01,426
U.S. Government agency obligations$9,761,0003,583
Securities issued by states & political subdivisions$04,627
Other domestic debt securities$2,507,0001,106
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$2,507,000857
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,873,0003,227
Mortgage-backed securities$9,761,0002,682
Certificates of participation in pools of residential mortgages$9,761,0002,116
Issued or guaranteed by U.S.$9,761,0002,114
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$12,268,0003,974
Total debt securities$12,268,0004,234
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$13,002,0004,261
U.S. Government securities$10,494,0003,678
U.S. Treasury securities$01,328
U.S. Government agency obligations$10,494,0003,529
Securities issued by states & political subdivisions$04,692
Other domestic debt securities$2,508,0001,098
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$2,508,000862
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,377,0003,203
Mortgage-backed securities$10,494,0002,655
Certificates of participation in pools of residential mortgages$10,494,0002,090
Issued or guaranteed by U.S.$10,494,0002,089
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$13,002,0003,968
Total debt securities$13,002,0004,240
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$13,757,0004,249
U.S. Government securities$11,246,0003,600
U.S. Treasury securities$01,313
U.S. Government agency obligations$11,246,0003,454
Securities issued by states & political subdivisions$04,737
Other domestic debt securities$2,511,0001,123
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$2,511,000900
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,883,0003,184
Mortgage-backed securities$11,246,0002,610
Certificates of participation in pools of residential mortgages$11,246,0002,047
Issued or guaranteed by U.S.$11,246,0002,046
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$13,757,0003,955
Total debt securities$13,757,0004,226
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$14,376,0004,225
U.S. Government securities$11,863,0003,588
U.S. Treasury securities$01,351
U.S. Government agency obligations$11,863,0003,464
Securities issued by states & political subdivisions$04,790
Other domestic debt securities$2,513,0001,149
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$2,513,000919
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,293,0003,144
Mortgage-backed securities$11,863,0002,591
Certificates of participation in pools of residential mortgages$11,863,0002,032
Issued or guaranteed by U.S.$11,863,0002,031
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$14,376,0003,932
Total debt securities$14,376,0004,205
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$15,025,0004,224
U.S. Government securities$12,513,0003,564
U.S. Treasury securities$01,390
U.S. Government agency obligations$12,513,0003,433
Securities issued by states & political subdivisions$04,850
Other domestic debt securities$2,512,0001,186
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$2,512,000939
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,727,0002,984
Mortgage-backed securities$12,513,0002,564
Certificates of participation in pools of residential mortgages$12,513,0002,008
Issued or guaranteed by U.S.$12,513,0002,008
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$15,025,0003,919
Total debt securities$15,025,0004,203
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$15,562,0004,191
U.S. Government securities$13,059,0003,492
U.S. Treasury securities$01,367
U.S. Government agency obligations$13,059,0003,363
Securities issued by states & political subdivisions$04,898
Other domestic debt securities$2,503,0001,176
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$2,503,000929
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,067,0003,085
Mortgage-backed securities$13,059,0002,497
Certificates of participation in pools of residential mortgages$13,059,0001,969
Issued or guaranteed by U.S.$13,059,0001,967
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$15,562,0003,873
Total debt securities$15,562,0004,167
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$16,756,0004,112
U.S. Government securities$14,252,0003,372
U.S. Treasury securities$01,214
U.S. Government agency obligations$14,252,0003,256
Securities issued by states & political subdivisions$04,929
Other domestic debt securities$2,504,0001,179
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$2,504,000928
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,844,0003,146
Mortgage-backed securities$14,252,0002,408
Certificates of participation in pools of residential mortgages$14,252,0001,889
Issued or guaranteed by U.S.$14,252,0001,889
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$16,756,0003,787
Total debt securities$16,756,0004,086
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$17,650,0004,104
U.S. Government securities$15,154,0003,386
U.S. Treasury securities$01,253
U.S. Government agency obligations$15,154,0003,267
Securities issued by states & political subdivisions$04,973
Other domestic debt securities$2,496,0001,201
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$2,496,000945
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,926,0003,044
Mortgage-backed securities$15,154,0002,373
Certificates of participation in pools of residential mortgages$15,154,0001,849
Issued or guaranteed by U.S.$15,154,0001,845
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$17,650,0003,772
Total debt securities$17,650,0004,082
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$18,372,0004,109
U.S. Government securities$15,887,0003,393
U.S. Treasury securities$01,296
U.S. Government agency obligations$15,887,0003,284
Securities issued by states & political subdivisions$05,013
Other domestic debt securities$2,485,0001,214
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$2,485,000947
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,934,0002,973
Mortgage-backed securities$15,887,0002,325
Certificates of participation in pools of residential mortgages$15,887,0001,794
Issued or guaranteed by U.S.$15,887,0001,793
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$18,372,0003,773
Total debt securities$18,372,0004,087
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$31,786,0003,268
U.S. Government securities$17,171,0003,317
U.S. Treasury securities$01,367
U.S. Government agency obligations$17,171,0003,204
Securities issued by states & political subdivisions$05,056
Other domestic debt securities$14,615,000475
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$14,615,000340
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,086,0002,555
Mortgage-backed securities$17,171,0002,247
Certificates of participation in pools of residential mortgages$17,171,0001,723
Issued or guaranteed by U.S.$17,171,0001,721
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$31,786,0002,981
Total debt securities$31,789,0003,239
Structured notes
Amortized cost$1,003,000986
Fair value$995,0001,059
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$27,259,0003,600
U.S. Government securities$12,632,0003,859
U.S. Treasury securities$01,303
U.S. Government agency obligations$12,632,0003,737
Securities issued by states & political subdivisions$05,124
Other domestic debt securities$14,627,000485
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$14,627,000340
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,594,0002,533
Mortgage-backed securities$10,631,0002,821
Certificates of participation in pools of residential mortgages$10,631,0002,292
Issued or guaranteed by U.S.$10,631,0002,290
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$27,259,0003,293
Total debt securities$27,259,0003,571
Structured notes
Amortized cost$3,003,000657
Fair value$3,000,000684
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$34,316,0003,223
U.S. Government securities$13,101,0003,910
U.S. Treasury securities$01,348
U.S. Government agency obligations$13,101,0003,783
Securities issued by states & political subdivisions$05,164
Other domestic debt securities$21,215,000384
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$21,215,000250
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,195,0002,673
Mortgage-backed securities$11,097,0002,835
Certificates of participation in pools of residential mortgages$11,097,0002,296
Issued or guaranteed by U.S.$11,097,0002,295
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$34,316,0002,941
Total debt securities$34,316,0003,198
Structured notes
Amortized cost$3,003,000758
Fair value$3,007,000762
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$39,525,0002,967
U.S. Government securities$18,231,0003,437
U.S. Treasury securities$01,327
U.S. Government agency obligations$18,231,0003,329
Securities issued by states & political subdivisions$05,179
Other domestic debt securities$21,294,000384
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$21,294,000248
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,229,0002,701
Mortgage-backed securities$11,717,0002,819
Certificates of participation in pools of residential mortgages$11,717,0002,264
Issued or guaranteed by U.S.$11,717,0002,264
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$39,525,0002,713
Total debt securities$39,525,0002,944
Structured notes
Amortized cost$3,003,000804
Fair value$3,010,000807
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$31,321,0003,464
U.S. Government securities$14,063,0003,938
U.S. Treasury securities$01,361
U.S. Government agency obligations$14,063,0003,812
Securities issued by states & political subdivisions$05,261
Other domestic debt securities$17,258,000429
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$17,258,000293
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,664,0003,772
Mortgage-backed securities$12,059,0002,821
Certificates of participation in pools of residential mortgages$12,059,0002,281
Issued or guaranteed by U.S.$12,059,0002,279
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$31,321,0003,165
Total debt securities$31,321,0003,438
Structured notes
Amortized cost$2,000,0001,057
Fair value$2,004,0001,061
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$39,280,0003,102
U.S. Government securities$16,355,0003,786
U.S. Treasury securities$01,381
U.S. Government agency obligations$16,355,0003,664
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$22,925,000364
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$22,925,000238
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,327,0003,507
Mortgage-backed securities$12,359,0002,860
Certificates of participation in pools of residential mortgages$12,359,0002,329
Issued or guaranteed by U.S.$12,359,0002,327
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$39,280,0002,829
Total debt securities$39,281,0003,077
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$33,128,0003,495
U.S. Government securities$19,142,0003,543
U.S. Treasury securities$01,342
U.S. Government agency obligations$19,142,0003,439
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$13,986,000510
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$13,986,000345
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,380,0003,523
Mortgage-backed securities$19,142,0002,383
Certificates of participation in pools of residential mortgages$19,142,0001,837
Issued or guaranteed by U.S.$19,142,0001,835
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$33,128,0003,183
Total debt securities$33,127,0003,465
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$45,589,0002,869
U.S. Government securities$30,073,0002,760
U.S. Treasury securities$01,198
U.S. Government agency obligations$30,073,0002,680
Securities issued by states & political subdivisions$05,432
Other domestic debt securities$15,516,000498
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$15,516,000334
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,303,0001,582
Mortgage-backed securities$30,073,0001,857
Certificates of participation in pools of residential mortgages$30,073,0001,316
Issued or guaranteed by U.S.$30,073,0001,316
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$45,589,0002,614
Total debt securities$45,590,0002,841
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$46,277,0002,831
U.S. Government securities$30,744,0002,700
U.S. Treasury securities$01,131
U.S. Government agency obligations$30,744,0002,628
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$15,533,000510
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$15,533,000341
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,928,0001,548
Mortgage-backed securities$30,744,0001,831
Certificates of participation in pools of residential mortgages$30,744,0001,290
Issued or guaranteed by U.S.$30,744,0001,290
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$46,277,0002,580
Total debt securities$46,276,0002,806
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$44,044,0002,971
U.S. Government securities$28,587,0002,870
U.S. Treasury securities$01,131
U.S. Government agency obligations$28,587,0002,794
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$15,457,000535
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$15,457,000348
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,268,0001,465
Mortgage-backed securities$28,587,0001,930
Certificates of participation in pools of residential mortgages$28,587,0001,383
Issued or guaranteed by U.S.$28,587,0001,380
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$44,044,0002,708
Total debt securities$44,043,0002,942
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$41,462,0003,043
U.S. Government securities$26,005,0003,013
U.S. Treasury securities$01,152
U.S. Government agency obligations$26,005,0002,940
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$15,457,000531
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$15,457,000348
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,551,0001,398
Mortgage-backed securities$26,005,0002,032
Certificates of participation in pools of residential mortgages$26,005,0001,483
Issued or guaranteed by U.S.$26,005,0001,481
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$41,462,0002,798
Total debt securities$41,461,0003,010
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$48,401,0002,769
U.S. Government securities$32,771,0002,647
U.S. Treasury securities$01,161
U.S. Government agency obligations$32,771,0002,588
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$15,630,000531
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$15,630,000350
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,589,0001,251
Mortgage-backed securities$30,770,0001,858
Certificates of participation in pools of residential mortgages$30,770,0001,322
Issued or guaranteed by U.S.$30,770,0001,321
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$3,791,0001,429
Available-for-sale securities (fair market value)$44,610,0002,713
Total debt securities$48,401,0002,741
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$50,529,0002,624
U.S. Government securities$36,459,0002,397
U.S. Treasury securities$01,135
U.S. Government agency obligations$36,459,0002,338
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$14,070,000566
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$14,070,000365
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,053,0001,491
Mortgage-backed securities$34,450,0001,715
Certificates of participation in pools of residential mortgages$34,450,0001,175
Issued or guaranteed by U.S.$34,450,0001,174
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$3,811,0001,432
Available-for-sale securities (fair market value)$46,718,0002,562
Total debt securities$50,529,0002,598
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$39,616,0003,153
U.S. Government securities$39,616,0002,294
U.S. Treasury securities$01,086
U.S. Government agency obligations$39,616,0002,243
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,127,0001,598
Mortgage-backed securities$39,616,0001,630
Certificates of participation in pools of residential mortgages$39,616,0001,102
Issued or guaranteed by U.S.$39,616,0001,100
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$3,831,0001,441
Available-for-sale securities (fair market value)$35,785,0003,099
Total debt securities$39,616,0003,123
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$34,127,0003,476
U.S. Government securities$34,127,0002,596
U.S. Treasury securities$01,068
U.S. Government agency obligations$34,127,0002,548
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,127,0001,518
Mortgage-backed securities$34,127,0001,839
Certificates of participation in pools of residential mortgages$34,127,0001,267
Issued or guaranteed by U.S.$34,127,0001,266
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$34,127,0003,222
Total debt securities$34,127,0003,453
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$34,857,0003,450
U.S. Government securities$34,857,0002,603
U.S. Treasury securities$01,157
U.S. Government agency obligations$34,857,0002,551
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,773,0002,033
Mortgage-backed securities$34,857,0001,804
Certificates of participation in pools of residential mortgages$34,857,0001,233
Issued or guaranteed by U.S.$34,857,0001,232
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$34,857,0003,189
Total debt securities$34,857,0003,423
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$36,350,0003,261
U.S. Government securities$36,350,0002,406
U.S. Treasury securities$01,076
U.S. Government agency obligations$36,350,0002,347
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,478,0001,823
Mortgage-backed securities$36,350,0001,686
Certificates of participation in pools of residential mortgages$36,350,0001,128
Issued or guaranteed by U.S.$36,350,0001,126
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$36,350,0002,996
Total debt securities$36,350,0003,239
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$30,542,0003,573
U.S. Government securities$30,542,0002,695
U.S. Treasury securities$01,126
U.S. Government agency obligations$30,542,0002,628
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,545,0002,021
Mortgage-backed securities$30,542,0001,849
Certificates of participation in pools of residential mortgages$30,542,0001,266
Issued or guaranteed by U.S.$30,542,0001,261
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$30,542,0003,290
Total debt securities$30,541,0003,541
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$19,799,0004,588
U.S. Government securities$19,799,0003,681
U.S. Treasury securities$01,225
U.S. Government agency obligations$19,799,0003,584
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,799,0002,179
Mortgage-backed securities$17,797,0002,527
Certificates of participation in pools of residential mortgages$17,797,0001,837
Issued or guaranteed by U.S.$17,797,0001,835
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$19,799,0004,208
Total debt securities$19,799,0004,552
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$21,242,0004,398
U.S. Government securities$21,242,0003,527
U.S. Treasury securities$01,272
U.S. Government agency obligations$21,242,0003,427
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,242,0002,096
Mortgage-backed securities$19,240,0002,363
Certificates of participation in pools of residential mortgages$19,240,0001,679
Issued or guaranteed by U.S.$19,240,0001,676
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$21,242,0004,044
Total debt securities$21,242,0004,367
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$50,360,0002,408
U.S. Government securities$22,860,0003,198
U.S. Treasury securities$01,275
U.S. Government agency obligations$22,860,0003,096
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$27,500,00064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,860,0001,940
Mortgage-backed securities$20,858,0002,168
Certificates of participation in pools of residential mortgages$20,858,0001,504
Issued or guaranteed by U.S.$20,858,0001,497
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$50,360,0002,169
Total debt securities$22,860,0004,063
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$51,055,0002,337
U.S. Government securities$23,555,0003,095
U.S. Treasury securities$01,180
U.S. Government agency obligations$23,555,0002,998
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$27,500,00068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,555,0001,923
Mortgage-backed securities$23,555,0001,999
Certificates of participation in pools of residential mortgages$23,555,0001,358
Issued or guaranteed by U.S.$23,555,0001,352
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$51,055,0002,100
Total debt securities$23,555,0003,960
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$32,493,0003,300
U.S. Government securities$32,493,0002,522
U.S. Treasury securities$01,121
U.S. Government agency obligations$32,493,0002,439
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,493,0001,508
Mortgage-backed securities$32,493,0001,593
Certificates of participation in pools of residential mortgages$32,493,0001,055
Issued or guaranteed by U.S.$32,493,0001,047
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$4,965,0001,511
Available-for-sale securities (fair market value)$27,528,0003,346
Total debt securities$32,492,0003,266
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$20,477,0004,399
U.S. Government securities$20,477,0003,503
U.S. Treasury securities$01,130
U.S. Government agency obligations$20,477,0003,418
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,427,0002,254
Mortgage-backed securities$20,477,0002,227
Certificates of participation in pools of residential mortgages$20,477,0001,598
Issued or guaranteed by U.S.$20,477,0001,594
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$5,067,0001,519
Available-for-sale securities (fair market value)$15,410,0004,535
Total debt securities$20,476,0004,366
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$17,315,0004,707
U.S. Government securities$17,315,0003,824
U.S. Treasury securities$01,077
U.S. Government agency obligations$17,315,0003,742
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,315,0002,444
Mortgage-backed securities$17,315,0002,506
Certificates of participation in pools of residential mortgages$17,315,0001,868
Issued or guaranteed by U.S.$17,315,0001,863
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$17,315,0004,285
Total debt securities$17,315,0004,668
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$22,353,0004,175
U.S. Government securities$22,256,0003,262
U.S. Treasury securities$01,047
U.S. Government agency obligations$22,256,0003,191
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$97,0001,251
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,256,0002,057
Mortgage-backed securities$19,272,0002,392
Certificates of participation in pools of residential mortgages$19,272,0001,781
Issued or guaranteed by U.S.$19,272,0001,776
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$22,353,0003,779
Total debt securities$22,257,0004,149
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$32,426,0003,268
U.S. Government securities$19,818,0003,491
U.S. Treasury securities$01,036
U.S. Government agency obligations$19,818,0003,417
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$12,608,000173
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,818,0002,249
Mortgage-backed securities$18,804,0002,445
Certificates of participation in pools of residential mortgages$18,804,0001,859
Issued or guaranteed by U.S.$18,804,0001,849
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$32,426,0002,920
Total debt securities$19,820,0004,412
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$29,114,0003,546
U.S. Government securities$15,295,0004,140
U.S. Treasury securities$0981
U.S. Government agency obligations$15,295,0004,061
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$13,819,000169
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,295,0002,698
Mortgage-backed securities$14,273,0002,893
Certificates of participation in pools of residential mortgages$14,273,0002,256
Issued or guaranteed by U.S.$14,273,0002,242
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)$29,114,0003,170
Total debt securities$15,295,0005,001
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$31,870,0003,318
U.S. Government securities$16,503,0004,025
U.S. Treasury securities$0973
U.S. Government agency obligations$16,503,0003,951
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$15,367,000141
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,945,0002,992
Mortgage-backed securities$15,472,0002,731
Certificates of participation in pools of residential mortgages$15,472,0002,106
Issued or guaranteed by U.S.$15,472,0002,092
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$31,870,0002,951
Total debt securities$16,503,0004,845
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$19,973,0004,396
U.S. Government securities$19,799,0003,529
U.S. Treasury securities$01,019
U.S. Government agency obligations$19,799,0003,461
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$174,0001,230
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,973,0002,275
Mortgage-backed securities$18,777,0002,335
Certificates of participation in pools of residential mortgages$18,777,0001,767
Issued or guaranteed by U.S.$18,777,0001,755
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,342,0001,472
Available-for-sale securities (fair market value)$13,631,0004,742
Total debt securities$19,799,0004,387
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$23,201,0004,065
U.S. Government securities$21,365,0003,391
U.S. Treasury securities$01,021
U.S. Government agency obligations$21,365,0003,325
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$1,836,000810
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,612
Mortgage-backed securities$17,336,0002,460
Certificates of participation in pools of residential mortgages$17,336,0001,862
Issued or guaranteed by U.S.$17,336,0001,852
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,510,0001,449
Available-for-sale securities (fair market value)$16,691,0004,382
Total debt securities$21,365,0004,226
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$25,912,0003,787
U.S. Government securities$23,988,0003,103
U.S. Treasury securities$01,044
U.S. Government agency obligations$23,988,0003,050
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$1,924,0001,789
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$1,924,0001,179
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$06,633
Mortgage-backed securities$12,506,0002,836
Certificates of participation in pools of residential mortgages$12,506,0002,234
Issued or guaranteed by U.S.$12,506,0002,223
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,817,0001,430
Available-for-sale securities (fair market value)$19,095,0004,065
Total debt securities$25,911,0003,737
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$16,995,0004,870
U.S. Government securities$16,995,0004,013
U.S. Treasury securities$01,146
U.S. Government agency obligations$16,995,0003,925
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,689
Mortgage-backed securities$13,973,0002,431
Certificates of participation in pools of residential mortgages$13,973,0001,859
Issued or guaranteed by U.S.$13,973,0001,850
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,156,0001,447
Available-for-sale securities (fair market value)$9,839,0005,465
Total debt securities$16,995,0004,819
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$5,958,0006,929
U.S. Government securities$5,958,0006,398
U.S. Treasury securities$01,235
U.S. Government agency obligations$5,958,0006,293
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$06,710
Mortgage-backed securities$3,998,0003,985
Certificates of participation in pools of residential mortgages$3,998,0003,363
Issued or guaranteed by U.S.$3,998,0003,349
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$5,958,0006,305
Total debt securities$5,958,0006,881
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055