Home > CBC NATIONAL BANK > Securities

CBC NATIONAL BANK, Securities

2018-03-31Rank
Total securities$30,605,0003,062
U.S. Government securities$20,116,0002,782
U.S. Treasury securities$01,426
U.S. Government agency obligations$20,116,0002,649
Securities issued by states & political subdivisions$9,388,0002,683
Other domestic debt securities$1,101,0001,423
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$1,101,0001,136
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$3,957,0003,707
Mortgage-backed securities$14,032,0002,331
Certificates of participation in pools of residential mortgages$6,111,0002,577
Issued or guaranteed by U.S.$6,111,0002,575
Privately issued$067
Collaterized mortgage obligations$1,022,0002,390
CMOs issued by government agencies or sponsored agencies$1,022,0002,329
Privately issued$0557
Commercial mortgage-backed securities$6,899,000644
Commercial mortgage pass-through securities$1,960,000664
Other commercial mortgage-backed securities$4,939,000478
Held to maturity securities (book value)$100,0001,924
Available-for-sale securities (fair market value)$30,505,0002,829
Total debt securities$30,605,0003,043
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 contracts$0146
2017-12-31Rank
Total securities$31,517,0003,054
U.S. Government securities$20,801,0002,738
U.S. Treasury securities$01,328
U.S. Government agency obligations$20,801,0002,611
Securities issued by states & political subdivisions$9,624,0002,726
Other domestic debt securities$1,092,0001,432
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$1,092,0001,164
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$5,583,0003,493
Mortgage-backed securities$14,621,0002,306
Certificates of participation in pools of residential mortgages$6,503,0002,557
Issued or guaranteed by U.S.$6,503,0002,555
Privately issued$064
Collaterized mortgage obligations$1,082,0002,360
CMOs issued by government agencies or sponsored agencies$1,082,0002,297
Privately issued$0573
Commercial mortgage-backed securities$7,036,000624
Commercial mortgage pass-through securities$1,998,000664
Other commercial mortgage-backed securities$5,038,000452
Held to maturity securities (book value)$100,0001,950
Available-for-sale securities (fair market value)$31,417,0002,827
Total debt securities$31,517,0003,037
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 contracts$0146
2017-09-30Rank
Total securities$49,578,0002,333
U.S. Government securities$35,730,0001,976
U.S. Treasury securities$01,313
U.S. Government agency obligations$35,730,0001,884
Securities issued by states & political subdivisions$12,761,0002,417
Other domestic debt securities$1,087,0001,452
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$1,087,0001,199
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$8,749,0003,063
Mortgage-backed securities$29,307,0001,542
Certificates of participation in pools of residential mortgages$6,693,0002,572
Issued or guaranteed by U.S.$6,693,0002,571
Privately issued$069
Collaterized mortgage obligations$13,506,000962
CMOs issued by government agencies or sponsored agencies$13,506,000921
Privately issued$0584
Commercial mortgage-backed securities$9,108,000538
Commercial mortgage pass-through securities$7,109,000361
Other commercial mortgage-backed securities$1,999,000635
Held to maturity securities (book value)$100,0002,006
Available-for-sale securities (fair market value)$49,478,0002,152
Total debt securities$49,578,0002,311
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 contracts$0144
2017-06-30Rank
Total securities$33,202,0003,046
U.S. Government securities$23,055,0002,663
U.S. Treasury securities$01,351
U.S. Government agency obligations$23,055,0002,559
Securities issued by states & political subdivisions$9,058,0002,844
Other domestic debt securities$1,089,0001,465
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$1,089,0001,216
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$10,082,0002,895
Mortgage-backed securities$19,728,0001,992
Certificates of participation in pools of residential mortgages$6,242,0002,677
Issued or guaranteed by U.S.$6,242,0002,676
Privately issued$067
Collaterized mortgage obligations$8,474,0001,240
CMOs issued by government agencies or sponsored agencies$8,474,0001,193
Privately issued$0606
Commercial mortgage-backed securities$5,012,000685
Commercial mortgage pass-through securities$4,007,000476
Other commercial mortgage-backed securities$1,005,000743
Held to maturity securities (book value)$100,0002,032
Available-for-sale securities (fair market value)$33,102,0002,805
Total debt securities$33,202,0003,021
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 contracts$0145
2017-03-31Rank
Total securities$25,424,0003,507
U.S. Government securities$18,827,0003,008
U.S. Treasury securities$01,390
U.S. Government agency obligations$18,827,0002,874
Securities issued by states & political subdivisions$5,522,0003,402
Other domestic debt securities$1,075,0001,508
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$1,075,0001,229
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$10,682,0002,859
Mortgage-backed securities$17,217,0002,213
Certificates of participation in pools of residential mortgages$10,129,0002,223
Issued or guaranteed by U.S.$10,129,0002,223
Privately issued$066
Collaterized mortgage obligations$4,090,0001,744
CMOs issued by government agencies or sponsored agencies$4,090,0001,682
Privately issued$0642
Commercial mortgage-backed securities$2,998,000827
Commercial mortgage pass-through securities$2,998,000527
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$100,0002,064
Available-for-sale securities (fair market value)$25,324,0003,223
Total debt securities$25,424,0003,478
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 contracts$0142
2016-12-31Rank
Total securities$19,768,0003,877
U.S. Government securities$14,063,0003,390
U.S. Treasury securities$01,367
U.S. Government agency obligations$14,063,0003,264
Securities issued by states & political subdivisions$4,634,0003,581
Other domestic debt securities$1,071,0001,513
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$1,071,0001,233
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$11,735,0002,755
Mortgage-backed securities$14,063,0002,411
Certificates of participation in pools of residential mortgages$8,817,0002,380
Issued or guaranteed by U.S.$8,817,0002,378
Privately issued$071
Collaterized mortgage obligations$3,242,0001,859
CMOs issued by government agencies or sponsored agencies$3,242,0001,794
Privately issued$0666
Commercial mortgage-backed securities$2,004,000910
Commercial mortgage pass-through securities$2,004,000594
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$100,0002,090
Available-for-sale securities (fair market value)$19,668,0003,574
Total debt securities$19,768,0003,849
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$20,316,0003,851
U.S. Government securities$15,827,0003,226
U.S. Treasury securities$01,214
U.S. Government agency obligations$15,827,0003,122
Securities issued by states & political subdivisions$3,426,0003,829
Other domestic debt securities$1,063,0001,521
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$1,063,0001,234
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$11,884,0002,755
Mortgage-backed securities$15,827,0002,286
Certificates of participation in pools of residential mortgages$10,816,0002,181
Issued or guaranteed by U.S.$10,816,0002,181
Privately issued$067
Collaterized mortgage obligations$3,915,0001,764
CMOs issued by government agencies or sponsored agencies$3,915,0001,697
Privately issued$0671
Commercial mortgage-backed securities$1,096,0001,012
Commercial mortgage pass-through securities$1,096,000650
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$100,0002,114
Available-for-sale securities (fair market value)$20,216,0003,541
Total debt securities$20,316,0003,826
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$21,365,0003,833
U.S. Government securities$16,803,0003,222
U.S. Treasury securities$01,253
U.S. Government agency obligations$16,803,0003,108
Securities issued by states & political subdivisions$3,506,0003,854
Other domestic debt securities$1,056,0001,548
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$1,056,0001,238
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$12,516,0002,743
Mortgage-backed securities$16,803,0002,256
Certificates of participation in pools of residential mortgages$11,408,0002,169
Issued or guaranteed by U.S.$11,408,0002,164
Privately issued$071
Collaterized mortgage obligations$4,296,0001,720
CMOs issued by government agencies or sponsored agencies$4,296,0001,652
Privately issued$0687
Commercial mortgage-backed securities$1,099,000950
Commercial mortgage pass-through securities$1,099,000607
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$100,0002,159
Available-for-sale securities (fair market value)$21,265,0003,531
Total debt securities$21,365,0003,802
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$20,071,0003,986
U.S. Government securities$16,487,0003,329
U.S. Treasury securities$01,296
U.S. Government agency obligations$16,487,0003,220
Securities issued by states & political subdivisions$3,484,0003,857
Other domestic debt securities$100,0002,154
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$100,0001,741
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$11,645,0002,881
Mortgage-backed securities$16,487,0002,292
Certificates of participation in pools of residential mortgages$10,625,0002,272
Issued or guaranteed by U.S.$10,625,0002,271
Privately issued$066
Collaterized mortgage obligations$4,761,0001,661
CMOs issued by government agencies or sponsored agencies$4,761,0001,592
Privately issued$0699
Commercial mortgage-backed securities$1,101,000933
Commercial mortgage pass-through securities$1,101,000590
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$100,0002,199
Available-for-sale securities (fair market value)$19,971,0003,660
Total debt securities$20,071,0003,964
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$20,625,0003,983
U.S. Government securities$17,071,0003,333
U.S. Treasury securities$01,367
U.S. Government agency obligations$17,071,0003,217
Securities issued by states & political subdivisions$3,454,0003,901
Other domestic debt securities$100,0002,145
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$100,0001,735
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$13,227,0002,739
Mortgage-backed securities$17,071,0002,253
Certificates of participation in pools of residential mortgages$10,781,0002,239
Issued or guaranteed by U.S.$10,781,0002,237
Privately issued$066
Collaterized mortgage obligations$5,188,0001,619
CMOs issued by government agencies or sponsored agencies$5,188,0001,556
Privately issued$0704
Commercial mortgage-backed securities$1,102,000888
Commercial mortgage pass-through securities$1,102,000563
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$100,0002,242
Available-for-sale securities (fair market value)$20,525,0003,652
Total debt securities$20,625,0003,957
Structured notes
Amortized cost$01,623
Fair value$01,624
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$21,615,0003,987
U.S. Government securities$18,109,0003,296
U.S. Treasury securities$01,303
U.S. Government agency obligations$18,109,0003,195
Securities issued by states & political subdivisions$3,406,0003,955
Other domestic debt securities$100,0002,185
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$100,0001,754
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$13,811,0002,693
Mortgage-backed securities$18,109,0002,219
Certificates of participation in pools of residential mortgages$11,153,0002,237
Issued or guaranteed by U.S.$11,153,0002,236
Privately issued$065
Collaterized mortgage obligations$5,855,0001,551
CMOs issued by government agencies or sponsored agencies$5,855,0001,487
Privately issued$0721
Commercial mortgage-backed securities$1,101,000853
Commercial mortgage pass-through securities$1,101,000539
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$100,0002,252
Available-for-sale securities (fair market value)$21,515,0003,650
Total debt securities$21,615,0003,964
Structured notes
Amortized cost$01,824
Fair value$01,825
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$22,723,0003,984
U.S. Government securities$19,246,0003,289
U.S. Treasury securities$01,348
U.S. Government agency obligations$19,246,0003,184
Securities issued by states & political subdivisions$3,377,0003,979
Other domestic debt securities$100,0002,211
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$100,0001,777
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$12,731,0002,815
Mortgage-backed securities$19,246,0002,206
Certificates of participation in pools of residential mortgages$11,605,0002,251
Issued or guaranteed by U.S.$11,605,0002,250
Privately issued$067
Collaterized mortgage obligations$6,551,0001,526
CMOs issued by government agencies or sponsored agencies$6,551,0001,465
Privately issued$0741
Commercial mortgage-backed securities$1,090,000821
Commercial mortgage pass-through securities$1,090,000514
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$100,0002,293
Available-for-sale securities (fair market value)$22,623,0003,660
Total debt securities$22,723,0003,961
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$24,201,0003,911
U.S. Government securities$20,632,0003,227
U.S. Treasury securities$01,327
U.S. Government agency obligations$20,632,0003,126
Securities issued by states & political subdivisions$3,469,0003,956
Other domestic debt securities$100,0002,276
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$100,0001,810
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$13,256,0002,818
Mortgage-backed securities$20,632,0002,163
Certificates of participation in pools of residential mortgages$12,050,0002,233
Issued or guaranteed by U.S.$12,050,0002,233
Privately issued$070
Collaterized mortgage obligations$7,474,0001,495
CMOs issued by government agencies or sponsored agencies$7,474,0001,425
Privately issued$0776
Commercial mortgage-backed securities$1,108,000796
Commercial mortgage pass-through securities$1,108,000495
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$100,0002,302
Available-for-sale securities (fair market value)$24,101,0003,582
Total debt securities$24,201,0003,886
Structured notes
Amortized cost$02,098
Fair value$02,100
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$24,837,0003,897
U.S. Government securities$21,378,0003,229
U.S. Treasury securities$01,361
U.S. Government agency obligations$21,378,0003,125
Securities issued by states & political subdivisions$3,459,0003,997
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,596,0003,134
Mortgage-backed securities$21,378,0002,161
Certificates of participation in pools of residential mortgages$12,194,0002,269
Issued or guaranteed by U.S.$12,194,0002,267
Privately issued$075
Collaterized mortgage obligations$8,093,0001,457
CMOs issued by government agencies or sponsored agencies$8,093,0001,391
Privately issued$0785
Commercial mortgage-backed securities$1,091,000779
Commercial mortgage pass-through securities$1,091,000494
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$24,837,0003,557
Total debt securities$24,837,0003,871
Structured notes
Amortized cost$02,200
Fair value$02,202
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$26,825,0003,846
U.S. Government securities$22,253,0003,250
U.S. Treasury securities$01,381
U.S. Government agency obligations$22,253,0003,149
Securities issued by states & political subdivisions$4,572,0003,787
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,857,0002,759
Mortgage-backed securities$22,253,0002,165
Certificates of participation in pools of residential mortgages$12,421,0002,317
Issued or guaranteed by U.S.$12,421,0002,315
Privately issued$073
Collaterized mortgage obligations$8,753,0001,443
CMOs issued by government agencies or sponsored agencies$8,753,0001,364
Privately issued$0821
Commercial mortgage-backed securities$1,079,000750
Commercial mortgage pass-through securities$1,079,000494
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$26,825,0003,507
Total debt securities$26,825,0003,819
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$31,458,0003,601
U.S. Government securities$23,420,0003,195
U.S. Treasury securities$01,342
U.S. Government agency obligations$23,420,0003,102
Securities issued by states & political subdivisions$8,038,0003,207
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,015,0002,879
Mortgage-backed securities$23,420,0002,128
Certificates of participation in pools of residential mortgages$12,793,0002,317
Issued or guaranteed by U.S.$12,793,0002,316
Privately issued$075
Collaterized mortgage obligations$9,538,0001,391
CMOs issued by government agencies or sponsored agencies$9,538,0001,320
Privately issued$0840
Commercial mortgage-backed securities$1,089,000735
Commercial mortgage pass-through securities$1,089,000487
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$31,458,0003,275
Total debt securities$31,458,0003,572
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$37,969,0003,226
U.S. Government securities$28,136,0002,866
U.S. Treasury securities$01,198
U.S. Government agency obligations$28,136,0002,789
Securities issued by states & political subdivisions$7,894,0003,233
Other domestic debt securities$1,939,0001,510
Privately issued residential mortgage-backed securities$1,939,000346
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,563,0002,622
Mortgage-backed securities$30,075,0001,856
Certificates of participation in pools of residential mortgages$13,038,0002,317
Issued or guaranteed by U.S.$13,038,0002,315
Privately issued$076
Collaterized mortgage obligations$15,961,0001,052
CMOs issued by government agencies or sponsored agencies$14,022,0001,078
Privately issued$1,939,000333
Commercial mortgage-backed securities$1,076,000726
Commercial mortgage pass-through securities$1,076,000477
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$37,969,0002,948
Total debt securities$37,969,0003,191
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$38,754,0003,194
U.S. Government securities$29,163,0002,788
U.S. Treasury securities$01,131
U.S. Government agency obligations$29,163,0002,717
Securities issued by states & political subdivisions$7,654,0003,273
Other domestic debt securities$1,937,0001,541
Privately issued residential mortgage-backed securities$1,937,000370
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,624,0002,725
Mortgage-backed securities$31,076,0001,811
Certificates of participation in pools of residential mortgages$13,313,0002,284
Issued or guaranteed by U.S.$13,313,0002,283
Privately issued$081
Collaterized mortgage obligations$16,696,0001,026
CMOs issued by government agencies or sponsored agencies$14,759,0001,051
Privately issued$1,937,000354
Commercial mortgage-backed securities$1,067,000684
Commercial mortgage pass-through securities$1,067,000438
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$38,754,0002,906
Total debt securities$38,754,0003,160
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$35,715,0003,363
U.S. Government securities$27,215,0002,942
U.S. Treasury securities$01,131
U.S. Government agency obligations$27,215,0002,874
Securities issued by states & political subdivisions$6,535,0003,475
Other domestic debt securities$1,965,0001,580
Privately issued residential mortgage-backed securities$1,965,000394
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,750,0003,031
Mortgage-backed securities$29,156,0001,905
Certificates of participation in pools of residential mortgages$11,536,0002,470
Issued or guaranteed by U.S.$11,536,0002,468
Privately issued$080
Collaterized mortgage obligations$16,552,0001,052
CMOs issued by government agencies or sponsored agencies$14,587,0001,068
Privately issued$1,965,000376
Commercial mortgage-backed securities$1,068,000672
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$1,068,000408
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$35,715,0003,083
Total debt securities$35,715,0003,331
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$19,248,0004,571
U.S. Government securities$15,512,0003,968
U.S. Treasury securities$01,152
U.S. Government agency obligations$15,512,0003,875
Securities issued by states & political subdivisions$3,736,0004,075
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,123,0003,233
Mortgage-backed securities$15,488,0002,687
Certificates of participation in pools of residential mortgages$8,280,0002,872
Issued or guaranteed by U.S.$8,280,0002,870
Privately issued$083
Collaterized mortgage obligations$6,133,0001,776
CMOs issued by government agencies or sponsored agencies$6,133,0001,689
Privately issued$0969
Commercial mortgage-backed securities$1,075,000645
Commercial mortgage pass-through securities$1,075,000421
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$19,248,0004,204
Total debt securities$19,248,0004,540
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$17,187,0004,776
U.S. Government securities$14,916,0004,076
U.S. Treasury securities$01,161
U.S. Government agency obligations$14,916,0003,977
Securities issued by states & political subdivisions$2,271,0004,458
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,005,0003,167
Mortgage-backed securities$14,892,0002,774
Certificates of participation in pools of residential mortgages$9,113,0002,777
Issued or guaranteed by U.S.$9,113,0002,776
Privately issued$083
Collaterized mortgage obligations$5,779,0001,878
CMOs issued by government agencies or sponsored agencies$5,779,0001,784
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$17,187,0004,404
Total debt securities$17,187,0004,745
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$18,691,0004,605
U.S. Government securities$16,344,0003,873
U.S. Treasury securities$01,135
U.S. Government agency obligations$16,344,0003,772
Securities issued by states & political subdivisions$2,347,0004,434
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,909,0003,482
Mortgage-backed securities$16,291,0002,674
Certificates of participation in pools of residential mortgages$9,860,0002,675
Issued or guaranteed by U.S.$9,860,0002,672
Privately issued$085
Collaterized mortgage obligations$6,431,0001,836
CMOs issued by government agencies or sponsored agencies$6,431,0001,741
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$18,691,0004,254
Total debt securities$18,691,0004,572
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$15,723,0004,977
U.S. Government securities$14,476,0004,180
U.S. Treasury securities$01,086
U.S. Government agency obligations$14,476,0004,093
Securities issued by states & political subdivisions$1,247,0004,873
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$9,369,0003,435
Mortgage-backed securities$14,423,0002,968
Certificates of participation in pools of residential mortgages$8,881,0002,953
Issued or guaranteed by U.S.$8,881,0002,952
Privately issued$088
Collaterized mortgage obligations$5,542,0002,036
CMOs issued by government agencies or sponsored agencies$5,542,0001,946
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$15,723,0004,592
Total debt securities$15,723,0004,950
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$17,128,0004,854
U.S. Government securities$15,904,0004,079
U.S. Treasury securities$01,068
U.S. Government agency obligations$15,904,0003,991
Securities issued by states & political subdivisions$1,224,0004,864
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$8,594,0003,616
Mortgage-backed securities$15,780,0002,877
Certificates of participation in pools of residential mortgages$9,619,0002,883
Issued or guaranteed by U.S.$9,619,0002,883
Privately issued$094
Collaterized mortgage obligations$6,161,0001,959
CMOs issued by government agencies or sponsored agencies$6,161,0001,859
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)$17,128,0004,479
Total debt securities$17,128,0004,824
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$18,476,0004,746
U.S. Government securities$18,400,0003,882
U.S. Treasury securities$01,157
U.S. Government agency obligations$18,400,0003,799
Securities issued by states & political subdivisions$76,0005,654
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$9,889,0003,390
Mortgage-backed securities$18,269,0002,680
Certificates of participation in pools of residential mortgages$10,493,0002,781
Issued or guaranteed by U.S.$10,493,0002,779
Privately issued$094
Collaterized mortgage obligations$7,776,0001,791
CMOs issued by government agencies or sponsored agencies$7,776,0001,689
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)$18,476,0004,371
Total debt securities$18,476,0004,719
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$22,506,0004,323
U.S. Government securities$20,585,0003,579
U.S. Treasury securities$01,076
U.S. Government agency obligations$20,585,0003,500
Securities issued by states & political subdivisions$1,921,0004,524
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$19,056,0002,221
Mortgage-backed securities$20,385,0002,452
Certificates of participation in pools of residential mortgages$11,224,0002,580
Issued or guaranteed by U.S.$11,224,0002,578
Privately issued$0121
Collaterized mortgage obligations$9,161,0001,660
CMOs issued by government agencies or sponsored agencies$9,161,0001,506
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)$22,506,0003,974
Total debt securities$22,506,0004,293
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$29,810,0003,621
U.S. Government securities$22,466,0003,324
U.S. Treasury securities$01,126
U.S. Government agency obligations$22,466,0003,243
Securities issued by states & political subdivisions$7,344,0003,010
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$9,643,0003,249
Mortgage-backed securities$22,266,0002,252
Certificates of participation in pools of residential mortgages$12,232,0002,395
Issued or guaranteed by U.S.$12,232,0002,390
Privately issued$0132
Collaterized mortgage obligations$10,034,0001,585
CMOs issued by government agencies or sponsored agencies$10,034,0001,420
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)$29,810,0003,338
Total debt securities$29,810,0003,589
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$32,637,0003,462
U.S. Government securities$23,537,0003,299
U.S. Treasury securities$01,225
U.S. Government agency obligations$23,537,0003,202
Securities issued by states & political subdivisions$7,100,0002,989
Other domestic debt securities$2,000,0001,551
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$2,000,0001,031
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$9,495,0003,285
Mortgage-backed securities$23,297,0002,145
Certificates of participation in pools of residential mortgages$11,979,0002,367
Issued or guaranteed by U.S.$11,979,0002,360
Privately issued$0125
Collaterized mortgage obligations$11,318,0001,460
CMOs issued by government agencies or sponsored agencies$11,318,0001,290
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)$2,000,0001,845
Available-for-sale securities (fair market value)$30,637,0003,287
Total debt securities$32,637,0003,429
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$35,757,0003,212
U.S. Government securities$26,872,0003,013
U.S. Treasury securities$01,272
U.S. Government agency obligations$26,872,0002,918
Securities issued by states & political subdivisions$6,885,0002,990
Other domestic debt securities$2,000,0001,586
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$2,000,0001,039
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$10,170,0003,177
Mortgage-backed securities$26,630,0001,952
Certificates of participation in pools of residential mortgages$14,386,0002,061
Issued or guaranteed by U.S.$14,386,0002,056
Privately issued$0136
Collaterized mortgage obligations$12,244,0001,363
CMOs issued by government agencies or sponsored agencies$12,244,0001,184
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)$2,000,0001,864
Available-for-sale securities (fair market value)$33,757,0003,064
Total debt securities$35,757,0003,185
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$39,720,0002,918
U.S. Government securities$30,742,0002,590
U.S. Treasury securities$01,275
U.S. Government agency obligations$30,742,0002,505
Securities issued by states & political subdivisions$6,978,0002,976
Other domestic debt securities$2,000,0001,690
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$2,000,0001,044
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$11,119,0003,002
Mortgage-backed securities$30,334,0001,716
Certificates of participation in pools of residential mortgages$15,788,0001,859
Issued or guaranteed by U.S.$15,788,0001,854
Privately issued$0141
Collaterized mortgage obligations$14,546,0001,213
CMOs issued by government agencies or sponsored agencies$14,546,0001,039
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)$2,000,0001,885
Available-for-sale securities (fair market value)$37,720,0002,745
Total debt securities$39,720,0002,895
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$44,931,0002,608
U.S. Government securities$35,394,0002,305
U.S. Treasury securities$01,180
U.S. Government agency obligations$35,394,0002,229
Securities issued by states & political subdivisions$7,537,0002,804
Other domestic debt securities$2,000,0001,744
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$2,000,0001,048
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$14,100,0002,660
Mortgage-backed securities$34,979,0001,538
Certificates of participation in pools of residential mortgages$17,359,0001,702
Issued or guaranteed by U.S.$17,359,0001,698
Privately issued$0141
Collaterized mortgage obligations$17,620,0001,081
CMOs issued by government agencies or sponsored agencies$17,620,000922
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)$2,000,0001,930
Available-for-sale securities (fair market value)$42,931,0002,431
Total debt securities$44,931,0002,581
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$43,427,0002,674
U.S. Government securities$35,828,0002,325
U.S. Treasury securities$01,121
U.S. Government agency obligations$35,828,0002,252
Securities issued by states & political subdivisions$5,599,0003,122
Other domestic debt securities$2,000,0001,727
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$2,000,0001,005
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$23,152,0001,957
Mortgage-backed securities$35,373,0001,487
Certificates of participation in pools of residential mortgages$17,902,0001,682
Issued or guaranteed by U.S.$17,902,0001,675
Privately issued$0148
Collaterized mortgage obligations$17,471,0001,056
CMOs issued by government agencies or sponsored agencies$17,471,000878
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)$2,000,0002,002
Available-for-sale securities (fair market value)$41,427,0002,480
Total debt securities$43,427,0002,646
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$53,895,0002,246
U.S. Government securities$45,417,0001,946
U.S. Treasury securities$01,130
U.S. Government agency obligations$45,417,0001,885
Securities issued by states & political subdivisions$6,478,0002,870
Other domestic debt securities$2,000,0001,774
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$2,000,0001,025
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$39,386,0001,352
Mortgage-backed securities$42,633,0001,324
Certificates of participation in pools of residential mortgages$25,777,0001,340
Issued or guaranteed by U.S.$25,777,0001,336
Privately issued$0145
Collaterized mortgage obligations$16,856,0001,060
CMOs issued by government agencies or sponsored agencies$16,856,000880
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)$2,000,0002,027
Available-for-sale securities (fair market value)$51,895,0002,077
Total debt securities$53,895,0002,219
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$62,515,0001,978
U.S. Government securities$50,145,0001,744
U.S. Treasury securities$01,077
U.S. Government agency obligations$50,145,0001,693
Securities issued by states & political subdivisions$10,370,0002,189
Other domestic debt securities$2,000,0001,825
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$2,000,0001,053
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$40,953,0001,310
Mortgage-backed securities$47,265,0001,246
Certificates of participation in pools of residential mortgages$29,090,0001,267
Issued or guaranteed by U.S.$29,090,0001,261
Privately issued$0157
Collaterized mortgage obligations$18,175,0001,006
CMOs issued by government agencies or sponsored agencies$18,175,000817
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)$2,000,0002,047
Available-for-sale securities (fair market value)$60,515,0001,818
Total debt securities$62,515,0001,958
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$65,479,0001,888
U.S. Government securities$52,825,0001,636
U.S. Treasury securities$01,047
U.S. Government agency obligations$52,825,0001,589
Securities issued by states & political subdivisions$10,654,0002,156
Other domestic debt securities$2,000,0001,918
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$2,000,0001,113
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$44,852,0001,178
Mortgage-backed securities$49,829,0001,216
Certificates of participation in pools of residential mortgages$30,871,0001,234
Issued or guaranteed by U.S.$30,871,0001,225
Privately issued$0171
Collaterized mortgage obligations$18,958,000962
CMOs issued by government agencies or sponsored agencies$18,958,000760
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)$2,000,0002,139
Available-for-sale securities (fair market value)$63,479,0001,719
Total debt securities$65,479,0001,858
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$76,272,0001,628
U.S. Government securities$58,310,0001,468
U.S. Treasury securities$01,036
U.S. Government agency obligations$58,310,0001,429
Securities issued by states & political subdivisions$15,962,0001,490
Other domestic debt securities$2,000,0001,949
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$2,000,0001,129
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$45,180,0001,159
Mortgage-backed securities$55,250,0001,116
Certificates of participation in pools of residential mortgages$35,416,0001,122
Issued or guaranteed by U.S.$35,416,0001,114
Privately issued$0181
Collaterized mortgage obligations$19,834,000907
CMOs issued by government agencies or sponsored agencies$19,834,000707
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)$2,000,0002,141
Available-for-sale securities (fair market value)$74,272,0001,455
Total debt securities$76,272,0001,599
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$81,273,0001,525
U.S. Government securities$62,349,0001,388
U.S. Treasury securities$0981
U.S. Government agency obligations$62,349,0001,355
Securities issued by states & political subdivisions$15,903,0001,448
Other domestic debt securities$3,021,0001,570
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$3,021,000903
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$64,925,000875
Mortgage-backed securities$59,108,0001,072
Certificates of participation in pools of residential mortgages$38,354,0001,085
Issued or guaranteed by U.S.$38,354,0001,072
Privately issued$0191
Collaterized mortgage obligations$20,754,000885
CMOs issued by government agencies or sponsored agencies$20,754,000676
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)$3,021,0001,938
Available-for-sale securities (fair market value)$78,252,0001,381
Total debt securities$81,273,0001,503
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$84,461,0001,433
U.S. Government securities$61,589,0001,397
U.S. Treasury securities$0973
U.S. Government agency obligations$61,589,0001,371
Securities issued by states & political subdivisions$16,573,0001,370
Other domestic debt securities$6,299,0001,074
Privately issued residential mortgage-backed securities$126,0001,494
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,173,000562
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$48,034,0001,130
Mortgage-backed securities$61,171,000998
Certificates of participation in pools of residential mortgages$33,457,0001,179
Issued or guaranteed by U.S.$33,457,0001,170
Privately issued$0188
Collaterized mortgage obligations$27,714,000708
CMOs issued by government agencies or sponsored agencies$27,588,000522
Privately issued$126,0001,424
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,023,0001,947
Available-for-sale securities (fair market value)$81,438,0001,293
Total debt securities$84,461,0001,410
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$70,749,0001,672
U.S. Government securities$51,748,0001,592
U.S. Treasury securities$01,019
U.S. Government agency obligations$51,748,0001,566
Securities issued by states & political subdivisions$16,300,0001,359
Other domestic debt securities$2,701,0001,586
Privately issued residential mortgage-backed securities$170,0001,445
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,531,000966
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$51,140,0001,057
Mortgage-backed securities$51,918,0001,103
Certificates of participation in pools of residential mortgages$38,000,0001,011
Issued or guaranteed by U.S.$37,956,0001,003
Privately issued$44,000166
Collaterized mortgage obligations$13,918,0001,046
CMOs issued by government agencies or sponsored agencies$13,792,000818
Privately issued$126,0001,391
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,000,0002,199
Available-for-sale securities (fair market value)$68,749,0001,489
Total debt securities$70,749,0001,650
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$37,793,0002,906
U.S. Government securities$27,756,0002,785
U.S. Treasury securities$01,021
U.S. Government agency obligations$27,756,0002,741
Securities issued by states & political subdivisions$9,445,0002,171
Other domestic debt securities$592,0002,531
Privately issued residential mortgage-backed securities$49,0001,470
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$543,0001,819
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$22,114,0002,080
Mortgage-backed securities$27,805,0001,773
Certificates of participation in pools of residential mortgages$23,367,0001,495
Issued or guaranteed by U.S.$23,318,0001,489
Privately issued$49,000179
Collaterized mortgage obligations$4,438,0001,796
CMOs issued by government agencies or sponsored agencies$4,438,0001,496
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)$37,793,0002,581
Total debt securities$37,793,0002,873
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$40,029,0002,767
U.S. Government securities$29,710,0002,642
U.S. Treasury securities$01,044
U.S. Government agency obligations$29,710,0002,590
Securities issued by states & political subdivisions$9,488,0002,146
Other domestic debt securities$831,0002,313
Privately issued residential mortgage-backed securities$225,0001,382
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$606,0001,757
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$15,544,0002,587
Mortgage-backed securities$29,935,0001,599
Certificates of participation in pools of residential mortgages$25,445,0001,323
Issued or guaranteed by U.S.$25,362,0001,315
Privately issued$83,000175
Collaterized mortgage obligations$4,490,0001,769
CMOs issued by government agencies or sponsored agencies$4,348,0001,493
Privately issued$142,0001,335
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)$40,029,0002,456
Total debt securities$40,029,0002,730
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$43,784,0002,576
U.S. Government securities$34,180,0002,373
U.S. Treasury securities$01,146
U.S. Government agency obligations$34,180,0002,322
Securities issued by states & political subdivisions$9,361,0002,168
Other domestic debt securities$243,0002,694
Privately issued residential mortgage-backed securities$243,0001,265
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$10,470,0003,322
Mortgage-backed securities$28,934,0001,490
Certificates of participation in pools of residential mortgages$18,749,0001,463
Issued or guaranteed by U.S.$18,665,0001,459
Privately issued$84,000164
Collaterized mortgage obligations$10,185,0001,145
CMOs issued by government agencies or sponsored agencies$10,026,000925
Privately issued$159,0001,238
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)$43,784,0002,266
Total debt securities$43,784,0002,528
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$45,509,0002,495
U.S. Government securities$36,040,0002,273
U.S. Treasury securities$01,235
U.S. Government agency obligations$36,040,0002,219
Securities issued by states & political subdivisions$9,469,0002,117
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$15,008,0002,675
Mortgage-backed securities$23,362,0001,612
Certificates of participation in pools of residential mortgages$12,969,0001,806
Issued or guaranteed by U.S.$12,969,0001,797
Privately issued$0194
Collaterized mortgage obligations$10,393,0001,080
CMOs issued by government agencies or sponsored agencies$10,393,000860
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)$9,469,0001,289
Available-for-sale securities (fair market value)$36,040,0002,623
Total debt securities$45,509,0002,448
Structured notes
Amortized cost$2,500,0001,076
Fair value$2,493,0001,089
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$45,230,0002,484
U.S. Government securities$35,419,0002,315
U.S. Treasury securities$01,362
U.S. Government agency obligations$35,419,0002,250
Securities issued by states & political subdivisions$9,474,0002,100
Other domestic debt securities$337,0002,482
Privately issued residential mortgage-backed securities$337,0001,141
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$14,985,0002,670
Mortgage-backed securities$22,759,0001,594
Certificates of participation in pools of residential mortgages$13,412,0001,717
Issued or guaranteed by U.S.$13,286,0001,722
Privately issued$126,000173
Collaterized mortgage obligations$9,347,0001,116
CMOs issued by government agencies or sponsored agencies$9,136,000912
Privately issued$211,0001,136
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,474,0001,295
Available-for-sale securities (fair market value)$35,756,0002,636
Total debt securities$45,230,0002,437
Structured notes
Amortized cost$2,500,0001,140
Fair value$2,449,0001,169
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$36,833,0002,976
U.S. Government securities$27,152,0002,922
U.S. Treasury securities$01,448
U.S. Government agency obligations$27,152,0002,844
Securities issued by states & political subdivisions$9,681,0002,062
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$11,715,0003,150
Mortgage-backed securities$13,079,0002,295
Certificates of participation in pools of residential mortgages$9,652,0002,108
Issued or guaranteed by U.S.$9,652,0002,100
Privately issued$0218
Collaterized mortgage obligations$3,427,0001,787
CMOs issued by government agencies or sponsored agencies$3,427,0001,522
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)$9,681,0001,305
Available-for-sale securities (fair market value)$27,152,0003,232
Total debt securities$36,833,0002,931
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$29,994,0003,472
U.S. Government securities$23,230,0003,320
U.S. Treasury securities$01,498
U.S. Government agency obligations$23,230,0003,229
Securities issued by states & political subdivisions$6,764,0002,642
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$11,753,0003,127
Mortgage-backed securities$9,612,0002,702
Certificates of participation in pools of residential mortgages$8,052,0002,356
Issued or guaranteed by U.S.$8,052,0002,343
Privately issued$0208
Collaterized mortgage obligations$1,560,0002,257
CMOs issued by government agencies or sponsored agencies$1,560,0001,987
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)$6,764,0001,603
Available-for-sale securities (fair market value)$23,230,0003,604
Total debt securities$29,994,0003,428
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$28,330,0003,641
U.S. Government securities$21,559,0003,561
U.S. Treasury securities$01,574
U.S. Government agency obligations$21,559,0003,454
Securities issued by states & political subdivisions$6,771,0002,624
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,887,0003,441
Mortgage-backed securities$8,966,0002,773
Certificates of participation in pools of residential mortgages$8,966,0002,240
Issued or guaranteed by U.S.$8,966,0002,223
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,771,0001,660
Available-for-sale securities (fair market value)$21,559,0003,822
Total debt securities$28,330,0003,592
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$27,340,0003,720
U.S. Government securities$20,963,0003,635
U.S. Treasury securities$01,634
U.S. Government agency obligations$20,963,0003,520
Securities issued by states & political subdivisions$6,377,0002,697
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,686,0003,479
Mortgage-backed securities$8,523,0002,836
Certificates of participation in pools of residential mortgages$8,523,0002,307
Issued or guaranteed by U.S.$8,523,0002,295
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,377,0001,726
Available-for-sale securities (fair market value)$20,963,0003,865
Total debt securities$27,340,0003,663
Structured notes
Amortized cost$3,000,0001,234
Fair value$2,876,0001,298
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$28,112,0003,714
U.S. Government securities$21,728,0003,577
U.S. Treasury securities$01,715
U.S. Government agency obligations$21,728,0003,457
Securities issued by states & political subdivisions$6,384,0002,682
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,893,0003,415
Mortgage-backed securities$9,064,0002,809
Certificates of participation in pools of residential mortgages$9,064,0002,285
Issued or guaranteed by U.S.$9,064,0002,274
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,384,0001,740
Available-for-sale securities (fair market value)$21,728,0003,803
Total debt securities$28,112,0003,662
Structured notes
Amortized cost$3,500,0001,146
Fair value$3,395,0001,183
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$28,817,0003,667
U.S. Government securities$22,426,0003,486
U.S. Treasury securities$01,737
U.S. Government agency obligations$22,426,0003,364
Securities issued by states & political subdivisions$6,391,0002,678
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,055,0003,776
Mortgage-backed securities$9,533,0002,754
Certificates of participation in pools of residential mortgages$9,533,0002,225
Issued or guaranteed by U.S.$9,533,0002,213
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,391,0001,769
Available-for-sale securities (fair market value)$22,426,0003,720
Total debt securities$28,817,0003,608
Structured notes
Amortized cost$3,500,0001,139
Fair value$3,423,0001,171
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$29,948,0003,552
U.S. Government securities$23,564,0003,345
U.S. Treasury securities$01,786
U.S. Government agency obligations$23,564,0003,219
Securities issued by states & political subdivisions$6,384,0002,669
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,605,0003,862
Mortgage-backed securities$10,178,0002,708
Certificates of participation in pools of residential mortgages$10,178,0002,171
Issued or guaranteed by U.S.$10,178,0002,160
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,384,0001,776
Available-for-sale securities (fair market value)$23,564,0003,595
Total debt securities$29,948,0003,492
Structured notes
Amortized cost$3,500,0001,108
Fair value$3,445,0001,145
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$31,504,0003,460
U.S. Government securities$25,606,0003,169
U.S. Treasury securities$01,839
U.S. Government agency obligations$25,606,0003,054
Securities issued by states & political subdivisions$5,898,0002,755
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,032,0003,181
Mortgage-backed securities$10,946,0002,690
Certificates of participation in pools of residential mortgages$10,946,0002,150
Issued or guaranteed by U.S.$10,946,0002,137
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,898,0001,864
Available-for-sale securities (fair market value)$25,606,0003,452
Total debt securities$31,505,0003,409
Structured notes
Amortized cost$4,000,000985
Fair value$3,976,0001,013
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$31,985,0003,450
U.S. Government securities$26,372,0003,145
U.S. Treasury securities$01,963
U.S. Government agency obligations$26,372,0003,021
Securities issued by states & political subdivisions$5,613,0002,852
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,704,0003,239
Mortgage-backed securities$11,339,0002,704
Certificates of participation in pools of residential mortgages$11,339,0002,158
Issued or guaranteed by U.S.$11,339,0002,147
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,613,0001,926
Available-for-sale securities (fair market value)$26,372,0003,428
Total debt securities$31,986,0003,398
Structured notes
Amortized cost$4,500,000928
Fair value$4,392,000954
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$32,769,0003,397
U.S. Government securities$27,098,0003,081
U.S. Treasury securities$01,963
U.S. Government agency obligations$27,098,0002,964
Securities issued by states & political subdivisions$5,671,0002,863
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,043,0003,771
Mortgage-backed securities$12,183,0002,648
Certificates of participation in pools of residential mortgages$12,183,0002,100
Issued or guaranteed by U.S.$12,183,0002,091
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,671,0001,942
Available-for-sale securities (fair market value)$27,098,0003,361
Total debt securities$32,769,0003,342
Structured notes
Amortized cost$4,500,000898
Fair value$4,441,000928
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$33,826,0003,319
U.S. Government securities$27,901,0003,010
U.S. Treasury securities$01,990
U.S. Government agency obligations$27,901,0002,893
Securities issued by states & political subdivisions$5,925,0002,793
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,576,0003,627
Mortgage-backed securities$12,859,0002,562
Certificates of participation in pools of residential mortgages$12,859,0002,038
Issued or guaranteed by U.S.$12,859,0002,031
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,925,0001,929
Available-for-sale securities (fair market value)$27,901,0003,303
Total debt securities$33,831,0003,256
Structured notes
Amortized cost$4,500,000901
Fair value$4,454,000937
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$32,334,0003,459
U.S. Government securities$25,904,0003,233
U.S. Treasury securities$02,098
U.S. Government agency obligations$25,904,0003,116
Securities issued by states & political subdivisions$6,430,0002,653
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,412,0004,453
Mortgage-backed securities$11,133,0002,800
Certificates of participation in pools of residential mortgages$11,133,0002,250
Issued or guaranteed by U.S.$11,133,0002,241
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,907,0001,940
Available-for-sale securities (fair market value)$26,427,0003,470
Total debt securities$32,334,0003,399
Structured notes
Amortized cost$4,498,000910
Fair value$4,360,000916
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$33,887,0003,337
U.S. Government securities$27,541,0003,039
U.S. Treasury securities$02,082
U.S. Government agency obligations$27,541,0002,929
Securities issued by states & political subdivisions$5,901,0002,797
Other domestic debt securities$445,0003,094
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$445,0002,683
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,909,0005,413
Mortgage-backed securities$11,202,0002,847
Certificates of participation in pools of residential mortgages$11,202,0002,247
Issued or guaranteed by U.S.$11,202,0002,237
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,365,0001,991
Available-for-sale securities (fair market value)$28,522,0003,290
Total debt securities$33,886,0003,269
Structured notes
Amortized cost$5,295,000656
Fair value$5,323,000658
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$35,111,0003,314
U.S. Government securities$31,273,0002,824
U.S. Treasury securities$02,227
U.S. Government agency obligations$31,273,0002,723
Securities issued by states & political subdivisions$3,394,0003,701
Other domestic debt securities$444,0003,169
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$444,0002,840
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,863,0005,402
Mortgage-backed securities$9,579,0003,078
Certificates of participation in pools of residential mortgages$9,579,0002,479
Issued or guaranteed by U.S.$9,579,0002,467
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,394,0002,414
Available-for-sale securities (fair market value)$31,717,0003,080
Total debt securities$35,113,0003,250
Structured notes
Amortized cost$5,792,000558
Fair value$5,736,000559
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$20,974,0004,601
U.S. Government securities$18,212,0004,030
U.S. Treasury securities$02,287
U.S. Government agency obligations$18,212,0003,875
Securities issued by states & political subdivisions$2,317,0004,220
Other domestic debt securities$445,0003,288
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$445,0002,944
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,307
Mortgage-backed securities$5,385,0003,931
Certificates of participation in pools of residential mortgages$5,385,0003,307
Issued or guaranteed by U.S.$5,385,0003,292
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,317,0002,777
Available-for-sale securities (fair market value)$18,657,0004,300
Total debt securities$20,975,0004,527
Structured notes
Amortized cost$4,798,000545
Fair value$4,739,000543
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$21,313,0004,501
U.S. Government securities$19,784,0003,726
U.S. Treasury securities$02,322
U.S. Government agency obligations$19,784,0003,582
Securities issued by states & political subdivisions$1,529,0004,722
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,985,0005,296
Mortgage-backed securities$6,471,0003,745
Certificates of participation in pools of residential mortgages$6,471,0003,048
Issued or guaranteed by U.S.$6,471,0003,036
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,021,0003,430
Available-for-sale securities (fair market value)$20,292,0004,045
Total debt securities$21,313,0004,417
Structured notes
Amortized cost$4,297,000457
Fair value$4,317,000457
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$17,586,0005,052
U.S. Government securities$17,484,0004,059
U.S. Treasury securities$02,382
U.S. Government agency obligations$17,484,0003,901
Securities issued by states & political subdivisions$102,0006,576
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,191,0003,705
Mortgage-backed securities$6,949,0003,624
Certificates of participation in pools of residential mortgages$6,949,0002,909
Issued or guaranteed by U.S.$6,949,0002,897
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$17,586,0004,377
Total debt securities$17,586,0004,948
Structured notes
Amortized cost$2,498,000537
Fair value$2,504,000536
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$14,772,0005,497
U.S. Government securities$14,672,0004,530
U.S. Treasury securities$02,544
U.S. Government agency obligations$14,672,0004,358
Securities issued by states & political subdivisions$100,0006,611
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,029,0003,492
Mortgage-backed securities$6,227,0003,791
Certificates of participation in pools of residential mortgages$6,227,0003,030
Issued or guaranteed by U.S.$6,227,0003,016
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$14,772,0004,763
Total debt securities$14,773,0005,403
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$8,290,0006,956
U.S. Government securities$8,290,0006,007
U.S. Treasury securities$03,182
U.S. Government agency obligations$8,290,0005,772
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,868,0004,452
Mortgage-backed securities$2,763,0004,851
Certificates of participation in pools of residential mortgages$2,763,0004,032
Issued or guaranteed by U.S.$2,763,0004,014
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$8,290,0006,065
Total debt securities$8,290,0006,849
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$3,252,0008,934
U.S. Government securities$2,933,0008,643
U.S. Treasury securities$04,186
U.S. Government agency obligations$2,933,0008,309
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$319,0004,832
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,000,0006,261
Mortgage-backed securities$460,0006,182
Certificates of participation in pools of residential mortgages$460,0005,507
Issued or guaranteed by U.S.$460,0005,487
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$3,252,0007,796
Total debt securities$2,933,0008,915
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$402,000145
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA