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Cherokee Bank, Securities

2013-12-31Rank
Total securities$27,072,0003,887
U.S. Government securities$22,094,0003,299
U.S. Treasury securities$01,131
U.S. Government agency obligations$22,094,0003,208
Securities issued by states & political subdivisions$4,978,0003,773
Other domestic debt securities$02,651
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$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,340,0003,381
Mortgage-backed securities$15,688,0002,636
Certificates of participation in pools of residential mortgages$15,688,0002,098
Issued or guaranteed by U.S.$15,688,0002,096
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$27,072,0003,564
Total debt securities$27,071,0003,860
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$25,132,0004,084
U.S. Government securities$20,195,0003,496
U.S. Treasury securities$01,131
U.S. Government agency obligations$20,195,0003,407
Securities issued by states & political subdivisions$4,937,0003,789
Other domestic debt securities$02,731
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$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,463,0003,356
Mortgage-backed securities$13,807,0002,819
Certificates of participation in pools of residential mortgages$13,807,0002,258
Issued or guaranteed by U.S.$13,807,0002,255
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$25,132,0003,734
Total debt securities$25,132,0004,055
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$26,496,0003,957
U.S. Government securities$21,180,0003,404
U.S. Treasury securities$01,152
U.S. Government agency obligations$21,180,0003,317
Securities issued by states & political subdivisions$5,316,0003,718
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,871,0003,280
Mortgage-backed securities$14,417,0002,779
Certificates of participation in pools of residential mortgages$14,417,0002,190
Issued or guaranteed by U.S.$14,417,0002,188
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$26,496,0003,641
Total debt securities$26,495,0003,926
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$25,888,0004,010
U.S. Government securities$20,260,0003,512
U.S. Treasury securities$01,161
U.S. Government agency obligations$20,260,0003,424
Securities issued by states & political subdivisions$5,628,0003,648
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,236,0003,825
Mortgage-backed securities$13,229,0002,940
Certificates of participation in pools of residential mortgages$13,229,0002,311
Issued or guaranteed by U.S.$13,229,0002,311
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$25,888,0003,701
Total debt securities$25,888,0003,983
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$24,386,0004,092
U.S. Government securities$19,361,0003,556
U.S. Treasury securities$01,135
U.S. Government agency obligations$19,361,0003,475
Securities issued by states & political subdivisions$5,025,0003,756
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,723,0004,952
Mortgage-backed securities$15,876,0002,704
Certificates of participation in pools of residential mortgages$15,876,0002,078
Issued or guaranteed by U.S.$15,876,0002,076
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$24,386,0003,771
Total debt securities$24,386,0004,064
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$24,044,0004,162
U.S. Government securities$20,031,0003,583
U.S. Treasury securities$01,086
U.S. Government agency obligations$20,031,0003,504
Securities issued by states & political subdivisions$4,013,0003,977
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,803,0004,990
Mortgage-backed securities$20,031,0002,511
Certificates of participation in pools of residential mortgages$20,031,0001,847
Issued or guaranteed by U.S.$20,031,0001,846
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$24,044,0003,839
Total debt securities$24,044,0004,139
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$23,242,0004,291
U.S. Government securities$20,656,0003,579
U.S. Treasury securities$01,068
U.S. Government agency obligations$20,656,0003,503
Securities issued by states & political subdivisions$2,586,0004,357
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,048,0003,191
Mortgage-backed securities$20,656,0002,484
Certificates of participation in pools of residential mortgages$20,656,0001,837
Issued or guaranteed by U.S.$20,656,0001,836
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$23,242,0003,948
Total debt securities$23,242,0004,255
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$15,230,0005,099
U.S. Government securities$13,096,0004,511
U.S. Treasury securities$01,157
U.S. Government agency obligations$13,096,0004,414
Securities issued by states & political subdivisions$2,134,0004,465
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,487,0003,151
Mortgage-backed securities$13,096,0003,126
Certificates of participation in pools of residential mortgages$13,096,0002,459
Issued or guaranteed by U.S.$13,096,0002,453
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$15,230,0004,695
Total debt securities$15,230,0005,073
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$15,002,0005,103
U.S. Government securities$12,907,0004,505
U.S. Treasury securities$01,076
U.S. Government agency obligations$12,907,0004,417
Securities issued by states & political subdivisions$2,095,0004,450
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,842,0003,115
Mortgage-backed securities$12,907,0003,070
Certificates of participation in pools of residential mortgages$12,907,0002,381
Issued or guaranteed by U.S.$12,907,0002,375
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$15,002,0004,679
Total debt securities$15,002,0005,077
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$16,025,0004,952
U.S. Government securities$13,924,0004,306
U.S. Treasury securities$01,126
U.S. Government agency obligations$13,924,0004,211
Securities issued by states & political subdivisions$2,101,0004,413
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,184,0003,169
Mortgage-backed securities$13,924,0002,909
Certificates of participation in pools of residential mortgages$13,924,0002,212
Issued or guaranteed by U.S.$13,924,0002,205
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$16,025,0004,543
Total debt securities$16,025,0004,922
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$18,993,0004,685
U.S. Government securities$17,005,0004,013
U.S. Treasury securities$01,225
U.S. Government agency obligations$17,005,0003,915
Securities issued by states & political subdivisions$1,988,0004,449
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,917,0003,070
Mortgage-backed securities$17,005,0002,598
Certificates of participation in pools of residential mortgages$17,005,0001,892
Issued or guaranteed by U.S.$17,005,0001,890
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$18,993,0004,294
Total debt securities$18,993,0004,650
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$19,074,0004,653
U.S. Government securities$17,178,0003,939
U.S. Treasury securities$01,272
U.S. Government agency obligations$17,178,0003,831
Securities issued by states & political subdivisions$1,896,0004,462
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,658,0003,279
Mortgage-backed securities$17,178,0002,514
Certificates of participation in pools of residential mortgages$17,178,0001,836
Issued or guaranteed by U.S.$17,178,0001,833
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$19,074,0004,254
Total debt securities$19,074,0004,614
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$18,288,0004,602
U.S. Government securities$16,721,0003,850
U.S. Treasury securities$01,275
U.S. Government agency obligations$16,721,0003,737
Securities issued by states & political subdivisions$1,567,0004,604
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,232,0003,135
Mortgage-backed securities$16,721,0002,456
Certificates of participation in pools of residential mortgages$16,721,0001,790
Issued or guaranteed by U.S.$16,721,0001,786
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$18,288,0004,216
Total debt securities$18,288,0004,567
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$17,733,0004,624
U.S. Government securities$17,733,0003,687
U.S. Treasury securities$01,180
U.S. Government agency obligations$17,733,0003,578
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,342,0003,164
Mortgage-backed securities$17,733,0002,371
Certificates of participation in pools of residential mortgages$17,733,0001,677
Issued or guaranteed by U.S.$17,733,0001,673
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$17,733,0004,223
Total debt securities$17,733,0004,582
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$18,384,0004,592
U.S. Government securities$18,384,0003,657
U.S. Treasury securities$01,121
U.S. Government agency obligations$18,384,0003,564
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,811,0002,625
Mortgage-backed securities$18,384,0002,316
Certificates of participation in pools of residential mortgages$18,384,0001,647
Issued or guaranteed by U.S.$18,384,0001,641
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$18,384,0004,170
Total debt securities$18,384,0004,553
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$18,677,0004,588
U.S. Government securities$18,677,0003,692
U.S. Treasury securities$01,130
U.S. Government agency obligations$18,677,0003,608
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,950,0002,680
Mortgage-backed securities$18,677,0002,345
Certificates of participation in pools of residential mortgages$18,352,0001,735
Issued or guaranteed by U.S.$18,352,0001,733
Privately issued$0145
Collaterized mortgage obligations$325,0003,310
CMOs issued by government agencies or sponsored agencies$325,0002,981
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)$03,274
Available-for-sale securities (fair market value)$18,677,0004,166
Total debt securities$18,677,0004,544
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$19,250,0004,482
U.S. Government securities$19,250,0003,609
U.S. Treasury securities$01,077
U.S. Government agency obligations$19,250,0003,532
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,738,0002,709
Mortgage-backed securities$19,250,0002,352
Certificates of participation in pools of residential mortgages$18,415,0001,791
Issued or guaranteed by U.S.$18,415,0001,785
Privately issued$0157
Collaterized mortgage obligations$835,0002,979
CMOs issued by government agencies or sponsored agencies$835,0002,636
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$19,250,0004,075
Total debt securities$19,250,0004,446
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$16,731,0004,822
U.S. Government securities$16,731,0003,877
U.S. Treasury securities$01,047
U.S. Government agency obligations$16,731,0003,803
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,979,0003,192
Mortgage-backed securities$16,731,0002,588
Certificates of participation in pools of residential mortgages$15,845,0002,050
Issued or guaranteed by U.S.$15,845,0002,040
Privately issued$0171
Collaterized mortgage obligations$886,0002,949
CMOs issued by government agencies or sponsored agencies$886,0002,594
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$16,731,0004,397
Total debt securities$16,731,0004,777
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$9,706,0005,876
U.S. Government securities$9,706,0005,038
U.S. Treasury securities$01,036
U.S. Government agency obligations$9,706,0004,942
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,309,0005,798
Mortgage-backed securities$9,706,0003,410
Certificates of participation in pools of residential mortgages$8,764,0002,909
Issued or guaranteed by U.S.$8,764,0002,895
Privately issued$0181
Collaterized mortgage obligations$942,0002,917
CMOs issued by government agencies or sponsored agencies$942,0002,550
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$9,706,0005,367
Total debt securities$9,706,0005,827
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$12,200,0005,509
U.S. Government securities$12,200,0004,677
U.S. Treasury securities$0981
U.S. Government agency obligations$12,200,0004,598
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,563,0005,732
Mortgage-backed securities$12,200,0003,119
Certificates of participation in pools of residential mortgages$11,176,0002,608
Issued or guaranteed by U.S.$11,176,0002,592
Privately issued$0191
Collaterized mortgage obligations$1,024,0002,913
CMOs issued by government agencies or sponsored agencies$1,024,0002,531
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$12,200,0005,027
Total debt securities$12,200,0005,464
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$19,417,0004,518
U.S. Government securities$19,417,0003,636
U.S. Treasury securities$0973
U.S. Government agency obligations$19,417,0003,562
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,080,0005,188
Mortgage-backed securities$19,417,0002,394
Certificates of participation in pools of residential mortgages$18,348,0001,878
Issued or guaranteed by U.S.$18,348,0001,867
Privately issued$0188
Collaterized mortgage obligations$1,069,0002,810
CMOs issued by government agencies or sponsored agencies$1,069,0002,466
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$19,417,0004,052
Total debt securities$19,417,0004,483
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$16,727,0004,828
U.S. Government securities$16,727,0003,936
U.S. Treasury securities$01,019
U.S. Government agency obligations$16,727,0003,863
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,519,0005,426
Mortgage-backed securities$16,727,0002,514
Certificates of participation in pools of residential mortgages$15,654,0002,027
Issued or guaranteed by U.S.$15,654,0002,014
Privately issued$0192
Collaterized mortgage obligations$1,073,0002,716
CMOs issued by government agencies or sponsored agencies$1,073,0002,374
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$16,727,0004,332
Total debt securities$16,728,0004,788
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$10,938,0005,764
U.S. Government securities$10,938,0004,946
U.S. Treasury securities$01,021
U.S. Government agency obligations$10,938,0004,865
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,887,0004,900
Mortgage-backed securities$10,938,0003,121
Certificates of participation in pools of residential mortgages$9,746,0002,681
Issued or guaranteed by U.S.$9,746,0002,663
Privately issued$0202
Collaterized mortgage obligations$1,192,0002,662
CMOs issued by government agencies or sponsored agencies$1,192,0002,330
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$10,938,0005,242
Total debt securities$10,938,0005,705
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$5,680,0006,857
U.S. Government securities$5,680,0006,250
U.S. Treasury securities$01,044
U.S. Government agency obligations$5,680,0006,153
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
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$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,680,0004,281
Mortgage-backed securities$4,662,0004,195
Certificates of participation in pools of residential mortgages$3,218,0004,097
Issued or guaranteed by U.S.$3,218,0004,083
Privately issued$0205
Collaterized mortgage obligations$1,444,0002,560
CMOs issued by government agencies or sponsored agencies$1,444,0002,220
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$5,680,0006,280
Total debt securities$5,680,0006,789
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$16,981,0004,873
U.S. Government securities$16,981,0004,017
U.S. Treasury securities$01,146
U.S. Government agency obligations$16,981,0003,928
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,825,0002,490
Mortgage-backed securities$4,990,0003,836
Certificates of participation in pools of residential mortgages$3,451,0003,731
Issued or guaranteed by U.S.$3,451,0003,716
Privately issued$0191
Collaterized mortgage obligations$1,539,0002,388
CMOs issued by government agencies or sponsored agencies$1,539,0002,090
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$16,981,0004,322
Total debt securities$16,980,0004,822
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$21,218,0004,334
U.S. Government securities$21,218,0003,477
U.S. Treasury securities$01,235
U.S. Government agency obligations$21,218,0003,407
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,218,0002,079
Mortgage-backed securities$5,273,0003,622
Certificates of participation in pools of residential mortgages$3,643,0003,493
Issued or guaranteed by U.S.$3,643,0003,478
Privately issued$0194
Collaterized mortgage obligations$1,630,0002,310
CMOs issued by government agencies or sponsored agencies$1,630,0002,016
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$21,218,0003,820
Total debt securities$21,217,0004,285
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$16,012,000116
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$22,271,0004,181
U.S. Government securities$22,271,0003,376
U.S. Treasury securities$01,362
U.S. Government agency obligations$22,271,0003,290
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,113,0002,017
Mortgage-backed securities$5,406,0003,524
Certificates of participation in pools of residential mortgages$3,650,0003,457
Issued or guaranteed by U.S.$3,650,0003,443
Privately issued$0207
Collaterized mortgage obligations$1,756,0002,231
CMOs issued by government agencies or sponsored agencies$1,756,0001,953
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$22,271,0003,690
Total debt securities$22,271,0004,140
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$15,783,000117
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$25,731,0003,824
U.S. Government securities$25,731,0003,046
U.S. Treasury securities$01,448
U.S. Government agency obligations$25,731,0002,965
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,859,0001,970
Mortgage-backed securities$5,853,0003,399
Certificates of participation in pools of residential mortgages$3,912,0003,345
Issued or guaranteed by U.S.$3,912,0003,327
Privately issued$0218
Collaterized mortgage obligations$1,941,0002,139
CMOs issued by government agencies or sponsored agencies$1,941,0001,868
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$25,731,0003,357
Total debt securities$25,731,0003,777
Structured notes
Amortized cost$996,0002,014
Fair value$997,0001,895
Trading account assets$17,710,000128
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$48,219,0002,412
U.S. Government securities$48,219,0001,807
U.S. Treasury securities$01,498
U.S. Government agency obligations$48,219,0001,759
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,206,0001,101
Mortgage-backed securities$17,521,0001,926
Certificates of participation in pools of residential mortgages$13,107,0001,766
Issued or guaranteed by U.S.$13,107,0001,756
Privately issued$0208
Collaterized mortgage obligations$4,414,0001,620
CMOs issued by government agencies or sponsored agencies$4,414,0001,373
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$48,219,0002,084
Total debt securities$48,215,0002,364
Structured notes
Amortized cost$1,991,0001,527
Fair value$1,988,0001,448
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$45,324,0002,550
U.S. Government securities$45,324,0001,932
U.S. Treasury securities$01,574
U.S. Government agency obligations$45,324,0001,870
Securities issued by states & political subdivisions$06,288
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$44,551,0001,088
Mortgage-backed securities$18,212,0001,880
Certificates of participation in pools of residential mortgages$13,577,0001,729
Issued or guaranteed by U.S.$13,577,0001,718
Privately issued$0214
Collaterized mortgage obligations$4,635,0001,540
CMOs issued by government agencies or sponsored agencies$4,635,0001,315
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)$04,052
Available-for-sale securities (fair market value)$45,324,0002,192
Total debt securities$45,323,0002,506
Structured notes
Amortized cost$1,990,0001,615
Fair value$1,971,0001,581
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$36,281,0003,050
U.S. Government securities$36,281,0002,363
U.S. Treasury securities$01,634
U.S. Government agency obligations$36,281,0002,293
Securities issued by states & political subdivisions$06,332
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$35,976,0001,300
Mortgage-backed securities$18,961,0001,832
Certificates of participation in pools of residential mortgages$14,106,0001,696
Issued or guaranteed by U.S.$14,106,0001,686
Privately issued$0211
Collaterized mortgage obligations$4,855,0001,487
CMOs issued by government agencies or sponsored agencies$4,855,0001,271
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)$04,097
Available-for-sale securities (fair market value)$36,281,0002,626
Total debt securities$36,281,0003,011
Structured notes
Amortized cost$1,989,0001,670
Fair value$1,940,0001,646
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$37,609,0003,000
U.S. Government securities$37,609,0002,321
U.S. Treasury securities$01,715
U.S. Government agency obligations$37,609,0002,258
Securities issued by states & political subdivisions$06,356
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$36,709,0001,275
Mortgage-backed securities$20,243,0001,769
Certificates of participation in pools of residential mortgages$15,052,0001,636
Issued or guaranteed by U.S.$15,052,0001,626
Privately issued$0205
Collaterized mortgage obligations$5,191,0001,448
CMOs issued by government agencies or sponsored agencies$5,191,0001,234
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)$04,162
Available-for-sale securities (fair market value)$37,609,0002,587
Total debt securities$37,609,0002,953
Structured notes
Amortized cost$1,989,0001,671
Fair value$1,947,0001,661
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$38,590,0002,916
U.S. Government securities$38,590,0002,252
U.S. Treasury securities$01,737
U.S. Government agency obligations$38,590,0002,181
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,967,0001,223
Mortgage-backed securities$21,191,0001,730
Certificates of participation in pools of residential mortgages$15,792,0001,611
Issued or guaranteed by U.S.$15,792,0001,599
Privately issued$0216
Collaterized mortgage obligations$5,399,0001,423
CMOs issued by government agencies or sponsored agencies$5,399,0001,220
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$38,590,0002,514
Total debt securities$38,590,0002,873
Structured notes
Amortized cost$1,988,0001,674
Fair value$1,947,0001,666
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$40,310,0002,809
U.S. Government securities$40,310,0002,155
U.S. Treasury securities$01,786
U.S. Government agency obligations$40,310,0002,082
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,288,0001,247
Mortgage-backed securities$22,726,0001,675
Certificates of participation in pools of residential mortgages$16,954,0001,550
Issued or guaranteed by U.S.$16,954,0001,539
Privately issued$0225
Collaterized mortgage obligations$5,772,0001,372
CMOs issued by government agencies or sponsored agencies$5,772,0001,185
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$40,310,0002,413
Total debt securities$40,310,0002,764
Structured notes
Amortized cost$1,988,0001,659
Fair value$1,964,0001,640
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$42,644,0002,703
U.S. Government securities$42,644,0002,077
U.S. Treasury securities$01,839
U.S. Government agency obligations$42,644,0002,007
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,332,0001,267
Mortgage-backed securities$25,026,0001,615
Certificates of participation in pools of residential mortgages$18,866,0001,487
Issued or guaranteed by U.S.$18,866,0001,474
Privately issued$0223
Collaterized mortgage obligations$6,160,0001,358
CMOs issued by government agencies or sponsored agencies$6,160,0001,182
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$42,644,0002,296
Total debt securities$42,644,0002,651
Structured notes
Amortized cost$1,987,0001,662
Fair value$1,966,0001,656
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$43,813,0002,670
U.S. Government securities$43,813,0002,077
U.S. Treasury securities$01,963
U.S. Government agency obligations$43,813,0001,989
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,970,0001,267
Mortgage-backed securities$26,329,0001,602
Certificates of participation in pools of residential mortgages$19,733,0001,482
Issued or guaranteed by U.S.$19,733,0001,470
Privately issued$0207
Collaterized mortgage obligations$6,596,0001,343
CMOs issued by government agencies or sponsored agencies$6,596,0001,170
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$43,813,0002,257
Total debt securities$43,813,0002,620
Structured notes
Amortized cost$1,986,0001,642
Fair value$1,948,0001,624
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$47,865,0002,491
U.S. Government securities$47,865,0001,917
U.S. Treasury securities$01,963
U.S. Government agency obligations$47,865,0001,843
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,439,0001,375
Mortgage-backed securities$30,071,0001,484
Certificates of participation in pools of residential mortgages$22,934,0001,344
Issued or guaranteed by U.S.$22,934,0001,333
Privately issued$0203
Collaterized mortgage obligations$7,137,0001,296
CMOs issued by government agencies or sponsored agencies$7,137,0001,128
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$47,865,0002,115
Total debt securities$47,865,0002,452
Structured notes
Amortized cost$1,986,0001,605
Fair value$1,974,0001,579
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$43,548,0002,687
U.S. Government securities$43,548,0002,047
U.S. Treasury securities$01,990
U.S. Government agency obligations$43,548,0001,975
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,159,0001,326
Mortgage-backed securities$31,655,0001,435
Certificates of participation in pools of residential mortgages$24,023,0001,306
Issued or guaranteed by U.S.$24,023,0001,296
Privately issued$0225
Collaterized mortgage obligations$7,632,0001,265
CMOs issued by government agencies or sponsored agencies$7,632,0001,112
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$43,548,0002,299
Total debt securities$43,548,0002,631
Structured notes
Amortized cost$1,985,0001,606
Fair value$1,978,0001,598
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$46,499,0002,609
U.S. Government securities$46,499,0001,975
U.S. Treasury securities$02,098
U.S. Government agency obligations$46,499,0001,909
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,404,0001,211
Mortgage-backed securities$35,957,0001,316
Certificates of participation in pools of residential mortgages$28,120,0001,187
Issued or guaranteed by U.S.$28,120,0001,179
Privately issued$0225
Collaterized mortgage obligations$7,837,0001,261
CMOs issued by government agencies or sponsored agencies$7,837,0001,108
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$46,499,0002,219
Total debt securities$46,499,0002,551
Structured notes
Amortized cost$1,984,0001,586
Fair value$1,902,0001,587
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$50,637,0002,413
U.S. Government securities$50,637,0001,812
U.S. Treasury securities$02,082
U.S. Government agency obligations$50,637,0001,752
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
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$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,464,0001,196
Mortgage-backed securities$42,630,0001,207
Certificates of participation in pools of residential mortgages$33,586,0001,056
Issued or guaranteed by U.S.$33,586,0001,048
Privately issued$0230
Collaterized mortgage obligations$9,044,0001,212
CMOs issued by government agencies or sponsored agencies$9,044,0001,059
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)$04,632
Available-for-sale securities (fair market value)$50,637,0002,053
Total debt securities$50,637,0002,349
Structured notes
Amortized cost$993,0001,985
Fair value$993,0001,986
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$48,096,0002,573
U.S. Government securities$48,096,0001,968
U.S. Treasury securities$02,227
U.S. Government agency obligations$48,096,0001,894
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
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$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,000,0001,012
Mortgage-backed securities$42,530,0001,222
Certificates of participation in pools of residential mortgages$28,560,0001,193
Issued or guaranteed by U.S.$28,560,0001,184
Privately issued$0248
Collaterized mortgage obligations$13,970,000942
CMOs issued by government agencies or sponsored agencies$13,970,000875
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)$04,692
Available-for-sale securities (fair market value)$48,096,0002,200
Total debt securities$48,097,0002,517
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$50,793,0002,415
U.S. Government securities$50,793,0001,823
U.S. Treasury securities$02,287
U.S. Government agency obligations$50,793,0001,757
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
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$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,073,0001,021
Mortgage-backed securities$45,234,0001,146
Certificates of participation in pools of residential mortgages$30,633,0001,126
Issued or guaranteed by U.S.$30,633,0001,122
Privately issued$0253
Collaterized mortgage obligations$14,601,000931
CMOs issued by government agencies or sponsored agencies$14,601,000868
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)$04,716
Available-for-sale securities (fair market value)$50,793,0002,058
Total debt securities$50,793,0002,359
Structured notes
Amortized cost$02,200
Fair value$02,203
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$47,367,0002,501
U.S. Government securities$47,367,0001,862
U.S. Treasury securities$02,322
U.S. Government agency obligations$47,367,0001,798
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,016,0001,446
Mortgage-backed securities$43,189,0001,185
Certificates of participation in pools of residential mortgages$28,880,0001,161
Issued or guaranteed by U.S.$28,880,0001,157
Privately issued$0256
Collaterized mortgage obligations$14,309,0001,002
CMOs issued by government agencies or sponsored agencies$14,309,000932
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)$04,735
Available-for-sale securities (fair market value)$47,367,0002,131
Total debt securities$47,365,0002,438
Structured notes
Amortized cost$01,992
Fair value$01,994
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$35,306,0003,116
U.S. Government securities$35,306,0002,393
U.S. Treasury securities$02,382
U.S. Government agency obligations$35,306,0002,298
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,668,0001,720
Mortgage-backed securities$35,306,0001,365
Certificates of participation in pools of residential mortgages$26,644,0001,219
Issued or guaranteed by U.S.$26,644,0001,213
Privately issued$0257
Collaterized mortgage obligations$8,662,0001,368
CMOs issued by government agencies or sponsored agencies$8,662,0001,272
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$35,306,0002,680
Total debt securities$35,306,0003,037
Structured notes
Amortized cost$01,768
Fair value$01,771
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$34,874,0003,115
U.S. Government securities$34,874,0002,403
U.S. Treasury securities$02,544
U.S. Government agency obligations$34,874,0002,299
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,165,0001,758
Mortgage-backed securities$33,818,0001,374
Certificates of participation in pools of residential mortgages$28,513,0001,114
Issued or guaranteed by U.S.$28,513,0001,106
Privately issued$0252
Collaterized mortgage obligations$5,305,0001,779
CMOs issued by government agencies or sponsored agencies$5,305,0001,683
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$34,874,0002,663
Total debt securities$34,874,0003,037
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$28,763,0003,457
U.S. Government securities$28,763,0002,631
U.S. Treasury securities$03,182
U.S. Government agency obligations$28,763,0002,491
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,816,0003,747
Mortgage-backed securities$20,298,0001,821
Certificates of participation in pools of residential mortgages$17,387,0001,451
Issued or guaranteed by U.S.$17,387,0001,443
Privately issued$0260
Collaterized mortgage obligations$2,911,0002,394
CMOs issued by government agencies or sponsored agencies$2,911,0002,245
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$28,763,0002,908
Total debt securities$28,767,0003,381
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$14,796,0005,612
U.S. Government securities$14,560,0004,639
U.S. Treasury securities$04,186
U.S. Government agency obligations$14,560,0004,321
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$236,0005,493
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,496,0004,873
Mortgage-backed securities$3,074,0004,138
Certificates of participation in pools of residential mortgages$3,074,0003,340
Issued or guaranteed by U.S.$3,074,0003,325
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$14,796,0004,645
Total debt securities$14,560,0005,528
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$7,029,0007,978
U.S. Government securities$6,849,0007,234
U.S. Treasury securities$05,412
U.S. Government agency obligations$6,849,0006,706
Securities issued by states & political subdivisions$07,587
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 securitiesNANA
Equity securities$180,0005,887
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,162
Mortgage-backed securities$946,0005,903
Certificates of participation in pools of residential mortgages$946,0005,101
Issued or guaranteed by U.S.$946,0005,088
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)$06,120
Available-for-sale securities (fair market value)$7,029,0006,751
Total debt securities$6,849,0007,925
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA