Century Bank and Trust, Securities

2021-12-31Rank
Total securities$113,309,0001,611
U.S. Government securities$60,893,0001,650
U.S. Treasury securities$1,451,0001,890
U.S. Government agency obligations$59,442,0001,491
Securities issued by states & political subdivisions$51,913,0001,031
Other domestic debt securities$503,0002,009
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$503,0001,695
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,268,0001,155
Mortgage-backed securities$48,366,0001,404
Certificates of participation in pools of residential mortgages$34,821,0001,221
Issued or guaranteed by U.S.$34,821,0001,195
Privately issued$0246
Collaterized mortgage obligations$7,350,0001,369
CMOs issued by government agencies or sponsored agencies$7,350,0001,313
Privately issued$0500
Commercial mortgage-backed securities$6,195,0001,067
Commercial mortgage pass-through securities$1,953,0001,032
Other commercial mortgage-backed securities$4,242,000822
Held to maturity securities (book value)$1,544,0001,256
Available-for-sale securities (fair market value)$111,765,0001,518
Total debt securities$113,312,0001,594
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$103,575,0001,664
U.S. Government securities$56,238,0001,673
U.S. Treasury securities$02,008
U.S. Government agency obligations$56,238,0001,514
Securities issued by states & political subdivisions$46,834,0001,106
Other domestic debt securities$503,0001,970
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$503,0001,643
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,935,0001,263
Mortgage-backed securities$44,843,0001,443
Certificates of participation in pools of residential mortgages$32,886,0001,229
Issued or guaranteed by U.S.$32,886,0001,202
Privately issued$0234
Collaterized mortgage obligations$5,326,0001,546
CMOs issued by government agencies or sponsored agencies$5,326,0001,504
Privately issued$0491
Commercial mortgage-backed securities$6,631,0001,045
Commercial mortgage pass-through securities$2,002,0001,024
Other commercial mortgage-backed securities$4,629,000803
Held to maturity securities (book value)$1,549,0001,245
Available-for-sale securities (fair market value)$102,026,0001,563
Total debt securities$103,575,0001,646
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$103,143,0001,608
U.S. Government securities$56,914,0001,587
U.S. Treasury securities$01,913
U.S. Government agency obligations$56,914,0001,443
Securities issued by states & political subdivisions$45,725,0001,100
Other domestic debt securities$504,0001,962
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$504,0001,594
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,467,0001,203
Mortgage-backed securities$43,232,0001,446
Certificates of participation in pools of residential mortgages$34,289,0001,158
Issued or guaranteed by U.S.$34,289,0001,132
Privately issued$0247
Collaterized mortgage obligations$3,062,0001,806
CMOs issued by government agencies or sponsored agencies$3,062,0001,767
Privately issued$0478
Commercial mortgage-backed securities$5,881,0001,070
Commercial mortgage pass-through securities$1,994,0001,019
Other commercial mortgage-backed securities$3,887,000836
Held to maturity securities (book value)$1,553,0001,231
Available-for-sale securities (fair market value)$101,590,0001,505
Total debt securities$103,142,0001,588
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$99,511,0001,547
U.S. Government securities$57,355,0001,483
U.S. Treasury securities$01,631
U.S. Government agency obligations$57,355,0001,377
Securities issued by states & political subdivisions$41,652,0001,137
Other domestic debt securities$504,0001,936
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$504,0001,541
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,932,0001,156
Mortgage-backed securities$43,818,0001,380
Certificates of participation in pools of residential mortgages$33,686,0001,105
Issued or guaranteed by U.S.$33,686,0001,078
Privately issued$0261
Collaterized mortgage obligations$3,820,0001,656
CMOs issued by government agencies or sponsored agencies$3,820,0001,619
Privately issued$0475
Commercial mortgage-backed securities$6,312,0001,018
Commercial mortgage pass-through securities$1,958,0001,012
Other commercial mortgage-backed securities$4,354,000769
Held to maturity securities (book value)$1,557,0001,209
Available-for-sale securities (fair market value)$97,954,0001,442
Total debt securities$99,513,0001,526
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$86,103,0001,574
U.S. Government securities$50,573,0001,490
U.S. Treasury securities$01,194
U.S. Government agency obligations$50,573,0001,409
Securities issued by states & political subdivisions$35,026,0001,279
Other domestic debt securities$504,0001,866
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$504,0001,472
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,071,0001,342
Mortgage-backed securities$34,710,0001,514
Certificates of participation in pools of residential mortgages$26,000,0001,229
Issued or guaranteed by U.S.$26,000,0001,205
Privately issued$0245
Collaterized mortgage obligations$4,822,0001,550
CMOs issued by government agencies or sponsored agencies$4,822,0001,507
Privately issued$0474
Commercial mortgage-backed securities$3,888,0001,171
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$3,888,000770
Held to maturity securities (book value)$1,562,0001,197
Available-for-sale securities (fair market value)$84,541,0001,485
Total debt securities$86,104,0001,559
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$78,886,0001,605
U.S. Government securities$48,502,0001,486
U.S. Treasury securities$01,216
U.S. Government agency obligations$48,502,0001,403
Securities issued by states & political subdivisions$29,881,0001,324
Other domestic debt securities$503,0001,851
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$503,0001,456
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,262,0001,326
Mortgage-backed securities$32,392,0001,563
Certificates of participation in pools of residential mortgages$24,345,0001,244
Issued or guaranteed by U.S.$24,345,0001,211
Privately issued$0251
Collaterized mortgage obligations$3,916,0001,711
CMOs issued by government agencies or sponsored agencies$3,916,0001,668
Privately issued$0464
Commercial mortgage-backed securities$4,131,0001,117
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$4,131,000728
Held to maturity securities (book value)$1,566,0001,195
Available-for-sale securities (fair market value)$77,320,0001,515
Total debt securities$78,886,0001,587
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$69,554,0001,698
U.S. Government securities$44,302,0001,561
U.S. Treasury securities$01,251
U.S. Government agency obligations$44,302,0001,477
Securities issued by states & political subdivisions$23,246,0001,522
Other domestic debt securities$2,006,0001,348
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$2,006,0001,006
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,337,0001,270
Mortgage-backed securities$27,464,0001,703
Certificates of participation in pools of residential mortgages$18,857,0001,444
Issued or guaranteed by U.S.$18,857,0001,405
Privately issued$0251
Collaterized mortgage obligations$5,059,0001,592
CMOs issued by government agencies or sponsored agencies$5,059,0001,552
Privately issued$0454
Commercial mortgage-backed securities$3,548,0001,154
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$3,548,000740
Held to maturity securities (book value)$1,570,0001,199
Available-for-sale securities (fair market value)$67,984,0001,614
Total debt securities$69,554,0001,680
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$63,891,0001,764
U.S. Government securities$41,827,0001,638
U.S. Treasury securities$01,297
U.S. Government agency obligations$41,827,0001,562
Securities issued by states & political subdivisions$20,118,0001,543
Other domestic debt securities$1,946,0001,322
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$1,946,000962
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,075,0001,422
Mortgage-backed securities$26,818,0001,701
Certificates of participation in pools of residential mortgages$17,039,0001,536
Issued or guaranteed by U.S.$17,039,0001,494
Privately issued$0267
Collaterized mortgage obligations$6,091,0001,495
CMOs issued by government agencies or sponsored agencies$6,091,0001,455
Privately issued$0460
Commercial mortgage-backed securities$3,688,0001,117
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$3,688,000712
Held to maturity securities (book value)$1,575,0001,205
Available-for-sale securities (fair market value)$62,316,0001,671
Total debt securities$63,891,0001,748
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$62,014,0001,797
U.S. Government securities$39,525,0001,725
U.S. Treasury securities$01,363
U.S. Government agency obligations$39,525,0001,624
Securities issued by states & political subdivisions$20,481,0001,499
Other domestic debt securities$2,008,0001,271
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$2,008,000913
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,029,0001,418
Mortgage-backed securities$24,929,0001,737
Certificates of participation in pools of residential mortgages$15,828,0001,542
Issued or guaranteed by U.S.$15,828,0001,499
Privately issued$0249
Collaterized mortgage obligations$6,738,0001,417
CMOs issued by government agencies or sponsored agencies$6,738,0001,381
Privately issued$0457
Commercial mortgage-backed securities$2,363,0001,266
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$2,363,000802
Held to maturity securities (book value)$2,697,0001,106
Available-for-sale securities (fair market value)$59,317,0001,717
Total debt securities$62,014,0001,782
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$66,062,0001,707
U.S. Government securities$42,695,0001,635
U.S. Treasury securities$01,429
U.S. Government agency obligations$42,695,0001,551
Securities issued by states & political subdivisions$21,364,0001,448
Other domestic debt securities$2,003,0001,283
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$2,003,000906
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,130,0001,454
Mortgage-backed securities$26,480,0001,645
Certificates of participation in pools of residential mortgages$16,727,0001,461
Issued or guaranteed by U.S.$16,727,0001,419
Privately issued$0287
Collaterized mortgage obligations$7,374,0001,374
CMOs issued by government agencies or sponsored agencies$7,374,0001,335
Privately issued$0463
Commercial mortgage-backed securities$2,379,0001,244
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$2,379,000778
Held to maturity securities (book value)$2,763,0001,161
Available-for-sale securities (fair market value)$63,299,0001,626
Total debt securities$66,062,0001,692
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$70,321,0001,655
U.S. Government securities$45,352,0001,596
U.S. Treasury securities$01,467
U.S. Government agency obligations$45,352,0001,504
Securities issued by states & political subdivisions$22,967,0001,400
Other domestic debt securities$2,002,0001,268
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$2,002,000919
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,431,0001,421
Mortgage-backed securities$27,931,0001,572
Certificates of participation in pools of residential mortgages$17,592,0001,399
Issued or guaranteed by U.S.$17,592,0001,378
Privately issued$0244
Collaterized mortgage obligations$7,967,0001,316
CMOs issued by government agencies or sponsored agencies$7,967,0001,277
Privately issued$0476
Commercial mortgage-backed securities$2,372,0001,236
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$2,372,000754
Held to maturity securities (book value)$2,829,0001,197
Available-for-sale securities (fair market value)$67,492,0001,574
Total debt securities$70,321,0001,636
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$72,056,0001,636
U.S. Government securities$46,217,0001,560
U.S. Treasury securities$01,516
U.S. Government agency obligations$46,217,0001,474
Securities issued by states & political subdivisions$23,341,0001,435
Other domestic debt securities$2,498,0001,179
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$2,498,000847
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,444,0001,542
Mortgage-backed securities$28,757,0001,535
Certificates of participation in pools of residential mortgages$18,113,0001,390
Issued or guaranteed by U.S.$18,113,0001,368
Privately issued$0248
Collaterized mortgage obligations$8,303,0001,292
CMOs issued by government agencies or sponsored agencies$8,303,0001,250
Privately issued$0499
Commercial mortgage-backed securities$2,341,0001,178
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$2,341,000685
Held to maturity securities (book value)$2,896,0001,203
Available-for-sale securities (fair market value)$69,160,0001,563
Total debt securities$72,056,0001,620
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$74,332,0001,615
U.S. Government securities$47,758,0001,532
U.S. Treasury securities$01,513
U.S. Government agency obligations$47,758,0001,453
Securities issued by states & political subdivisions$24,089,0001,417
Other domestic debt securities$2,485,0001,161
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$2,485,000852
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,422,0001,580
Mortgage-backed securities$29,531,0001,512
Certificates of participation in pools of residential mortgages$18,627,0001,366
Issued or guaranteed by U.S.$18,627,0001,352
Privately issued$0211
Collaterized mortgage obligations$8,523,0001,261
CMOs issued by government agencies or sponsored agencies$8,523,0001,221
Privately issued$0498
Commercial mortgage-backed securities$2,381,0001,148
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$2,381,000655
Held to maturity securities (book value)$2,961,0001,235
Available-for-sale securities (fair market value)$71,371,0001,527
Total debt securities$74,331,0001,597
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$74,031,0001,624
U.S. Government securities$46,940,0001,562
U.S. Treasury securities$01,500
U.S. Government agency obligations$46,940,0001,487
Securities issued by states & political subdivisions$24,591,0001,399
Other domestic debt securities$2,500,0001,123
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$2,500,000852
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,182,0001,556
Mortgage-backed securities$28,468,0001,558
Certificates of participation in pools of residential mortgages$19,430,0001,343
Issued or guaranteed by U.S.$19,430,0001,337
Privately issued$0145
Collaterized mortgage obligations$7,880,0001,289
CMOs issued by government agencies or sponsored agencies$7,880,0001,247
Privately issued$0515
Commercial mortgage-backed securities$1,158,0001,368
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$1,158,000799
Held to maturity securities (book value)$3,027,0001,248
Available-for-sale securities (fair market value)$71,004,0001,535
Total debt securities$74,034,0001,604
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$78,386,0001,582
U.S. Government securities$49,515,0001,491
U.S. Treasury securities$01,475
U.S. Government agency obligations$49,515,0001,424
Securities issued by states & political subdivisions$25,867,0001,388
Other domestic debt securities$3,004,0001,177
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$3,004,000782
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,754,0001,536
Mortgage-backed securities$29,875,0001,528
Certificates of participation in pools of residential mortgages$20,391,0001,347
Issued or guaranteed by U.S.$20,391,0001,295
Privately issued$0453
Collaterized mortgage obligations$8,304,0001,266
CMOs issued by government agencies or sponsored agencies$8,304,0001,225
Privately issued$0544
Commercial mortgage-backed securities$1,180,0001,332
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$1,180,000786
Held to maturity securities (book value)$3,093,0001,259
Available-for-sale securities (fair market value)$75,293,0001,488
Total debt securities$78,386,0001,564
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$78,067,0001,614
U.S. Government securities$49,313,0001,550
U.S. Treasury securities$01,426
U.S. Government agency obligations$49,313,0001,486
Securities issued by states & political subdivisions$26,245,0001,402
Other domestic debt securities$2,509,0001,104
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$2,509,000854
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$30,656,0001,519
Mortgage-backed securities$30,232,0001,501
Certificates of participation in pools of residential mortgages$21,411,0001,336
Issued or guaranteed by U.S.$21,411,0001,333
Privately issued$067
Collaterized mortgage obligations$7,627,0001,308
CMOs issued by government agencies or sponsored agencies$7,627,0001,259
Privately issued$0557
Commercial mortgage-backed securities$1,194,0001,174
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$1,194,000767
Held to maturity securities (book value)$3,097,0001,290
Available-for-sale securities (fair market value)$74,970,0001,513
Total debt securities$78,067,0001,595
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$80,319,0001,603
U.S. Government securities$48,842,0001,573
U.S. Treasury securities$01,328
U.S. Government agency obligations$48,842,0001,508
Securities issued by states & political subdivisions$28,949,0001,339
Other domestic debt securities$2,528,0001,093
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$2,528,000857
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$30,506,0001,544
Mortgage-backed securities$28,644,0001,558
Certificates of participation in pools of residential mortgages$22,635,0001,306
Issued or guaranteed by U.S.$22,635,0001,305
Privately issued$064
Collaterized mortgage obligations$4,778,0001,590
CMOs issued by government agencies or sponsored agencies$4,778,0001,534
Privately issued$0573
Commercial mortgage-backed securities$1,231,0001,153
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$1,231,000746
Held to maturity securities (book value)$3,602,0001,274
Available-for-sale securities (fair market value)$76,717,0001,526
Total debt securities$80,317,0001,585
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$75,992,0001,690
U.S. Government securities$45,492,0001,663
U.S. Treasury securities$01,313
U.S. Government agency obligations$45,492,0001,594
Securities issued by states & political subdivisions$27,962,0001,403
Other domestic debt securities$2,538,0001,120
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$2,538,000895
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$34,115,0001,431
Mortgage-backed securities$24,739,0001,736
Certificates of participation in pools of residential mortgages$19,512,0001,481
Issued or guaranteed by U.S.$19,512,0001,477
Privately issued$069
Collaterized mortgage obligations$5,227,0001,532
CMOs issued by government agencies or sponsored agencies$5,227,0001,480
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$3,608,0001,311
Available-for-sale securities (fair market value)$72,384,0001,631
Total debt securities$75,992,0001,667
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$74,991,0001,746
U.S. Government securities$43,705,0001,760
U.S. Treasury securities$01,351
U.S. Government agency obligations$43,705,0001,676
Securities issued by states & political subdivisions$28,748,0001,384
Other domestic debt securities$2,538,0001,143
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$2,538,000912
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$33,569,0001,475
Mortgage-backed securities$26,202,0001,688
Certificates of participation in pools of residential mortgages$20,623,0001,465
Issued or guaranteed by U.S.$20,623,0001,463
Privately issued$067
Collaterized mortgage obligations$5,579,0001,508
CMOs issued by government agencies or sponsored agencies$5,579,0001,454
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$3,614,0001,333
Available-for-sale securities (fair market value)$71,377,0001,668
Total debt securities$74,991,0001,729
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$74,812,0001,760
U.S. Government securities$43,678,0001,793
U.S. Treasury securities$01,390
U.S. Government agency obligations$43,678,0001,704
Securities issued by states & political subdivisions$28,608,0001,398
Other domestic debt securities$2,526,0001,180
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$2,526,000934
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$34,345,0001,463
Mortgage-backed securities$26,134,0001,721
Certificates of participation in pools of residential mortgages$21,787,0001,436
Issued or guaranteed by U.S.$21,787,0001,434
Privately issued$066
Collaterized mortgage obligations$4,347,0001,698
CMOs issued by government agencies or sponsored agencies$4,347,0001,635
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$3,620,0001,358
Available-for-sale securities (fair market value)$71,192,0001,682
Total debt securities$74,812,0001,742
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$76,160,0001,732
U.S. Government securities$44,268,0001,747
U.S. Treasury securities$01,367
U.S. Government agency obligations$44,268,0001,662
Securities issued by states & political subdivisions$29,376,0001,362
Other domestic debt securities$2,516,0001,170
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$2,516,000923
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$32,541,0001,501
Mortgage-backed securities$27,580,0001,674
Certificates of participation in pools of residential mortgages$22,945,0001,403
Issued or guaranteed by U.S.$22,945,0001,403
Privately issued$071
Collaterized mortgage obligations$4,635,0001,620
CMOs issued by government agencies or sponsored agencies$4,635,0001,558
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$3,626,0001,372
Available-for-sale securities (fair market value)$72,534,0001,638
Total debt securities$76,160,0001,708
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$73,888,0001,774
U.S. Government securities$43,154,0001,780
U.S. Treasury securities$01,214
U.S. Government agency obligations$43,154,0001,693
Securities issued by states & political subdivisions$28,689,0001,400
Other domestic debt securities$2,045,0001,258
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$2,045,000996
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$32,139,0001,531
Mortgage-backed securities$28,664,0001,636
Certificates of participation in pools of residential mortgages$23,560,0001,370
Issued or guaranteed by U.S.$23,560,0001,368
Privately issued$067
Collaterized mortgage obligations$5,104,0001,587
CMOs issued by government agencies or sponsored agencies$5,104,0001,524
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$3,633,0001,377
Available-for-sale securities (fair market value)$70,255,0001,681
Total debt securities$73,888,0001,750
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$73,012,0001,814
U.S. Government securities$43,520,0001,800
U.S. Treasury securities$01,253
U.S. Government agency obligations$43,520,0001,718
Securities issued by states & political subdivisions$27,437,0001,457
Other domestic debt securities$2,055,0001,277
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$2,055,0001,003
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$34,721,0001,475
Mortgage-backed securities$28,966,0001,653
Certificates of participation in pools of residential mortgages$23,464,0001,404
Issued or guaranteed by U.S.$23,464,0001,400
Privately issued$071
Collaterized mortgage obligations$5,502,0001,563
CMOs issued by government agencies or sponsored agencies$5,502,0001,494
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$3,639,0001,413
Available-for-sale securities (fair market value)$69,373,0001,709
Total debt securities$73,012,0001,788
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$67,937,0001,957
U.S. Government securities$40,531,0001,975
U.S. Treasury securities$01,296
U.S. Government agency obligations$40,531,0001,876
Securities issued by states & political subdivisions$25,343,0001,552
Other domestic debt securities$2,063,0001,280
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$2,063,0001,003
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$30,210,0001,639
Mortgage-backed securities$22,952,0001,914
Certificates of participation in pools of residential mortgages$19,744,0001,573
Issued or guaranteed by U.S.$19,744,0001,572
Privately issued$066
Collaterized mortgage obligations$3,208,0001,921
CMOs issued by government agencies or sponsored agencies$3,208,0001,849
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$2,160,0001,642
Available-for-sale securities (fair market value)$65,777,0001,815
Total debt securities$67,937,0001,927
Structured notes
Amortized cost$1,000,000864
Fair value$995,000996
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$59,265,0002,181
U.S. Government securities$33,981,0002,258
U.S. Treasury securities$01,367
U.S. Government agency obligations$33,981,0002,174
Securities issued by states & political subdivisions$24,282,0001,613
Other domestic debt securities$1,002,0001,607
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$1,002,0001,286
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$27,189,0001,770
Mortgage-backed securities$16,189,0002,313
Certificates of participation in pools of residential mortgages$14,501,0001,915
Issued or guaranteed by U.S.$14,501,0001,913
Privately issued$066
Collaterized mortgage obligations$1,688,0002,340
CMOs issued by government agencies or sponsored agencies$1,688,0002,272
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$2,166,0001,673
Available-for-sale securities (fair market value)$57,099,0002,031
Total debt securities$59,265,0002,154
Structured notes
Amortized cost$1,000,000988
Fair value$974,0001,122
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$59,174,0002,200
U.S. Government securities$34,222,0002,288
U.S. Treasury securities$01,303
U.S. Government agency obligations$34,222,0002,199
Securities issued by states & political subdivisions$23,949,0001,630
Other domestic debt securities$1,003,0001,619
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$1,003,0001,288
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$27,596,0001,757
Mortgage-backed securities$15,565,0002,385
Certificates of participation in pools of residential mortgages$13,776,0001,998
Issued or guaranteed by U.S.$13,776,0001,997
Privately issued$065
Collaterized mortgage obligations$1,789,0002,320
CMOs issued by government agencies or sponsored agencies$1,789,0002,253
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$2,173,0001,676
Available-for-sale securities (fair market value)$57,001,0002,060
Total debt securities$59,174,0002,176
Structured notes
Amortized cost$1,807,000946
Fair value$1,806,000947
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$50,911,0002,498
U.S. Government securities$29,722,0002,564
U.S. Treasury securities$01,348
U.S. Government agency obligations$29,722,0002,476
Securities issued by states & political subdivisions$21,189,0001,763
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,960,0001,751
Mortgage-backed securities$15,200,0002,461
Certificates of participation in pools of residential mortgages$13,262,0002,088
Issued or guaranteed by U.S.$13,262,0002,085
Privately issued$067
Collaterized mortgage obligations$1,938,0002,338
CMOs issued by government agencies or sponsored agencies$1,938,0002,261
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$2,179,0001,697
Available-for-sale securities (fair market value)$48,732,0002,362
Total debt securities$50,911,0002,474
Structured notes
Amortized cost$1,882,0001,051
Fair value$1,864,0001,052
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$48,141,0002,624
U.S. Government securities$29,476,0002,626
U.S. Treasury securities$01,327
U.S. Government agency obligations$29,476,0002,539
Securities issued by states & political subdivisions$18,665,0001,917
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,025,0001,727
Mortgage-backed securities$14,687,0002,548
Certificates of participation in pools of residential mortgages$12,618,0002,180
Issued or guaranteed by U.S.$12,618,0002,180
Privately issued$070
Collaterized mortgage obligations$2,069,0002,331
CMOs issued by government agencies or sponsored agencies$2,069,0002,255
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$48,141,0002,391
Total debt securities$48,141,0002,601
Structured notes
Amortized cost$1,928,0001,109
Fair value$1,936,0001,111
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$46,091,0002,740
U.S. Government securities$28,032,0002,730
U.S. Treasury securities$01,361
U.S. Government agency obligations$28,032,0002,636
Securities issued by states & political subdivisions$18,059,0001,974
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$29,278,0001,728
Mortgage-backed securities$14,165,0002,635
Certificates of participation in pools of residential mortgages$11,901,0002,291
Issued or guaranteed by U.S.$11,901,0002,289
Privately issued$075
Collaterized mortgage obligations$2,264,0002,317
CMOs issued by government agencies or sponsored agencies$2,264,0002,239
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$46,091,0002,500
Total debt securities$46,091,0002,718
Structured notes
Amortized cost$1,992,0001,166
Fair value$1,985,0001,119
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$51,004,0002,606
U.S. Government securities$32,075,0002,585
U.S. Treasury securities$01,381
U.S. Government agency obligations$32,075,0002,504
Securities issued by states & political subdivisions$18,929,0001,922
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$28,542,0001,751
Mortgage-backed securities$16,454,0002,536
Certificates of participation in pools of residential mortgages$13,916,0002,185
Issued or guaranteed by U.S.$13,916,0002,184
Privately issued$073
Collaterized mortgage obligations$2,538,0002,290
CMOs issued by government agencies or sponsored agencies$2,538,0002,209
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$51,004,0002,365
Total debt securities$51,004,0002,581
Structured notes
Amortized cost$2,072,0001,128
Fair value$2,035,0001,128
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$53,438,0002,537
U.S. Government securities$33,469,0002,561
U.S. Treasury securities$01,342
U.S. Government agency obligations$33,469,0002,479
Securities issued by states & political subdivisions$19,468,0001,894
Other domestic debt securities$501,0002,088
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$501,0001,671
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$28,940,0001,748
Mortgage-backed securities$17,549,0002,486
Certificates of participation in pools of residential mortgages$14,836,0002,138
Issued or guaranteed by U.S.$14,836,0002,137
Privately issued$075
Collaterized mortgage obligations$2,713,0002,278
CMOs issued by government agencies or sponsored agencies$2,713,0002,199
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$53,438,0002,303
Total debt securities$53,438,0002,518
Structured notes
Amortized cost$2,154,0001,170
Fair value$2,090,0001,175
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$54,485,0002,511
U.S. Government securities$34,202,0002,544
U.S. Treasury securities$01,198
U.S. Government agency obligations$34,202,0002,474
Securities issued by states & political subdivisions$19,775,0001,864
Other domestic debt securities$508,0002,124
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$508,0001,683
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$41,510,0001,353
Mortgage-backed securities$18,414,0002,441
Certificates of participation in pools of residential mortgages$17,122,0001,965
Issued or guaranteed by U.S.$17,122,0001,964
Privately issued$076
Collaterized mortgage obligations$1,292,0002,746
CMOs issued by government agencies or sponsored agencies$1,292,0002,650
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$54,485,0002,285
Total debt securities$54,485,0002,492
Structured notes
Amortized cost$2,227,0001,187
Fair value$2,145,0001,191
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$55,606,0002,465
U.S. Government securities$34,461,0002,522
U.S. Treasury securities$01,131
U.S. Government agency obligations$34,461,0002,451
Securities issued by states & political subdivisions$20,631,0001,795
Other domestic debt securities$514,0002,171
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$514,0001,717
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$41,179,0001,355
Mortgage-backed securities$15,786,0002,625
Certificates of participation in pools of residential mortgages$14,409,0002,198
Issued or guaranteed by U.S.$14,409,0002,198
Privately issued$081
Collaterized mortgage obligations$1,377,0002,701
CMOs issued by government agencies or sponsored agencies$1,377,0002,596
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$55,606,0002,245
Total debt securities$55,606,0002,442
Structured notes
Amortized cost$2,314,0001,147
Fair value$2,215,0001,151
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$56,676,0002,442
U.S. Government securities$35,553,0002,462
U.S. Treasury securities$01,131
U.S. Government agency obligations$35,553,0002,395
Securities issued by states & political subdivisions$20,603,0001,804
Other domestic debt securities$520,0002,222
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$520,0001,745
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$39,156,0001,388
Mortgage-backed securities$16,596,0002,591
Certificates of participation in pools of residential mortgages$15,083,0002,152
Issued or guaranteed by U.S.$15,083,0002,150
Privately issued$080
Collaterized mortgage obligations$1,513,0002,671
CMOs issued by government agencies or sponsored agencies$1,513,0002,564
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$56,676,0002,221
Total debt securities$56,676,0002,419
Structured notes
Amortized cost$2,416,0001,121
Fair value$2,266,0001,131
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$61,697,0002,270
U.S. Government securities$38,370,0002,319
U.S. Treasury securities$01,152
U.S. Government agency obligations$38,370,0002,252
Securities issued by states & political subdivisions$22,804,0001,636
Other domestic debt securities$523,0002,288
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$523,0001,791
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$47,676,0001,177
Mortgage-backed securities$18,126,0002,499
Certificates of participation in pools of residential mortgages$16,233,0002,045
Issued or guaranteed by U.S.$16,233,0002,043
Privately issued$083
Collaterized mortgage obligations$1,893,0002,583
CMOs issued by government agencies or sponsored agencies$1,893,0002,484
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$61,697,0002,070
Total debt securities$61,697,0002,249
Structured notes
Amortized cost$2,602,0001,041
Fair value$2,533,0001,046
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$60,122,0002,343
U.S. Government securities$36,469,0002,446
U.S. Treasury securities$01,161
U.S. Government agency obligations$36,469,0002,382
Securities issued by states & political subdivisions$23,123,0001,600
Other domestic debt securities$530,0002,282
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$530,0001,767
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$45,836,0001,228
Mortgage-backed securities$17,434,0002,572
Certificates of participation in pools of residential mortgages$14,969,0002,171
Issued or guaranteed by U.S.$14,969,0002,171
Privately issued$083
Collaterized mortgage obligations$2,465,0002,477
CMOs issued by government agencies or sponsored agencies$2,465,0002,379
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)$60,122,0002,152
Total debt securities$60,122,0002,314
Structured notes
Amortized cost$2,839,0001,032
Fair value$2,825,0001,035
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$61,948,0002,240
U.S. Government securities$39,186,0002,255
U.S. Treasury securities$01,135
U.S. Government agency obligations$39,186,0002,200
Securities issued by states & political subdivisions$22,230,0001,636
Other domestic debt securities$532,0002,268
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$532,0001,731
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$38,008,0001,406
Mortgage-backed securities$17,655,0002,561
Certificates of participation in pools of residential mortgages$14,598,0002,180
Issued or guaranteed by U.S.$14,598,0002,179
Privately issued$085
Collaterized mortgage obligations$3,057,0002,373
CMOs issued by government agencies or sponsored agencies$3,057,0002,270
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)$61,948,0002,056
Total debt securities$61,948,0002,216
Structured notes
Amortized cost$7,096,000558
Fair value$7,109,000558
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$67,209,0002,110
U.S. Government securities$44,287,0002,101
U.S. Treasury securities$01,086
U.S. Government agency obligations$44,287,0002,053
Securities issued by states & political subdivisions$21,936,0001,604
Other domestic debt securities$986,0002,086
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$986,0001,591
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$46,005,0001,205
Mortgage-backed securities$21,312,0002,433
Certificates of participation in pools of residential mortgages$15,537,0002,195
Issued or guaranteed by U.S.$15,537,0002,194
Privately issued$088
Collaterized mortgage obligations$5,775,0001,995
CMOs issued by government agencies or sponsored agencies$5,775,0001,903
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)$4,0002,672
Available-for-sale securities (fair market value)$67,205,0001,923
Total debt securities$67,209,0002,090
Structured notes
Amortized cost$9,093,000477
Fair value$9,142,000476
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$74,369,0001,945
U.S. Government securities$50,756,0001,890
U.S. Treasury securities$01,068
U.S. Government agency obligations$50,756,0001,842
Securities issued by states & political subdivisions$22,622,0001,517
Other domestic debt securities$991,0002,077
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$991,0001,573
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$51,984,0001,098
Mortgage-backed securities$24,185,0002,271
Certificates of participation in pools of residential mortgages$16,609,0002,137
Issued or guaranteed by U.S.$16,609,0002,136
Privately issued$094
Collaterized mortgage obligations$7,576,0001,791
CMOs issued by government agencies or sponsored agencies$7,576,0001,699
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)$5,0002,692
Available-for-sale securities (fair market value)$74,364,0001,771
Total debt securities$74,369,0001,925
Structured notes
Amortized cost$12,486,000406
Fair value$12,550,000404
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$67,479,0002,093
U.S. Government securities$45,454,0002,110
U.S. Treasury securities$01,157
U.S. Government agency obligations$45,454,0002,060
Securities issued by states & political subdivisions$21,026,0001,577
Other domestic debt securities$999,0002,044
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$999,0001,561
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$47,223,0001,197
Mortgage-backed securities$23,959,0002,307
Certificates of participation in pools of residential mortgages$14,430,0002,327
Issued or guaranteed by U.S.$14,430,0002,323
Privately issued$094
Collaterized mortgage obligations$9,529,0001,646
CMOs issued by government agencies or sponsored agencies$9,529,0001,547
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)$5,0002,755
Available-for-sale securities (fair market value)$67,474,0001,912
Total debt securities$67,479,0002,077
Structured notes
Amortized cost$9,992,000602
Fair value$9,913,000610
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$66,220,0002,082
U.S. Government securities$44,438,0002,073
U.S. Treasury securities$01,076
U.S. Government agency obligations$44,438,0002,029
Securities issued by states & political subdivisions$20,796,0001,539
Other domestic debt securities$986,0002,024
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$986,0001,489
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$42,357,0001,219
Mortgage-backed securities$26,530,0002,067
Certificates of participation in pools of residential mortgages$15,327,0002,144
Issued or guaranteed by U.S.$15,327,0002,139
Privately issued$0121
Collaterized mortgage obligations$11,203,0001,506
CMOs issued by government agencies or sponsored agencies$11,203,0001,350
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)$25,0002,812
Available-for-sale securities (fair market value)$66,195,0001,889
Total debt securities$66,220,0002,061
Structured notes
Amortized cost$8,137,000652
Fair value$8,146,000656
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$62,932,0002,097
U.S. Government securities$41,236,0002,138
U.S. Treasury securities$01,126
U.S. Government agency obligations$41,236,0002,080
Securities issued by states & political subdivisions$20,697,0001,503
Other domestic debt securities$999,0002,014
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$999,0001,446
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$43,181,0001,185
Mortgage-backed securities$29,311,0001,892
Certificates of participation in pools of residential mortgages$16,289,0002,007
Issued or guaranteed by U.S.$16,289,0002,001
Privately issued$0132
Collaterized mortgage obligations$13,022,0001,392
CMOs issued by government agencies or sponsored agencies$13,022,0001,233
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)$25,0002,843
Available-for-sale securities (fair market value)$62,907,0001,894
Total debt securities$62,932,0002,075
Structured notes
Amortized cost$5,271,000984
Fair value$5,335,000980
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$63,748,0002,075
U.S. Government securities$44,210,0002,035
U.S. Treasury securities$01,225
U.S. Government agency obligations$44,210,0001,973
Securities issued by states & political subdivisions$18,525,0001,602
Other domestic debt securities$1,013,0001,926
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$1,013,0001,335
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$46,150,0001,139
Mortgage-backed securities$27,531,0001,925
Certificates of participation in pools of residential mortgages$14,483,0002,111
Issued or guaranteed by U.S.$14,483,0002,108
Privately issued$0125
Collaterized mortgage obligations$13,048,0001,344
CMOs issued by government agencies or sponsored agencies$13,048,0001,178
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)$26,0002,890
Available-for-sale securities (fair market value)$63,722,0001,870
Total debt securities$63,748,0002,052
Structured notes
Amortized cost$9,900,000715
Fair value$9,890,000713
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$63,451,0002,090
U.S. Government securities$45,168,0002,016
U.S. Treasury securities$01,272
U.S. Government agency obligations$45,168,0001,955
Securities issued by states & political subdivisions$17,269,0001,672
Other domestic debt securities$1,014,0001,981
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$1,014,0001,374
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$48,117,0001,088
Mortgage-backed securities$27,538,0001,899
Certificates of participation in pools of residential mortgages$13,467,0002,142
Issued or guaranteed by U.S.$13,467,0002,138
Privately issued$0136
Collaterized mortgage obligations$14,071,0001,249
CMOs issued by government agencies or sponsored agencies$14,071,0001,086
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)$26,0002,912
Available-for-sale securities (fair market value)$63,425,0001,894
Total debt securities$63,451,0002,071
Structured notes
Amortized cost$12,532,000583
Fair value$12,354,000591
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$68,326,0001,880
U.S. Government securities$49,780,0001,766
U.S. Treasury securities$01,275
U.S. Government agency obligations$49,780,0001,709
Securities issued by states & political subdivisions$17,041,0001,657
Other domestic debt securities$1,505,0001,853
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$1,505,0001,175
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$44,267,0001,151
Mortgage-backed securities$30,444,0001,710
Certificates of participation in pools of residential mortgages$14,680,0001,949
Issued or guaranteed by U.S.$14,680,0001,943
Privately issued$0141
Collaterized mortgage obligations$15,764,0001,158
CMOs issued by government agencies or sponsored agencies$15,764,000989
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)$26,0002,940
Available-for-sale securities (fair market value)$68,300,0001,696
Total debt securities$68,326,0001,860
Structured notes
Amortized cost$14,220,000469
Fair value$13,992,000472
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$64,032,0001,935
U.S. Government securities$45,967,0001,873
U.S. Treasury securities$01,180
U.S. Government agency obligations$45,967,0001,803
Securities issued by states & political subdivisions$16,042,0001,679
Other domestic debt securities$2,023,0001,740
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$2,023,0001,043
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$41,674,0001,218
Mortgage-backed securities$27,499,0001,826
Certificates of participation in pools of residential mortgages$11,609,0002,234
Issued or guaranteed by U.S.$11,609,0002,230
Privately issued$0141
Collaterized mortgage obligations$15,890,0001,149
CMOs issued by government agencies or sponsored agencies$15,890,000976
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)$26,0003,016
Available-for-sale securities (fair market value)$64,006,0001,727
Total debt securities$64,032,0001,915
Structured notes
Amortized cost$12,026,000498
Fair value$12,052,000512
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$65,478,0001,881
U.S. Government securities$48,848,0001,795
U.S. Treasury securities$01,121
U.S. Government agency obligations$48,848,0001,733
Securities issued by states & political subdivisions$14,616,0001,724
Other domestic debt securities$1,998,0001,731
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$1,998,0001,014
Foreign debt securities$0158
Equity securities$16,0001,324
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,307,0001,173
Mortgage-backed securities$28,964,0001,730
Certificates of participation in pools of residential mortgages$12,915,0002,102
Issued or guaranteed by U.S.$12,915,0002,096
Privately issued$0148
Collaterized mortgage obligations$16,049,0001,099
CMOs issued by government agencies or sponsored agencies$16,049,000920
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)$27,0003,087
Available-for-sale securities (fair market value)$65,451,0001,676
Total debt securities$65,462,0001,863
Structured notes
Amortized cost$11,100,000598
Fair value$11,147,000603
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$62,753,0001,990
U.S. Government securities$48,414,0001,846
U.S. Treasury securities$01,130
U.S. Government agency obligations$48,414,0001,788
Securities issued by states & political subdivisions$12,285,0001,956
Other domestic debt securities$2,003,0001,773
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$2,003,0001,024
Foreign debt securities$0171
Equity securities$51,0001,245
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,737,0001,212
Mortgage-backed securities$27,599,0001,822
Certificates of participation in pools of residential mortgages$12,899,0002,189
Issued or guaranteed by U.S.$12,899,0002,183
Privately issued$0145
Collaterized mortgage obligations$14,700,0001,141
CMOs issued by government agencies or sponsored agencies$14,700,000950
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)$27,0003,136
Available-for-sale securities (fair market value)$62,726,0001,782
Total debt securities$62,702,0001,962
Structured notes
Amortized cost$10,430,000522
Fair value$10,387,000524
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$61,177,0002,018
U.S. Government securities$47,089,0001,842
U.S. Treasury securities$01,077
U.S. Government agency obligations$47,089,0001,785
Securities issued by states & political subdivisions$12,065,0001,984
Other domestic debt securities$1,987,0001,835
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$1,987,0001,067
Foreign debt securities$0171
Equity securities$36,0001,326
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,687,0001,479
Mortgage-backed securities$30,396,0001,722
Certificates of participation in pools of residential mortgages$13,927,0002,160
Issued or guaranteed by U.S.$13,927,0002,154
Privately issued$0157
Collaterized mortgage obligations$16,469,0001,064
CMOs issued by government agencies or sponsored agencies$16,469,000868
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)$27,0003,195
Available-for-sale securities (fair market value)$61,150,0001,790
Total debt securities$61,141,0001,994
Structured notes
Amortized cost$7,350,000576
Fair value$7,248,000580
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$51,167,0002,337
U.S. Government securities$37,731,0002,213
U.S. Treasury securities$01,047
U.S. Government agency obligations$37,731,0002,152
Securities issued by states & political subdivisions$11,387,0002,068
Other domestic debt securities$1,970,0001,941
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$1,970,0001,134
Foreign debt securities$0175
Equity securities$79,0001,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,573,0001,495
Mortgage-backed securities$25,257,0002,017
Certificates of participation in pools of residential mortgages$13,351,0002,258
Issued or guaranteed by U.S.$13,351,0002,250
Privately issued$0171
Collaterized mortgage obligations$11,906,0001,250
CMOs issued by government agencies or sponsored agencies$11,906,0001,007
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)$27,0003,290
Available-for-sale securities (fair market value)$51,140,0002,069
Total debt securities$51,088,0002,312
Structured notes
Amortized cost$1,000,0001,528
Fair value$1,001,0001,625
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$46,222,0002,486
U.S. Government securities$33,769,0002,366
U.S. Treasury securities$01,036
U.S. Government agency obligations$33,769,0002,312
Securities issued by states & political subdivisions$10,554,0002,137
Other domestic debt securities$1,874,0001,992
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$1,874,0001,173
Foreign debt securities$0183
Equity securities$25,0001,463
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,895,0001,659
Mortgage-backed securities$23,876,0002,099
Certificates of participation in pools of residential mortgages$14,822,0002,182
Issued or guaranteed by U.S.$14,822,0002,171
Privately issued$0181
Collaterized mortgage obligations$9,054,0001,427
CMOs issued by government agencies or sponsored agencies$9,054,0001,150
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)$27,0003,338
Available-for-sale securities (fair market value)$46,195,0002,193
Total debt securities$46,197,0002,458
Structured notes
Amortized cost$1,974,000845
Fair value$1,974,000822
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$38,922,0002,854
U.S. Government securities$28,441,0002,787
U.S. Treasury securities$0981
U.S. Government agency obligations$28,441,0002,723
Securities issued by states & political subdivisions$9,126,0002,272
Other domestic debt securities$1,331,0002,153
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,331,0001,389
Foreign debt securities$0181
Equity securities$24,0001,481
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,590,0002,399
Mortgage-backed securities$19,027,0002,482
Certificates of participation in pools of residential mortgages$10,686,0002,675
Issued or guaranteed by U.S.$10,686,0002,659
Privately issued$0191
Collaterized mortgage obligations$8,341,0001,491
CMOs issued by government agencies or sponsored agencies$8,341,0001,187
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)$27,0003,378
Available-for-sale securities (fair market value)$38,895,0002,549
Total debt securities$38,898,0002,826
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$42,472,0002,632
U.S. Government securities$33,302,0002,437
U.S. Treasury securities$0973
U.S. Government agency obligations$33,302,0002,388
Securities issued by states & political subdivisions$7,812,0002,447
Other domestic debt securities$1,335,0002,104
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,335,0001,355
Foreign debt securities$0172
Equity securities$23,0001,468
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,625,0002,599
Mortgage-backed securities$19,799,0002,367
Certificates of participation in pools of residential mortgages$12,254,0002,454
Issued or guaranteed by U.S.$12,254,0002,441
Privately issued$0188
Collaterized mortgage obligations$7,545,0001,507
CMOs issued by government agencies or sponsored agencies$7,545,0001,212
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$27,0003,395
Available-for-sale securities (fair market value)$42,445,0002,338
Total debt securities$42,449,0002,603
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$42,833,0002,572
U.S. Government securities$34,711,0002,298
U.S. Treasury securities$01,019
U.S. Government agency obligations$34,711,0002,247
Securities issued by states & political subdivisions$6,735,0002,669
Other domestic debt securities$1,311,0002,071
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,311,0001,342
Foreign debt securities$0181
Equity securities$76,0001,439
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,881,0002,646
Mortgage-backed securities$20,437,0002,210
Certificates of participation in pools of residential mortgages$12,615,0002,325
Issued or guaranteed by U.S.$12,615,0002,309
Privately issued$0192
Collaterized mortgage obligations$7,822,0001,426
CMOs issued by government agencies or sponsored agencies$7,822,0001,135
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$28,0003,421
Available-for-sale securities (fair market value)$42,805,0002,271
Total debt securities$42,757,0002,547
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$46,918,0002,450
U.S. Government securities$37,374,0002,189
U.S. Treasury securities$01,021
U.S. Government agency obligations$37,374,0002,147
Securities issued by states & political subdivisions$7,182,0002,599
Other domestic debt securities$2,362,0001,716
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,362,0001,089
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,213,0002,559
Mortgage-backed securities$20,146,0002,227
Certificates of participation in pools of residential mortgages$12,069,0002,365
Issued or guaranteed by U.S.$12,069,0002,353
Privately issued$0202
Collaterized mortgage obligations$8,077,0001,397
CMOs issued by government agencies or sponsored agencies$8,077,0001,119
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)$28,0003,446
Available-for-sale securities (fair market value)$46,890,0002,156
Total debt securities$46,918,0002,399
Structured notes
Amortized cost$998,0001,102
Fair value$1,015,000993
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$43,959,0002,557
U.S. Government securities$35,782,0002,264
U.S. Treasury securities$01,044
U.S. Government agency obligations$35,782,0002,220
Securities issued by states & political subdivisions$7,255,0002,589
Other domestic debt securities$922,0002,267
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$922,0001,588
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$12,471,0002,984
Mortgage-backed securities$16,862,0002,418
Certificates of participation in pools of residential mortgages$9,845,0002,566
Issued or guaranteed by U.S.$9,845,0002,553
Privately issued$0205
Collaterized mortgage obligations$7,017,0001,460
CMOs issued by government agencies or sponsored agencies$7,017,0001,189
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$28,0003,491
Available-for-sale securities (fair market value)$43,931,0002,270
Total debt securities$43,959,0002,514
Structured notes
Amortized cost$5,385,000260
Fair value$5,442,000261
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$49,769,0002,309
U.S. Government securities$43,354,0001,896
U.S. Treasury securities$01,146
U.S. Government agency obligations$43,354,0001,856
Securities issued by states & political subdivisions$6,415,0002,744
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,172,0002,462
Mortgage-backed securities$16,095,0002,227
Certificates of participation in pools of residential mortgages$10,059,0002,270
Issued or guaranteed by U.S.$10,059,0002,256
Privately issued$0191
Collaterized mortgage obligations$6,036,0001,497
CMOs issued by government agencies or sponsored agencies$6,036,0001,240
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$29,0003,550
Available-for-sale securities (fair market value)$49,740,0002,010
Total debt securities$49,769,0002,258
Structured notes
Amortized cost$10,223,000213
Fair value$10,258,000214
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$49,736,0002,314
U.S. Government securities$43,321,0001,930
U.S. Treasury securities$01,235
U.S. Government agency obligations$43,321,0001,889
Securities issued by states & political subdivisions$6,415,0002,719
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$14,065,0002,780
Mortgage-backed securities$14,534,0002,217
Certificates of participation in pools of residential mortgages$9,369,0002,206
Issued or guaranteed by U.S.$9,369,0002,197
Privately issued$0194
Collaterized mortgage obligations$5,165,0001,550
CMOs issued by government agencies or sponsored agencies$5,165,0001,291
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)$29,0003,601
Available-for-sale securities (fair market value)$49,707,0001,996
Total debt securities$49,736,0002,267
Structured notes
Amortized cost$10,515,000265
Fair value$10,445,000264
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$41,516,0002,687
U.S. Government securities$35,221,0002,330
U.S. Treasury securities$01,362
U.S. Government agency obligations$35,221,0002,268
Securities issued by states & political subdivisions$6,295,0002,743
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,861,0002,816
Mortgage-backed securities$12,029,0002,408
Certificates of participation in pools of residential mortgages$8,738,0002,248
Issued or guaranteed by U.S.$8,738,0002,235
Privately issued$0207
Collaterized mortgage obligations$3,291,0001,830
CMOs issued by government agencies or sponsored agencies$3,291,0001,551
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,0003,637
Available-for-sale securities (fair market value)$41,486,0002,345
Total debt securities$41,516,0002,647
Structured notes
Amortized cost$12,013,000249
Fair value$11,734,000251
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$38,023,0002,898
U.S. Government securities$32,279,0002,536
U.S. Treasury securities$01,448
U.S. Government agency obligations$32,279,0002,459
Securities issued by states & political subdivisions$5,744,0002,881
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$14,057,0002,805
Mortgage-backed securities$10,836,0002,532
Certificates of participation in pools of residential mortgages$8,317,0002,305
Issued or guaranteed by U.S.$8,317,0002,294
Privately issued$0218
Collaterized mortgage obligations$2,519,0001,985
CMOs issued by government agencies or sponsored agencies$2,519,0001,715
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)$30,0003,704
Available-for-sale securities (fair market value)$37,993,0002,525
Total debt securities$38,023,0002,852
Structured notes
Amortized cost$12,011,000273
Fair value$11,872,000274
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$38,054,0002,929
U.S. Government securities$32,801,0002,548
U.S. Treasury securities$01,498
U.S. Government agency obligations$32,801,0002,485
Securities issued by states & political subdivisions$5,253,0003,046
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,275,0002,338
Mortgage-backed securities$10,282,0002,613
Certificates of participation in pools of residential mortgages$7,594,0002,419
Issued or guaranteed by U.S.$7,594,0002,407
Privately issued$0208
Collaterized mortgage obligations$2,688,0001,935
CMOs issued by government agencies or sponsored agencies$2,688,0001,681
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)$31,0003,786
Available-for-sale securities (fair market value)$38,023,0002,542
Total debt securities$38,054,0002,885
Structured notes
Amortized cost$17,183,000176
Fair value$16,948,000176
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$37,825,0002,963
U.S. Government securities$32,566,0002,597
U.S. Treasury securities$01,574
U.S. Government agency obligations$32,566,0002,526
Securities issued by states & political subdivisions$5,259,0003,010
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$11,126,0003,239
Mortgage-backed securities$10,706,0002,551
Certificates of participation in pools of residential mortgages$7,865,0002,408
Issued or guaranteed by U.S.$7,865,0002,396
Privately issued$0214
Collaterized mortgage obligations$2,841,0001,875
CMOs issued by government agencies or sponsored agencies$2,841,0001,631
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)$31,0003,871
Available-for-sale securities (fair market value)$37,794,0002,557
Total debt securities$37,825,0002,925
Structured notes
Amortized cost$16,190,000218
Fair value$15,816,000221
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$38,981,0002,882
U.S. Government securities$33,784,0002,517
U.S. Treasury securities$01,634
U.S. Government agency obligations$33,784,0002,434
Securities issued by states & political subdivisions$5,197,0003,017
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$12,964,0002,935
Mortgage-backed securities$11,153,0002,490
Certificates of participation in pools of residential mortgages$8,158,0002,371
Issued or guaranteed by U.S.$8,158,0002,360
Privately issued$0211
Collaterized mortgage obligations$2,995,0001,819
CMOs issued by government agencies or sponsored agencies$2,995,0001,581
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)$31,0003,931
Available-for-sale securities (fair market value)$38,950,0002,471
Total debt securities$38,971,0002,843
Structured notes
Amortized cost$17,189,000216
Fair value$16,634,000218
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$40,918,0002,797
U.S. Government securities$35,437,0002,450
U.S. Treasury securities$01,715
U.S. Government agency obligations$35,437,0002,380
Securities issued by states & political subdivisions$5,481,0002,928
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$13,745,0002,835
Mortgage-backed securities$10,721,0002,574
Certificates of participation in pools of residential mortgages$7,569,0002,508
Issued or guaranteed by U.S.$7,569,0002,498
Privately issued$0205
Collaterized mortgage obligations$3,152,0001,783
CMOs issued by government agencies or sponsored agencies$3,152,0001,546
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)$32,0003,995
Available-for-sale securities (fair market value)$40,886,0002,412
Total debt securities$40,917,0002,757
Structured notes
Amortized cost$17,189,000230
Fair value$16,697,000231
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$39,727,0002,848
U.S. Government securities$35,007,0002,439
U.S. Treasury securities$01,737
U.S. Government agency obligations$35,007,0002,367
Securities issued by states & political subdivisions$3,188,0003,745
Other domestic debt securities$1,532,0001,805
Privately issued residential mortgage-backed securities$1,032,000803
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,023
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$13,281,0002,849
Mortgage-backed securities$10,308,0002,644
Certificates of participation in pools of residential mortgages$5,976,0002,867
Issued or guaranteed by U.S.$5,976,0002,855
Privately issued$0216
Collaterized mortgage obligations$4,332,0001,565
CMOs issued by government agencies or sponsored agencies$3,300,0001,521
Privately issued$1,032,000750
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$32,0004,074
Available-for-sale securities (fair market value)$39,695,0002,459
Total debt securities$39,727,0002,805
Structured notes
Amortized cost$18,189,000210
Fair value$17,706,000215
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$40,335,0002,807
U.S. Government securities$36,175,0002,362
U.S. Treasury securities$01,786
U.S. Government agency obligations$36,175,0002,297
Securities issued by states & political subdivisions$2,109,0004,298
Other domestic debt securities$2,051,0001,629
Privately issued residential mortgage-backed securities$1,047,000788
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,004,0001,651
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$12,098,0002,999
Mortgage-backed securities$10,084,0002,726
Certificates of participation in pools of residential mortgages$6,413,0002,788
Issued or guaranteed by U.S.$6,413,0002,776
Privately issued$0225
Collaterized mortgage obligations$3,671,0001,680
CMOs issued by government agencies or sponsored agencies$2,624,0001,674
Privately issued$1,047,000735
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$50,0004,092
Available-for-sale securities (fair market value)$40,285,0002,415
Total debt securities$40,335,0002,762
Structured notes
Amortized cost$18,189,000207
Fair value$17,894,000208
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$39,923,0002,842
U.S. Government securities$34,863,0002,471
U.S. Treasury securities$01,839
U.S. Government agency obligations$34,863,0002,391
Securities issued by states & political subdivisions$2,495,0004,059
Other domestic debt securities$2,565,0001,509
Privately issued residential mortgage-backed securities$1,055,000770
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,510,0001,472
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$13,290,0002,826
Mortgage-backed securities$7,703,0003,169
Certificates of participation in pools of residential mortgages$4,883,0003,234
Issued or guaranteed by U.S.$4,883,0003,222
Privately issued$0223
Collaterized mortgage obligations$2,820,0001,903
CMOs issued by government agencies or sponsored agencies$1,765,0001,966
Privately issued$1,055,000720
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$50,0004,139
Available-for-sale securities (fair market value)$39,873,0002,438
Total debt securities$39,923,0002,796
Structured notes
Amortized cost$19,188,000189
Fair value$18,905,000194
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$44,228,0002,651
U.S. Government securities$39,169,0002,275
U.S. Treasury securities$01,963
U.S. Government agency obligations$39,169,0002,196
Securities issued by states & political subdivisions$2,486,0004,070
Other domestic debt securities$2,573,0001,552
Privately issued residential mortgage-backed securities$1,056,000746
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,517,0001,545
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$16,343,0002,444
Mortgage-backed securities$8,149,0003,175
Certificates of participation in pools of residential mortgages$5,189,0003,222
Issued or guaranteed by U.S.$5,189,0003,215
Privately issued$0207
Collaterized mortgage obligations$2,960,0001,902
CMOs issued by government agencies or sponsored agencies$1,904,0001,956
Privately issued$1,056,000698
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$51,0004,207
Available-for-sale securities (fair market value)$44,177,0002,238
Total debt securities$44,228,0002,602
Structured notes
Amortized cost$22,245,000155
Fair value$21,742,000157
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$46,556,0002,555
U.S. Government securities$41,430,0002,178
U.S. Treasury securities$01,963
U.S. Government agency obligations$41,430,0002,089
Securities issued by states & political subdivisions$2,597,0004,010
Other domestic debt securities$2,529,0001,624
Privately issued residential mortgage-backed securities$1,000,000758
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,529,0001,611
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$15,901,0002,463
Mortgage-backed securities$8,552,0003,168
Certificates of participation in pools of residential mortgages$5,513,0003,149
Issued or guaranteed by U.S.$5,513,0003,140
Privately issued$0203
Collaterized mortgage obligations$3,039,0001,901
CMOs issued by government agencies or sponsored agencies$2,039,0001,932
Privately issued$1,000,000707
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$52,0004,272
Available-for-sale securities (fair market value)$46,504,0002,169
Total debt securities$46,556,0002,513
Structured notes
Amortized cost$23,544,000137
Fair value$23,282,000142
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$45,367,0002,597
U.S. Government securities$40,225,0002,199
U.S. Treasury securities$01,990
U.S. Government agency obligations$40,225,0002,118
Securities issued by states & political subdivisions$2,597,0004,009
Other domestic debt securities$2,545,0001,625
Privately issued residential mortgage-backed securities$998,000700
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,547,0001,640
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,030,0002,803
Mortgage-backed securities$5,851,0003,746
Certificates of participation in pools of residential mortgages$3,713,0003,770
Issued or guaranteed by U.S.$3,713,0003,764
Privately issued$0225
Collaterized mortgage obligations$2,138,0002,128
CMOs issued by government agencies or sponsored agencies$1,140,0002,340
Privately issued$998,000650
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$52,0004,330
Available-for-sale securities (fair market value)$45,315,0002,218
Total debt securities$45,367,0002,545
Structured notes
Amortized cost$20,367,000188
Fair value$20,166,000188
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$47,575,0002,560
U.S. Government securities$41,704,0002,163
U.S. Treasury securities$02,098
U.S. Government agency obligations$41,704,0002,089
Securities issued by states & political subdivisions$2,676,0003,970
Other domestic debt securities$3,195,0001,511
Privately issued residential mortgage-backed securities$993,000703
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,202,0001,452
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,854,0002,956
Mortgage-backed securities$6,120,0003,733
Certificates of participation in pools of residential mortgages$3,912,0003,757
Issued or guaranteed by U.S.$3,912,0003,748
Privately issued$0225
Collaterized mortgage obligations$2,208,0002,138
CMOs issued by government agencies or sponsored agencies$1,215,0002,350
Privately issued$993,000658
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$52,0004,385
Available-for-sale securities (fair market value)$47,523,0002,174
Total debt securities$47,575,0002,495
Structured notes
Amortized cost$22,368,000159
Fair value$21,521,000164
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$42,984,0002,783
U.S. Government securities$37,807,0002,341
U.S. Treasury securities$02,082
U.S. Government agency obligations$37,807,0002,271
Securities issued by states & political subdivisions$2,788,0003,940
Other domestic debt securities$2,251,0001,873
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$2,251,0001,527
Foreign debt securities$0264
Equity securities$138,0001,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,295,0003,033
Mortgage-backed securities$5,646,0003,893
Certificates of participation in pools of residential mortgages$4,325,0003,658
Issued or guaranteed by U.S.$4,325,0003,650
Privately issued$0230
Collaterized mortgage obligations$1,321,0002,611
CMOs issued by government agencies or sponsored agencies$1,321,0002,356
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)$55,0004,424
Available-for-sale securities (fair market value)$42,929,0002,399
Total debt securities$42,846,0002,720
Structured notes
Amortized cost$19,796,000162
Fair value$19,768,000163
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$38,492,0003,064
U.S. Government securities$32,701,0002,735
U.S. Treasury securities$02,227
U.S. Government agency obligations$32,701,0002,643
Securities issued by states & political subdivisions$3,401,0003,697
Other domestic debt securities$2,252,0001,909
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$2,252,0001,623
Foreign debt securities$0283
Equity securities$138,0001,938
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,178,0002,009
Mortgage-backed securities$4,974,0004,065
Certificates of participation in pools of residential mortgages$4,546,0003,555
Issued or guaranteed by U.S.$4,546,0003,544
Privately issued$0248
Collaterized mortgage obligations$428,0003,267
CMOs issued by government agencies or sponsored agencies$428,0003,114
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)$57,0004,471
Available-for-sale securities (fair market value)$38,435,0002,646
Total debt securities$38,354,0003,014
Structured notes
Amortized cost$11,301,000264
Fair value$11,091,000266
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$39,950,0002,935
U.S. Government securities$34,166,0002,568
U.S. Treasury securities$02,287
U.S. Government agency obligations$34,166,0002,484
Securities issued by states & political subdivisions$3,382,0003,691
Other domestic debt securities$2,264,0001,999
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$2,264,0001,718
Foreign debt securities$0291
Equity securities$138,0001,993
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,436,0002,830
Mortgage-backed securities$4,287,0004,267
Certificates of participation in pools of residential mortgages$3,775,0003,821
Issued or guaranteed by U.S.$3,775,0003,808
Privately issued$0253
Collaterized mortgage obligations$512,0003,205
CMOs issued by government agencies or sponsored agencies$512,0003,046
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)$58,0004,495
Available-for-sale securities (fair market value)$39,892,0002,530
Total debt securities$39,812,0002,872
Structured notes
Amortized cost$12,307,000195
Fair value$12,095,000197
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$38,112,0002,983
U.S. Government securities$32,520,0002,566
U.S. Treasury securities$02,322
U.S. Government agency obligations$32,520,0002,465
Securities issued by states & political subdivisions$3,163,0003,753
Other domestic debt securities$2,291,0002,053
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$2,291,0001,778
Foreign debt securities$0294
Equity securities$138,0002,005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,410,0002,370
Mortgage-backed securities$2,701,0004,957
Certificates of participation in pools of residential mortgages$2,089,0004,619
Issued or guaranteed by U.S.$2,089,0004,602
Privately issued$0256
Collaterized mortgage obligations$612,0003,322
CMOs issued by government agencies or sponsored agencies$612,0003,158
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)$61,0004,522
Available-for-sale securities (fair market value)$38,051,0002,568
Total debt securities$37,974,0002,906
Structured notes
Amortized cost$9,307,000199
Fair value$9,386,000199
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$31,430,0003,402
U.S. Government securities$23,975,0003,245
U.S. Treasury securities$02,382
U.S. Government agency obligations$23,975,0003,096
Securities issued by states & political subdivisions$1,358,0004,800
Other domestic debt securities$4,738,0001,451
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$4,738,0001,182
Foreign debt securities$0294
Equity securities$1,359,0001,229
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,606,0002,497
Mortgage-backed securities$3,149,0004,813
Certificates of participation in pools of residential mortgages$2,421,0004,462
Issued or guaranteed by U.S.$2,421,0004,443
Privately issued$0257
Collaterized mortgage obligations$728,0003,333
CMOs issued by government agencies or sponsored agencies$728,0003,182
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)$61,0004,569
Available-for-sale securities (fair market value)$31,369,0002,948
Total debt securities$30,071,0003,431
Structured notes
Amortized cost$5,318,000255
Fair value$5,383,000257
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$38,018,0002,932
U.S. Government securities$31,488,0002,591
U.S. Treasury securities$02,544
U.S. Government agency obligations$31,488,0002,487
Securities issued by states & political subdivisions$2,187,0004,178
Other domestic debt securities$2,988,0001,846
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$2,988,0001,587
Foreign debt securities$0302
Equity securities$1,355,0001,254
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,822,0002,321
Mortgage-backed securities$3,615,0004,618
Certificates of participation in pools of residential mortgages$2,791,0004,256
Issued or guaranteed by U.S.$2,791,0004,242
Privately issued$0252
Collaterized mortgage obligations$824,0003,307
CMOs issued by government agencies or sponsored agencies$824,0003,164
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)$576,0003,944
Available-for-sale securities (fair market value)$37,442,0002,525
Total debt securities$36,663,0002,930
Structured notes
Amortized cost$7,262,000143
Fair value$7,299,000144
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$31,249,0003,240
U.S. Government securities$29,012,0002,612
U.S. Treasury securities$03,182
U.S. Government agency obligations$29,012,0002,473
Securities issued by states & political subdivisions$530,0005,874
Other domestic debt securities$500,0003,393
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$500,0002,935
Foreign debt securities$0319
Equity securities$1,207,0001,250
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,765,0002,360
Mortgage-backed securities$4,116,0004,263
Certificates of participation in pools of residential mortgages$3,085,0003,845
Issued or guaranteed by U.S.$3,085,0003,828
Privately issued$0260
Collaterized mortgage obligations$1,031,0003,254
CMOs issued by government agencies or sponsored agencies$1,031,0003,090
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)$592,0004,177
Available-for-sale securities (fair market value)$30,657,0002,755
Total debt securities$30,042,0003,275
Structured notes
Amortized cost$281,000736
Fair value$281,000735
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$39,525,0002,721
U.S. Government securities$37,591,0002,128
U.S. Treasury securities$2,004,0001,970
U.S. Government agency obligations$35,587,0002,082
Securities issued by states & political subdivisions$1,934,0004,451
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 securities$0313
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,246,0002,458
Mortgage-backed securities$903,0005,635
Certificates of participation in pools of residential mortgages$903,0004,899
Issued or guaranteed by U.S.$903,0004,885
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)$1,764,0003,978
Available-for-sale securities (fair market value)$37,761,0002,250
Total debt securities$39,525,0002,633
Structured notes
Amortized cost$816,000460
Fair value$816,000453
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$41,209,0002,734
U.S. Government securities$38,363,0002,190
U.S. Treasury securities$3,017,0002,129
U.S. Government agency obligations$35,346,0002,108
Securities issued by states & political subdivisions$2,846,0004,018
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,469,0002,048
Mortgage-backed securities$1,529,0005,410
Certificates of participation in pools of residential mortgages$1,529,0004,554
Issued or guaranteed by U.S.$1,529,0004,541
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,787,0004,375
Available-for-sale securities (fair market value)$39,422,0002,201
Total debt securities$41,209,0002,652
Structured notes
Amortized cost$904,000635
Fair value$904,000615
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$27,177,0003,916
U.S. Government securities$22,410,0003,596
U.S. Treasury securities$8,280,0001,533
U.S. Government agency obligations$14,130,0004,276
Securities issued by states & political subdivisions$4,767,0003,053
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,203,0001,923
Mortgage-backed securities$3,008,0004,735
Certificates of participation in pools of residential mortgages$3,008,0003,804
Issued or guaranteed by U.S.$3,008,0003,786
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,473,0003,985
Available-for-sale securities (fair market value)$23,704,0003,364
Total debt securities$27,177,0003,825
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$35,871,0003,126
U.S. Government securities$28,098,0003,108
U.S. Treasury securities$9,231,0001,975
U.S. Government agency obligations$18,867,0003,364
Securities issued by states & political subdivisions$7,773,0001,903
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,212,0001,923
Mortgage-backed securities$4,700,0003,935
Certificates of participation in pools of residential mortgages$4,586,0003,041
Issued or guaranteed by U.S.$4,586,0003,025
Privately issued$0394
Collaterized mortgage obligations$114,0004,730
CMOs issued by government agencies or sponsored agencies$114,0004,533
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,532,0003,936
Available-for-sale securities (fair market value)$30,339,0002,592
Total debt securities$35,871,0003,043
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$38,308,0003,158
U.S. Government securities$30,593,0003,141
U.S. Treasury securities$7,928,0002,741
U.S. Government agency obligations$22,665,0003,028
Securities issued by states & political subdivisions$7,466,0001,988
Other domestic debt securities$249,0003,261
Privately issued residential mortgage-backed securities$249,0001,235
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,080,0001,209
Mortgage-backed securities$6,291,0003,751
Certificates of participation in pools of residential mortgages$5,679,0002,989
Issued or guaranteed by U.S.$5,679,0002,965
Privately issued$0472
Collaterized mortgage obligations$612,0004,274
CMOs issued by government agencies or sponsored agencies$363,0004,533
Privately issued$249,000997
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,776,0004,033
Available-for-sale securities (fair market value)$31,532,0002,625
Total debt securities$38,308,0003,056
Structured notes
Amortized cost$1,820,0001,207
Fair value$1,809,0001,196
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$37,142,0003,406
U.S. Government securities$28,257,0003,516
U.S. Treasury securities$3,903,0005,353
U.S. Government agency obligations$24,354,0002,818
Securities issued by states & political subdivisions$8,350,0001,765
Other domestic debt securities$76,0004,628
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$76,0003,632
Foreign debt securities$0553
Equity securities$459,0003,458
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,090,0002,202
Mortgage-backed securities$1,922,0006,332
Certificates of participation in pools of residential mortgages$1,922,0004,985
Issued or guaranteed by U.S.$1,922,0004,951
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,485,0003,293
Available-for-sale securities (fair market value)$26,657,0003,117
Total debt securities$36,683,0003,356
Structured notes
Amortized cost$2,880,0001,269
Fair value$2,884,0001,243
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$41,584,0003,155
U.S. Government securities$30,735,0003,382
U.S. Treasury securities$5,195,0005,403
U.S. Government agency obligations$25,540,0002,606
Securities issued by states & political subdivisions$10,263,0001,450
Other domestic debt securities$164,0004,756
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$164,0003,804
Foreign debt securitiesNANA
Equity securities$422,0003,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,449,0002,280
Mortgage-backed securities$2,030,0006,620
Certificates of participation in pools of residential mortgages$2,030,0005,168
Issued or guaranteed by U.S.$2,030,0005,143
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,330,0004,468
Available-for-sale securities (fair market value)$27,254,0002,125
Total debt securities$41,162,0003,122
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$37,693,0003,654
U.S. Government securities$27,575,0003,879
U.S. Treasury securities$4,002,0006,487
U.S. Government agency obligations$23,573,0002,871
Securities issued by states & political subdivisions$9,344,0001,641
Other domestic debt securities$306,0004,803
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$306,0003,721
Foreign debt securitiesNANA
Equity securities$468,0003,186
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,938,0002,545
Mortgage-backed securities$2,654,0006,703
Certificates of participation in pools of residential mortgages$2,654,0005,154
Issued or guaranteed by U.S.$2,654,0005,118
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$37,225,0003,613
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$32,324,0004,177
U.S. Government securities$22,392,0004,623
U.S. Treasury securities$2,249,0008,410
U.S. Government agency obligations$20,143,0003,225
Securities issued by states & political subdivisions$9,298,0001,464
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$634,0002,337
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,985,0002,904
Mortgage-backed securities$2,978,0006,794
Certificates of participation in pools of residential mortgages$2,443,0005,658
Issued or guaranteed by U.S.$2,443,0005,594
Privately issued$0831
Collaterized mortgage obligations$535,0005,731
CMOs issued by government agencies or sponsored agencies$535,0005,301
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$31,690,0004,158
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA