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Community First Bank, Securities

2025-03-31Rank
Total securities$159,820,0001,110
U.S. Government securities$110,555,0001,019
U.S. Treasury securities$02,481
U.S. Government agency obligations$110,555,000859
Securities issued by states & political subdivisions$48,003,000857
Other domestic debt securities$1,262,0001,899
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0549
Structured financial products - Total$0891
Other domestic debt securities - All other$1,262,0001,470
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$72,859,0001,050
Mortgage-backed securities$77,144,000968
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$38,018,0001,008
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$4,783,0001,627
Privately issued$0564
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$34,343,000229
Other commercial mortgage-backed securities$01,323
Held to maturity securities (book value)$01,669
Available-for-sale securities (fair market value)$159,820,000969
Total debt securities$159,820,0001,093
Structured notes
Amortized cost$0936
Fair value$0936
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0157
2024-12-31Rank
Total securities$158,420,0001,118
U.S. Government securities$108,831,0001,028
U.S. Treasury securities$995,0002,256
U.S. Government agency obligations$107,836,000875
Securities issued by states & political subdivisions$48,333,000867
Other domestic debt securities$1,256,0001,913
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0897
Other domestic debt securities - All other$1,256,0001,478
Foreign debt securities$0269
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,125,0001,404
Mortgage-backed securities$75,608,000972
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$38,101,0001,002
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$4,882,0001,586
Privately issued$0569
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$32,625,000224
Other commercial mortgage-backed securities$01,328
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$158,420,000969
Total debt securities$158,420,0001,099
Structured notes
Amortized cost$0978
Fair value$0977
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contracts$0160
2024-09-30Rank
Total securities$162,162,0001,134
U.S. Government securities$110,689,0001,033
U.S. Treasury securities$986,0002,334
U.S. Government agency obligations$109,703,000880
Securities issued by states & political subdivisions$50,224,000860
Other domestic debt securities$1,249,0001,887
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$0793
Other domestic debt securities - All other$1,249,0001,487
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$68,342,0001,153
Mortgage-backed securities$76,705,000968
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$38,754,0001,002
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$5,166,0001,521
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$32,785,000234
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$01,702
Available-for-sale securities (fair market value)$162,162,000982
Total debt securities$162,162,0001,117
Structured notes
Amortized cost$01,000
Fair value$01,000
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0161
2024-06-30Rank
Total securities$149,661,0001,206
U.S. Government securities$99,700,0001,106
U.S. Treasury securities$973,0002,419
U.S. Government agency obligations$98,727,000944
Securities issued by states & political subdivisions$48,673,000877
Other domestic debt securities$1,288,0001,893
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$1,288,0001,504
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$55,563,0001,347
Mortgage-backed securities$65,881,0001,048
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$38,409,000999
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$5,141,0001,463
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$22,331,000281
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$01,716
Available-for-sale securities (fair market value)$149,661,0001,044
Total debt securities$149,660,0001,187
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0159
2024-03-31Rank
Total securities$151,507,0001,222
U.S. Government securities$100,031,0001,142
U.S. Treasury securities$965,0002,533
U.S. Government agency obligations$99,066,000997
Securities issued by states & political subdivisions$50,194,000871
Other domestic debt securities$1,282,0001,902
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$1,282,0001,476
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,990,0001,432
Mortgage-backed securities$65,478,0001,062
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$39,605,000989
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$5,314,0001,427
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$20,559,000295
Other commercial mortgage-backed securities$01,356
Held to maturity securities (book value)$01,732
Available-for-sale securities (fair market value)$151,507,0001,059
Total debt securities$151,507,0001,204
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0161
2023-12-31Rank
Total securities$158,020,0001,204
U.S. Government securities$101,312,0001,152
U.S. Treasury securities$961,0002,561
U.S. Government agency obligations$100,351,000975
Securities issued by states & political subdivisions$55,433,000811
Other domestic debt securities$1,275,0001,920
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$1,275,0001,499
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$74,474,0001,113
Mortgage-backed securities$65,798,0001,060
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$40,232,000975
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$5,512,0001,385
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$20,054,000293
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$158,020,0001,042
Total debt securities$158,018,0001,188
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 contracts$0164
2023-09-30Rank
Total securities$155,348,0001,210
U.S. Government securities$93,422,0001,219
U.S. Treasury securities$944,0002,620
U.S. Government agency obligations$92,478,0001,024
Securities issued by states & political subdivisions$60,658,000728
Other domestic debt securities$1,268,0001,917
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$1,268,0001,498
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$72,304,0001,099
Mortgage-backed securities$59,609,0001,109
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$38,970,000981
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$5,642,0001,346
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$14,997,000348
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$155,348,0001,053
Total debt securities$155,348,0001,198
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 contracts$0162
2023-06-30Rank
Total securities$167,979,0001,163
U.S. Government securities$100,833,0001,191
U.S. Treasury securities$2,929,0002,205
U.S. Government agency obligations$97,904,0001,021
Securities issued by states & political subdivisions$65,884,000708
Other domestic debt securities$1,262,0001,925
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$1,262,0001,503
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$76,624,0001,043
Mortgage-backed securities$63,373,0001,099
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$42,580,000952
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,001,0001,326
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$14,792,000360
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$167,979,0001,004
Total debt securities$167,979,0001,149
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 contracts$0160
2023-03-31Rank
Total securities$178,881,0001,147
U.S. Government securities$110,410,0001,151
U.S. Treasury securities$7,897,0001,691
U.S. Government agency obligations$102,513,000986
Securities issued by states & political subdivisions$67,216,000724
Other domestic debt securities$1,255,0001,975
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$1,255,0001,545
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$30,941,0001,807
Mortgage-backed securities$65,939,0001,116
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$44,459,000964
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,290,0001,340
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$15,190,000370
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$178,881,000990
Total debt securities$178,881,0001,136
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 contracts$0121
2022-12-31Rank
Total securities$179,092,0001,172
U.S. Government securities$110,345,0001,160
U.S. Treasury securities$7,829,0001,734
U.S. Government agency obligations$102,516,000985
Securities issued by states & political subdivisions$67,499,000748
Other domestic debt securities$1,248,0002,013
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$1,248,0001,573
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$29,503,0001,772
Mortgage-backed securities$65,620,0001,123
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$45,029,000962
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,399,0001,340
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$14,192,000389
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$179,092,0001,014
Total debt securities$179,092,0001,159
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 contracts$0126
2022-09-30Rank
Total securities$173,140,0001,227
U.S. Government securities$112,518,0001,161
U.S. Treasury securities$8,700,0001,691
U.S. Government agency obligations$103,818,000985
Securities issued by states & political subdivisions$59,381,000854
Other domestic debt securities$1,241,0001,980
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$1,241,0001,573
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$27,732,0001,755
Mortgage-backed securities$69,307,0001,097
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$47,059,000934
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,669,0001,330
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$15,579,000372
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$173,140,0001,068
Total debt securities$173,141,0001,213
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 contracts$0130
2022-06-30Rank
Total securities$179,932,0001,198
U.S. Government securities$119,991,0001,119
U.S. Treasury securities$6,812,0001,826
U.S. Government agency obligations$113,179,000949
Securities issued by states & political subdivisions$58,706,000887
Other domestic debt securities$1,235,0001,866
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$1,235,0001,573
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$27,529,0001,764
Mortgage-backed securities$76,762,0001,040
Certificates of participation in pools of residential mortgages$52,340,000905
Issued or guaranteed by U.S.$52,340,000891
Privately issued$0231
Collaterized mortgage obligations$7,373,0001,365
CMOs issued by government agencies or sponsored agencies$7,373,0001,295
Privately issued$0553
Commercial mortgage-backed securities$17,049,000686
Commercial mortgage pass-through securities$17,049,000357
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$179,932,0001,062
Total debt securities$179,931,0001,186
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 contracts$0133
2022-03-31Rank
Total securities$177,943,0001,191
U.S. Government securities$122,768,0001,089
U.S. Treasury securities$1,949,0002,262
U.S. Government agency obligations$120,819,000910
Securities issued by states & political subdivisions$53,947,000972
Other domestic debt securities$1,228,0001,842
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$1,228,0001,545
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$29,369,0001,637
Mortgage-backed securities$82,261,0001,006
Certificates of participation in pools of residential mortgages$55,131,000901
Issued or guaranteed by U.S.$55,131,000889
Privately issued$0238
Collaterized mortgage obligations$8,196,0001,317
CMOs issued by government agencies or sponsored agencies$8,196,0001,253
Privately issued$0536
Commercial mortgage-backed securities$18,934,000639
Commercial mortgage pass-through securities$18,934,000334
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$177,943,0001,067
Total debt securities$177,943,0001,179
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 contracts$0137
2021-12-31Rank
Total securities$173,060,0001,169
U.S. Government securities$114,767,0001,057
U.S. Treasury securities$02,212
U.S. Government agency obligations$114,767,000924
Securities issued by states & political subdivisions$56,925,000955
Other domestic debt securities$1,368,0001,770
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$1,368,0001,454
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$29,978,0001,612
Mortgage-backed securities$77,963,0001,034
Certificates of participation in pools of residential mortgages$53,107,000918
Issued or guaranteed by U.S.$53,107,000904
Privately issued$0246
Collaterized mortgage obligations$6,889,0001,402
CMOs issued by government agencies or sponsored agencies$6,889,0001,347
Privately issued$0500
Commercial mortgage-backed securities$17,967,000648
Commercial mortgage pass-through securities$17,967,000347
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$173,060,0001,075
Total debt securities$173,061,0001,156
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 contracts$0137
2021-09-30Rank
Total securities$174,853,0001,115
U.S. Government securities$116,470,000983
U.S. Treasury securities$02,008
U.S. Government agency obligations$116,470,000889
Securities issued by states & political subdivisions$57,022,000933
Other domestic debt securities$1,361,0001,712
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$1,361,0001,393
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$31,480,0001,522
Mortgage-backed securities$77,727,0001,019
Certificates of participation in pools of residential mortgages$53,206,000886
Issued or guaranteed by U.S.$53,206,000870
Privately issued$0234
Collaterized mortgage obligations$6,027,0001,474
CMOs issued by government agencies or sponsored agencies$6,027,0001,428
Privately issued$0491
Commercial mortgage-backed securities$18,494,000632
Commercial mortgage pass-through securities$18,494,000331
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$174,853,0001,021
Total debt securities$174,853,0001,100
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 contracts$0137
2021-06-30Rank
Total securities$148,992,0001,213
U.S. Government securities$90,078,0001,155
U.S. Treasury securities$01,913
U.S. Government agency obligations$90,078,0001,048
Securities issued by states & political subdivisions$57,511,000899
Other domestic debt securities$1,403,0001,683
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$1,403,0001,340
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$30,562,0001,537
Mortgage-backed securities$63,312,0001,150
Certificates of participation in pools of residential mortgages$45,919,000953
Issued or guaranteed by U.S.$45,919,000932
Privately issued$0247
Collaterized mortgage obligations$2,340,0001,953
CMOs issued by government agencies or sponsored agencies$2,340,0001,903
Privately issued$0478
Commercial mortgage-backed securities$15,053,000700
Commercial mortgage pass-through securities$15,053,000370
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$148,992,0001,117
Total debt securities$148,992,0001,195
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 contracts$0139
2021-03-31Rank
Total securities$127,217,0001,281
U.S. Government securities$66,845,0001,333
U.S. Treasury securities$01,631
U.S. Government agency obligations$66,845,0001,238
Securities issued by states & political subdivisions$58,977,000847
Other domestic debt securities$1,395,0001,650
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$1,395,0001,282
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$29,355,0001,543
Mortgage-backed securities$52,429,0001,235
Certificates of participation in pools of residential mortgages$34,389,0001,089
Issued or guaranteed by U.S.$34,389,0001,062
Privately issued$0261
Collaterized mortgage obligations$2,667,0001,860
CMOs issued by government agencies or sponsored agencies$2,667,0001,812
Privately issued$0475
Commercial mortgage-backed securities$15,373,000654
Commercial mortgage pass-through securities$15,373,000353
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$127,217,0001,188
Total debt securities$127,217,0001,267
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 contracts$0137
2020-12-31Rank
Total securities$129,067,0001,174
U.S. Government securities$55,498,0001,388
U.S. Treasury securities$01,194
U.S. Government agency obligations$55,498,0001,311
Securities issued by states & political subdivisions$72,181,000669
Other domestic debt securities$1,388,0001,596
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$1,388,0001,229
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$25,290,0001,661
Mortgage-backed securities$43,903,0001,303
Certificates of participation in pools of residential mortgages$24,448,0001,278
Issued or guaranteed by U.S.$24,448,0001,253
Privately issued$0245
Collaterized mortgage obligations$4,371,0001,611
CMOs issued by government agencies or sponsored agencies$4,371,0001,569
Privately issued$0474
Commercial mortgage-backed securities$15,084,000619
Commercial mortgage pass-through securities$15,084,000332
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$129,067,0001,085
Total debt securities$129,063,0001,159
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 contracts$0137
2020-09-30Rank
Total securities$112,766,0001,240
U.S. Government securities$46,661,0001,528
U.S. Treasury securities$01,216
U.S. Government agency obligations$46,661,0001,449
Securities issued by states & political subdivisions$64,725,000675
Other domestic debt securities$1,380,0001,565
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$1,380,0001,192
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$23,802,0001,697
Mortgage-backed securities$39,285,0001,379
Certificates of participation in pools of residential mortgages$22,720,0001,294
Issued or guaranteed by U.S.$22,720,0001,259
Privately issued$0251
Collaterized mortgage obligations$5,117,0001,552
CMOs issued by government agencies or sponsored agencies$5,117,0001,513
Privately issued$0464
Commercial mortgage-backed securities$11,448,000702
Commercial mortgage pass-through securities$11,448,000380
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$112,766,0001,148
Total debt securities$112,767,0001,223
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 contracts$0131
2020-06-30Rank
Total securities$98,348,0001,320
U.S. Government securities$40,909,0001,653
U.S. Treasury securities$01,251
U.S. Government agency obligations$40,909,0001,558
Securities issued by states & political subdivisions$56,067,000709
Other domestic debt securities$1,372,0001,505
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$1,372,0001,149
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$42,311,0001,177
Mortgage-backed securities$34,204,0001,483
Certificates of participation in pools of residential mortgages$16,586,0001,582
Issued or guaranteed by U.S.$16,586,0001,538
Privately issued$0251
Collaterized mortgage obligations$5,779,0001,508
CMOs issued by government agencies or sponsored agencies$5,779,0001,470
Privately issued$0454
Commercial mortgage-backed securities$11,839,000675
Commercial mortgage pass-through securities$11,839,000373
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$98,348,0001,220
Total debt securities$98,349,0001,304
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 contracts$0132
2020-03-31Rank
Total securities$91,646,0001,364
U.S. Government securities$41,646,0001,642
U.S. Treasury securities$01,297
U.S. Government agency obligations$41,646,0001,564
Securities issued by states & political subdivisions$48,636,000730
Other domestic debt securities$1,364,0001,450
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$1,364,0001,078
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$23,524,0001,669
Mortgage-backed securities$35,760,0001,430
Certificates of participation in pools of residential mortgages$17,573,0001,510
Issued or guaranteed by U.S.$17,573,0001,468
Privately issued$0267
Collaterized mortgage obligations$6,446,0001,446
CMOs issued by government agencies or sponsored agencies$6,446,0001,411
Privately issued$0460
Commercial mortgage-backed securities$11,741,000671
Commercial mortgage pass-through securities$11,741,000360
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$91,646,0001,263
Total debt securities$91,644,0001,346
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 contracts$0129
2019-12-31Rank
Total securities$88,110,0001,388
U.S. Government securities$41,352,0001,672
U.S. Treasury securities$01,363
U.S. Government agency obligations$41,352,0001,578
Securities issued by states & political subdivisions$45,402,000733
Other domestic debt securities$1,356,0001,418
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$1,356,0001,052
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$23,629,0001,669
Mortgage-backed securities$35,201,0001,403
Certificates of participation in pools of residential mortgages$17,121,0001,471
Issued or guaranteed by U.S.$17,121,0001,432
Privately issued$0249
Collaterized mortgage obligations$8,395,0001,271
CMOs issued by government agencies or sponsored agencies$8,395,0001,236
Privately issued$0457
Commercial mortgage-backed securities$9,685,000721
Commercial mortgage pass-through securities$9,685,000411
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$88,110,0001,276
Total debt securities$88,119,0001,374
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 contracts$0128
2019-09-30Rank
Total securities$90,038,0001,370
U.S. Government securities$43,898,0001,603
U.S. Treasury securities$01,429
U.S. Government agency obligations$43,898,0001,521
Securities issued by states & political subdivisions$44,791,000747
Other domestic debt securities$1,349,0001,432
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$1,349,0001,053
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$23,313,0001,689
Mortgage-backed securities$34,982,0001,384
Certificates of participation in pools of residential mortgages$17,879,0001,398
Issued or guaranteed by U.S.$17,879,0001,360
Privately issued$0287
Collaterized mortgage obligations$7,248,0001,388
CMOs issued by government agencies or sponsored agencies$7,248,0001,349
Privately issued$0463
Commercial mortgage-backed securities$9,855,000713
Commercial mortgage pass-through securities$9,855,000411
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$90,038,0001,252
Total debt securities$90,036,0001,355
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 contracts$0127
2019-06-30Rank
Total securities$86,474,0001,433
U.S. Government securities$41,165,0001,722
U.S. Treasury securities$01,467
U.S. Government agency obligations$41,165,0001,619
Securities issued by states & political subdivisions$43,921,000767
Other domestic debt securities$1,388,0001,416
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$1,388,0001,064
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$25,194,0001,640
Mortgage-backed securities$31,386,0001,462
Certificates of participation in pools of residential mortgages$17,173,0001,423
Issued or guaranteed by U.S.$17,173,0001,403
Privately issued$0244
Collaterized mortgage obligations$5,173,0001,563
CMOs issued by government agencies or sponsored agencies$5,173,0001,519
Privately issued$0476
Commercial mortgage-backed securities$9,040,000725
Commercial mortgage pass-through securities$9,040,000448
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$86,474,0001,310
Total debt securities$86,473,0001,419
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 contracts$0135
2019-03-31Rank
Total securities$82,936,0001,482
U.S. Government securities$43,325,0001,658
U.S. Treasury securities$01,516
U.S. Government agency obligations$43,325,0001,566
Securities issued by states & political subdivisions$38,231,000896
Other domestic debt securities$1,380,0001,418
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$1,380,0001,067
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$18,310,0002,026
Mortgage-backed securities$32,987,0001,402
Certificates of participation in pools of residential mortgages$15,110,0001,567
Issued or guaranteed by U.S.$15,110,0001,538
Privately issued$0248
Collaterized mortgage obligations$7,290,0001,376
CMOs issued by government agencies or sponsored agencies$7,290,0001,332
Privately issued$0499
Commercial mortgage-backed securities$10,587,000617
Commercial mortgage pass-through securities$10,587,000395
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$82,936,0001,358
Total debt securities$82,936,0001,470
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 contracts$0138
2018-12-31Rank
Total securities$80,721,0001,522
U.S. Government securities$42,790,0001,685
U.S. Treasury securities$01,513
U.S. Government agency obligations$42,790,0001,601
Securities issued by states & political subdivisions$35,597,000994
Other domestic debt securities$2,334,0001,185
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$2,334,000868
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$19,631,0001,958
Mortgage-backed securities$30,736,0001,479
Certificates of participation in pools of residential mortgages$14,129,0001,630
Issued or guaranteed by U.S.$14,129,0001,613
Privately issued$0211
Collaterized mortgage obligations$7,642,0001,330
CMOs issued by government agencies or sponsored agencies$7,642,0001,284
Privately issued$0498
Commercial mortgage-backed securities$8,965,000665
Commercial mortgage pass-through securities$8,965,000418
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$80,721,0001,404
Total debt securities$80,721,0001,506
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 contracts$0138
2018-09-30Rank
Total securities$76,068,0001,591
U.S. Government securities$40,821,0001,760
U.S. Treasury securities$01,500
U.S. Government agency obligations$40,821,0001,666
Securities issued by states & political subdivisions$32,677,0001,078
Other domestic debt securities$2,570,0001,105
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$2,570,000833
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$21,112,0001,857
Mortgage-backed securities$28,321,0001,561
Certificates of participation in pools of residential mortgages$11,609,0001,876
Issued or guaranteed by U.S.$11,609,0001,863
Privately issued$0145
Collaterized mortgage obligations$7,996,0001,282
CMOs issued by government agencies or sponsored agencies$7,996,0001,240
Privately issued$0515
Commercial mortgage-backed securities$8,716,000666
Commercial mortgage pass-through securities$8,716,000421
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$76,068,0001,460
Total debt securities$76,067,0001,574
Structured notes
Amortized cost$250,000869
Fair value$250,000870
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$78,301,0001,589
U.S. Government securities$42,433,0001,689
U.S. Treasury securities$01,475
U.S. Government agency obligations$42,433,0001,595
Securities issued by states & political subdivisions$29,249,0001,256
Other domestic debt securities$6,619,000816
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$3,897,000212
Structured financial products - Total$0186
Other domestic debt securities - All other$2,722,000828
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$19,539,0001,988
Mortgage-backed securities$28,986,0001,557
Certificates of participation in pools of residential mortgages$10,220,0002,052
Issued or guaranteed by U.S.$10,220,0001,962
Privately issued$0453
Collaterized mortgage obligations$8,578,0001,248
CMOs issued by government agencies or sponsored agencies$8,578,0001,204
Privately issued$0544
Commercial mortgage-backed securities$10,188,000600
Commercial mortgage pass-through securities$10,188,000369
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$78,301,0001,452
Total debt securities$78,300,0001,571
Structured notes
Amortized cost$250,000872
Fair value$250,000873
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$77,589,0001,624
U.S. Government securities$41,530,0001,762
U.S. Treasury securities$01,426
U.S. Government agency obligations$41,530,0001,669
Securities issued by states & political subdivisions$29,317,0001,275
Other domestic debt securities$6,742,000708
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$4,036,000191
Structured financial products - Total$0193
Other domestic debt securities - All other$2,706,000839
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$21,730,0001,885
Mortgage-backed securities$28,272,0001,568
Certificates of participation in pools of residential mortgages$9,908,0002,109
Issued or guaranteed by U.S.$9,908,0002,107
Privately issued$067
Collaterized mortgage obligations$9,212,0001,193
CMOs issued by government agencies or sponsored agencies$9,212,0001,147
Privately issued$0557
Commercial mortgage-backed securities$9,152,000560
Commercial mortgage pass-through securities$9,152,000316
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$77,589,0001,474
Total debt securities$77,590,0001,606
Structured notes
Amortized cost$250,000838
Fair value$250,000840
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$80,179,0001,607
U.S. Government securities$41,442,0001,768
U.S. Treasury securities$01,328
U.S. Government agency obligations$41,442,0001,692
Securities issued by states & political subdivisions$31,912,0001,210
Other domestic debt securities$6,825,000707
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$4,135,000185
Structured financial products - Total$0204
Other domestic debt securities - All other$2,690,000837
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$21,512,0001,926
Mortgage-backed securities$29,721,0001,529
Certificates of participation in pools of residential mortgages$10,568,0002,084
Issued or guaranteed by U.S.$10,568,0002,083
Privately issued$064
Collaterized mortgage obligations$9,871,0001,141
CMOs issued by government agencies or sponsored agencies$9,871,0001,100
Privately issued$0573
Commercial mortgage-backed securities$9,282,000549
Commercial mortgage pass-through securities$9,282,000318
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$80,179,0001,460
Total debt securities$80,179,0001,589
Structured notes
Amortized cost$250,000851
Fair value$250,000854
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$79,222,0001,634
U.S. Government securities$41,974,0001,769
U.S. Treasury securities$01,313
U.S. Government agency obligations$41,974,0001,691
Securities issued by states & political subdivisions$30,358,0001,287
Other domestic debt securities$6,890,000714
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$4,216,000176
Structured financial products - Total$0214
Other domestic debt securities - All other$2,674,000871
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$22,136,0001,936
Mortgage-backed securities$29,395,0001,539
Certificates of participation in pools of residential mortgages$11,205,0002,050
Issued or guaranteed by U.S.$11,205,0002,049
Privately issued$069
Collaterized mortgage obligations$9,858,0001,145
CMOs issued by government agencies or sponsored agencies$9,858,0001,101
Privately issued$0584
Commercial mortgage-backed securities$8,332,000557
Commercial mortgage pass-through securities$8,332,000322
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$79,222,0001,497
Total debt securities$79,222,0001,613
Structured notes
Amortized cost$250,000880
Fair value$250,000883
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$80,204,0001,651
U.S. Government securities$42,573,0001,793
U.S. Treasury securities$01,351
U.S. Government agency obligations$42,573,0001,711
Securities issued by states & political subdivisions$30,667,0001,286
Other domestic debt securities$6,964,000720
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$4,307,000167
Structured financial products - Total$0219
Other domestic debt securities - All other$2,657,000892
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$24,525,0001,827
Mortgage-backed securities$29,387,0001,560
Certificates of participation in pools of residential mortgages$11,829,0002,037
Issued or guaranteed by U.S.$11,829,0002,036
Privately issued$067
Collaterized mortgage obligations$10,510,0001,119
CMOs issued by government agencies or sponsored agencies$10,510,0001,067
Privately issued$0606
Commercial mortgage-backed securities$7,048,000597
Commercial mortgage pass-through securities$7,048,000353
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$80,204,0001,508
Total debt securities$80,204,0001,628
Structured notes
Amortized cost$250,000947
Fair value$250,000951
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$79,059,0001,684
U.S. Government securities$42,814,0001,818
U.S. Treasury securities$01,390
U.S. Government agency obligations$42,814,0001,733
Securities issued by states & political subdivisions$29,201,0001,361
Other domestic debt securities$7,044,000723
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$4,403,000170
Structured financial products - Total$0221
Other domestic debt securities - All other$2,641,000916
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$24,181,0001,858
Mortgage-backed securities$30,715,0001,548
Certificates of participation in pools of residential mortgages$12,527,0002,005
Issued or guaranteed by U.S.$12,527,0002,005
Privately issued$066
Collaterized mortgage obligations$11,617,0001,051
CMOs issued by government agencies or sponsored agencies$11,617,0001,004
Privately issued$0642
Commercial mortgage-backed securities$6,571,000610
Commercial mortgage pass-through securities$6,571,000357
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$79,059,0001,532
Total debt securities$79,058,0001,660
Structured notes
Amortized cost$250,0001,009
Fair value$250,0001,012
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$81,056,0001,649
U.S. Government securities$43,777,0001,763
U.S. Treasury securities$01,367
U.S. Government agency obligations$43,777,0001,681
Securities issued by states & political subdivisions$30,188,0001,329
Other domestic debt securities$7,091,000712
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$4,466,000164
Structured financial products - Total$0226
Other domestic debt securities - All other$2,625,000901
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$26,756,0001,719
Mortgage-backed securities$33,026,0001,464
Certificates of participation in pools of residential mortgages$13,463,0001,941
Issued or guaranteed by U.S.$13,463,0001,939
Privately issued$071
Collaterized mortgage obligations$12,778,000981
CMOs issued by government agencies or sponsored agencies$12,778,000931
Privately issued$0666
Commercial mortgage-backed securities$6,785,000576
Commercial mortgage pass-through securities$6,785,000335
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$81,056,0001,491
Total debt securities$81,056,0001,625
Structured notes
Amortized cost$250,0001,000
Fair value$250,0001,003
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$68,283,0001,882
U.S. Government securities$42,451,0001,805
U.S. Treasury securities$01,214
U.S. Government agency obligations$42,451,0001,722
Securities issued by states & political subdivisions$21,286,0001,804
Other domestic debt securities$4,546,000923
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$4,546,000163
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
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$19,336,0002,141
Mortgage-backed securities$32,885,0001,489
Certificates of participation in pools of residential mortgages$13,518,0001,950
Issued or guaranteed by U.S.$13,518,0001,950
Privately issued$067
Collaterized mortgage obligations$13,880,000953
CMOs issued by government agencies or sponsored agencies$13,880,000902
Privately issued$0671
Commercial mortgage-backed securities$5,487,000596
Commercial mortgage pass-through securities$5,487,000347
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$68,283,0001,716
Total debt securities$68,280,0001,861
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$64,308,0002,001
U.S. Government securities$40,777,0001,891
U.S. Treasury securities$01,253
U.S. Government agency obligations$40,777,0001,807
Securities issued by states & political subdivisions$19,014,0001,943
Other domestic debt securities$4,517,000926
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$4,517,000166
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
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$19,710,0002,165
Mortgage-backed securities$33,641,0001,484
Certificates of participation in pools of residential mortgages$16,195,0001,786
Issued or guaranteed by U.S.$16,195,0001,782
Privately issued$071
Collaterized mortgage obligations$17,446,000834
CMOs issued by government agencies or sponsored agencies$17,446,000792
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$64,308,0001,813
Total debt securities$64,308,0001,976
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$69,400,0001,921
U.S. Government securities$43,560,0001,860
U.S. Treasury securities$01,296
U.S. Government agency obligations$43,560,0001,783
Securities issued by states & political subdivisions$21,329,0001,769
Other domestic debt securities$4,511,000929
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$4,511,000165
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
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$20,546,0002,134
Mortgage-backed securities$35,265,0001,440
Certificates of participation in pools of residential mortgages$16,881,0001,741
Issued or guaranteed by U.S.$16,881,0001,740
Privately issued$066
Collaterized mortgage obligations$18,384,000824
CMOs issued by government agencies or sponsored agencies$18,384,000783
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$69,400,0001,736
Total debt securities$69,398,0001,897
Structured notes
Amortized cost$749,0001,064
Fair value$750,0001,055
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$71,195,0001,909
U.S. Government securities$45,444,0001,816
U.S. Treasury securities$01,367
U.S. Government agency obligations$45,444,0001,736
Securities issued by states & political subdivisions$21,113,0001,799
Other domestic debt securities$4,638,000905
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$4,638,000172
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
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$19,670,0002,192
Mortgage-backed securities$38,445,0001,371
Certificates of participation in pools of residential mortgages$16,136,0001,788
Issued or guaranteed by U.S.$16,136,0001,786
Privately issued$066
Collaterized mortgage obligations$22,309,000729
CMOs issued by government agencies or sponsored agencies$22,309,000690
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$71,195,0001,733
Total debt securities$71,196,0001,881
Structured notes
Amortized cost$749,0001,186
Fair value$733,0001,195
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$65,383,0002,048
U.S. Government securities$42,651,0001,931
U.S. Treasury securities$01,303
U.S. Government agency obligations$42,651,0001,850
Securities issued by states & political subdivisions$18,046,0002,001
Other domestic debt securities$4,686,000907
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$4,686,000176
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
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$19,852,0002,189
Mortgage-backed securities$35,920,0001,439
Certificates of participation in pools of residential mortgages$13,991,0001,977
Issued or guaranteed by U.S.$13,991,0001,976
Privately issued$065
Collaterized mortgage obligations$21,929,000751
CMOs issued by government agencies or sponsored agencies$21,929,000719
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$65,383,0001,862
Total debt securities$65,385,0002,025
Structured notes
Amortized cost$749,0001,342
Fair value$749,0001,342
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$67,717,0002,029
U.S. Government securities$42,310,0002,015
U.S. Treasury securities$01,348
U.S. Government agency obligations$42,310,0001,940
Securities issued by states & political subdivisions$19,993,0001,838
Other domestic debt securities$5,414,000841
Privately issued residential mortgage-backed securities$528,000445
Commercial mortgage-backed securities - Total$0123
Asset backed securities$4,886,000180
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,875,0002,278
Mortgage-backed securities$37,391,0001,441
Certificates of participation in pools of residential mortgages$15,396,0001,917
Issued or guaranteed by U.S.$15,396,0001,917
Privately issued$067
Collaterized mortgage obligations$21,995,000772
CMOs issued by government agencies or sponsored agencies$21,467,000746
Privately issued$528,000424
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$67,717,0001,839
Total debt securities$67,717,0002,007
Structured notes
Amortized cost$749,0001,493
Fair value$731,0001,502
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$66,379,0002,086
U.S. Government securities$43,155,0002,025
U.S. Treasury securities$01,327
U.S. Government agency obligations$43,155,0001,948
Securities issued by states & political subdivisions$18,302,0001,953
Other domestic debt securities$4,922,000883
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$4,922,000186
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,976,0002,167
Mortgage-backed securities$37,580,0001,465
Certificates of participation in pools of residential mortgages$15,688,0001,928
Issued or guaranteed by U.S.$15,688,0001,928
Privately issued$070
Collaterized mortgage obligations$21,892,000811
CMOs issued by government agencies or sponsored agencies$21,892,000771
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$66,379,0001,884
Total debt securities$66,383,0002,059
Structured notes
Amortized cost$748,0001,587
Fair value$749,0001,586
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$63,205,0002,199
U.S. Government securities$41,519,0002,122
U.S. Treasury securities$01,361
U.S. Government agency obligations$41,519,0002,034
Securities issued by states & political subdivisions$17,934,0001,986
Other domestic debt securities$3,752,0001,019
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$3,752,000198
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,037,0002,395
Mortgage-backed securities$35,777,0001,555
Certificates of participation in pools of residential mortgages$15,699,0001,974
Issued or guaranteed by U.S.$15,699,0001,971
Privately issued$075
Collaterized mortgage obligations$20,078,000874
CMOs issued by government agencies or sponsored agencies$20,078,000830
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$63,205,0001,980
Total debt securities$63,206,0002,173
Structured notes
Amortized cost$748,0001,671
Fair value$707,0001,682
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$66,872,0002,118
U.S. Government securities$45,376,0002,006
U.S. Treasury securities$01,381
U.S. Government agency obligations$45,376,0001,927
Securities issued by states & political subdivisions$17,720,0002,027
Other domestic debt securities$3,776,0001,045
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$3,776,000198
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,350,0002,363
Mortgage-backed securities$39,417,0001,492
Certificates of participation in pools of residential mortgages$17,995,0001,872
Issued or guaranteed by U.S.$17,995,0001,870
Privately issued$073
Collaterized mortgage obligations$21,422,000857
CMOs issued by government agencies or sponsored agencies$21,422,000814
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$66,872,0001,908
Total debt securities$66,872,0002,096
Structured notes
Amortized cost$748,0001,779
Fair value$709,0001,787
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$59,947,0002,315
U.S. Government securities$41,260,0002,201
U.S. Treasury securities$01,342
U.S. Government agency obligations$41,260,0002,126
Securities issued by states & political subdivisions$14,915,0002,302
Other domestic debt securities$3,772,0001,076
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$3,772,000217
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,910,0002,188
Mortgage-backed securities$34,838,0001,656
Certificates of participation in pools of residential mortgages$14,001,0002,223
Issued or guaranteed by U.S.$14,001,0002,222
Privately issued$075
Collaterized mortgage obligations$20,837,000870
CMOs issued by government agencies or sponsored agencies$20,837,000824
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$59,947,0002,086
Total debt securities$59,948,0002,294
Structured notes
Amortized cost$1,448,0001,467
Fair value$1,401,0001,466
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$57,891,0002,390
U.S. Government securities$38,685,0002,331
U.S. Treasury securities$01,198
U.S. Government agency obligations$38,685,0002,262
Securities issued by states & political subdivisions$15,444,0002,252
Other domestic debt securities$3,762,0001,112
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$3,762,000220
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,111,0002,404
Mortgage-backed securities$32,070,0001,782
Certificates of participation in pools of residential mortgages$10,426,0002,598
Issued or guaranteed by U.S.$10,426,0002,598
Privately issued$076
Collaterized mortgage obligations$21,644,000875
CMOs issued by government agencies or sponsored agencies$21,644,000828
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$57,891,0002,172
Total debt securities$57,891,0002,373
Structured notes
Amortized cost$1,448,0001,471
Fair value$1,374,0001,475
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$54,651,0002,497
U.S. Government securities$35,738,0002,442
U.S. Treasury securities$01,131
U.S. Government agency obligations$35,738,0002,376
Securities issued by states & political subdivisions$15,204,0002,272
Other domestic debt securities$3,709,0001,159
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$3,709,000227
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,309,0002,150
Mortgage-backed securities$28,872,0001,899
Certificates of participation in pools of residential mortgages$6,834,0003,124
Issued or guaranteed by U.S.$6,834,0003,122
Privately issued$081
Collaterized mortgage obligations$22,038,000848
CMOs issued by government agencies or sponsored agencies$22,038,000796
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$54,651,0002,272
Total debt securities$54,649,0002,473
Structured notes
Amortized cost$1,448,0001,462
Fair value$1,353,0001,459
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$52,161,0002,617
U.S. Government securities$34,219,0002,527
U.S. Treasury securities$01,131
U.S. Government agency obligations$34,219,0002,463
Securities issued by states & political subdivisions$14,241,0002,367
Other domestic debt securities$3,701,0001,201
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$3,701,000228
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,284,0002,145
Mortgage-backed securities$27,088,0001,986
Certificates of participation in pools of residential mortgages$5,082,0003,480
Issued or guaranteed by U.S.$5,082,0003,476
Privately issued$080
Collaterized mortgage obligations$22,006,000875
CMOs issued by government agencies or sponsored agencies$22,006,000825
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$52,161,0002,374
Total debt securities$52,161,0002,594
Structured notes
Amortized cost$1,448,0001,447
Fair value$1,358,0001,455
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$49,747,0002,687
U.S. Government securities$31,550,0002,668
U.S. Treasury securities$01,152
U.S. Government agency obligations$31,550,0002,601
Securities issued by states & political subdivisions$14,464,0002,327
Other domestic debt securities$3,733,0001,212
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$3,733,000225
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,110,0002,082
Mortgage-backed securities$24,026,0002,118
Certificates of participation in pools of residential mortgages$2,017,0004,255
Issued or guaranteed by U.S.$2,017,0004,250
Privately issued$083
Collaterized mortgage obligations$22,009,000893
CMOs issued by government agencies or sponsored agencies$22,009,000843
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$49,747,0002,452
Total debt securities$49,747,0002,660
Structured notes
Amortized cost$1,448,0001,429
Fair value$1,411,0001,431
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$53,464,0002,562
U.S. Government securities$36,031,0002,469
U.S. Treasury securities$01,161
U.S. Government agency obligations$36,031,0002,409
Securities issued by states & political subdivisions$13,681,0002,404
Other domestic debt securities$3,752,0001,206
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$3,752,000216
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,978,0002,174
Mortgage-backed securities$28,177,0001,984
Certificates of participation in pools of residential mortgages$1,982,0004,297
Issued or guaranteed by U.S.$1,982,0004,294
Privately issued$083
Collaterized mortgage obligations$26,195,000844
CMOs issued by government agencies or sponsored agencies$26,195,000789
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$53,464,0002,358
Total debt securities$53,462,0002,538
Structured notes
Amortized cost$1,448,0001,453
Fair value$1,446,0001,458
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$52,992,0002,532
U.S. Government securities$38,614,0002,288
U.S. Treasury securities$01,135
U.S. Government agency obligations$38,614,0002,229
Securities issued by states & political subdivisions$11,887,0002,580
Other domestic debt securities$2,491,0001,426
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$2,491,000223
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,963,0002,446
Mortgage-backed securities$33,440,0001,757
Certificates of participation in pools of residential mortgages$3,394,0003,915
Issued or guaranteed by U.S.$3,394,0003,912
Privately issued$085
Collaterized mortgage obligations$30,046,000753
CMOs issued by government agencies or sponsored agencies$30,046,000704
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$52,992,0002,323
Total debt securities$52,992,0002,508
Structured notes
Amortized cost$1,700,0001,382
Fair value$1,702,0001,385
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$47,929,0002,773
U.S. Government securities$35,697,0002,495
U.S. Treasury securities$01,086
U.S. Government agency obligations$35,697,0002,439
Securities issued by states & political subdivisions$11,218,0002,624
Other domestic debt securities$1,014,0002,024
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$1,014,000281
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,280,0003,273
Mortgage-backed securities$32,296,0001,894
Certificates of participation in pools of residential mortgages$3,273,0004,083
Issued or guaranteed by U.S.$3,273,0004,081
Privately issued$088
Collaterized mortgage obligations$29,023,000832
CMOs issued by government agencies or sponsored agencies$29,023,000772
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$47,929,0002,545
Total debt securities$47,928,0002,748
Structured notes
Amortized cost$1,000,0001,762
Fair value$1,005,0001,785
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$47,948,0002,774
U.S. Government securities$36,719,0002,477
U.S. Treasury securities$01,068
U.S. Government agency obligations$36,719,0002,424
Securities issued by states & political subdivisions$11,169,0002,585
Other domestic debt securities$60,0002,790
Privately issued residential mortgage-backed securities$60,0001,060
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,487,0003,432
Mortgage-backed securities$33,370,0001,867
Certificates of participation in pools of residential mortgages$3,370,0004,096
Issued or guaranteed by U.S.$3,370,0004,094
Privately issued$094
Collaterized mortgage obligations$30,000,000817
CMOs issued by government agencies or sponsored agencies$29,940,000757
Privately issued$60,0001,019
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$47,948,0002,551
Total debt securities$47,947,0002,749
Structured notes
Amortized cost$1,000,0001,971
Fair value$1,006,0001,999
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$42,680,0003,026
U.S. Government securities$35,780,0002,549
U.S. Treasury securities$01,157
U.S. Government agency obligations$35,780,0002,494
Securities issued by states & political subdivisions$6,830,0003,209
Other domestic debt securities$70,0002,772
Privately issued residential mortgage-backed securities$70,0001,086
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,346,0003,476
Mortgage-backed securities$34,344,0001,825
Certificates of participation in pools of residential mortgages$7,879,0003,140
Issued or guaranteed by U.S.$7,879,0003,138
Privately issued$094
Collaterized mortgage obligations$26,465,000910
CMOs issued by government agencies or sponsored agencies$26,395,000848
Privately issued$70,0001,046
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$42,680,0002,789
Total debt securities$42,679,0002,999
Structured notes
Amortized cost$1,000,0002,204
Fair value$994,0002,356
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$43,765,0002,892
U.S. Government securities$37,813,0002,341
U.S. Treasury securities$01,076
U.S. Government agency obligations$37,813,0002,279
Securities issued by states & political subdivisions$5,872,0003,377
Other domestic debt securities$80,0002,767
Privately issued residential mortgage-backed securities$80,0001,167
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,577,0003,283
Mortgage-backed securities$37,142,0001,652
Certificates of participation in pools of residential mortgages$10,574,0002,661
Issued or guaranteed by U.S.$10,574,0002,659
Privately issued$0121
Collaterized mortgage obligations$26,568,000895
CMOs issued by government agencies or sponsored agencies$26,488,000795
Privately issued$80,0001,107
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$43,765,0002,637
Total debt securities$43,767,0002,874
Structured notes
Amortized cost$747,0002,459
Fair value$751,0002,455
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$39,661,0003,022
U.S. Government securities$35,836,0002,393
U.S. Treasury securities$01,126
U.S. Government agency obligations$35,836,0002,331
Securities issued by states & political subdivisions$3,737,0003,870
Other domestic debt securities$88,0002,744
Privately issued residential mortgage-backed securities$88,0001,185
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,000,0003,039
Mortgage-backed securities$34,671,0001,691
Certificates of participation in pools of residential mortgages$8,983,0002,811
Issued or guaranteed by U.S.$8,983,0002,807
Privately issued$0132
Collaterized mortgage obligations$25,688,000896
CMOs issued by government agencies or sponsored agencies$25,600,000788
Privately issued$88,0001,121
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$39,661,0002,765
Total debt securities$39,663,0002,994
Structured notes
Amortized cost$747,0002,548
Fair value$751,0002,537
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$40,448,0002,986
U.S. Government securities$37,270,0002,366
U.S. Treasury securities$01,225
U.S. Government agency obligations$37,270,0002,298
Securities issued by states & political subdivisions$3,084,0004,032
Other domestic debt securities$94,0002,695
Privately issued residential mortgage-backed securities$94,0001,198
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,953,0003,216
Mortgage-backed securities$33,581,0001,671
Certificates of participation in pools of residential mortgages$7,280,0003,043
Issued or guaranteed by U.S.$7,280,0003,037
Privately issued$0125
Collaterized mortgage obligations$26,301,000875
CMOs issued by government agencies or sponsored agencies$26,207,000757
Privately issued$94,0001,140
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$40,448,0002,721
Total debt securities$40,449,0002,964
Structured notes
Amortized cost$3,238,0001,547
Fair value$3,280,0001,543
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$40,217,0002,965
U.S. Government securities$36,863,0002,354
U.S. Treasury securities$01,272
U.S. Government agency obligations$36,863,0002,285
Securities issued by states & political subdivisions$3,248,0003,934
Other domestic debt securities$106,0002,707
Privately issued residential mortgage-backed securities$106,0001,218
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,000,0003,206
Mortgage-backed securities$31,001,0001,738
Certificates of participation in pools of residential mortgages$3,405,0003,861
Issued or guaranteed by U.S.$3,405,0003,848
Privately issued$0136
Collaterized mortgage obligations$27,596,000831
CMOs issued by government agencies or sponsored agencies$27,490,000708
Privately issued$106,0001,162
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$40,217,0002,694
Total debt securities$40,216,0002,944
Structured notes
Amortized cost$5,480,0001,156
Fair value$5,475,0001,144
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$42,946,0002,741
U.S. Government securities$39,584,0002,113
U.S. Treasury securities$01,275
U.S. Government agency obligations$39,584,0002,044
Securities issued by states & political subdivisions$3,240,0003,941
Other domestic debt securities$122,0002,846
Privately issued residential mortgage-backed securities$122,0001,268
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,407,0002,704
Mortgage-backed securities$32,738,0001,634
Certificates of participation in pools of residential mortgages$3,107,0003,850
Issued or guaranteed by U.S.$3,107,0003,839
Privately issued$0141
Collaterized mortgage obligations$29,631,000784
CMOs issued by government agencies or sponsored agencies$29,509,000669
Privately issued$122,0001,209
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$42,946,0002,463
Total debt securities$42,945,0002,715
Structured notes
Amortized cost$6,477,000940
Fair value$6,477,000927
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$39,497,0002,888
U.S. Government securities$36,024,0002,270
U.S. Treasury securities$01,180
U.S. Government agency obligations$36,024,0002,194
Securities issued by states & political subdivisions$2,814,0004,024
Other domestic debt securities$659,0002,409
Privately issued residential mortgage-backed securities$151,0001,323
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$508,0001,674
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,886,0003,074
Mortgage-backed securities$30,634,0001,699
Certificates of participation in pools of residential mortgages$1,192,0004,605
Issued or guaranteed by U.S.$1,192,0004,597
Privately issued$0141
Collaterized mortgage obligations$29,442,000791
CMOs issued by government agencies or sponsored agencies$29,291,000672
Privately issued$151,0001,263
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$39,497,0002,611
Total debt securities$39,491,0002,864
Structured notes
Amortized cost$5,484,0001,051
Fair value$5,541,0001,033
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$39,161,0002,883
U.S. Government securities$35,592,0002,340
U.S. Treasury securities$01,121
U.S. Government agency obligations$35,592,0002,266
Securities issued by states & political subdivisions$2,910,0003,933
Other domestic debt securities$659,0002,408
Privately issued residential mortgage-backed securities$155,0001,354
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$504,0001,652
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,550,0002,875
Mortgage-backed securities$23,523,0001,981
Certificates of participation in pools of residential mortgages$05,970
Issued or guaranteed by U.S.$05,957
Privately issued$0148
Collaterized mortgage obligations$23,523,000877
CMOs issued by government agencies or sponsored agencies$23,368,000741
Privately issued$155,0001,295
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$39,161,0002,589
Total debt securities$39,162,0002,855
Structured notes
Amortized cost$12,100,000551
Fair value$12,224,000550
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$38,280,0002,956
U.S. Government securities$34,627,0002,424
U.S. Treasury securities$01,130
U.S. Government agency obligations$34,627,0002,357
Securities issued by states & political subdivisions$2,979,0003,891
Other domestic debt securities$674,0002,458
Privately issued residential mortgage-backed securities$169,0001,384
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$505,0001,663
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,056,0002,558
Mortgage-backed securities$23,636,0002,040
Certificates of participation in pools of residential mortgages$06,066
Issued or guaranteed by U.S.$06,054
Privately issued$0145
Collaterized mortgage obligations$23,636,000847
CMOs issued by government agencies or sponsored agencies$23,467,000705
Privately issued$169,0001,328
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$38,280,0002,650
Total debt securities$38,279,0002,933
Structured notes
Amortized cost$11,105,000486
Fair value$11,160,000483
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$37,377,0003,007
U.S. Government securities$33,246,0002,476
U.S. Treasury securities$01,077
U.S. Government agency obligations$33,246,0002,409
Securities issued by states & political subdivisions$3,450,0003,742
Other domestic debt securities$681,0002,517
Privately issued residential mortgage-backed securities$184,0001,416
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$497,0001,752
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,554,0002,425
Mortgage-backed securities$24,843,0002,003
Certificates of participation in pools of residential mortgages$1,242,0004,836
Issued or guaranteed by U.S.$1,242,0004,826
Privately issued$0157
Collaterized mortgage obligations$23,601,000843
CMOs issued by government agencies or sponsored agencies$23,417,000679
Privately issued$184,0001,350
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$37,377,0002,679
Total debt securities$37,377,0002,983
Structured notes
Amortized cost$8,612,000487
Fair value$8,587,000485
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$45,073,0002,599
U.S. Government securities$37,255,0002,245
U.S. Treasury securities$01,047
U.S. Government agency obligations$37,255,0002,183
Securities issued by states & political subdivisions$7,127,0002,742
Other domestic debt securities$691,0002,610
Privately issued residential mortgage-backed securities$209,0001,454
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$482,0001,860
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,766,0001,853
Mortgage-backed securities$29,835,0001,779
Certificates of participation in pools of residential mortgages$2,061,0004,571
Issued or guaranteed by U.S.$2,061,0004,563
Privately issued$0171
Collaterized mortgage obligations$27,774,000758
CMOs issued by government agencies or sponsored agencies$27,565,000597
Privately issued$209,0001,390
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$45,073,0002,295
Total debt securities$45,075,0002,568
Structured notes
Amortized cost$7,617,000356
Fair value$7,629,000354
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$42,320,0002,663
U.S. Government securities$32,586,0002,444
U.S. Treasury securities$01,036
U.S. Government agency obligations$32,586,0002,389
Securities issued by states & political subdivisions$9,026,0002,366
Other domestic debt securities$708,0002,638
Privately issued residential mortgage-backed securities$234,0001,463
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$474,0001,912
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,243,0001,796
Mortgage-backed securities$26,738,0001,939
Certificates of participation in pools of residential mortgages$2,197,0004,573
Issued or guaranteed by U.S.$2,197,0004,561
Privately issued$0181
Collaterized mortgage obligations$24,541,000792
CMOs issued by government agencies or sponsored agencies$24,307,000606
Privately issued$234,0001,397
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$42,320,0002,354
Total debt securities$42,320,0002,638
Structured notes
Amortized cost$6,122,000251
Fair value$6,082,000252
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$39,972,0002,784
U.S. Government securities$30,648,0002,625
U.S. Treasury securities$0981
U.S. Government agency obligations$30,648,0002,568
Securities issued by states & political subdivisions$8,678,0002,347
Other domestic debt securities$646,0002,598
Privately issued residential mortgage-backed securities$259,0001,468
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$387,0002,080
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,433,0001,814
Mortgage-backed securities$27,177,0001,942
Certificates of participation in pools of residential mortgages$2,401,0004,595
Issued or guaranteed by U.S.$2,401,0004,584
Privately issued$0191
Collaterized mortgage obligations$24,776,000790
CMOs issued by government agencies or sponsored agencies$24,517,000598
Privately issued$259,0001,406
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$39,972,0002,492
Total debt securities$39,973,0002,760
Structured notes
Amortized cost$3,730,000344
Fair value$3,748,000339
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$39,660,0002,791
U.S. Government securities$30,227,0002,660
U.S. Treasury securities$0973
U.S. Government agency obligations$30,227,0002,607
Securities issued by states & political subdivisions$8,709,0002,299
Other domestic debt securities$724,0002,507
Privately issued residential mortgage-backed securities$272,0001,419
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$452,0001,975
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,376,0002,438
Mortgage-backed securities$28,241,0001,851
Certificates of participation in pools of residential mortgages$4,736,0003,807
Issued or guaranteed by U.S.$4,736,0003,794
Privately issued$0188
Collaterized mortgage obligations$23,505,000794
CMOs issued by government agencies or sponsored agencies$23,233,000596
Privately issued$272,0001,356
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$39,660,0002,487
Total debt securities$39,659,0002,760
Structured notes
Amortized cost$2,213,000579
Fair value$2,258,000569
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$34,706,0003,054
U.S. Government securities$25,693,0002,899
U.S. Treasury securities$01,019
U.S. Government agency obligations$25,693,0002,848
Securities issued by states & political subdivisions$8,262,0002,345
Other domestic debt securities$751,0002,430
Privately issued residential mortgage-backed securities$285,0001,378
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$466,0001,945
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,205,0001,809
Mortgage-backed securities$20,784,0002,188
Certificates of participation in pools of residential mortgages$5,153,0003,606
Issued or guaranteed by U.S.$5,153,0003,594
Privately issued$0192
Collaterized mortgage obligations$15,631,000970
CMOs issued by government agencies or sponsored agencies$15,346,000761
Privately issued$285,0001,317
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$34,706,0002,703
Total debt securities$34,705,0003,017
Structured notes
Amortized cost$5,132,000245
Fair value$5,194,000243
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$33,247,0003,198
U.S. Government securities$24,449,0003,057
U.S. Treasury securities$01,021
U.S. Government agency obligations$24,449,0002,999
Securities issued by states & political subdivisions$8,015,0002,413
Other domestic debt securities$783,0002,418
Privately issued residential mortgage-backed securities$293,0001,353
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$490,0001,927
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,322,0002,138
Mortgage-backed securities$18,713,0002,335
Certificates of participation in pools of residential mortgages$5,228,0003,586
Issued or guaranteed by U.S.$5,228,0003,570
Privately issued$0202
Collaterized mortgage obligations$13,485,0001,051
CMOs issued by government agencies or sponsored agencies$13,192,000832
Privately issued$293,0001,287
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$33,247,0002,857
Total debt securities$33,247,0003,161
Structured notes
Amortized cost$5,468,000252
Fair value$5,527,000246
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$30,883,0003,376
U.S. Government securities$24,556,0003,049
U.S. Treasury securities$01,044
U.S. Government agency obligations$24,556,0002,998
Securities issued by states & political subdivisions$6,026,0002,857
Other domestic debt securities$301,0002,774
Privately issued residential mortgage-backed securities$301,0001,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,076,0002,018
Mortgage-backed securities$16,750,0002,429
Certificates of participation in pools of residential mortgages$4,692,0003,606
Issued or guaranteed by U.S.$4,692,0003,590
Privately issued$0205
Collaterized mortgage obligations$12,058,0001,110
CMOs issued by government agencies or sponsored agencies$11,757,000885
Privately issued$301,0001,273
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$30,883,0002,996
Total debt securities$30,883,0003,325
Structured notes
Amortized cost$7,384,000185
Fair value$7,601,000182
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$29,928,0003,450
U.S. Government securities$23,423,0003,216
U.S. Treasury securities$01,146
U.S. Government agency obligations$23,423,0003,146
Securities issued by states & political subdivisions$5,681,0002,928
Other domestic debt securities$824,0002,149
Privately issued residential mortgage-backed securities$324,0001,225
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,719
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,274,0002,032
Mortgage-backed securities$12,704,0002,564
Certificates of participation in pools of residential mortgages$1,975,0004,363
Issued or guaranteed by U.S.$1,975,0004,348
Privately issued$0191
Collaterized mortgage obligations$10,729,0001,102
CMOs issued by government agencies or sponsored agencies$10,405,000907
Privately issued$324,0001,165
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$29,928,0003,059
Total debt securities$29,924,0003,399
Structured notes
Amortized cost$8,309,000292
Fair value$8,541,000282
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$30,528,0003,419
U.S. Government securities$24,553,0003,151
U.S. Treasury securities$01,235
U.S. Government agency obligations$24,553,0003,084
Securities issued by states & political subdivisions$5,647,0002,901
Other domestic debt securities$328,0002,537
Privately issued residential mortgage-backed securities$328,0001,190
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,226,0002,023
Mortgage-backed securities$13,446,0002,320
Certificates of participation in pools of residential mortgages$2,060,0004,163
Issued or guaranteed by U.S.$2,060,0004,150
Privately issued$0194
Collaterized mortgage obligations$11,386,0001,019
CMOs issued by government agencies or sponsored agencies$11,058,000826
Privately issued$328,0001,129
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$30,528,0002,996
Total debt securities$30,529,0003,378
Structured notes
Amortized cost$8,793,000338
Fair value$8,940,000326
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$29,572,0003,459
U.S. Government securities$23,670,0003,218
U.S. Treasury securities$01,362
U.S. Government agency obligations$23,670,0003,141
Securities issued by states & political subdivisions$5,560,0002,923
Other domestic debt securities$342,0002,478
Privately issued residential mortgage-backed securities$342,0001,139
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,817,0002,115
Mortgage-backed securities$13,254,0002,271
Certificates of participation in pools of residential mortgages$2,143,0004,097
Issued or guaranteed by U.S.$2,143,0004,085
Privately issued$0207
Collaterized mortgage obligations$11,111,000997
CMOs issued by government agencies or sponsored agencies$10,769,000815
Privately issued$342,0001,075
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$29,572,0003,039
Total debt securities$29,572,0003,420
Structured notes
Amortized cost$7,820,000415
Fair value$7,781,000413
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$29,323,0003,505
U.S. Government securities$23,290,0003,284
U.S. Treasury securities$01,448
U.S. Government agency obligations$23,290,0003,193
Securities issued by states & political subdivisions$5,662,0002,907
Other domestic debt securities$371,0002,471
Privately issued residential mortgage-backed securities$371,0001,087
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,672,0002,228
Mortgage-backed securities$13,627,0002,233
Certificates of participation in pools of residential mortgages$1,541,0004,445
Issued or guaranteed by U.S.$1,541,0004,428
Privately issued$0218
Collaterized mortgage obligations$12,086,000935
CMOs issued by government agencies or sponsored agencies$11,715,000760
Privately issued$371,0001,019
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$29,323,0003,053
Total debt securities$29,325,0003,468
Structured notes
Amortized cost$6,976,000525
Fair value$7,054,000498
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$28,581,0003,592
U.S. Government securities$22,525,0003,410
U.S. Treasury securities$01,498
U.S. Government agency obligations$22,525,0003,316
Securities issued by states & political subdivisions$5,668,0002,923
Other domestic debt securities$388,0002,487
Privately issued residential mortgage-backed securities$388,0001,057
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,809,0002,473
Mortgage-backed securities$13,926,0002,208
Certificates of participation in pools of residential mortgages$1,122,0004,709
Issued or guaranteed by U.S.$1,122,0004,692
Privately issued$0208
Collaterized mortgage obligations$12,804,000910
CMOs issued by government agencies or sponsored agencies$12,416,000747
Privately issued$388,000996
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$28,581,0003,136
Total debt securities$28,582,0003,541
Structured notes
Amortized cost$5,982,000631
Fair value$6,017,000607
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$27,050,0003,759
U.S. Government securities$20,677,0003,671
U.S. Treasury securities$01,574
U.S. Government agency obligations$20,677,0003,568
Securities issued by states & political subdivisions$5,974,0002,830
Other domestic debt securities$399,0002,517
Privately issued residential mortgage-backed securities$399,0001,031
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,025,0002,550
Mortgage-backed securities$14,199,0002,188
Certificates of participation in pools of residential mortgages$1,193,0004,668
Issued or guaranteed by U.S.$1,193,0004,643
Privately issued$0214
Collaterized mortgage obligations$13,006,000891
CMOs issued by government agencies or sponsored agencies$12,607,000731
Privately issued$399,000960
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$27,050,0003,282
Total debt securities$27,051,0003,702
Structured notes
Amortized cost$3,907,0001,009
Fair value$3,919,000991
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$27,752,0003,685
U.S. Government securities$19,909,0003,784
U.S. Treasury securities$01,634
U.S. Government agency obligations$19,909,0003,669
Securities issued by states & political subdivisions$7,429,0002,470
Other domestic debt securities$414,0002,524
Privately issued residential mortgage-backed securities$414,0001,012
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,150,0002,658
Mortgage-backed securities$14,548,0002,155
Certificates of participation in pools of residential mortgages$1,261,0004,645
Issued or guaranteed by U.S.$1,261,0004,622
Privately issued$0211
Collaterized mortgage obligations$13,287,000882
CMOs issued by government agencies or sponsored agencies$12,873,000719
Privately issued$414,000948
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$27,752,0003,208
Total debt securities$27,752,0003,630
Structured notes
Amortized cost$2,889,0001,318
Fair value$2,845,0001,310
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$30,316,0003,528
U.S. Government securities$19,554,0003,871
U.S. Treasury securities$01,715
U.S. Government agency obligations$19,554,0003,751
Securities issued by states & political subdivisions$7,772,0002,390
Other domestic debt securities$2,990,0001,325
Privately issued residential mortgage-backed securities$440,000988
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,550,000979
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,107,0002,794
Mortgage-backed securities$15,122,0002,131
Certificates of participation in pools of residential mortgages$1,357,0004,611
Issued or guaranteed by U.S.$1,357,0004,592
Privately issued$0205
Collaterized mortgage obligations$13,765,000861
CMOs issued by government agencies or sponsored agencies$13,325,000714
Privately issued$440,000927
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$30,316,0003,057
Total debt securities$30,316,0003,473
Structured notes
Amortized cost$1,450,0001,938
Fair value$1,433,0001,936
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$28,289,0003,720
U.S. Government securities$17,093,0004,213
U.S. Treasury securities$01,737
U.S. Government agency obligations$17,093,0004,079
Securities issued by states & political subdivisions$7,734,0002,381
Other domestic debt securities$3,462,0001,270
Privately issued residential mortgage-backed securities$462,000943
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,000,000937
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,342,0003,002
Mortgage-backed securities$13,110,0002,329
Certificates of participation in pools of residential mortgages$1,450,0004,587
Issued or guaranteed by U.S.$1,450,0004,567
Privately issued$0216
Collaterized mortgage obligations$11,660,000948
CMOs issued by government agencies or sponsored agencies$11,198,000800
Privately issued$462,000880
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$28,289,0003,223
Total debt securities$28,287,0003,662
Structured notes
Amortized cost$1,450,0001,932
Fair value$1,441,0001,930
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$24,535,0004,053
U.S. Government securities$16,453,0004,267
U.S. Treasury securities$01,786
U.S. Government agency obligations$16,453,0004,143
Securities issued by states & political subdivisions$7,571,0002,378
Other domestic debt securities$511,0002,511
Privately issued residential mortgage-backed securities$511,000901
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,227,0002,832
Mortgage-backed securities$12,499,0002,422
Certificates of participation in pools of residential mortgages$1,568,0004,568
Issued or guaranteed by U.S.$1,568,0004,551
Privately issued$0225
Collaterized mortgage obligations$10,931,000986
CMOs issued by government agencies or sponsored agencies$10,420,000844
Privately issued$511,000839
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$24,535,0003,502
Total debt securities$24,536,0003,998
Structured notes
Amortized cost$1,449,0001,893
Fair value$1,446,0001,888
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$28,090,0003,744
U.S. Government securities$20,115,0003,778
U.S. Treasury securities$01,839
U.S. Government agency obligations$20,115,0003,658
Securities issued by states & political subdivisions$7,445,0002,390
Other domestic debt securities$530,0002,567
Privately issued residential mortgage-backed securities$530,000889
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,906,0002,388
Mortgage-backed securities$16,165,0002,110
Certificates of participation in pools of residential mortgages$1,698,0004,557
Issued or guaranteed by U.S.$1,698,0004,536
Privately issued$0223
Collaterized mortgage obligations$14,467,000857
CMOs issued by government agencies or sponsored agencies$13,937,000730
Privately issued$530,000819
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$28,090,0003,245
Total debt securities$28,091,0003,693
Structured notes
Amortized cost$1,449,0001,883
Fair value$1,446,0001,879
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$33,012,0003,378
U.S. Government securities$24,914,0003,297
U.S. Treasury securities$01,963
U.S. Government agency obligations$24,914,0003,167
Securities issued by states & political subdivisions$7,542,0002,372
Other domestic debt securities$556,0002,612
Privately issued residential mortgage-backed securities$556,000874
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,331,0002,447
Mortgage-backed securities$21,016,0001,851
Certificates of participation in pools of residential mortgages$1,827,0004,549
Issued or guaranteed by U.S.$1,827,0004,535
Privately issued$0207
Collaterized mortgage obligations$19,189,000736
CMOs issued by government agencies or sponsored agencies$18,633,000624
Privately issued$556,000810
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$33,012,0002,911
Total debt securities$33,013,0003,329
Structured notes
Amortized cost$1,448,0001,867
Fair value$1,436,0001,859
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$40,818,0002,858
U.S. Government securities$30,378,0002,833
U.S. Treasury securities$01,963
U.S. Government agency obligations$30,378,0002,729
Securities issued by states & political subdivisions$7,616,0002,389
Other domestic debt securities$2,824,0001,540
Privately issued residential mortgage-backed securities$599,000844
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,225,0001,330
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,572,0001,695
Mortgage-backed securities$26,472,0001,614
Certificates of participation in pools of residential mortgages$1,969,0004,479
Issued or guaranteed by U.S.$1,969,0004,464
Privately issued$0203
Collaterized mortgage obligations$24,503,000641
CMOs issued by government agencies or sponsored agencies$23,904,000543
Privately issued$599,000782
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$40,818,0002,449
Total debt securities$40,818,0002,800
Structured notes
Amortized cost$1,447,0001,827
Fair value$1,447,0001,823
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$37,599,0003,046
U.S. Government securities$29,301,0002,891
U.S. Treasury securities$01,990
U.S. Government agency obligations$29,301,0002,780
Securities issued by states & political subdivisions$7,661,0002,401
Other domestic debt securities$637,0002,626
Privately issued residential mortgage-backed securities$637,000784
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,469,0001,781
Mortgage-backed securities$25,348,0001,664
Certificates of participation in pools of residential mortgages$1,775,0004,645
Issued or guaranteed by U.S.$1,775,0004,631
Privately issued$0225
Collaterized mortgage obligations$23,573,000660
CMOs issued by government agencies or sponsored agencies$22,936,000562
Privately issued$637,000726
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$37,599,0002,599
Total debt securities$37,598,0002,983
Structured notes
Amortized cost$1,497,0001,802
Fair value$1,501,0001,738
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$35,094,0003,255
U.S. Government securities$26,963,0003,130
U.S. Treasury securities$02,098
U.S. Government agency obligations$26,963,0003,003
Securities issued by states & political subdivisions$7,456,0002,422
Other domestic debt securities$675,0002,705
Privately issued residential mortgage-backed securities$675,000760
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,512,0001,636
Mortgage-backed securities$26,129,0001,657
Certificates of participation in pools of residential mortgages$1,847,0004,662
Issued or guaranteed by U.S.$1,847,0004,647
Privately issued$0225
Collaterized mortgage obligations$24,282,000652
CMOs issued by government agencies or sponsored agencies$23,607,000559
Privately issued$675,000709
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$35,094,0002,808
Total debt securities$35,095,0003,196
Structured notes
Amortized cost$501,0002,381
Fair value$502,0002,387
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$38,815,0003,005
U.S. Government securities$30,593,0002,769
U.S. Treasury securities$02,082
U.S. Government agency obligations$30,593,0002,680
Securities issued by states & political subdivisions$8,222,0002,277
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,970,0001,556
Mortgage-backed securities$29,071,0001,556
Certificates of participation in pools of residential mortgages$2,490,0004,366
Issued or guaranteed by U.S.$2,490,0004,354
Privately issued$0230
Collaterized mortgage obligations$26,581,000640
CMOs issued by government agencies or sponsored agencies$26,581,000539
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$38,815,0002,588
Total debt securities$38,815,0002,941
Structured notes
Amortized cost$501,0002,154
Fair value$505,0002,200
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$44,014,0002,771
U.S. Government securities$32,433,0002,751
U.S. Treasury securities$02,227
U.S. Government agency obligations$32,433,0002,657
Securities issued by states & political subdivisions$8,581,0002,224
Other domestic debt securities$3,000,0001,694
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,000,0001,416
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,035,0001,433
Mortgage-backed securities$30,900,0001,501
Certificates of participation in pools of residential mortgages$2,702,0004,237
Issued or guaranteed by U.S.$2,702,0004,223
Privately issued$0248
Collaterized mortgage obligations$28,198,000617
CMOs issued by government agencies or sponsored agencies$28,198,000563
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$44,014,0002,390
Total debt securities$44,012,0002,709
Structured notes
Amortized cost$502,0002,023
Fair value$506,0002,049
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$38,397,0003,032
U.S. Government securities$29,765,0002,846
U.S. Treasury securities$02,287
U.S. Government agency obligations$29,765,0002,742
Securities issued by states & political subdivisions$8,632,0002,202
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,891,0001,580
Mortgage-backed securities$27,849,0001,599
Certificates of participation in pools of residential mortgages$2,939,0004,123
Issued or guaranteed by U.S.$2,939,0004,108
Privately issued$0253
Collaterized mortgage obligations$24,910,000666
CMOs issued by government agencies or sponsored agencies$24,910,000615
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$38,397,0002,610
Total debt securities$38,396,0002,955
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$40,724,0002,835
U.S. Government securities$30,880,0002,676
U.S. Treasury securities$02,322
U.S. Government agency obligations$30,880,0002,582
Securities issued by states & political subdivisions$8,844,0002,127
Other domestic debt securities$1,000,0002,789
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0002,465
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,368,0001,678
Mortgage-backed securities$28,950,0001,577
Certificates of participation in pools of residential mortgages$1,955,0004,711
Issued or guaranteed by U.S.$1,955,0004,694
Privately issued$0256
Collaterized mortgage obligations$26,995,000677
CMOs issued by government agencies or sponsored agencies$26,995,000623
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$40,724,0002,440
Total debt securities$40,723,0002,759
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$37,115,0003,003
U.S. Government securities$24,738,0003,154
U.S. Treasury securities$02,382
U.S. Government agency obligations$24,738,0003,017
Securities issued by states & political subdivisions$8,627,0002,088
Other domestic debt securities$3,750,0001,657
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,750,0001,387
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,202,0002,689
Mortgage-backed securities$23,704,0001,818
Certificates of participation in pools of residential mortgages$2,382,0004,477
Issued or guaranteed by U.S.$2,382,0004,459
Privately issued$0257
Collaterized mortgage obligations$21,322,000801
CMOs issued by government agencies or sponsored agencies$21,322,000733
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$37,115,0002,579
Total debt securities$37,114,0002,922
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$30,547,0003,487
U.S. Government securities$24,319,0003,191
U.S. Treasury securities$02,544
U.S. Government agency obligations$24,319,0003,041
Securities issued by states & political subdivisions$5,728,0002,701
Other domestic debt securities$500,0003,338
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,957
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,030,0002,014
Mortgage-backed securities$23,781,0001,772
Certificates of participation in pools of residential mortgages$2,782,0004,262
Issued or guaranteed by U.S.$2,782,0004,247
Privately issued$0252
Collaterized mortgage obligations$20,999,000805
CMOs issued by government agencies or sponsored agencies$20,999,000738
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$30,547,0002,983
Total debt securities$30,546,0003,408
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$31,899,0003,188
U.S. Government securities$28,599,0002,639
U.S. Treasury securities$03,182
U.S. Government agency obligations$28,599,0002,500
Securities issued by states & political subdivisions$2,300,0004,102
Other domestic debt securities$1,000,0002,920
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0002,520
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,205,0004,328
Mortgage-backed securities$26,036,0001,526
Certificates of participation in pools of residential mortgages$3,786,0003,551
Issued or guaranteed by U.S.$3,786,0003,535
Privately issued$0260
Collaterized mortgage obligations$22,250,000774
CMOs issued by government agencies or sponsored agencies$22,250,000705
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$31,899,0002,668
Total debt securities$31,899,0003,128
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$32,636,0003,226
U.S. Government securities$18,553,0003,894
U.S. Treasury securities$04,186
U.S. Government agency obligations$18,553,0003,620
Securities issued by states & political subdivisions$1,599,0004,731
Other domestic debt securities$12,000,000732
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$12,000,000592
Foreign debt securities$0313
Equity securities$484,0003,908
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,398,0004,914
Mortgage-backed securities$15,065,0001,805
Certificates of participation in pools of residential mortgages$4,448,0002,822
Issued or guaranteed by U.S.$4,448,0002,803
Privately issued$0308
Collaterized mortgage obligations$10,617,000962
CMOs issued by government agencies or sponsored agencies$10,617,000867
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$32,636,0002,593
Total debt securities$32,152,0003,164
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$20,847,0004,706
U.S. Government securities$15,227,0004,717
U.S. Treasury securities$05,412
U.S. Government agency obligations$15,227,0004,249
Securities issued by states & political subdivisions$5,153,0002,861
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$467,0003,868
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,729,0005,252
Mortgage-backed securities$12,079,0002,247
Certificates of participation in pools of residential mortgages$4,782,0002,872
Issued or guaranteed by U.S.$4,782,0002,860
Privately issued$0307
Collaterized mortgage obligations$7,297,0001,324
CMOs issued by government agencies or sponsored agencies$7,297,0001,190
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$20,847,0003,777
Total debt securities$20,380,0004,657
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$35,206,0003,172
U.S. Government securities$31,264,0002,721
U.S. Treasury securities$1,069,0004,831
U.S. Government agency obligations$30,195,0002,354
Securities issued by states & political subdivisions$3,494,0003,685
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$448,0003,813
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,829,0003,953
Mortgage-backed securities$24,370,0001,505
Certificates of participation in pools of residential mortgages$6,715,0002,532
Issued or guaranteed by U.S.$6,715,0002,518
Privately issued$0349
Collaterized mortgage obligations$17,655,000825
CMOs issued by government agencies or sponsored agencies$17,655,000749
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$35,206,0002,397
Total debt securities$34,758,0003,111
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$29,421,0003,693
U.S. Government securities$25,597,0003,365
U.S. Treasury securities$1,564,0005,587
U.S. Government agency obligations$24,033,0002,773
Securities issued by states & political subdivisions$3,404,0003,555
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$420,0003,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,600,0004,225
Mortgage-backed securities$16,735,0001,873
Certificates of participation in pools of residential mortgages$844,0005,602
Issued or guaranteed by U.S.$844,0005,584
Privately issued$0394
Collaterized mortgage obligations$15,891,000804
CMOs issued by government agencies or sponsored agencies$15,891,000769
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$29,421,0002,668
Total debt securities$29,001,0003,632
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$32,939,0003,635
U.S. Government securities$28,208,0003,376
U.S. Treasury securities$3,887,0004,484
U.S. Government agency obligations$24,321,0002,851
Securities issued by states & political subdivisions$3,672,0003,457
Other domestic debt securities$553,0002,551
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$553,0001,940
Foreign debt securitiesNANA
Equity securities$506,0003,496
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,000,0005,867
Mortgage-backed securities$12,861,0002,505
Certificates of participation in pools of residential mortgages$937,0005,926
Issued or guaranteed by U.S.$937,0005,911
Privately issued$0472
Collaterized mortgage obligations$11,924,0001,098
CMOs issued by government agencies or sponsored agencies$11,924,0001,038
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$32,939,0002,523
Total debt securities$32,433,0003,592
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$30,955,0003,972
U.S. Government securities$25,903,0003,792
U.S. Treasury securities$9,917,0002,755
U.S. Government agency obligations$15,986,0003,986
Securities issued by states & political subdivisions$4,254,0003,194
Other domestic debt securities$568,0003,017
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$568,0002,360
Foreign debt securitiesNANA
Equity securities$230,0004,789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,000,0006,870
Mortgage-backed securities$5,430,0004,321
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$5,430,0002,069
CMOs issued by government agencies or sponsored agencies$5,430,0001,966
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$30,955,0002,737
Total debt securities$30,725,0003,904
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$32,460,0004,002
U.S. Government securities$25,985,0003,954
U.S. Treasury securities$15,878,0002,203
U.S. Government agency obligations$10,107,0005,329
Securities issued by states & political subdivisions$5,298,0002,799
Other domestic debt securities$953,0002,887
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$953,0002,312
Foreign debt securitiesNANA
Equity securities$224,0004,586
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,127
Mortgage-backed securities$7,846,0003,742
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$7,846,0001,719
CMOs issued by government agencies or sponsored agencies$7,846,0001,622
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$29,466,0002,477
Available-for-sale securities (fair market value)$2,994,0008,124
Total debt securities$32,236,0003,939
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$39,491,0003,509
U.S. Government securities$33,106,0003,294
U.S. Treasury securities$22,542,0001,650
U.S. Government agency obligations$10,564,0005,389
Securities issued by states & political subdivisions$6,123,0002,523
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$262,0004,092
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,569
Mortgage-backed securities$9,764,0003,687
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$9,764,0001,731
CMOs issued by government agencies or sponsored agencies$9,764,0001,636
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$39,229,0003,458
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$42,499,0003,209
U.S. Government securities$33,813,0003,179
U.S. Treasury securities$15,562,0002,383
U.S. Government agency obligations$18,251,0003,503
Securities issued by states & political subdivisions$7,930,0001,741
Other domestic debt securities$500,0005,073
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$500,0003,807
Foreign debt securitiesNANA
Equity securities$256,0003,559
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,910
Mortgage-backed securities$14,450,0002,912
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$14,450,0001,270
CMOs issued by government agencies or sponsored agencies$14,450,0001,137
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$42,243,0003,142
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