Colonial Federal Savings Bank, Securities

2023-12-31Rank
Total securities$149,249,0001,261
U.S. Government securities$48,232,0001,917
U.S. Treasury securities$997,0002,496
U.S. Government agency obligations$47,235,0001,661
Securities issued by states & political subdivisions$42,844,0001,018
Other domestic debt securities$58,307,000363
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$3,759,000390
Other domestic debt securities - All other$54,548,000163
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,804,0002,384
Mortgage-backed securities$47,235,0001,309
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$46,247,000877
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,0002,715
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$987,0001,097
Held to maturity securities (book value)$149,251,000296
Available-for-sale securities (fair market value)$132,0004,192
Total debt securities$149,383,0001,240
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$147,676,0001,252
U.S. Government securities$49,375,0001,876
U.S. Treasury securities$996,0002,554
U.S. Government agency obligations$48,379,0001,614
Securities issued by states & political subdivisions$42,925,000992
Other domestic debt securities$55,609,000374
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$55,609,000167
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,010,0002,647
Mortgage-backed securities$48,379,0001,270
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$48,376,000832
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$3,0002,705
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$147,770,000303
Available-for-sale securities (fair market value)$139,0004,207
Total debt securities$147,912,0001,238
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$148,048,0001,292
U.S. Government securities$47,762,0001,959
U.S. Treasury securities$996,0002,568
U.S. Government agency obligations$46,766,0001,696
Securities issued by states & political subdivisions$43,865,0001,026
Other domestic debt securities$56,421,000367
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$56,421,000160
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,657,0002,593
Mortgage-backed securities$46,766,0001,337
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$46,761,000882
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$5,0002,695
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$147,902,000299
Available-for-sale securities (fair market value)$146,0004,231
Total debt securities$148,053,0001,275
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$151,139,0001,326
U.S. Government securities$50,142,0001,991
U.S. Treasury securities$995,0002,645
U.S. Government agency obligations$49,147,0001,656
Securities issued by states & political subdivisions$44,513,0001,046
Other domestic debt securities$56,484,000388
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$56,484,000172
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,662,0002,505
Mortgage-backed securities$49,147,0001,350
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$49,139,000889
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$8,0002,725
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$150,981,000306
Available-for-sale securities (fair market value)$158,0004,290
Total debt securities$151,141,0001,312
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$149,641,0001,359
U.S. Government securities$50,869,0001,992
U.S. Treasury securities$994,0002,693
U.S. Government agency obligations$49,875,0001,642
Securities issued by states & political subdivisions$44,776,0001,071
Other domestic debt securities$53,996,000404
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$53,996,000186
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,667,0002,410
Mortgage-backed securities$49,875,0001,348
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$49,863,000891
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$12,0002,741
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$149,473,000327
Available-for-sale securities (fair market value)$168,0004,318
Total debt securities$149,641,0001,341
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$152,324,0001,347
U.S. Government securities$52,279,0001,972
U.S. Treasury securities$994,0002,715
U.S. Government agency obligations$51,285,0001,630
Securities issued by states & political subdivisions$46,489,0001,043
Other domestic debt securities$53,556,000390
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$53,556,000191
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,674,0002,367
Mortgage-backed securities$51,285,0001,342
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$51,270,000879
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$15,0002,750
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$152,141,000318
Available-for-sale securities (fair market value)$183,0004,361
Total debt securities$152,324,0001,332
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$145,438,0001,419
U.S. Government securities$47,947,0002,101
U.S. Treasury securities$02,920
U.S. Government agency obligations$47,947,0001,736
Securities issued by states & political subdivisions$45,776,0001,099
Other domestic debt securities$51,715,000383
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$51,715,000199
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,681,0002,372
Mortgage-backed securities$47,947,0001,426
Certificates of participation in pools of residential mortgages$47,927,000961
Issued or guaranteed by U.S.$47,927,000944
Privately issued$0231
Collaterized mortgage obligations$20,0002,840
CMOs issued by government agencies or sponsored agencies$20,0002,769
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$145,239,000301
Available-for-sale securities (fair market value)$199,0004,390
Total debt securities$145,438,0001,405
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$136,948,0001,465
U.S. Government securities$42,544,0002,187
U.S. Treasury securities$02,666
U.S. Government agency obligations$42,544,0001,872
Securities issued by states & political subdivisions$44,025,0001,159
Other domestic debt securities$50,379,000378
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$50,379,000199
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,690,0002,333
Mortgage-backed securities$42,544,0001,537
Certificates of participation in pools of residential mortgages$42,518,0001,078
Issued or guaranteed by U.S.$42,518,0001,064
Privately issued$0238
Collaterized mortgage obligations$26,0002,827
CMOs issued by government agencies or sponsored agencies$26,0002,760
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$136,717,000280
Available-for-sale securities (fair market value)$231,0004,395
Total debt securities$136,949,0001,450
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$123,185,0001,516
U.S. Government securities$38,154,0002,174
U.S. Treasury securities$02,212
U.S. Government agency obligations$38,154,0001,962
Securities issued by states & political subdivisions$46,583,0001,146
Other domestic debt securities$38,448,000444
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$38,448,000248
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$7,965,0002,837
Mortgage-backed securities$38,154,0001,612
Certificates of participation in pools of residential mortgages$38,123,0001,157
Issued or guaranteed by U.S.$38,123,0001,134
Privately issued$0246
Collaterized mortgage obligations$31,0002,816
CMOs issued by government agencies or sponsored agencies$31,0002,760
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$122,931,000230
Available-for-sale securities (fair market value)$254,0004,433
Total debt securities$123,185,0001,498
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$110,452,0001,578
U.S. Government securities$33,179,0002,278
U.S. Treasury securities$02,008
U.S. Government agency obligations$33,179,0002,103
Securities issued by states & political subdivisions$40,265,0001,270
Other domestic debt securities$37,008,000436
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$37,008,000245
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$8,037,0002,840
Mortgage-backed securities$32,179,0001,780
Certificates of participation in pools of residential mortgages$32,142,0001,254
Issued or guaranteed by U.S.$32,142,0001,226
Privately issued$0234
Collaterized mortgage obligations$37,0002,844
CMOs issued by government agencies or sponsored agencies$37,0002,785
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$110,178,000229
Available-for-sale securities (fair market value)$274,0004,481
Total debt securities$110,452,0001,564
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$107,408,0001,560
U.S. Government securities$30,992,0002,283
U.S. Treasury securities$1,995,0001,481
U.S. Government agency obligations$28,997,0002,191
Securities issued by states & political subdivisions$38,360,0001,279
Other domestic debt securities$38,056,000402
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$38,056,000224
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$9,956,0002,640
Mortgage-backed securities$27,996,0001,864
Certificates of participation in pools of residential mortgages$27,952,0001,331
Issued or guaranteed by U.S.$27,952,0001,298
Privately issued$0247
Collaterized mortgage obligations$44,0002,823
CMOs issued by government agencies or sponsored agencies$44,0002,772
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$105,114,000221
Available-for-sale securities (fair market value)$2,294,0004,370
Total debt securities$107,408,0001,541
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$97,830,0001,558
U.S. Government securities$34,672,0002,033
U.S. Treasury securities$1,963,0001,172
U.S. Government agency obligations$32,709,0001,962
Securities issued by states & political subdivisions$34,537,0001,333
Other domestic debt securities$28,621,000469
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$28,621,000276
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$6,962,0002,923
Mortgage-backed securities$31,707,0001,682
Certificates of participation in pools of residential mortgages$31,655,0001,160
Issued or guaranteed by U.S.$31,655,0001,130
Privately issued$0261
Collaterized mortgage obligations$52,0002,793
CMOs issued by government agencies or sponsored agencies$52,0002,741
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$95,543,000218
Available-for-sale securities (fair market value)$2,287,0004,365
Total debt securities$97,830,0001,540
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$91,757,0001,508
U.S. Government securities$35,737,0001,853
U.S. Treasury securities$01,194
U.S. Government agency obligations$35,737,0001,753
Securities issued by states & political subdivisions$32,314,0001,366
Other domestic debt securities$23,706,000489
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$23,706,000301
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$7,219,0002,888
Mortgage-backed securities$34,734,0001,513
Certificates of participation in pools of residential mortgages$34,674,000995
Issued or guaranteed by U.S.$34,674,000974
Privately issued$0245
Collaterized mortgage obligations$60,0002,791
CMOs issued by government agencies or sponsored agencies$60,0002,735
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$91,405,000200
Available-for-sale securities (fair market value)$352,0004,532
Total debt securities$91,757,0001,497
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$94,530,0001,405
U.S. Government securities$41,528,0001,646
U.S. Treasury securities$01,216
U.S. Government agency obligations$41,528,0001,570
Securities issued by states & political subdivisions$28,598,0001,384
Other domestic debt securities$24,404,000463
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$24,404,000274
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$7,226,0002,885
Mortgage-backed securities$39,523,0001,374
Certificates of participation in pools of residential mortgages$39,454,000867
Issued or guaranteed by U.S.$39,454,000847
Privately issued$0251
Collaterized mortgage obligations$69,0002,794
CMOs issued by government agencies or sponsored agencies$69,0002,740
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$94,154,000193
Available-for-sale securities (fair market value)$376,0004,550
Total debt securities$94,530,0001,387
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$92,469,0001,384
U.S. Government securities$44,279,0001,563
U.S. Treasury securities$01,251
U.S. Government agency obligations$44,279,0001,478
Securities issued by states & political subdivisions$24,900,0001,446
Other domestic debt securities$23,290,000468
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$23,290,000284
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$7,234,0002,907
Mortgage-backed securities$42,272,0001,293
Certificates of participation in pools of residential mortgages$42,195,000813
Issued or guaranteed by U.S.$42,195,000797
Privately issued$0251
Collaterized mortgage obligations$77,0002,787
CMOs issued by government agencies or sponsored agencies$77,0002,740
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$92,066,000205
Available-for-sale securities (fair market value)$403,0004,581
Total debt securities$92,469,0001,372
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$95,262,0001,320
U.S. Government securities$48,466,0001,468
U.S. Treasury securities$01,297
U.S. Government agency obligations$48,466,0001,379
Securities issued by states & political subdivisions$26,239,0001,274
Other domestic debt securities$20,557,000471
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$20,557,000285
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$7,921,0002,794
Mortgage-backed securities$46,456,0001,195
Certificates of participation in pools of residential mortgages$46,369,000745
Issued or guaranteed by U.S.$46,369,000728
Privately issued$0267
Collaterized mortgage obligations$87,0002,781
CMOs issued by government agencies or sponsored agencies$87,0002,730
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$94,832,000199
Available-for-sale securities (fair market value)$430,0004,633
Total debt securities$95,262,0001,307
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$97,345,0001,297
U.S. Government securities$50,930,0001,437
U.S. Treasury securities$01,363
U.S. Government agency obligations$50,930,0001,356
Securities issued by states & political subdivisions$28,110,0001,168
Other domestic debt securities$18,305,000465
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$18,305,000286
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$9,061,0002,712
Mortgage-backed securities$48,918,0001,134
Certificates of participation in pools of residential mortgages$48,821,000691
Issued or guaranteed by U.S.$48,821,000675
Privately issued$0249
Collaterized mortgage obligations$97,0002,791
CMOs issued by government agencies or sponsored agencies$97,0002,739
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$96,884,000209
Available-for-sale securities (fair market value)$461,0004,693
Total debt securities$97,345,0001,284
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$98,537,0001,277
U.S. Government securities$50,542,0001,446
U.S. Treasury securities$01,429
U.S. Government agency obligations$50,542,0001,359
Securities issued by states & political subdivisions$29,178,0001,125
Other domestic debt securities$18,817,000441
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$18,817,000276
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$10,103,0002,621
Mortgage-backed securities$48,528,0001,120
Certificates of participation in pools of residential mortgages$48,417,000678
Issued or guaranteed by U.S.$48,417,000660
Privately issued$0287
Collaterized mortgage obligations$111,0002,796
CMOs issued by government agencies or sponsored agencies$111,0002,741
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$98,050,000213
Available-for-sale securities (fair market value)$487,0004,773
Total debt securities$98,537,0001,259
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$99,109,0001,283
U.S. Government securities$49,753,0001,466
U.S. Treasury securities$01,467
U.S. Government agency obligations$49,753,0001,375
Securities issued by states & political subdivisions$30,527,0001,095
Other domestic debt securities$18,829,000438
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$18,829,000277
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$11,399,0002,555
Mortgage-backed securities$47,736,0001,112
Certificates of participation in pools of residential mortgages$47,612,000679
Issued or guaranteed by U.S.$47,612,000674
Privately issued$0244
Collaterized mortgage obligations$124,0002,797
CMOs issued by government agencies or sponsored agencies$124,0002,738
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$98,584,000223
Available-for-sale securities (fair market value)$525,0004,807
Total debt securities$99,108,0001,264
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$100,648,0001,276
U.S. Government securities$49,002,0001,493
U.S. Treasury securities$01,516
U.S. Government agency obligations$49,002,0001,406
Securities issued by states & political subdivisions$32,729,0001,042
Other domestic debt securities$18,917,000431
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$18,917,000272
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$11,399,0002,592
Mortgage-backed securities$46,983,0001,122
Certificates of participation in pools of residential mortgages$46,847,000696
Issued or guaranteed by U.S.$46,847,000690
Privately issued$0248
Collaterized mortgage obligations$136,0002,806
CMOs issued by government agencies or sponsored agencies$136,0002,744
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$100,071,000226
Available-for-sale securities (fair market value)$577,0004,845
Total debt securities$100,648,0001,258
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$99,801,0001,291
U.S. Government securities$48,099,0001,520
U.S. Treasury securities$01,513
U.S. Government agency obligations$48,099,0001,440
Securities issued by states & political subdivisions$32,772,0001,071
Other domestic debt securities$18,930,000420
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$18,930,000276
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$11,414,0002,611
Mortgage-backed securities$46,077,0001,119
Certificates of participation in pools of residential mortgages$45,927,000709
Issued or guaranteed by U.S.$45,927,000705
Privately issued$0211
Collaterized mortgage obligations$150,0002,808
CMOs issued by government agencies or sponsored agencies$150,0002,750
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$99,183,000239
Available-for-sale securities (fair market value)$618,0004,888
Total debt securities$99,801,0001,273
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$99,059,0001,299
U.S. Government securities$46,881,0001,563
U.S. Treasury securities$01,500
U.S. Government agency obligations$46,881,0001,489
Securities issued by states & political subdivisions$33,236,0001,059
Other domestic debt securities$18,942,000402
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$18,942,000271
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$11,429,0002,599
Mortgage-backed securities$44,857,0001,145
Certificates of participation in pools of residential mortgages$44,694,000733
Issued or guaranteed by U.S.$44,694,000730
Privately issued$0145
Collaterized mortgage obligations$163,0002,809
CMOs issued by government agencies or sponsored agencies$163,0002,749
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$98,404,000242
Available-for-sale securities (fair market value)$655,0004,953
Total debt securities$99,059,0001,279
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$98,723,0001,325
U.S. Government securities$48,233,0001,521
U.S. Treasury securities$01,475
U.S. Government agency obligations$48,233,0001,451
Securities issued by states & political subdivisions$33,494,0001,097
Other domestic debt securities$16,996,000481
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$16,996,000289
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$11,443,0002,642
Mortgage-backed securities$46,206,0001,145
Certificates of participation in pools of residential mortgages$46,028,000751
Issued or guaranteed by U.S.$46,028,000738
Privately issued$0453
Collaterized mortgage obligations$178,0002,824
CMOs issued by government agencies or sponsored agencies$178,0002,756
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$97,967,000238
Available-for-sale securities (fair market value)$756,0005,000
Total debt securities$98,723,0001,303
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$104,324,0001,273
U.S. Government securities$53,659,0001,436
U.S. Treasury securities$01,426
U.S. Government agency obligations$53,659,0001,377
Securities issued by states & political subdivisions$34,634,0001,082
Other domestic debt securities$16,031,000429
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$16,031,000299
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$11,458,0002,671
Mortgage-backed securities$49,630,0001,073
Certificates of participation in pools of residential mortgages$49,434,000729
Issued or guaranteed by U.S.$49,434,000729
Privately issued$067
Collaterized mortgage obligations$196,0002,811
CMOs issued by government agencies or sponsored agencies$196,0002,742
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$103,515,000234
Available-for-sale securities (fair market value)$809,0005,049
Total debt securities$104,324,0001,255
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$104,138,0001,292
U.S. Government securities$55,053,0001,416
U.S. Treasury securities$01,328
U.S. Government agency obligations$55,053,0001,358
Securities issued by states & political subdivisions$35,258,0001,102
Other domestic debt securities$13,827,000484
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$13,827,000340
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$11,474,0002,719
Mortgage-backed securities$51,022,0001,070
Certificates of participation in pools of residential mortgages$50,809,000730
Issued or guaranteed by U.S.$50,809,000730
Privately issued$064
Collaterized mortgage obligations$213,0002,803
CMOs issued by government agencies or sponsored agencies$213,0002,728
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$103,263,000236
Available-for-sale securities (fair market value)$875,0005,105
Total debt securities$104,139,0001,270
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$104,547,0001,293
U.S. Government securities$54,457,0001,448
U.S. Treasury securities$01,313
U.S. Government agency obligations$54,457,0001,387
Securities issued by states & political subdivisions$36,249,0001,095
Other domestic debt securities$13,841,000488
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$13,841,000348
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$11,925,0002,694
Mortgage-backed securities$50,423,0001,083
Certificates of participation in pools of residential mortgages$50,193,000751
Issued or guaranteed by U.S.$50,193,000751
Privately issued$069
Collaterized mortgage obligations$230,0002,813
CMOs issued by government agencies or sponsored agencies$230,0002,740
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)$103,601,000243
Available-for-sale securities (fair market value)$946,0005,149
Total debt securities$104,547,0001,273
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$105,272,0001,302
U.S. Government securities$55,231,0001,467
U.S. Treasury securities$01,351
U.S. Government agency obligations$55,231,0001,406
Securities issued by states & political subdivisions$36,185,0001,107
Other domestic debt securities$13,856,000494
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$13,856,000349
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$11,942,0002,707
Mortgage-backed securities$51,195,0001,097
Certificates of participation in pools of residential mortgages$50,945,000767
Issued or guaranteed by U.S.$50,945,000767
Privately issued$067
Collaterized mortgage obligations$250,0002,830
CMOs issued by government agencies or sponsored agencies$250,0002,751
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)$104,202,000245
Available-for-sale securities (fair market value)$1,070,0005,177
Total debt securities$105,271,0001,282
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$104,958,0001,327
U.S. Government securities$54,534,0001,509
U.S. Treasury securities$01,390
U.S. Government agency obligations$54,534,0001,440
Securities issued by states & political subdivisions$36,555,0001,103
Other domestic debt securities$13,869,000500
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$13,869,000351
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$11,959,0002,750
Mortgage-backed securities$50,495,0001,120
Certificates of participation in pools of residential mortgages$50,226,000781
Issued or guaranteed by U.S.$50,226,000781
Privately issued$066
Collaterized mortgage obligations$269,0002,856
CMOs issued by government agencies or sponsored agencies$269,0002,777
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)$103,797,000254
Available-for-sale securities (fair market value)$1,161,0005,226
Total debt securities$104,958,0001,307
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$105,403,0001,294
U.S. Government securities$55,941,0001,463
U.S. Treasury securities$01,367
U.S. Government agency obligations$55,941,0001,391
Securities issued by states & political subdivisions$37,342,0001,081
Other domestic debt securities$12,120,000529
Privately issued residential mortgage-backed securities$12,000655
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$12,108,000378
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,975,0002,729
Mortgage-backed securities$51,912,0001,101
Certificates of participation in pools of residential mortgages$51,610,000760
Issued or guaranteed by U.S.$51,610,000759
Privately issued$071
Collaterized mortgage obligations$302,0002,834
CMOs issued by government agencies or sponsored agencies$290,0002,751
Privately issued$12,000618
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$104,141,000250
Available-for-sale securities (fair market value)$1,262,0005,259
Total debt securities$105,403,0001,271
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$108,163,0001,252
U.S. Government securities$57,017,0001,421
U.S. Treasury securities$01,214
U.S. Government agency obligations$57,017,0001,359
Securities issued by states & political subdivisions$39,009,0001,043
Other domestic debt securities$12,137,000526
Privately issued residential mortgage-backed securities$16,000654
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$12,121,000382
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,992,0002,745
Mortgage-backed securities$52,989,0001,080
Certificates of participation in pools of residential mortgages$52,662,000752
Issued or guaranteed by U.S.$52,662,000752
Privately issued$067
Collaterized mortgage obligations$327,0002,848
CMOs issued by government agencies or sponsored agencies$311,0002,778
Privately issued$16,000622
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$106,711,000248
Available-for-sale securities (fair market value)$1,452,0005,287
Total debt securities$108,163,0001,232
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$109,353,0001,258
U.S. Government securities$58,137,0001,430
U.S. Treasury securities$01,253
U.S. Government agency obligations$58,137,0001,370
Securities issued by states & political subdivisions$39,065,0001,038
Other domestic debt securities$12,151,000541
Privately issued residential mortgage-backed securities$17,000670
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$12,134,000391
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,009,0002,795
Mortgage-backed securities$54,108,0001,066
Certificates of participation in pools of residential mortgages$53,757,000737
Issued or guaranteed by U.S.$53,757,000734
Privately issued$071
Collaterized mortgage obligations$351,0002,873
CMOs issued by government agencies or sponsored agencies$334,0002,792
Privately issued$17,000634
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$107,801,000258
Available-for-sale securities (fair market value)$1,552,0005,347
Total debt securities$109,353,0001,234
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$109,315,0001,277
U.S. Government securities$57,416,0001,483
U.S. Treasury securities$01,296
U.S. Government agency obligations$57,416,0001,419
Securities issued by states & political subdivisions$41,006,000978
Other domestic debt securities$10,893,000578
Privately issued residential mortgage-backed securities$22,000671
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$10,871,000414
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$12,026,0002,836
Mortgage-backed securities$53,390,0001,084
Certificates of participation in pools of residential mortgages$53,011,000756
Issued or guaranteed by U.S.$53,011,000756
Privately issued$066
Collaterized mortgage obligations$379,0002,878
CMOs issued by government agencies or sponsored agencies$357,0002,800
Privately issued$22,000639
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$107,594,000266
Available-for-sale securities (fair market value)$1,721,0005,395
Total debt securities$109,315,0001,257
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$111,299,0001,267
U.S. Government securities$61,209,0001,439
U.S. Treasury securities$01,367
U.S. Government agency obligations$61,209,0001,368
Securities issued by states & political subdivisions$41,620,000964
Other domestic debt securities$8,470,000649
Privately issued residential mortgage-backed securities$23,000670
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$8,447,000472
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$12,042,0002,859
Mortgage-backed securities$56,176,0001,036
Certificates of participation in pools of residential mortgages$55,768,000728
Issued or guaranteed by U.S.$55,768,000726
Privately issued$066
Collaterized mortgage obligations$408,0002,895
CMOs issued by government agencies or sponsored agencies$385,0002,820
Privately issued$23,000640
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$109,462,000261
Available-for-sale securities (fair market value)$1,837,0005,428
Total debt securities$111,299,0001,252
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$113,201,0001,260
U.S. Government securities$62,875,0001,409
U.S. Treasury securities$01,303
U.S. Government agency obligations$62,875,0001,347
Securities issued by states & political subdivisions$42,289,000952
Other domestic debt securities$8,037,000671
Privately issued residential mortgage-backed securities$26,000688
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$8,011,000483
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$12,259,0002,856
Mortgage-backed securities$57,837,0001,001
Certificates of participation in pools of residential mortgages$57,396,000702
Issued or guaranteed by U.S.$57,396,000702
Privately issued$065
Collaterized mortgage obligations$441,0002,922
CMOs issued by government agencies or sponsored agencies$415,0002,853
Privately issued$26,000657
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$111,242,000266
Available-for-sale securities (fair market value)$1,959,0005,493
Total debt securities$113,202,0001,242
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$115,430,0001,252
U.S. Government securities$65,675,0001,401
U.S. Treasury securities$01,348
U.S. Government agency obligations$65,675,0001,342
Securities issued by states & political subdivisions$42,587,000916
Other domestic debt securities$7,168,000720
Privately issued residential mortgage-backed securities$29,000707
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$7,139,000516
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,514,0002,834
Mortgage-backed securities$60,624,000990
Certificates of participation in pools of residential mortgages$60,152,000698
Issued or guaranteed by U.S.$60,152,000698
Privately issued$067
Collaterized mortgage obligations$472,0002,952
CMOs issued by government agencies or sponsored agencies$443,0002,886
Privately issued$29,000675
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$113,333,000253
Available-for-sale securities (fair market value)$2,097,0005,534
Total debt securities$115,430,0001,235
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$116,600,0001,253
U.S. Government securities$69,905,0001,340
U.S. Treasury securities$01,327
U.S. Government agency obligations$69,905,0001,282
Securities issued by states & political subdivisions$43,521,000890
Other domestic debt securities$3,174,0001,088
Privately issued residential mortgage-backed securities$64,000709
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$3,110,000843
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,406,0002,800
Mortgage-backed securities$64,880,000943
Certificates of participation in pools of residential mortgages$64,344,000662
Issued or guaranteed by U.S.$64,344,000661
Privately issued$070
Collaterized mortgage obligations$536,0002,952
CMOs issued by government agencies or sponsored agencies$472,0002,897
Privately issued$64,000673
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$114,376,000253
Available-for-sale securities (fair market value)$2,224,0005,577
Total debt securities$116,600,0001,235
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$117,239,0001,249
U.S. Government securities$71,444,0001,318
U.S. Treasury securities$01,361
U.S. Government agency obligations$71,444,0001,260
Securities issued by states & political subdivisions$44,625,000864
Other domestic debt securities$1,170,0001,604
Privately issued residential mortgage-backed securities$68,000704
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$1,102,0001,271
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$3,959,0004,369
Mortgage-backed securities$66,414,000945
Certificates of participation in pools of residential mortgages$65,843,000675
Issued or guaranteed by U.S.$65,843,000671
Privately issued$075
Collaterized mortgage obligations$571,0002,986
CMOs issued by government agencies or sponsored agencies$503,0002,938
Privately issued$68,000667
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$114,879,000249
Available-for-sale securities (fair market value)$2,360,0005,658
Total debt securities$117,239,0001,229
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$119,543,0001,239
U.S. Government securities$72,578,0001,337
U.S. Treasury securities$01,381
U.S. Government agency obligations$72,578,0001,274
Securities issued by states & political subdivisions$45,284,000850
Other domestic debt securities$1,681,0001,489
Privately issued residential mortgage-backed securities$78,000729
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$1,603,0001,165
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$4,604,0004,254
Mortgage-backed securities$67,549,000938
Certificates of participation in pools of residential mortgages$66,934,000658
Issued or guaranteed by U.S.$66,934,000657
Privately issued$073
Collaterized mortgage obligations$615,0003,022
CMOs issued by government agencies or sponsored agencies$537,0002,960
Privately issued$78,000696
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$117,022,000245
Available-for-sale securities (fair market value)$2,521,0005,720
Total debt securities$119,544,0001,223
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$118,590,0001,256
U.S. Government securities$71,592,0001,362
U.S. Treasury securities$01,342
U.S. Government agency obligations$71,592,0001,302
Securities issued by states & political subdivisions$45,304,000838
Other domestic debt securities$1,694,0001,530
Privately issued residential mortgage-backed securities$88,000741
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$1,606,0001,208
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$4,559,0004,315
Mortgage-backed securities$66,564,000968
Certificates of participation in pools of residential mortgages$65,900,000677
Issued or guaranteed by U.S.$65,900,000676
Privately issued$075
Collaterized mortgage obligations$664,0003,037
CMOs issued by government agencies or sponsored agencies$576,0002,975
Privately issued$88,000709
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$115,903,000241
Available-for-sale securities (fair market value)$2,687,0005,770
Total debt securities$118,589,0001,243
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$122,820,0001,219
U.S. Government securities$76,707,0001,301
U.S. Treasury securities$01,198
U.S. Government agency obligations$76,707,0001,253
Securities issued by states & political subdivisions$43,908,000876
Other domestic debt securities$2,205,0001,400
Privately issued residential mortgage-backed securities$96,000761
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$2,109,0001,094
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$4,924,0004,238
Mortgage-backed securities$70,676,000923
Certificates of participation in pools of residential mortgages$69,964,000654
Issued or guaranteed by U.S.$69,964,000653
Privately issued$076
Collaterized mortgage obligations$712,0003,036
CMOs issued by government agencies or sponsored agencies$616,0002,981
Privately issued$96,000730
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$119,943,000229
Available-for-sale securities (fair market value)$2,877,0005,793
Total debt securities$122,820,0001,206
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$122,151,0001,225
U.S. Government securities$77,050,0001,270
U.S. Treasury securities$01,131
U.S. Government agency obligations$77,050,0001,228
Securities issued by states & political subdivisions$42,884,000898
Other domestic debt securities$2,217,0001,443
Privately issued residential mortgage-backed securities$104,000790
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$2,113,0001,121
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$4,924,0004,257
Mortgage-backed securities$71,011,000920
Certificates of participation in pools of residential mortgages$70,246,000640
Issued or guaranteed by U.S.$70,246,000638
Privately issued$081
Collaterized mortgage obligations$765,0002,996
CMOs issued by government agencies or sponsored agencies$661,0002,942
Privately issued$104,000755
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$119,069,000226
Available-for-sale securities (fair market value)$3,082,0005,822
Total debt securities$122,149,0001,208
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$123,635,0001,229
U.S. Government securities$79,331,0001,249
U.S. Treasury securities$01,131
U.S. Government agency obligations$79,331,0001,208
Securities issued by states & political subdivisions$42,061,000914
Other domestic debt securities$2,243,0001,475
Privately issued residential mortgage-backed securities$126,000801
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$2,117,0001,157
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$4,925,0004,286
Mortgage-backed securities$72,296,000906
Certificates of participation in pools of residential mortgages$71,487,000631
Issued or guaranteed by U.S.$71,487,000628
Privately issued$080
Collaterized mortgage obligations$809,0003,001
CMOs issued by government agencies or sponsored agencies$683,0002,958
Privately issued$126,000767
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$120,312,000221
Available-for-sale securities (fair market value)$3,323,0005,873
Total debt securities$123,635,0001,215
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$127,203,0001,198
U.S. Government securities$83,232,0001,200
U.S. Treasury securities$01,152
U.S. Government agency obligations$83,232,0001,162
Securities issued by states & political subdivisions$41,724,000905
Other domestic debt securities$2,247,0001,512
Privately issued residential mortgage-backed securities$125,000823
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$2,122,0001,183
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$5,178,0004,226
Mortgage-backed securities$74,893,000900
Certificates of participation in pools of residential mortgages$74,022,000615
Issued or guaranteed by U.S.$74,022,000613
Privately issued$083
Collaterized mortgage obligations$871,0003,005
CMOs issued by government agencies or sponsored agencies$746,0002,949
Privately issued$125,000787
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$123,621,000200
Available-for-sale securities (fair market value)$3,582,0005,864
Total debt securities$127,204,0001,184
Structured notes
Amortized cost$1,280,0001,467
Fair value$1,283,0001,467
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$130,076,0001,196
U.S. Government securities$87,454,0001,168
U.S. Treasury securities$01,161
U.S. Government agency obligations$87,454,0001,127
Securities issued by states & political subdivisions$40,317,000917
Other domestic debt securities$2,305,0001,501
Privately issued residential mortgage-backed securities$179,000826
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$2,126,0001,159
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$4,925,0004,324
Mortgage-backed securities$77,144,000895
Certificates of participation in pools of residential mortgages$76,151,000612
Issued or guaranteed by U.S.$76,151,000611
Privately issued$083
Collaterized mortgage obligations$993,0002,993
CMOs issued by government agencies or sponsored agencies$814,0002,954
Privately issued$179,000793
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$126,192,000188
Available-for-sale securities (fair market value)$3,884,0005,877
Total debt securities$130,076,0001,183
Structured notes
Amortized cost$1,000,0001,588
Fair value$1,002,0001,618
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$128,714,0001,179
U.S. Government securities$90,476,0001,108
U.S. Treasury securities$01,135
U.S. Government agency obligations$90,476,0001,066
Securities issued by states & political subdivisions$35,895,0001,023
Other domestic debt securities$2,343,0001,468
Privately issued residential mortgage-backed securities$213,000838
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$2,130,0001,135
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$4,926,0004,305
Mortgage-backed securities$78,126,000875
Certificates of participation in pools of residential mortgages$77,024,000590
Issued or guaranteed by U.S.$77,024,000588
Privately issued$085
Collaterized mortgage obligations$1,102,0002,995
CMOs issued by government agencies or sponsored agencies$889,0002,956
Privately issued$213,000806
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$124,477,000184
Available-for-sale securities (fair market value)$4,237,0005,868
Total debt securities$128,712,0001,162
Structured notes
Amortized cost$1,002,0001,610
Fair value$1,007,0001,625
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$126,368,0001,198
U.S. Government securities$94,300,0001,089
U.S. Treasury securities$01,086
U.S. Government agency obligations$94,300,0001,052
Securities issued by states & political subdivisions$29,689,0001,213
Other domestic debt securities$2,379,0001,505
Privately issued residential mortgage-backed securities$244,000863
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$2,135,0001,169
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$4,926,0004,360
Mortgage-backed securities$79,948,000906
Certificates of participation in pools of residential mortgages$78,743,000586
Issued or guaranteed by U.S.$78,743,000585
Privately issued$088
Collaterized mortgage obligations$1,205,0003,034
CMOs issued by government agencies or sponsored agencies$961,0002,994
Privately issued$244,000830
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$121,701,000182
Available-for-sale securities (fair market value)$4,667,0005,905
Total debt securities$126,368,0001,183
Structured notes
Amortized cost$1,003,0001,747
Fair value$1,011,0001,756
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$131,334,0001,168
U.S. Government securities$104,208,0001,002
U.S. Treasury securities$01,068
U.S. Government agency obligations$104,208,000967
Securities issued by states & political subdivisions$24,413,0001,411
Other domestic debt securities$2,713,0001,429
Privately issued residential mortgage-backed securities$273,000903
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$2,440,0001,103
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$4,926,0004,406
Mortgage-backed securities$85,832,000869
Certificates of participation in pools of residential mortgages$84,519,000571
Issued or guaranteed by U.S.$84,519,000571
Privately issued$094
Collaterized mortgage obligations$1,313,0003,010
CMOs issued by government agencies or sponsored agencies$1,040,0002,960
Privately issued$273,000869
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$126,260,000176
Available-for-sale securities (fair market value)$5,074,0005,907
Total debt securities$131,335,0001,152
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$128,229,0001,205
U.S. Government securities$102,902,0001,042
U.S. Treasury securities$01,157
U.S. Government agency obligations$102,902,0001,009
Securities issued by states & political subdivisions$22,574,0001,464
Other domestic debt securities$2,753,0001,400
Privately issued residential mortgage-backed securities$307,000918
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$2,446,0001,080
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$06,234
Mortgage-backed securities$79,505,000936
Certificates of participation in pools of residential mortgages$78,057,000619
Issued or guaranteed by U.S.$78,057,000619
Privately issued$094
Collaterized mortgage obligations$1,448,0002,985
CMOs issued by government agencies or sponsored agencies$1,141,0002,936
Privately issued$307,000885
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$122,643,000175
Available-for-sale securities (fair market value)$5,586,0005,879
Total debt securities$128,228,0001,192
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$125,492,0001,190
U.S. Government securities$99,063,0001,031
U.S. Treasury securitiesNANA
U.S. Government agency obligations$99,063,000997
Securities issued by states & political subdivisions$22,338,0001,440
Other domestic debt securities$4,091,0001,153
Privately issued residential mortgage-backed securities$1,639,000655
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,452,0001,015
Foreign debt securitiesNANA
Equity securities$01,386
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$68,036,0001,036
Certificates of participation in pools of residential mortgages$66,472,000680
Issued or guaranteed by U.S.$66,397,000679
Privately issued$75,000105
Collaterized mortgage obligations$1,564,0002,912
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$1,564,000637
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$119,402,000174
Available-for-sale securities (fair market value)$6,090,0005,810
Total debt securities$125,492,0001,175
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$109,148,0001,310
U.S. Government securities$82,563,0001,202
U.S. Treasury securitiesNANA
U.S. Government agency obligations$82,563,0001,155
Securities issued by states & political subdivisions$22,343,0001,397
Other domestic debt securities$4,242,0001,132
Privately issued residential mortgage-backed securities$1,784,000675
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,458,000988
Foreign debt securitiesNANA
Equity securities$01,426
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$47,614,0001,322
Certificates of participation in pools of residential mortgages$45,908,000905
Issued or guaranteed by U.S.$45,830,000904
Privately issued$78,000116
Collaterized mortgage obligations$1,706,0002,866
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$1,706,000647
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$102,547,000194
Available-for-sale securities (fair market value)$6,601,0005,750
Total debt securities$109,148,0001,295
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$108,299,0001,328
U.S. Government securities$82,091,0001,220
U.S. Treasury securitiesNANA
U.S. Government agency obligations$82,091,0001,171
Securities issued by states & political subdivisions$22,347,0001,340
Other domestic debt securities$3,861,0001,141
Privately issued residential mortgage-backed securities$1,923,000661
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,938,0001,059
Foreign debt securitiesNANA
Equity securities$01,444
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$33,363,0001,675
Certificates of participation in pools of residential mortgages$31,521,0001,188
Issued or guaranteed by U.S.$31,440,0001,185
Privately issued$81,000112
Collaterized mortgage obligations$1,842,0002,777
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$1,842,000638
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$101,330,000192
Available-for-sale securities (fair market value)$6,969,0005,786
Total debt securities$108,299,0001,303
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$102,341,0001,369
U.S. Government securities$75,961,0001,306
U.S. Treasury securitiesNANA
U.S. Government agency obligations$75,961,0001,255
Securities issued by states & political subdivisions$22,352,0001,302
Other domestic debt securities$3,986,0001,170
Privately issued residential mortgage-backed securities$2,044,000678
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,942,0001,068
Foreign debt securitiesNANA
Equity securities$42,0001,132
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$24,254,0002,058
Certificates of participation in pools of residential mortgages$22,294,0001,498
Issued or guaranteed by U.S.$22,210,0001,495
Privately issued$84,000117
Collaterized mortgage obligations$1,960,0002,678
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$1,960,000659
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$93,557,000207
Available-for-sale securities (fair market value)$8,784,0005,532
Total debt securities$102,299,0001,350
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$89,155,0001,496
U.S. Government securities$63,119,0001,448
U.S. Treasury securitiesNANA
U.S. Government agency obligations$63,119,0001,395
Securities issued by states & political subdivisions$22,356,0001,280
Other domestic debt securities$3,661,0001,293
Privately issued residential mortgage-backed securities$2,236,000692
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,425,0001,210
Foreign debt securitiesNANA
Equity securities$19,0001,213
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$20,637,0002,189
Certificates of participation in pools of residential mortgages$18,488,0001,650
Issued or guaranteed by U.S.$18,401,0001,650
Privately issued$87,000121
Collaterized mortgage obligations$2,149,0002,569
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$2,149,000671
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$79,855,000228
Available-for-sale securities (fair market value)$9,300,0005,358
Total debt securities$89,136,0001,474
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$87,132,0001,498
U.S. Government securities$61,312,0001,460
U.S. Treasury securitiesNANA
U.S. Government agency obligations$61,312,0001,398
Securities issued by states & political subdivisions$21,660,0001,273
Other domestic debt securities$4,149,0001,253
Privately issued residential mortgage-backed securities$2,422,000740
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,727,0001,119
Foreign debt securitiesNANA
Equity securities$11,0001,301
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$23,053,0002,021
Certificates of participation in pools of residential mortgages$20,721,0001,502
Issued or guaranteed by U.S.$20,631,0001,502
Privately issued$90,000121
Collaterized mortgage obligations$2,332,0002,485
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$2,332,000715
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$76,664,000238
Available-for-sale securities (fair market value)$10,468,0005,152
Total debt securities$87,121,0001,479
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$91,668,0001,447
U.S. Government securities$66,453,0001,375
U.S. Treasury securitiesNANA
U.S. Government agency obligations$66,453,0001,317
Securities issued by states & political subdivisions$21,663,0001,183
Other domestic debt securities$3,534,0001,357
Privately issued residential mortgage-backed securities$2,605,000763
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$929,0001,417
Foreign debt securitiesNANA
Equity securities$18,0001,313
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$25,702,0001,871
Certificates of participation in pools of residential mortgages$23,190,0001,382
Issued or guaranteed by U.S.$23,097,0001,384
Privately issued$93,000124
Collaterized mortgage obligations$2,512,0002,375
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$2,512,000739
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$79,974,000248
Available-for-sale securities (fair market value)$11,694,0005,006
Total debt securities$91,650,0001,421
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$93,226,0001,405
U.S. Government securities$67,789,0001,361
U.S. Treasury securitiesNANA
U.S. Government agency obligations$67,789,0001,311
Securities issued by states & political subdivisions$21,665,0001,156
Other domestic debt securities$3,732,0001,371
Privately issued residential mortgage-backed securities$2,815,000767
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$917,0001,443
Foreign debt securitiesNANA
Equity securities$40,0001,275
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$27,773,0001,818
Certificates of participation in pools of residential mortgages$25,054,0001,375
Issued or guaranteed by U.S.$24,958,0001,375
Privately issued$96,000124
Collaterized mortgage obligations$2,719,0002,281
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$2,719,000746
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$80,707,000241
Available-for-sale securities (fair market value)$12,519,0004,925
Total debt securities$93,186,0001,385
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$87,256,0001,476
U.S. Government securities$61,640,0001,452
U.S. Treasury securitiesNANA
U.S. Government agency obligations$61,640,0001,404
Securities issued by states & political subdivisions$21,667,0001,152
Other domestic debt securities$3,908,0001,379
Privately issued residential mortgage-backed securities$2,990,000779
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$918,0001,478
Foreign debt securitiesNANA
Equity securities$41,0001,309
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$30,407,0001,720
Certificates of participation in pools of residential mortgages$27,517,0001,325
Issued or guaranteed by U.S.$27,417,0001,323
Privately issued$100,000136
Collaterized mortgage obligations$2,890,0002,234
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$2,890,000752
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$73,851,000257
Available-for-sale securities (fair market value)$13,405,0004,804
Total debt securities$87,215,0001,451
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$89,125,0001,431
U.S. Government securities$63,793,0001,385
U.S. Treasury securitiesNANA
U.S. Government agency obligations$63,793,0001,345
Securities issued by states & political subdivisions$21,467,0001,167
Other domestic debt securities$3,797,0001,463
Privately issued residential mortgage-backed securities$3,196,000828
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$601,0001,714
Foreign debt securitiesNANA
Equity securities$68,0001,327
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$32,568,0001,672
Certificates of participation in pools of residential mortgages$29,475,0001,286
Issued or guaranteed by U.S.$29,372,0001,279
Privately issued$103,000144
Collaterized mortgage obligations$3,093,0002,179
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$3,093,000796
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$74,828,000267
Available-for-sale securities (fair market value)$14,297,0004,719
Total debt securities$89,057,0001,403
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$83,609,0001,494
U.S. Government securities$59,603,0001,432
U.S. Treasury securitiesNANA
U.S. Government agency obligations$59,603,0001,393
Securities issued by states & political subdivisions$19,945,0001,208
Other domestic debt securities$4,048,0001,455
Privately issued residential mortgage-backed securities$3,447,000822
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$601,0001,759
Foreign debt securitiesNANA
Equity securities$13,0001,551
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$35,061,0001,613
Certificates of participation in pools of residential mortgages$31,720,0001,232
Issued or guaranteed by U.S.$31,614,0001,226
Privately issued$106,000153
Collaterized mortgage obligations$3,341,0002,116
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$3,341,000793
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$67,485,000289
Available-for-sale securities (fair market value)$16,124,0004,456
Total debt securities$83,596,0001,470
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$73,850,0001,665
U.S. Government securities$53,523,0001,587
U.S. Treasury securitiesNANA
U.S. Government agency obligations$53,523,0001,549
Securities issued by states & political subdivisions$16,353,0001,405
Other domestic debt securities$3,961,0001,396
Privately issued residential mortgage-backed securities$3,660,000812
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$301,0002,152
Foreign debt securitiesNANA
Equity securities$13,0001,565
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$38,510,0001,516
Certificates of participation in pools of residential mortgages$34,958,0001,176
Issued or guaranteed by U.S.$34,850,0001,168
Privately issued$108,000160
Collaterized mortgage obligations$3,552,0002,101
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$3,552,000785
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$56,387,000333
Available-for-sale securities (fair market value)$17,463,0004,276
Total debt securities$73,837,0001,639
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$81,439,0001,490
U.S. Government securities$61,498,0001,399
U.S. Treasury securitiesNANA
U.S. Government agency obligations$61,498,0001,373
Securities issued by states & political subdivisions$16,135,0001,409
Other domestic debt securities$3,793,0001,386
Privately issued residential mortgage-backed securities$3,793,000773
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securitiesNANA
Equity securities$13,0001,553
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$40,935,0001,381
Certificates of participation in pools of residential mortgages$37,253,0001,075
Issued or guaranteed by U.S.$37,142,0001,068
Privately issued$111,000154
Collaterized mortgage obligations$3,682,0002,015
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$3,682,000747
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$63,282,000291
Available-for-sale securities (fair market value)$18,157,0004,195
Total debt securities$81,426,0001,460
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$80,261,0001,470
U.S. Government securities$59,970,0001,407
U.S. Treasury securitiesNANA
U.S. Government agency obligations$59,970,0001,379
Securities issued by states & political subdivisions$16,336,0001,353
Other domestic debt securities$3,894,0001,351
Privately issued residential mortgage-backed securities$3,894,000764
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securitiesNANA
Equity securities$61,0001,482
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$38,547,0001,376
Certificates of participation in pools of residential mortgages$34,767,0001,090
Issued or guaranteed by U.S.$34,653,0001,080
Privately issued$114,000155
Collaterized mortgage obligations$3,780,0001,934
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$3,780,000743
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$60,909,000302
Available-for-sale securities (fair market value)$19,352,0003,990
Total debt securities$80,200,0001,449
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$84,980,0001,421
U.S. Government securities$64,364,0001,317
U.S. Treasury securitiesNANA
U.S. Government agency obligations$64,364,0001,284
Securities issued by states & political subdivisions$15,680,0001,420
Other domestic debt securities$4,116,0001,357
Privately issued residential mortgage-backed securities$4,116,000756
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securitiesNANA
Equity securities$820,0001,110
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$37,759,0001,379
Certificates of participation in pools of residential mortgages$33,767,0001,106
Issued or guaranteed by U.S.$33,643,0001,096
Privately issued$124,000167
Collaterized mortgage obligations$3,992,0001,882
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$3,992,000723
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$62,992,000290
Available-for-sale securities (fair market value)$21,988,0003,741
Total debt securities$84,160,0001,401
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$83,021,0001,448
U.S. Government securities$62,544,0001,344
U.S. Treasury securitiesNANA
U.S. Government agency obligations$62,544,0001,317
Securities issued by states & political subdivisions$15,333,0001,461
Other domestic debt securities$4,371,0001,278
Privately issued residential mortgage-backed securities$4,371,000703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securitiesNANA
Equity securities$773,0001,136
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$41,062,0001,257
Certificates of participation in pools of residential mortgages$36,817,000984
Issued or guaranteed by U.S.$36,691,000976
Privately issued$126,000170
Collaterized mortgage obligations$4,245,0001,823
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$4,245,000675
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$62,001,000279
Available-for-sale securities (fair market value)$21,020,0003,855
Total debt securities$82,248,0001,424
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$81,405,0001,475
U.S. Government securities$61,325,0001,375
U.S. Treasury securitiesNANA
U.S. Government agency obligations$61,325,0001,347
Securities issued by states & political subdivisions$14,656,0001,516
Other domestic debt securities$4,530,0001,185
Privately issued residential mortgage-backed securities$4,530,000644
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securitiesNANA
Equity securities$894,0001,061
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$43,159,0001,092
Certificates of participation in pools of residential mortgages$38,757,000843
Issued or guaranteed by U.S.$38,629,000836
Privately issued$128,000159
Collaterized mortgage obligations$4,402,0001,699
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$4,402,000615
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$58,738,000310
Available-for-sale securities (fair market value)$22,667,0003,669
Total debt securities$80,511,0001,452
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$89,823,0001,324
U.S. Government securities$71,572,0001,203
U.S. Treasury securitiesNANA
U.S. Government agency obligations$71,572,0001,177
Securities issued by states & political subdivisions$12,310,0001,714
Other domestic debt securities$4,704,0001,111
Privately issued residential mortgage-backed securities$4,704,000604
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securitiesNANA
Equity securities$1,237,000891
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$44,728,0001,011
Certificates of participation in pools of residential mortgages$40,155,000778
Issued or guaranteed by U.S.$40,024,000777
Privately issued$131,000164
Collaterized mortgage obligations$4,573,0001,625
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$4,573,000579
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$64,258,000294
Available-for-sale securities (fair market value)$25,565,0003,384
Total debt securities$88,586,0001,327
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$90,288,0001,323
U.S. Government securities$73,065,0001,196
U.S. Treasury securitiesNANA
U.S. Government agency obligations$73,065,0001,166
Securities issued by states & political subdivisions$11,054,0001,826
Other domestic debt securities$4,953,0001,031
Privately issued residential mortgage-backed securities$4,953,000557
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securitiesNANA
Equity securities$1,216,000902
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$47,581,000950
Certificates of participation in pools of residential mortgages$42,761,000742
Issued or guaranteed by U.S.$42,628,000734
Privately issued$133,000172
Collaterized mortgage obligations$4,820,0001,575
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$4,820,000531
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$62,427,000300
Available-for-sale securities (fair market value)$27,861,0003,161
Total debt securities$89,072,0001,315
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$87,032,0001,371
U.S. Government securities$72,231,0001,207
U.S. Treasury securitiesNANA
U.S. Government agency obligations$72,231,0001,174
Securities issued by states & political subdivisions$8,364,0002,317
Other domestic debt securities$5,229,0001,003
Privately issued residential mortgage-backed securities$5,229,000528
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securitiesNANA
Equity securities$1,208,000931
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$50,932,000902
Certificates of participation in pools of residential mortgages$45,839,000706
Issued or guaranteed by U.S.$45,703,000698
Privately issued$136,000179
Collaterized mortgage obligations$5,093,0001,509
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$5,093,000494
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$59,171,000338
Available-for-sale securities (fair market value)$27,861,0003,182
Total debt securities$85,824,0001,359
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$87,747,0001,382
U.S. Government securities$72,681,0001,226
U.S. Treasury securitiesNANA
U.S. Government agency obligations$72,681,0001,192
Securities issued by states & political subdivisions$8,364,0002,302
Other domestic debt securities$5,522,000976
Privately issued residential mortgage-backed securities$5,522,000512
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securitiesNANA
Equity securities$1,180,000964
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$53,789,000874
Certificates of participation in pools of residential mortgages$48,421,000690
Issued or guaranteed by U.S.$48,267,000682
Privately issued$154,000167
Collaterized mortgage obligations$5,368,0001,473
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$5,368,000490
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$58,876,000344
Available-for-sale securities (fair market value)$28,871,0003,102
Total debt securities$86,567,0001,374
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$87,786,0001,391
U.S. Government securities$70,204,0001,280
U.S. Treasury securitiesNANA
U.S. Government agency obligations$70,204,0001,245
Securities issued by states & political subdivisions$8,365,0002,294
Other domestic debt securities$5,802,000964
Privately issued residential mortgage-backed securities$5,802,000498
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securitiesNANA
Equity securities$3,415,000591
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$56,620,000842
Certificates of participation in pools of residential mortgages$50,977,000674
Issued or guaranteed by U.S.$50,818,000666
Privately issued$159,000172
Collaterized mortgage obligations$5,643,0001,405
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$5,643,000475
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$55,703,000393
Available-for-sale securities (fair market value)$32,083,0002,900
Total debt securities$84,371,0001,414
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$89,177,0001,354
U.S. Government securities$77,711,0001,163
U.S. Treasury securitiesNANA
U.S. Government agency obligations$77,711,0001,127
Securities issued by states & political subdivisions$6,283,0002,718
Other domestic debt securities$1,801,0001,616
Privately issued residential mortgage-backed securities$1,801,000727
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securitiesNANA
Equity securities$3,382,000593
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$60,278,000804
Certificates of participation in pools of residential mortgages$54,095,000641
Issued or guaranteed by U.S.$53,931,000637
Privately issued$164,000169
Collaterized mortgage obligations$6,183,0001,323
CMOs issued by government agencies or sponsored agencies$4,546,0001,327
Privately issued$1,637,000701
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$56,201,000392
Available-for-sale securities (fair market value)$32,976,0002,831
Total debt securities$85,795,0001,381
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$91,079,0001,357
U.S. Government securities$76,114,0001,200
U.S. Treasury securitiesNANA
U.S. Government agency obligations$76,114,0001,162
Securities issued by states & political subdivisions$5,159,0003,024
Other domestic debt securities$6,478,000925
Privately issued residential mortgage-backed securities$6,478,000471
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securitiesNANA
Equity securities$3,328,000615
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$64,256,000776
Certificates of participation in pools of residential mortgages$57,944,000609
Issued or guaranteed by U.S.$57,778,000604
Privately issued$166,000164
Collaterized mortgage obligations$6,312,0001,321
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$6,312,000445
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$56,355,000405
Available-for-sale securities (fair market value)$34,724,0002,745
Total debt securities$87,751,0001,377
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$88,717,0001,384
U.S. Government securities$73,706,0001,215
U.S. Treasury securitiesNANA
U.S. Government agency obligations$73,706,0001,174
Securities issued by states & political subdivisions$4,916,0003,107
Other domestic debt securities$6,805,000916
Privately issued residential mortgage-backed securities$6,805,000444
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securitiesNANA
Equity securities$3,290,000637
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$63,108,000791
Certificates of participation in pools of residential mortgages$56,471,000634
Issued or guaranteed by U.S.$56,303,000629
Privately issued$168,000168
Collaterized mortgage obligations$6,637,0001,277
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$6,637,000425
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$52,451,000440
Available-for-sale securities (fair market value)$36,266,0002,643
Total debt securities$85,427,0001,394
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$93,398,0001,306
U.S. Government securities$77,022,0001,161
U.S. Treasury securitiesNANA
U.S. Government agency obligations$77,022,0001,123
Securities issued by states & political subdivisions$4,917,0003,094
Other domestic debt securities$7,228,000892
Privately issued residential mortgage-backed securities$7,228,000425
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securitiesNANA
Equity securities$4,231,000554
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$66,289,000766
Certificates of participation in pools of residential mortgages$59,232,000623
Issued or guaranteed by U.S.$59,061,000616
Privately issued$171,000173
Collaterized mortgage obligations$7,057,0001,242
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$7,057,000407
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$54,067,000426
Available-for-sale securities (fair market value)$39,331,0002,459
Total debt securities$89,167,0001,353
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$92,742,0001,331
U.S. Government securities$75,806,0001,185
U.S. Treasury securitiesNANA
U.S. Government agency obligations$75,806,0001,140
Securities issued by states & political subdivisions$3,943,0003,428
Other domestic debt securities$7,767,000868
Privately issued residential mortgage-backed securities$7,767,000407
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securitiesNANA
Equity securities$5,226,000488
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$68,533,000756
Certificates of participation in pools of residential mortgages$60,940,000613
Issued or guaranteed by U.S.$60,766,000605
Privately issued$174,000175
Collaterized mortgage obligations$7,593,0001,230
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$7,593,000388
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$50,938,000460
Available-for-sale securities (fair market value)$41,804,0002,335
Total debt securities$87,516,0001,379
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$92,285,0001,364
U.S. Government securities$76,750,0001,191
U.S. Treasury securitiesNANA
U.S. Government agency obligations$76,750,0001,149
Securities issued by states & political subdivisions$2,026,0004,335
Other domestic debt securities$8,298,000865
Privately issued residential mortgage-backed securities$8,298,000393
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securitiesNANA
Equity securities$5,211,000504
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$71,207,000762
Certificates of participation in pools of residential mortgages$63,085,000613
Issued or guaranteed by U.S.$62,909,000610
Privately issued$176,000157
Collaterized mortgage obligations$8,122,0001,216
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$8,122,000367
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$48,953,000481
Available-for-sale securities (fair market value)$43,332,0002,290
Total debt securities$87,074,0001,405
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$89,941,0001,412
U.S. Government securities$73,745,0001,266
U.S. Treasury securitiesNANA
U.S. Government agency obligations$73,745,0001,219
Securities issued by states & political subdivisions$1,369,0004,795
Other domestic debt securities$9,574,000822
Privately issued residential mortgage-backed securities$9,574,000371
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securitiesNANA
Equity securities$5,253,000527
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$74,651,000761
Certificates of participation in pools of residential mortgages$65,256,000619
Issued or guaranteed by U.S.$65,077,000616
Privately issued$179,000153
Collaterized mortgage obligations$9,395,0001,132
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$9,395,000344
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$43,926,000511
Available-for-sale securities (fair market value)$46,015,0002,190
Total debt securities$84,688,0001,458
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$98,047,0001,302
U.S. Government securities$80,955,0001,147
U.S. Treasury securitiesNANA
U.S. Government agency obligations$80,955,0001,105
Securities issued by states & political subdivisions$1,369,0004,810
Other domestic debt securities$10,426,000786
Privately issued residential mortgage-backed securities$10,426,000337
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securitiesNANA
Equity securities$5,297,000546
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$75,154,000755
Certificates of participation in pools of residential mortgages$64,910,000622
Issued or guaranteed by U.S.$64,728,000619
Privately issued$182,000161
Collaterized mortgage obligations$10,244,0001,080
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$10,244,000310
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$49,596,000462
Available-for-sale securities (fair market value)$48,451,0002,091
Total debt securities$92,750,0001,340
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$99,628,0001,318
U.S. Government securities$83,709,0001,136
U.S. Treasury securitiesNANA
U.S. Government agency obligations$83,709,0001,091
Securities issued by states & political subdivisions$200,0006,253
Other domestic debt securities$10,488,000792
Privately issued residential mortgage-backed securities$10,488,000322
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securitiesNANA
Equity securities$5,231,000587
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$78,132,000751
Certificates of participation in pools of residential mortgages$67,829,000618
Issued or guaranteed by U.S.$67,644,000614
Privately issued$185,000155
Collaterized mortgage obligations$10,303,0001,093
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$10,303,000303
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$49,536,000471
Available-for-sale securities (fair market value)$50,092,0002,061
Total debt securities$94,397,0001,350
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$99,712,0001,321
U.S. Government securities$82,361,0001,142
U.S. Treasury securitiesNANA
U.S. Government agency obligations$82,361,0001,099
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$12,078,000781
Privately issued residential mortgage-backed securities$12,078,000322
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securitiesNANA
Equity securities$5,273,000623
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$78,107,000772
Certificates of participation in pools of residential mortgages$66,217,000622
Issued or guaranteed by U.S.$66,029,000618
Privately issued$188,000168
Collaterized mortgage obligations$11,890,0001,035
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$11,890,000302
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$44,642,000493
Available-for-sale securities (fair market value)$55,070,0001,903
Total debt securities$94,439,0001,345
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$111,026,0001,219
U.S. Government securities$104,902,000952
U.S. Treasury securitiesNANA
U.S. Government agency obligations$104,902,000914
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$247,0003,417
Privately issued residential mortgage-backed securities$247,000842
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securitiesNANA
Equity securities$5,877,000567
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$83,288,000744
Certificates of participation in pools of residential mortgages$70,886,000611
Issued or guaranteed by U.S.$70,639,000606
Privately issued$247,000172
Collaterized mortgage obligations$12,402,000997
CMOs issued by government agencies or sponsored agencies$12,402,000927
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$48,360,000458
Available-for-sale securities (fair market value)$62,666,0001,729
Total debt securities$105,149,0001,257
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$100,500,0001,330
U.S. Government securities$93,334,0001,053
U.S. Treasury securitiesNANA
U.S. Government agency obligations$93,334,0001,012
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$263,0003,479
Privately issued residential mortgage-backed securities$263,000893
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securitiesNANA
Equity securities$6,903,000542
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$79,417,000757
Certificates of participation in pools of residential mortgages$64,160,000638
Issued or guaranteed by U.S.$63,897,000635
Privately issued$263,000176
Collaterized mortgage obligations$15,257,000908
CMOs issued by government agencies or sponsored agencies$15,257,000849
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$38,543,000569
Available-for-sale securities (fair market value)$61,957,0001,726
Total debt securities$93,597,0001,370
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$105,795,0001,243
U.S. Government securities$99,536,000946
U.S. Treasury securitiesNANA
U.S. Government agency obligations$99,536,000910
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$311,0003,462
Privately issued residential mortgage-backed securities$311,000915
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securitiesNANA
Equity securities$6,957,000551
Assets held in trading accounts for TFR Reporters$1,009,00020
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$84,796,000723
Certificates of participation in pools of residential mortgages$67,439,000602
Issued or guaranteed by U.S.$67,128,000600
Privately issued$311,000170
Collaterized mortgage obligations$17,357,000890
CMOs issued by government agencies or sponsored agencies$17,357,000829
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$63,452,000329
Available-for-sale securities (fair market value)$42,343,0002,362
Total debt securities$99,847,0001,246
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$1,009,000131
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$98,966,0001,279
U.S. Government securities$96,759,000984
U.S. Treasury securitiesNANA
U.S. Government agency obligations$96,759,000942
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$316,0003,502
Privately issued residential mortgage-backed securities$316,000944
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securitiesNANA
Equity securities$4,910,000712
Assets held in trading accounts for TFR Reporters$3,019,00013
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$79,214,000759
Certificates of participation in pools of residential mortgages$57,080,000676
Issued or guaranteed by U.S.$56,764,000677
Privately issued$316,000169
Collaterized mortgage obligations$22,134,000789
CMOs issued by government agencies or sponsored agencies$22,134,000720
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$63,473,000321
Available-for-sale securities (fair market value)$35,493,0002,663
Total debt securities$97,075,0001,260
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$3,019,000105
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$85,757,0001,435
U.S. Government securities$80,833,0001,124
U.S. Treasury securitiesNANA
U.S. Government agency obligations$80,833,0001,075
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securitiesNANA
Equity securities$4,924,000707
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$61,160,000877
Certificates of participation in pools of residential mortgages$38,862,000869
Issued or guaranteed by U.S.$38,862,000865
Privately issued$0252
Collaterized mortgage obligations$22,298,000776
CMOs issued by government agencies or sponsored agencies$22,298,000709
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$66,732,000313
Available-for-sale securities (fair market value)$19,025,0004,136
Total debt securities$80,833,0001,476
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$77,580,0001,454
U.S. Government securities$76,163,0001,059
U.S. Treasury securitiesNANA
U.S. Government agency obligations$76,163,0001,001
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securitiesNANA
Equity securities$1,417,0001,174
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$61,417,000818
Certificates of participation in pools of residential mortgages$34,602,000851
Issued or guaranteed by U.S.$34,602,000844
Privately issued$0260
Collaterized mortgage obligations$26,815,000688
CMOs issued by government agencies or sponsored agencies$26,815,000620
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$60,906,000337
Available-for-sale securities (fair market value)$16,674,0004,325
Total debt securities$76,163,0001,425
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$75,773,0001,453
U.S. Government securities$75,273,0001,086
U.S. Treasury securitiesNANA
U.S. Government agency obligations$75,273,0001,017
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$500,0003,826
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$37,570,000976
Certificates of participation in pools of residential mortgages$12,947,0001,465
Issued or guaranteed by U.S.$12,947,0001,451
Privately issued$0308
Collaterized mortgage obligations$24,623,000593
CMOs issued by government agencies or sponsored agencies$24,623,000529
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$65,314,000395
Available-for-sale securities (fair market value)$10,459,0005,607
Total debt securities$75,273,0001,395
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$72,704,0001,574
U.S. Government securities$72,204,0001,197
U.S. Treasury securitiesNANA
U.S. Government agency obligations$72,204,0001,091
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$500,0003,717
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$34,872,0001,098
Certificates of participation in pools of residential mortgages$8,096,0002,126
Issued or guaranteed by U.S.$8,096,0002,114
Privately issued$0307
Collaterized mortgage obligations$26,776,000615
CMOs issued by government agencies or sponsored agencies$26,776,000544
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$67,705,000406
Available-for-sale securities (fair market value)$4,999,0007,419
Total debt securities$72,204,0001,521
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$61,057,0001,899
U.S. Government securities$61,057,0001,441
U.S. Treasury securitiesNANA
U.S. Government agency obligations$61,057,0001,241
Securities issued by states & political subdivisions$07,833
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 securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$30,400,0001,281
Certificates of participation in pools of residential mortgages$9,904,0002,003
Issued or guaranteed by U.S.$9,904,0001,987
Privately issued$0349
Collaterized mortgage obligations$20,496,000747
CMOs issued by government agencies or sponsored agencies$20,496,000679
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$53,045,000566
Available-for-sale securities (fair market value)$8,012,0006,350
Total debt securities$61,057,0001,830
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$55,727,0002,074
U.S. Government securities$55,727,0001,642
U.S. Treasury securitiesNANA
U.S. Government agency obligations$55,727,0001,310
Securities issued by states & political subdivisions$08,162
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 securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$26,407,0001,371
Certificates of participation in pools of residential mortgages$12,454,0001,689
Issued or guaranteed by U.S.$12,454,0001,678
Privately issued$0394
Collaterized mortgage obligations$13,953,000881
CMOs issued by government agencies or sponsored agencies$13,953,000842
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$51,195,000687
Available-for-sale securities (fair market value)$4,532,0007,663
Total debt securities$55,727,0002,001
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$52,715,0002,313
U.S. Government securities$52,563,0001,854
U.S. Treasury securitiesNANA
U.S. Government agency obligations$52,563,0001,389
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$-152,0001,095
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$22,042,0001,737
Certificates of participation in pools of residential mortgages$13,219,0001,792
Issued or guaranteed by U.S.$13,219,0001,775
Privately issued$0472
Collaterized mortgage obligations$8,823,0001,382
CMOs issued by government agencies or sponsored agencies$8,823,0001,305
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$48,804,000836
Available-for-sale securities (fair market value)$3,911,0008,224
Total debt securities$52,563,0002,253
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$41,936,0003,001
U.S. Government securities$41,731,0002,417
U.S. Treasury securities$11,722,0002,328
U.S. Government agency obligations$30,009,0002,323
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
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$03,947
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$-205,0001,186
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$16,430,0002,233
Certificates of participation in pools of residential mortgages$11,804,0001,944
Issued or guaranteed by U.S.$11,804,0001,921
Privately issued$0558
Collaterized mortgage obligations$4,626,0002,278
CMOs issued by government agencies or sponsored agencies$4,626,0002,150
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,981,0001,214
Available-for-sale securities (fair market value)$5,955,0007,595
Total debt securities$41,731,0002,947
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$35,610,0003,656
U.S. Government securities$35,510,0002,936
U.S. Treasury securities$14,766,0002,386
U.S. Government agency obligations$20,744,0003,107
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
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$04,515
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$-100,0001,168
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$10,661,0003,102
Certificates of participation in pools of residential mortgages$5,804,0003,132
Issued or guaranteed by U.S.$5,804,0003,120
Privately issued$0564
Collaterized mortgage obligations$4,857,0002,356
CMOs issued by government agencies or sponsored agencies$4,857,0002,228
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$33,117,0002,223
Available-for-sale securities (fair market value)$2,493,0008,480
Total debt securities$35,510,0003,591
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$26,373,0005,000
U.S. Government securities$25,904,0004,114
U.S. Treasury securities$16,944,0002,180
U.S. Government agency obligations$8,960,0005,962
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
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$05,124
Foreign debt securitiesNANA
Equity securities$469,0003,181
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$0401
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,824,0005,362
Certificates of participation in pools of residential mortgages$2,095,0005,646
Issued or guaranteed by U.S.$2,095,0005,602
Privately issued$0731
Collaterized mortgage obligations$2,729,0003,577
CMOs issued by government agencies or sponsored agencies$2,729,0003,386
Privately issuedNANA
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$25,904,0004,945
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$20,305,0006,055
U.S. Government securities$19,094,0005,248
U.S. Treasury securities$13,262,0002,783
U.S. Government agency obligations$5,832,0007,477
Securities issued by states & political subdivisions$09,981
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$1,211,0001,685
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$0574
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,307,0006,529
Certificates of participation in pools of residential mortgages$1,797,0006,395
Issued or guaranteed by U.S.$1,797,0006,330
Privately issued$0831
Collaterized mortgage obligations$1,510,0004,456
CMOs issued by government agencies or sponsored agencies$1,510,0004,096
Privately issuedNANA
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$19,094,0006,181
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