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Community First Bank, Securities

2024-09-30Rank
Total securities$33,523,0002,990
U.S. Government securities$12,066,0003,383
U.S. Treasury securities$990,0002,319
U.S. Government agency obligations$11,076,0003,115
Securities issued by states & political subdivisions$18,501,0001,836
Other domestic debt securities$2,974,0001,550
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$1,224,000600
Other domestic debt securities - All other$1,750,0001,390
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$2,821,0003,525
Mortgage-backed securities$10,484,0002,598
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$6,942,0002,349
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$865,0002,313
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,959,0001,036
Other commercial mortgage-backed securities$718,0001,162
Held to maturity securities (book value)$500,0001,536
Available-for-sale securities (fair market value)$33,041,0002,781
Total debt securities$33,538,0002,968
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 contractsNANA
2024-06-30Rank
Total securities$33,095,0003,016
U.S. Government securities$12,038,0003,400
U.S. Treasury securities$977,0002,404
U.S. Government agency obligations$11,061,0003,097
Securities issued by states & political subdivisions$18,126,0001,845
Other domestic debt securities$2,951,0001,573
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$1,201,000595
Other domestic debt securities - All other$1,750,0001,415
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$2,154,0003,588
Mortgage-backed securities$10,442,0002,547
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$6,899,0002,320
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$885,0002,256
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,964,0001,018
Other commercial mortgage-backed securities$694,0001,147
Held to maturity securities (book value)$500,0001,553
Available-for-sale securities (fair market value)$32,615,0002,804
Total debt securities$33,112,0002,994
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 contractsNANA
2024-03-31Rank
Total securities$35,338,0002,978
U.S. Government securities$9,967,0003,572
U.S. Treasury securities$973,0002,517
U.S. Government agency obligations$8,994,0003,318
Securities issued by states & political subdivisions$22,446,0001,652
Other domestic debt securities$2,945,0001,569
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$1,195,000551
Other domestic debt securities - All other$1,750,0001,380
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$2,164,0003,619
Mortgage-backed securities$8,349,0002,715
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,279,0002,533
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$916,0002,213
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,462,0001,140
Other commercial mortgage-backed securities$692,0001,177
Held to maturity securities (book value)$500,0001,574
Available-for-sale securities (fair market value)$34,858,0002,771
Total debt securities$35,350,0002,960
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 contractsNANA
2023-12-31Rank
Total securities$35,930,0002,990
U.S. Government securities$10,350,0003,557
U.S. Treasury securities$973,0002,541
U.S. Government agency obligations$9,377,0003,287
Securities issued by states & political subdivisions$22,654,0001,664
Other domestic debt securities$2,946,0001,593
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$1,196,000542
Other domestic debt securities - All other$1,750,0001,401
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$2,218,0003,618
Mortgage-backed securities$8,704,0002,675
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,559,0002,501
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$934,0002,188
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,496,0001,102
Other commercial mortgage-backed securities$715,0001,165
Held to maturity securities (book value)$500,0001,593
Available-for-sale securities (fair market value)$35,450,0002,778
Total debt securities$35,950,0002,970
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$34,436,0003,049
U.S. Government securities$10,398,0003,572
U.S. Treasury securities$959,0002,605
U.S. Government agency obligations$9,439,0003,266
Securities issued by states & political subdivisions$21,134,0001,712
Other domestic debt securities$2,924,0001,580
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$1,174,000535
Other domestic debt securities - All other$1,750,0001,396
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$1,117,0003,745
Mortgage-backed securities$8,724,0002,668
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,561,0002,491
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$970,0002,148
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,499,0001,078
Other commercial mortgage-backed securities$694,0001,170
Held to maturity securities (book value)$500,0001,612
Available-for-sale securities (fair market value)$33,956,0002,815
Total debt securities$34,459,0003,030
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$36,112,0003,041
U.S. Government securities$10,992,0003,579
U.S. Treasury securities$963,0002,618
U.S. Government agency obligations$10,029,0003,266
Securities issued by states & political subdivisions$21,805,0001,735
Other domestic debt securities$3,335,0001,534
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$1,185,000525
Other domestic debt securities - All other$2,150,0001,319
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$1,090,0003,743
Mortgage-backed securities$9,287,0002,662
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,974,0002,492
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,015,0002,132
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,548,0001,068
Other commercial mortgage-backed securities$750,0001,153
Held to maturity securities (book value)$500,0001,631
Available-for-sale securities (fair market value)$35,632,0002,810
Total debt securities$36,131,0003,018
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$38,903,0003,038
U.S. Government securities$13,129,0003,514
U.S. Treasury securities$975,0002,678
U.S. Government agency obligations$12,154,0003,135
Securities issued by states & political subdivisions$22,454,0001,758
Other domestic debt securities$3,340,0001,569
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$1,190,000525
Other domestic debt securities - All other$2,150,0001,355
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$1,081,0003,737
Mortgage-backed securities$11,391,0002,549
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$7,290,0002,392
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,462,0002,044
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,875,0001,022
Other commercial mortgage-backed securities$764,0001,164
Held to maturity securities (book value)$500,0001,689
Available-for-sale securities (fair market value)$38,423,0002,809
Total debt securities$38,923,0003,016
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$38,542,0003,086
U.S. Government securities$12,800,0003,566
U.S. Treasury securities$968,0002,724
U.S. Government agency obligations$11,832,0003,158
Securities issued by states & political subdivisions$22,404,0001,820
Other domestic debt securities$3,338,0001,596
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$1,188,000546
Other domestic debt securities - All other$2,150,0001,367
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$1,076,0003,695
Mortgage-backed securities$11,832,0002,552
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$7,608,0002,385
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,532,0002,041
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,927,0001,005
Other commercial mortgage-backed securities$765,0001,158
Held to maturity securities (book value)$500,0001,701
Available-for-sale securities (fair market value)$38,042,0002,860
Total debt securities$38,541,0003,065
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$37,923,0003,120
U.S. Government securities$13,196,0003,547
U.S. Treasury securities$969,0002,739
U.S. Government agency obligations$12,227,0003,144
Securities issued by states & political subdivisions$21,391,0001,872
Other domestic debt securities$3,336,0001,565
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$1,186,000403
Other domestic debt securities - All other$2,150,0001,373
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$1,001,0003,719
Mortgage-backed securities$12,227,0002,541
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$7,837,0002,372
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,632,0002,023
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,982,0001,021
Other commercial mortgage-backed securities$776,0001,195
Held to maturity securities (book value)$500,0001,689
Available-for-sale securities (fair market value)$37,423,0002,882
Total debt securities$37,924,0003,096
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$39,471,0003,111
U.S. Government securities$15,264,0003,448
U.S. Treasury securities$982,0002,704
U.S. Government agency obligations$14,282,0003,031
Securities issued by states & political subdivisions$22,057,0001,881
Other domestic debt securities$2,150,0001,671
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$2,150,0001,369
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$1,047,0003,741
Mortgage-backed securities$14,282,0002,465
Certificates of participation in pools of residential mortgages$8,398,0002,423
Issued or guaranteed by U.S.$8,398,0002,359
Privately issued$0231
Collaterized mortgage obligations$1,783,0002,093
CMOs issued by government agencies or sponsored agencies$1,783,0002,019
Privately issued$0553
Commercial mortgage-backed securities$4,101,0001,259
Commercial mortgage pass-through securities$2,106,000987
Other commercial mortgage-backed securities$1,995,0001,060
Held to maturity securities (book value)$500,0001,628
Available-for-sale securities (fair market value)$38,971,0002,889
Total debt securities$39,470,0003,094
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$40,152,0003,057
U.S. Government securities$14,394,0003,431
U.S. Treasury securities$1,007,0002,423
U.S. Government agency obligations$13,387,0003,094
Securities issued by states & political subdivisions$23,608,0001,818
Other domestic debt securities$2,150,0001,656
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$2,150,0001,355
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$1,304,0003,718
Mortgage-backed securities$13,387,0002,537
Certificates of participation in pools of residential mortgages$7,791,0002,498
Issued or guaranteed by U.S.$7,791,0002,436
Privately issued$0238
Collaterized mortgage obligations$1,151,0002,245
CMOs issued by government agencies or sponsored agencies$1,151,0002,177
Privately issued$0536
Commercial mortgage-backed securities$4,445,0001,218
Commercial mortgage pass-through securities$2,273,000970
Other commercial mortgage-backed securities$2,172,0001,030
Held to maturity securities (book value)$500,0001,537
Available-for-sale securities (fair market value)$39,652,0002,874
Total debt securities$40,152,0003,042
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$35,988,0003,096
U.S. Government securities$10,461,0003,565
U.S. Treasury securities$02,212
U.S. Government agency obligations$10,461,0003,270
Securities issued by states & political subdivisions$23,377,0001,888
Other domestic debt securities$2,150,0001,601
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$2,150,0001,283
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$1,558,0003,680
Mortgage-backed securities$10,461,0002,719
Certificates of participation in pools of residential mortgages$6,164,0002,669
Issued or guaranteed by U.S.$6,164,0002,587
Privately issued$0246
Collaterized mortgage obligations$1,314,0002,201
CMOs issued by government agencies or sponsored agencies$1,314,0002,144
Privately issued$0500
Commercial mortgage-backed securities$2,983,0001,353
Commercial mortgage pass-through securities$1,994,0001,019
Other commercial mortgage-backed securities$989,0001,188
Held to maturity securities (book value)$500,0001,447
Available-for-sale securities (fair market value)$35,488,0002,940
Total debt securities$35,988,0003,073
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$32,115,0003,182
U.S. Government securities$10,772,0003,487
U.S. Treasury securities$02,008
U.S. Government agency obligations$10,772,0003,244
Securities issued by states & political subdivisions$19,193,0002,058
Other domestic debt securities$2,150,0001,529
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$2,150,0001,214
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$04,110
Mortgage-backed securities$10,772,0002,727
Certificates of participation in pools of residential mortgages$6,679,0002,629
Issued or guaranteed by U.S.$6,679,0002,558
Privately issued$0234
Collaterized mortgage obligations$1,496,0002,171
CMOs issued by government agencies or sponsored agencies$1,496,0002,121
Privately issued$0491
Commercial mortgage-backed securities$2,597,0001,398
Commercial mortgage pass-through securities$2,597,000928
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$500,0001,452
Available-for-sale securities (fair market value)$31,615,0003,017
Total debt securities$32,120,0003,162
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$33,514,0003,080
U.S. Government securities$11,626,0003,384
U.S. Treasury securities$01,913
U.S. Government agency obligations$11,626,0003,164
Securities issued by states & political subdivisions$19,738,0001,992
Other domestic debt securities$2,150,0001,490
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$2,150,0001,156
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$04,151
Mortgage-backed securities$11,626,0002,641
Certificates of participation in pools of residential mortgages$7,125,0002,560
Issued or guaranteed by U.S.$7,125,0002,484
Privately issued$0247
Collaterized mortgage obligations$1,779,0002,093
CMOs issued by government agencies or sponsored agencies$1,779,0002,041
Privately issued$0478
Commercial mortgage-backed securities$2,722,0001,367
Commercial mortgage pass-through securities$2,722,000918
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$500,0001,433
Available-for-sale securities (fair market value)$33,014,0002,920
Total debt securities$33,513,0003,061
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$35,534,0002,885
U.S. Government securities$12,445,0003,233
U.S. Treasury securities$01,631
U.S. Government agency obligations$12,445,0003,051
Securities issued by states & political subdivisions$20,939,0001,885
Other domestic debt securities$2,150,0001,449
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$2,150,0001,091
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$04,172
Mortgage-backed securities$12,445,0002,532
Certificates of participation in pools of residential mortgages$7,705,0002,427
Issued or guaranteed by U.S.$7,705,0002,353
Privately issued$0261
Collaterized mortgage obligations$1,953,0002,019
CMOs issued by government agencies or sponsored agencies$1,953,0001,966
Privately issued$0475
Commercial mortgage-backed securities$2,787,0001,345
Commercial mortgage pass-through securities$2,787,000887
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$500,0001,421
Available-for-sale securities (fair market value)$35,034,0002,721
Total debt securities$35,534,0002,865
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$33,552,0002,857
U.S. Government securities$11,564,0003,157
U.S. Treasury securities$01,194
U.S. Government agency obligations$11,564,0003,010
Securities issued by states & political subdivisions$19,838,0001,904
Other domestic debt securities$2,150,0001,403
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$2,150,0001,052
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$04,195
Mortgage-backed securities$11,564,0002,506
Certificates of participation in pools of residential mortgages$6,505,0002,475
Issued or guaranteed by U.S.$6,505,0002,404
Privately issued$0245
Collaterized mortgage obligations$2,105,0002,008
CMOs issued by government agencies or sponsored agencies$2,105,0001,960
Privately issued$0474
Commercial mortgage-backed securities$2,954,0001,275
Commercial mortgage pass-through securities$2,954,000826
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$500,0001,406
Available-for-sale securities (fair market value)$33,052,0002,707
Total debt securities$33,553,0002,838
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$31,028,0002,864
U.S. Government securities$11,233,0003,137
U.S. Treasury securities$01,216
U.S. Government agency obligations$11,233,0002,997
Securities issued by states & political subdivisions$18,145,0001,885
Other domestic debt securities$1,650,0001,495
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$1,650,0001,125
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$04,211
Mortgage-backed securities$10,075,0002,638
Certificates of participation in pools of residential mortgages$5,889,0002,538
Issued or guaranteed by U.S.$5,889,0002,462
Privately issued$0251
Collaterized mortgage obligations$2,297,0001,985
CMOs issued by government agencies or sponsored agencies$2,297,0001,936
Privately issued$0464
Commercial mortgage-backed securities$1,889,0001,422
Commercial mortgage pass-through securities$1,889,000962
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$31,028,0002,680
Total debt securities$31,021,0002,843
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$29,033,0002,899
U.S. Government securities$11,365,0003,128
U.S. Treasury securities$01,251
U.S. Government agency obligations$11,365,0002,990
Securities issued by states & political subdivisions$16,018,0001,945
Other domestic debt securities$1,650,0001,431
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$1,650,0001,075
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$04,254
Mortgage-backed securities$10,127,0002,618
Certificates of participation in pools of residential mortgages$5,738,0002,559
Issued or guaranteed by U.S.$5,738,0002,483
Privately issued$0251
Collaterized mortgage obligations$2,476,0001,981
CMOs issued by government agencies or sponsored agencies$2,476,0001,935
Privately issued$0454
Commercial mortgage-backed securities$1,913,0001,399
Commercial mortgage pass-through securities$1,913,000955
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$29,033,0002,719
Total debt securities$29,036,0002,879
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$25,708,0003,027
U.S. Government securities$9,611,0003,354
U.S. Treasury securities$01,297
U.S. Government agency obligations$9,611,0003,199
Securities issued by states & political subdivisions$14,447,0001,934
Other domestic debt securities$1,650,0001,380
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$1,650,0001,007
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$04,281
Mortgage-backed securities$8,344,0002,802
Certificates of participation in pools of residential mortgages$4,958,0002,679
Issued or guaranteed by U.S.$4,958,0002,591
Privately issued$0267
Collaterized mortgage obligations$1,491,0002,209
CMOs issued by government agencies or sponsored agencies$1,491,0002,163
Privately issued$0460
Commercial mortgage-backed securities$1,895,0001,396
Commercial mortgage pass-through securities$1,895,000934
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$25,708,0002,837
Total debt securities$25,709,0003,007
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$23,444,0003,178
U.S. Government securities$8,530,0003,545
U.S. Treasury securities$01,363
U.S. Government agency obligations$8,530,0003,393
Securities issued by states & political subdivisions$13,264,0002,004
Other domestic debt securities$1,650,0001,346
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$1,650,000977
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$04,345
Mortgage-backed securities$7,146,0002,882
Certificates of participation in pools of residential mortgages$4,317,0002,726
Issued or guaranteed by U.S.$4,317,0002,643
Privately issued$0249
Collaterized mortgage obligations$1,568,0002,198
CMOs issued by government agencies or sponsored agencies$1,568,0002,152
Privately issued$0457
Commercial mortgage-backed securities$1,261,0001,491
Commercial mortgage pass-through securities$1,261,0001,027
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$23,444,0002,963
Total debt securities$23,442,0003,159
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$23,670,0003,184
U.S. Government securities$9,188,0003,508
U.S. Treasury securities$01,429
U.S. Government agency obligations$9,188,0003,356
Securities issued by states & political subdivisions$12,832,0002,039
Other domestic debt securities$1,650,0001,350
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$1,650,000970
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$04,426
Mortgage-backed securities$7,727,0002,821
Certificates of participation in pools of residential mortgages$6,080,0002,438
Issued or guaranteed by U.S.$6,080,0002,364
Privately issued$0287
Collaterized mortgage obligations$1,647,0002,201
CMOs issued by government agencies or sponsored agencies$1,647,0002,158
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$23,670,0002,964
Total debt securities$23,670,0003,163
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$24,024,0003,214
U.S. Government securities$9,941,0003,505
U.S. Treasury securities$01,467
U.S. Government agency obligations$9,941,0003,350
Securities issued by states & political subdivisions$12,433,0002,123
Other domestic debt securities$1,650,0001,338
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$1,650,000991
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$04,470
Mortgage-backed securities$8,124,0002,778
Certificates of participation in pools of residential mortgages$6,389,0002,376
Issued or guaranteed by U.S.$6,389,0002,323
Privately issued$0244
Collaterized mortgage obligations$1,735,0002,152
CMOs issued by government agencies or sponsored agencies$1,735,0002,105
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$24,024,0002,987
Total debt securities$24,023,0003,194
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$22,162,0003,363
U.S. Government securities$8,913,0003,676
U.S. Treasury securities$01,516
U.S. Government agency obligations$8,913,0003,503
Securities issued by states & political subdivisions$11,599,0002,264
Other domestic debt securities$1,650,0001,344
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$1,650,000995
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$04,517
Mortgage-backed securities$7,920,0002,808
Certificates of participation in pools of residential mortgages$6,116,0002,448
Issued or guaranteed by U.S.$6,116,0002,393
Privately issued$0248
Collaterized mortgage obligations$1,804,0002,142
CMOs issued by government agencies or sponsored agencies$1,804,0002,089
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$22,162,0003,120
Total debt securities$22,162,0003,343
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$19,600,0003,574
U.S. Government securities$6,784,0003,963
U.S. Treasury securities$01,513
U.S. Government agency obligations$6,784,0003,807
Securities issued by states & political subdivisions$11,166,0002,369
Other domestic debt securities$1,650,0001,325
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$1,650,000997
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$04,567
Mortgage-backed securities$6,031,0003,039
Certificates of participation in pools of residential mortgages$4,742,0002,664
Issued or guaranteed by U.S.$4,742,0002,621
Privately issued$0211
Collaterized mortgage obligations$1,289,0002,290
CMOs issued by government agencies or sponsored agencies$1,289,0002,238
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$19,600,0003,312
Total debt securities$19,601,0003,551
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$19,762,0003,603
U.S. Government securities$7,090,0003,972
U.S. Treasury securities$01,500
U.S. Government agency obligations$7,090,0003,811
Securities issued by states & political subdivisions$11,022,0002,412
Other domestic debt securities$1,650,0001,281
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$1,650,000994
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$04,627
Mortgage-backed securities$6,309,0003,029
Certificates of participation in pools of residential mortgages$4,986,0002,661
Issued or guaranteed by U.S.$4,986,0002,644
Privately issued$0145
Collaterized mortgage obligations$1,323,0002,276
CMOs issued by government agencies or sponsored agencies$1,323,0002,225
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$19,762,0003,341
Total debt securities$19,761,0003,581
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$22,706,0003,458
U.S. Government securities$8,106,0003,852
U.S. Treasury securities$01,475
U.S. Government agency obligations$8,106,0003,694
Securities issued by states & political subdivisions$12,650,0002,298
Other domestic debt securities$1,950,0001,365
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$1,950,000945
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$04,680
Mortgage-backed securities$7,295,0002,941
Certificates of participation in pools of residential mortgages$5,341,0002,651
Issued or guaranteed by U.S.$5,341,0002,526
Privately issued$0453
Collaterized mortgage obligations$1,954,0002,112
CMOs issued by government agencies or sponsored agencies$1,954,0002,056
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$22,706,0003,184
Total debt securities$22,706,0003,437
Structured notes
Amortized cost$300,000858
Fair value$300,000857
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$24,936,0003,352
U.S. Government securities$8,612,0003,869
U.S. Treasury securities$01,426
U.S. Government agency obligations$8,612,0003,716
Securities issued by states & political subdivisions$14,374,0002,167
Other domestic debt securities$1,950,0001,223
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$1,950,000965
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$04,746
Mortgage-backed securities$7,748,0002,886
Certificates of participation in pools of residential mortgages$5,683,0002,639
Issued or guaranteed by U.S.$5,683,0002,637
Privately issued$067
Collaterized mortgage obligations$2,065,0002,067
CMOs issued by government agencies or sponsored agencies$2,065,0002,006
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$24,936,0003,089
Total debt securities$24,935,0003,326
Structured notes
Amortized cost$300,000822
Fair value$300,000823
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$24,561,0003,419
U.S. Government securities$9,161,0003,827
U.S. Treasury securities$01,328
U.S. Government agency obligations$9,161,0003,685
Securities issued by states & political subdivisions$13,450,0002,319
Other domestic debt securities$1,950,0001,225
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$1,950,000985
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$04,818
Mortgage-backed securities$8,272,0002,875
Certificates of participation in pools of residential mortgages$6,080,0002,608
Issued or guaranteed by U.S.$6,080,0002,605
Privately issued$064
Collaterized mortgage obligations$2,192,0002,025
CMOs issued by government agencies or sponsored agencies$2,192,0001,962
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$24,561,0003,157
Total debt securities$24,560,0003,393
Structured notes
Amortized cost$300,000833
Fair value$300,000834
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$23,279,0003,556
U.S. Government securities$8,144,0003,993
U.S. Treasury securities$01,313
U.S. Government agency obligations$8,144,0003,854
Securities issued by states & political subdivisions$13,185,0002,378
Other domestic debt securities$1,950,0001,245
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$1,950,0001,012
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$04,886
Mortgage-backed securities$7,201,0003,017
Certificates of participation in pools of residential mortgages$5,290,0002,795
Issued or guaranteed by U.S.$5,290,0002,792
Privately issued$069
Collaterized mortgage obligations$1,911,0002,119
CMOs issued by government agencies or sponsored agencies$1,911,0002,060
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$23,279,0003,272
Total debt securities$23,279,0003,530
Structured notes
Amortized cost$300,000862
Fair value$300,000863
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$23,776,0003,567
U.S. Government securities$8,605,0003,990
U.S. Treasury securities$01,351
U.S. Government agency obligations$8,605,0003,848
Securities issued by states & political subdivisions$13,221,0002,401
Other domestic debt securities$1,950,0001,269
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$1,950,0001,037
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$04,931
Mortgage-backed securities$7,627,0003,002
Certificates of participation in pools of residential mortgages$5,599,0002,785
Issued or guaranteed by U.S.$5,599,0002,783
Privately issued$067
Collaterized mortgage obligations$2,028,0002,113
CMOs issued by government agencies or sponsored agencies$2,028,0002,048
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$23,776,0003,285
Total debt securities$23,779,0003,540
Structured notes
Amortized cost$300,000926
Fair value$300,000928
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$25,677,0003,485
U.S. Government securities$9,257,0003,943
U.S. Treasury securities$01,390
U.S. Government agency obligations$9,257,0003,801
Securities issued by states & political subdivisions$14,470,0002,298
Other domestic debt securities$1,950,0001,292
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$1,950,0001,048
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$04,985
Mortgage-backed securities$8,227,0002,958
Certificates of participation in pools of residential mortgages$6,090,0002,742
Issued or guaranteed by U.S.$6,090,0002,740
Privately issued$066
Collaterized mortgage obligations$2,137,0002,110
CMOs issued by government agencies or sponsored agencies$2,137,0002,046
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$25,677,0003,202
Total debt securities$25,676,0003,459
Structured notes
Amortized cost$300,000988
Fair value$300,000989
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$26,147,0003,442
U.S. Government securities$9,842,0003,855
U.S. Treasury securities$01,367
U.S. Government agency obligations$9,842,0003,718
Securities issued by states & political subdivisions$14,355,0002,323
Other domestic debt securities$1,950,0001,295
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$1,950,0001,041
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$05,033
Mortgage-backed securities$8,753,0002,905
Certificates of participation in pools of residential mortgages$6,482,0002,704
Issued or guaranteed by U.S.$6,482,0002,699
Privately issued$071
Collaterized mortgage obligations$2,271,0002,077
CMOs issued by government agencies or sponsored agencies$2,271,0002,011
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$26,147,0003,154
Total debt securities$26,148,0003,413
Structured notes
Amortized cost$300,000981
Fair value$300,000981
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$27,491,0003,369
U.S. Government securities$10,670,0003,772
U.S. Treasury securities$01,214
U.S. Government agency obligations$10,670,0003,641
Securities issued by states & political subdivisions$14,871,0002,286
Other domestic debt securities$1,950,0001,303
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$1,950,0001,046
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$05,116
Mortgage-backed securities$9,475,0002,849
Certificates of participation in pools of residential mortgages$7,000,0002,639
Issued or guaranteed by U.S.$7,000,0002,637
Privately issued$067
Collaterized mortgage obligations$2,475,0002,050
CMOs issued by government agencies or sponsored agencies$2,475,0001,983
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$27,491,0003,091
Total debt securities$27,491,0003,342
Structured notes
Amortized cost$300,000961
Fair value$300,000963
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$28,276,0003,386
U.S. Government securities$11,334,0003,793
U.S. Treasury securities$01,253
U.S. Government agency obligations$11,334,0003,667
Securities issued by states & political subdivisions$14,992,0002,284
Other domestic debt securities$1,950,0001,330
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$1,950,0001,058
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$05,199
Mortgage-backed securities$10,073,0002,828
Certificates of participation in pools of residential mortgages$7,439,0002,627
Issued or guaranteed by U.S.$7,439,0002,622
Privately issued$071
Collaterized mortgage obligations$2,634,0002,037
CMOs issued by government agencies or sponsored agencies$2,634,0001,968
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)$28,276,0003,102
Total debt securities$28,274,0003,361
Structured notes
Amortized cost$300,0001,104
Fair value$300,0001,110
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$24,680,0003,661
U.S. Government securities$10,399,0004,014
U.S. Treasury securities$01,296
U.S. Government agency obligations$10,399,0003,893
Securities issued by states & political subdivisions$12,331,0002,515
Other domestic debt securities$1,950,0001,330
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$1,950,0001,056
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$05,255
Mortgage-backed securities$9,606,0002,890
Certificates of participation in pools of residential mortgages$7,336,0002,656
Issued or guaranteed by U.S.$7,336,0002,653
Privately issued$066
Collaterized mortgage obligations$2,270,0002,136
CMOs issued by government agencies or sponsored agencies$2,270,0002,075
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)$24,680,0003,352
Total debt securities$24,678,0003,639
Structured notes
Amortized cost$300,0001,291
Fair value$300,0001,293
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$22,841,0003,817
U.S. Government securities$9,206,0004,220
U.S. Treasury securities$01,367
U.S. Government agency obligations$9,206,0004,088
Securities issued by states & political subdivisions$11,685,0002,615
Other domestic debt securities$1,950,0001,309
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$1,950,0001,043
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$05,301
Mortgage-backed securities$8,359,0003,037
Certificates of participation in pools of residential mortgages$6,000,0002,874
Issued or guaranteed by U.S.$6,000,0002,872
Privately issued$066
Collaterized mortgage obligations$2,359,0002,138
CMOs issued by government agencies or sponsored agencies$2,359,0002,073
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)$22,841,0003,497
Total debt securities$22,839,0003,793
Structured notes
Amortized cost$300,0001,439
Fair value$300,0001,441
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$24,470,0003,764
U.S. Government securities$10,367,0004,137
U.S. Treasury securities$01,303
U.S. Government agency obligations$10,367,0004,010
Securities issued by states & political subdivisions$12,153,0002,565
Other domestic debt securities$1,950,0001,325
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$1,950,0001,046
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$05,371
Mortgage-backed securities$9,466,0002,931
Certificates of participation in pools of residential mortgages$7,282,0002,718
Issued or guaranteed by U.S.$7,282,0002,715
Privately issued$065
Collaterized mortgage obligations$2,184,0002,203
CMOs issued by government agencies or sponsored agencies$2,184,0002,136
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)$24,470,0003,439
Total debt securities$24,470,0003,739
Structured notes
Amortized cost$300,0001,618
Fair value$300,0001,623
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$25,020,0003,798
U.S. Government securities$11,023,0004,161
U.S. Treasury securities$01,348
U.S. Government agency obligations$11,023,0004,039
Securities issued by states & political subdivisions$12,037,0002,586
Other domestic debt securities$1,950,0001,343
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$1,950,0001,062
Foreign debt securities$0330
Equity securities$10,0001,091
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,428
Mortgage-backed securities$10,069,0002,946
Certificates of participation in pools of residential mortgages$7,773,0002,725
Issued or guaranteed by U.S.$7,773,0002,721
Privately issued$067
Collaterized mortgage obligations$2,296,0002,227
CMOs issued by government agencies or sponsored agencies$2,296,0002,157
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$25,020,0003,475
Total debt securities$25,010,0003,777
Structured notes
Amortized cost$300,0001,768
Fair value$300,0001,771
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$20,782,0004,176
U.S. Government securities$8,203,0004,639
U.S. Treasury securities$01,327
U.S. Government agency obligations$8,203,0004,525
Securities issued by states & political subdivisions$10,619,0002,736
Other domestic debt securities$1,950,0001,370
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$1,950,0001,072
Foreign debt securities$0332
Equity securities$10,0001,104
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,487
Mortgage-backed securities$7,638,0003,296
Certificates of participation in pools of residential mortgages$5,824,0003,069
Issued or guaranteed by U.S.$5,824,0003,066
Privately issued$070
Collaterized mortgage obligations$1,814,0002,435
CMOs issued by government agencies or sponsored agencies$1,814,0002,360
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)$20,782,0003,820
Total debt securities$20,771,0004,149
Structured notes
Amortized cost$300,0001,878
Fair value$300,0001,881
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$19,698,0004,302
U.S. Government securities$7,474,0004,812
U.S. Treasury securities$01,361
U.S. Government agency obligations$7,474,0004,697
Securities issued by states & political subdivisions$10,264,0002,802
Other domestic debt securities$1,950,0001,380
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$1,950,0001,080
Foreign debt securities$0316
Equity securities$10,0001,110
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,563
Mortgage-backed securities$7,474,0003,364
Certificates of participation in pools of residential mortgages$5,573,0003,173
Issued or guaranteed by U.S.$5,573,0003,171
Privately issued$075
Collaterized mortgage obligations$1,901,0002,447
CMOs issued by government agencies or sponsored agencies$1,901,0002,369
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)$19,698,0003,948
Total debt securities$19,687,0004,283
Structured notes
Amortized cost$300,0001,976
Fair value$300,0001,980
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$18,541,0004,480
U.S. Government securities$6,846,0005,023
U.S. Treasury securities$01,381
U.S. Government agency obligations$6,846,0004,911
Securities issued by states & political subdivisions$9,735,0002,906
Other domestic debt securities$1,950,0001,427
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$1,950,0001,097
Foreign debt securities$0309
Equity securities$10,0001,135
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,639
Mortgage-backed securities$6,846,0003,552
Certificates of participation in pools of residential mortgages$5,935,0003,183
Issued or guaranteed by U.S.$5,935,0003,180
Privately issued$073
Collaterized mortgage obligations$911,0002,871
CMOs issued by government agencies or sponsored agencies$911,0002,767
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)$18,541,0004,119
Total debt securities$18,531,0004,461
Structured notes
Amortized cost$300,0002,075
Fair value$300,0002,078
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$19,430,0004,464
U.S. Government securities$7,566,0004,970
U.S. Treasury securities$01,342
U.S. Government agency obligations$7,566,0004,867
Securities issued by states & political subdivisions$9,904,0002,902
Other domestic debt securities$1,950,0001,471
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$1,950,0001,139
Foreign debt securities$0311
Equity securities$10,0001,154
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,698
Mortgage-backed securities$7,346,0003,535
Certificates of participation in pools of residential mortgages$6,367,0003,178
Issued or guaranteed by U.S.$6,367,0003,176
Privately issued$075
Collaterized mortgage obligations$979,0002,878
CMOs issued by government agencies or sponsored agencies$979,0002,777
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)$19,430,0004,090
Total debt securities$19,421,0004,444
Structured notes
Amortized cost$519,0001,900
Fair value$520,0001,901
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$19,954,0004,460
U.S. Government securities$8,130,0004,906
U.S. Treasury securities$01,198
U.S. Government agency obligations$8,130,0004,806
Securities issued by states & political subdivisions$9,664,0002,953
Other domestic debt securities$2,150,0001,411
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$2,150,0001,080
Foreign debt securities$0314
Equity securities$10,0001,173
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,749
Mortgage-backed securities$7,895,0003,486
Certificates of participation in pools of residential mortgages$6,856,0003,111
Issued or guaranteed by U.S.$6,856,0003,111
Privately issued$076
Collaterized mortgage obligations$1,039,0002,860
CMOs issued by government agencies or sponsored agencies$1,039,0002,759
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)$19,954,0004,091
Total debt securities$19,946,0004,439
Structured notes
Amortized cost$732,0001,867
Fair value$735,0001,850
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$19,207,0004,528
U.S. Government securities$8,069,0004,926
U.S. Treasury securities$01,131
U.S. Government agency obligations$8,069,0004,828
Securities issued by states & political subdivisions$8,978,0003,056
Other domestic debt securities$2,150,0001,459
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$2,150,0001,111
Foreign debt securities$0320
Equity securities$10,0001,189
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,833
Mortgage-backed securities$7,819,0003,491
Certificates of participation in pools of residential mortgages$7,229,0003,057
Issued or guaranteed by U.S.$7,229,0003,055
Privately issued$081
Collaterized mortgage obligations$590,0003,095
CMOs issued by government agencies or sponsored agencies$590,0002,980
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)$19,207,0004,159
Total debt securities$19,196,0004,510
Structured notes
Amortized cost$746,0001,854
Fair value$750,0001,836
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$21,223,0004,386
U.S. Government securities$9,936,0004,678
U.S. Treasury securities$01,131
U.S. Government agency obligations$9,936,0004,577
Securities issued by states & political subdivisions$9,127,0003,036
Other domestic debt securities$2,150,0001,504
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$2,150,0001,148
Foreign debt securities$0328
Equity securities$10,0001,184
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,888
Mortgage-backed securities$9,162,0003,320
Certificates of participation in pools of residential mortgages$8,413,0002,880
Issued or guaranteed by U.S.$8,413,0002,877
Privately issued$080
Collaterized mortgage obligations$749,0003,038
CMOs issued by government agencies or sponsored agencies$749,0002,921
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)$21,223,0004,025
Total debt securities$21,213,0004,359
Structured notes
Amortized cost$766,0001,821
Fair value$773,0001,818
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$21,167,0004,402
U.S. Government securities$10,405,0004,602
U.S. Treasury securities$01,152
U.S. Government agency obligations$10,405,0004,503
Securities issued by states & political subdivisions$8,602,0003,118
Other domestic debt securities$2,150,0001,535
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$2,150,0001,176
Foreign debt securities$0316
Equity securities$10,0001,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,912
Mortgage-backed securities$9,595,0003,270
Certificates of participation in pools of residential mortgages$8,764,0002,796
Issued or guaranteed by U.S.$8,764,0002,794
Privately issued$083
Collaterized mortgage obligations$831,0003,031
CMOs issued by government agencies or sponsored agencies$831,0002,910
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)$21,167,0004,052
Total debt securities$21,156,0004,368
Structured notes
Amortized cost$795,0001,784
Fair value$804,0001,775
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$17,837,0004,722
U.S. Government securities$9,488,0004,802
U.S. Treasury securities$01,161
U.S. Government agency obligations$9,488,0004,700
Securities issued by states & political subdivisions$6,189,0003,534
Other domestic debt securities$2,150,0001,543
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$2,150,0001,150
Foreign debt securities$0322
Equity securities$10,0001,201
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,985
Mortgage-backed securities$8,633,0003,455
Certificates of participation in pools of residential mortgages$7,703,0003,007
Issued or guaranteed by U.S.$7,703,0003,006
Privately issued$083
Collaterized mortgage obligations$930,0003,035
CMOs issued by government agencies or sponsored agencies$930,0002,906
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$17,837,0004,357
Total debt securities$17,827,0004,694
Structured notes
Amortized cost$833,0001,802
Fair value$845,0001,801
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$16,233,0004,836
U.S. Government securities$9,541,0004,766
U.S. Treasury securities$01,135
U.S. Government agency obligations$9,541,0004,671
Securities issued by states & political subdivisions$4,532,0003,873
Other domestic debt securities$2,150,0001,526
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$2,150,0001,125
Foreign debt securities$0317
Equity securities$10,0001,180
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,039
Mortgage-backed securities$8,637,0003,479
Certificates of participation in pools of residential mortgages$7,581,0003,018
Issued or guaranteed by U.S.$7,581,0003,017
Privately issued$085
Collaterized mortgage obligations$1,056,0003,012
CMOs issued by government agencies or sponsored agencies$1,056,0002,883
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)$16,233,0004,465
Total debt securities$16,223,0004,807
Structured notes
Amortized cost$876,0001,834
Fair value$890,0001,833
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$17,093,0004,826
U.S. Government securities$9,774,0004,830
U.S. Treasury securities$01,086
U.S. Government agency obligations$9,774,0004,737
Securities issued by states & political subdivisions$5,129,0003,718
Other domestic debt securities$2,150,0001,570
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$2,150,0001,164
Foreign debt securities$0302
Equity securities$40,0001,047
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,124
Mortgage-backed securities$8,821,0003,597
Certificates of participation in pools of residential mortgages$7,599,0003,160
Issued or guaranteed by U.S.$7,599,0003,159
Privately issued$088
Collaterized mortgage obligations$1,222,0003,028
CMOs issued by government agencies or sponsored agencies$1,222,0002,900
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)$17,093,0004,448
Total debt securities$17,053,0004,803
Structured notes
Amortized cost$919,0001,957
Fair value$935,0001,951
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$16,198,0004,932
U.S. Government securities$8,904,0005,054
U.S. Treasury securities$01,068
U.S. Government agency obligations$8,904,0004,964
Securities issued by states & political subdivisions$5,104,0003,670
Other domestic debt securities$2,150,0001,564
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$2,150,0001,154
Foreign debt securities$0295
Equity securities$40,0001,074
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,024,0005,706
Mortgage-backed securities$7,907,0003,753
Certificates of participation in pools of residential mortgages$6,548,0003,383
Issued or guaranteed by U.S.$6,548,0003,382
Privately issued$094
Collaterized mortgage obligations$1,359,0002,990
CMOs issued by government agencies or sponsored agencies$1,359,0002,859
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$16,198,0004,562
Total debt securities$16,158,0004,906
Structured notes
Amortized cost$958,0002,181
Fair value$977,0002,165
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$13,168,0005,342
U.S. Government securities$7,310,0005,448
U.S. Treasury securities$01,157
U.S. Government agency obligations$7,310,0005,347
Securities issued by states & political subdivisions$3,668,0003,955
Other domestic debt securities$2,150,0001,546
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$2,150,0001,129
Foreign debt securities$0227
Equity securities$40,0001,044
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,044,0005,727
Mortgage-backed securities$6,251,0004,055
Certificates of participation in pools of residential mortgages$5,316,0003,629
Issued or guaranteed by U.S.$5,316,0003,624
Privately issued$094
Collaterized mortgage obligations$935,0003,215
CMOs issued by government agencies or sponsored agencies$935,0003,055
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$13,168,0004,933
Total debt securities$13,128,0005,316
Structured notes
Amortized cost$1,010,0002,167
Fair value$1,036,0002,161
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$12,614,0005,401
U.S. Government securities$6,715,0005,545
U.S. Treasury securities$01,076
U.S. Government agency obligations$6,715,0005,443
Securities issued by states & political subdivisions$3,691,0003,924
Other domestic debt securities$2,150,0001,536
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$2,150,0001,069
Foreign debt securities$0182
Equity securities$58,0001,013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,064,0005,452
Mortgage-backed securities$5,612,0004,111
Certificates of participation in pools of residential mortgages$5,112,0003,578
Issued or guaranteed by U.S.$5,112,0003,574
Privately issued$0121
Collaterized mortgage obligations$500,0003,359
CMOs issued by government agencies or sponsored agencies$500,0003,114
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$12,614,0004,974
Total debt securities$12,556,0005,377
Structured notes
Amortized cost$1,052,0002,108
Fair value$1,076,0002,108
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$13,114,0005,298
U.S. Government securities$7,184,0005,430
U.S. Treasury securities$01,126
U.S. Government agency obligations$7,184,0005,325
Securities issued by states & political subdivisions$3,722,0003,873
Other domestic debt securities$2,150,0001,537
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$2,150,0001,042
Foreign debt securities$0176
Equity securities$58,0001,062
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,089,0005,455
Mortgage-backed securities$6,656,0003,875
Certificates of participation in pools of residential mortgages$5,499,0003,441
Issued or guaranteed by U.S.$5,499,0003,436
Privately issued$0132
Collaterized mortgage obligations$1,157,0003,046
CMOs issued by government agencies or sponsored agencies$1,157,0002,811
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$13,114,0004,876
Total debt securities$13,056,0005,275
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$13,404,0005,329
U.S. Government securities$7,556,0005,483
U.S. Treasury securities$01,225
U.S. Government agency obligations$7,556,0005,371
Securities issued by states & political subdivisions$3,640,0003,855
Other domestic debt securities$2,150,0001,492
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$2,150,000971
Foreign debt securities$0168
Equity securities$58,0001,083
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,037,0005,514
Mortgage-backed securities$7,026,0003,783
Certificates of participation in pools of residential mortgages$5,797,0003,348
Issued or guaranteed by U.S.$5,797,0003,340
Privately issued$0125
Collaterized mortgage obligations$1,229,0002,976
CMOs issued by government agencies or sponsored agencies$1,229,0002,730
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$13,404,0004,897
Total debt securities$13,346,0005,305
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$13,757,0005,273
U.S. Government securities$7,877,0005,423
U.S. Treasury securities$01,272
U.S. Government agency obligations$7,877,0005,312
Securities issued by states & political subdivisions$3,672,0003,801
Other domestic debt securities$2,150,0001,528
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$2,150,000988
Foreign debt securities$0165
Equity securities$58,0001,104
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,082,0005,532
Mortgage-backed securities$7,355,0003,660
Certificates of participation in pools of residential mortgages$6,063,0003,226
Issued or guaranteed by U.S.$6,063,0003,219
Privately issued$0136
Collaterized mortgage obligations$1,292,0002,899
CMOs issued by government agencies or sponsored agencies$1,292,0002,643
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$13,757,0004,850
Total debt securities$13,699,0005,245
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$10,497,0005,641
U.S. Government securities$5,704,0005,752
U.S. Treasury securities$01,275
U.S. Government agency obligations$5,704,0005,630
Securities issued by states & political subdivisions$2,571,0004,192
Other domestic debt securities$2,150,0001,621
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$2,150,000989
Foreign debt securities$0158
Equity securities$72,0001,052
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,121
Mortgage-backed securities$5,704,0003,881
Certificates of participation in pools of residential mortgages$4,318,0003,523
Issued or guaranteed by U.S.$4,318,0003,514
Privately issued$0141
Collaterized mortgage obligations$1,386,0002,844
CMOs issued by government agencies or sponsored agencies$1,386,0002,573
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$10,497,0005,191
Total debt securities$10,425,0005,614
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$9,528,0005,739
U.S. Government securities$4,602,0006,002
U.S. Treasury securities$01,180
U.S. Government agency obligations$4,602,0005,872
Securities issued by states & political subdivisions$2,704,0004,066
Other domestic debt securities$2,150,0001,663
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$2,150,000986
Foreign debt securities$0158
Equity securities$72,0001,091
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,387,0004,129
Mortgage-backed securities$4,602,0004,109
Certificates of participation in pools of residential mortgages$3,654,0003,697
Issued or guaranteed by U.S.$3,654,0003,689
Privately issued$0141
Collaterized mortgage obligations$948,0003,017
CMOs issued by government agencies or sponsored agencies$948,0002,730
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$9,528,0005,288
Total debt securities$9,456,0005,720
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$9,801,0005,763
U.S. Government securities$4,989,0006,042
U.S. Treasury securities$01,121
U.S. Government agency obligations$4,989,0005,925
Securities issued by states & political subdivisions$2,590,0004,060
Other domestic debt securities$2,150,0001,656
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$2,150,000943
Foreign debt securities$0158
Equity securities$72,0001,133
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,570,0004,433
Mortgage-backed securities$4,989,0004,016
Certificates of participation in pools of residential mortgages$3,955,0003,630
Issued or guaranteed by U.S.$3,955,0003,622
Privately issued$0148
Collaterized mortgage obligations$1,034,0002,889
CMOs issued by government agencies or sponsored agencies$1,034,0002,583
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$9,801,0005,294
Total debt securities$9,729,0005,735
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$10,346,0005,737
U.S. Government securities$4,710,0006,203
U.S. Treasury securities$01,130
U.S. Government agency obligations$4,710,0006,088
Securities issued by states & political subdivisions$2,933,0003,913
Other domestic debt securities$2,631,0001,593
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$2,631,000893
Foreign debt securities$0171
Equity securities$72,0001,192
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,203,0004,596
Mortgage-backed securities$4,710,0004,166
Certificates of participation in pools of residential mortgages$3,613,0003,857
Issued or guaranteed by U.S.$3,613,0003,850
Privately issued$0145
Collaterized mortgage obligations$1,097,0002,832
CMOs issued by government agencies or sponsored agencies$1,097,0002,508
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$10,346,0005,252
Total debt securities$10,274,0005,708
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$10,269,0005,751
U.S. Government securities$4,625,0006,193
U.S. Treasury securities$01,077
U.S. Government agency obligations$4,625,0006,091
Securities issued by states & political subdivisions$2,994,0003,901
Other domestic debt securities$2,473,0001,677
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$2,473,000947
Foreign debt securities$0171
Equity securities$177,0001,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,625,0004,511
Mortgage-backed securities$4,625,0004,252
Certificates of participation in pools of residential mortgages$3,445,0003,990
Issued or guaranteed by U.S.$3,445,0003,982
Privately issued$0157
Collaterized mortgage obligations$1,180,0002,797
CMOs issued by government agencies or sponsored agencies$1,180,0002,461
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$10,269,0005,271
Total debt securities$10,092,0005,743
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$10,800,0005,696
U.S. Government securities$4,944,0006,181
U.S. Treasury securities$01,047
U.S. Government agency obligations$4,944,0006,092
Securities issued by states & political subdivisions$3,331,0003,809
Other domestic debt securities$2,453,0001,783
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$2,453,0001,008
Foreign debt securities$0175
Equity securities$72,0001,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,944,0004,417
Mortgage-backed securities$4,944,0004,263
Certificates of participation in pools of residential mortgages$3,718,0003,975
Issued or guaranteed by U.S.$3,718,0003,965
Privately issued$0171
Collaterized mortgage obligations$1,226,0002,775
CMOs issued by government agencies or sponsored agencies$1,226,0002,418
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$10,800,0005,219
Total debt securities$10,728,0005,663
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$11,159,0005,616
U.S. Government securities$5,333,0006,070
U.S. Treasury securities$01,036
U.S. Government agency obligations$5,333,0005,983
Securities issued by states & political subdivisions$3,261,0003,784
Other domestic debt securities$2,493,0001,800
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$1,650,000199
Other domestic debt securities - All other$843,0001,628
Foreign debt securities$0183
Equity securities$72,0001,306
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,333,0004,307
Mortgage-backed securities$5,333,0004,204
Certificates of participation in pools of residential mortgages$4,000,0003,952
Issued or guaranteed by U.S.$4,000,0003,938
Privately issued$0181
Collaterized mortgage obligations$1,333,0002,721
CMOs issued by government agencies or sponsored agencies$1,333,0002,361
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$11,159,0005,138
Total debt securities$11,087,0005,588
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$11,720,0005,586
U.S. Government securities$5,968,0006,042
U.S. Treasury securities$0981
U.S. Government agency obligations$5,968,0005,964
Securities issued by states & political subdivisions$3,564,0003,603
Other domestic debt securities$2,116,0001,828
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,116,0001,111
Foreign debt securities$0181
Equity securities$72,0001,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,516
Mortgage-backed securities$5,968,0004,142
Certificates of participation in pools of residential mortgages$4,477,0003,915
Issued or guaranteed by U.S.$4,477,0003,902
Privately issued$0191
Collaterized mortgage obligations$1,491,0002,679
CMOs issued by government agencies or sponsored agencies$1,491,0002,315
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$11,720,0005,098
Total debt securities$11,648,0005,554
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$11,242,0005,696
U.S. Government securities$5,230,0006,334
U.S. Treasury securities$0973
U.S. Government agency obligations$5,230,0006,250
Securities issued by states & political subdivisions$3,581,0003,558
Other domestic debt securities$2,359,0001,707
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,359,0001,025
Foreign debt securities$0172
Equity securities$72,0001,307
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,541
Mortgage-backed securities$5,230,0004,252
Certificates of participation in pools of residential mortgages$4,781,0003,799
Issued or guaranteed by U.S.$4,781,0003,786
Privately issued$0188
Collaterized mortgage obligations$449,0003,211
CMOs issued by government agencies or sponsored agencies$449,0002,889
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$11,242,0005,181
Total debt securities$11,170,0005,671
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$12,280,0005,485
U.S. Government securities$5,469,0006,252
U.S. Treasury securities$01,019
U.S. Government agency obligations$5,469,0006,161
Securities issued by states & political subdivisions$4,329,0003,297
Other domestic debt securities$2,410,0001,662
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,410,000988
Foreign debt securities$0181
Equity securities$72,0001,450
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,576
Mortgage-backed securities$5,268,0004,134
Certificates of participation in pools of residential mortgages$4,797,0003,705
Issued or guaranteed by U.S.$4,797,0003,694
Privately issued$0192
Collaterized mortgage obligations$471,0003,126
CMOs issued by government agencies or sponsored agencies$471,0002,791
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$12,280,0004,968
Total debt securities$12,208,0005,455
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$13,579,0005,313
U.S. Government securities$5,633,0006,247
U.S. Treasury securities$01,021
U.S. Government agency obligations$5,633,0006,168
Securities issued by states & political subdivisions$4,465,0003,269
Other domestic debt securities$2,522,0001,676
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,522,0001,045
Foreign debt securities$0189
Equity securities$959,0001,054
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,612
Mortgage-backed securities$5,432,0004,097
Certificates of participation in pools of residential mortgages$4,931,0003,662
Issued or guaranteed by U.S.$4,931,0003,648
Privately issued$0202
Collaterized mortgage obligations$501,0003,100
CMOs issued by government agencies or sponsored agencies$501,0002,770
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$13,579,0004,826
Total debt securities$12,620,0005,419
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$14,391,0005,206
U.S. Government securities$6,304,0006,067
U.S. Treasury securities$01,044
U.S. Government agency obligations$6,304,0005,974
Securities issued by states & political subdivisions$4,780,0003,183
Other domestic debt securities$2,326,0001,658
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,326,0001,056
Foreign debt securities$0199
Equity securities$981,0001,065
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,633
Mortgage-backed securities$5,902,0003,905
Certificates of participation in pools of residential mortgages$5,316,0003,446
Issued or guaranteed by U.S.$5,316,0003,430
Privately issued$0205
Collaterized mortgage obligations$586,0003,012
CMOs issued by government agencies or sponsored agencies$586,0002,680
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$14,391,0004,708
Total debt securities$13,410,0005,288
Structured notes
Amortized cost$194,0001,872
Fair value$201,0001,851
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$10,551,0005,927
U.S. Government securities$3,641,0007,009
U.S. Treasury securities$01,146
U.S. Government agency obligations$3,641,0006,896
Securities issued by states & political subdivisions$5,023,0003,091
Other domestic debt securities$867,0002,130
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$867,0001,501
Foreign debt securities$0202
Equity securities$1,020,000983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,689
Mortgage-backed securities$2,940,0004,497
Certificates of participation in pools of residential mortgages$2,321,0004,209
Issued or guaranteed by U.S.$2,321,0004,193
Privately issued$0191
Collaterized mortgage obligations$619,0002,880
CMOs issued by government agencies or sponsored agencies$619,0002,567
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$10,551,0005,358
Total debt securities$9,531,0006,034
Structured notes
Amortized cost$494,0002,112
Fair value$501,0001,966
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$8,585,0006,357
U.S. Government securities$3,030,0007,229
U.S. Treasury securities$01,235
U.S. Government agency obligations$3,030,0007,112
Securities issued by states & political subdivisions$5,155,0003,029
Other domestic debt securities$400,0002,468
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0001,831
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$06,710
Mortgage-backed securities$2,080,0004,689
Certificates of participation in pools of residential mortgages$1,411,0004,541
Issued or guaranteed by U.S.$1,411,0004,527
Privately issued$0194
Collaterized mortgage obligations$669,0002,799
CMOs issued by government agencies or sponsored agencies$669,0002,486
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$8,585,0005,758
Total debt securities$8,585,0006,298
Structured notes
Amortized cost$551,0002,140
Fair value$550,0002,142
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$9,189,0006,265
U.S. Government securities$3,638,0007,124
U.S. Treasury securities$01,362
U.S. Government agency obligations$3,638,0007,001
Securities issued by states & political subdivisions$5,151,0003,034
Other domestic debt securities$400,0002,423
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0001,796
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$06,778
Mortgage-backed securities$2,197,0004,623
Certificates of participation in pools of residential mortgages$1,473,0004,481
Issued or guaranteed by U.S.$1,473,0004,467
Privately issued$0207
Collaterized mortgage obligations$724,0002,743
CMOs issued by government agencies or sponsored agencies$724,0002,440
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$9,189,0005,648
Total debt securities$9,189,0006,206
Structured notes
Amortized cost$1,050,0001,759
Fair value$1,047,0001,758
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$9,452,0006,253
U.S. Government securities$3,815,0007,106
U.S. Treasury securities$01,448
U.S. Government agency obligations$3,815,0006,972
Securities issued by states & political subdivisions$5,237,0003,020
Other domestic debt securities$400,0002,446
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0001,840
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$06,814
Mortgage-backed securities$2,372,0004,545
Certificates of participation in pools of residential mortgages$1,564,0004,432
Issued or guaranteed by U.S.$1,564,0004,415
Privately issued$0218
Collaterized mortgage obligations$808,0002,665
CMOs issued by government agencies or sponsored agencies$808,0002,386
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$9,452,0005,607
Total debt securities$9,452,0006,194
Structured notes
Amortized cost$1,050,0001,832
Fair value$1,045,0001,832
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$9,592,0006,250
U.S. Government securities$3,950,0007,120
U.S. Treasury securities$01,498
U.S. Government agency obligations$3,950,0006,996
Securities issued by states & political subdivisions$5,242,0003,051
Other domestic debt securities$400,0002,475
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0001,888
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$06,854
Mortgage-backed securities$2,510,0004,489
Certificates of participation in pools of residential mortgages$1,639,0004,375
Issued or guaranteed by U.S.$1,639,0004,360
Privately issued$0208
Collaterized mortgage obligations$871,0002,622
CMOs issued by government agencies or sponsored agencies$871,0002,344
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$9,592,0005,605
Total debt securities$9,592,0006,191
Structured notes
Amortized cost$1,050,0001,934
Fair value$1,042,0001,937
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$9,857,0006,246
U.S. Government securities$4,097,0007,131
U.S. Treasury securities$01,574
U.S. Government agency obligations$4,097,0006,993
Securities issued by states & political subdivisions$5,360,0002,975
Other domestic debt securities$400,0002,515
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0001,934
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$06,913
Mortgage-backed securities$2,660,0004,411
Certificates of participation in pools of residential mortgages$1,713,0004,351
Issued or guaranteed by U.S.$1,713,0004,328
Privately issued$0214
Collaterized mortgage obligations$947,0002,538
CMOs issued by government agencies or sponsored agencies$947,0002,263
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$9,857,0005,557
Total debt securities$9,857,0006,185
Structured notes
Amortized cost$1,050,0002,042
Fair value$1,039,0002,040
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$9,487,0006,335
U.S. Government securities$4,334,0007,094
U.S. Treasury securities$01,634
U.S. Government agency obligations$4,334,0006,953
Securities issued by states & political subdivisions$4,753,0003,143
Other domestic debt securities$400,0002,535
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0001,971
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$06,970
Mortgage-backed securities$2,813,0004,359
Certificates of participation in pools of residential mortgages$1,790,0004,303
Issued or guaranteed by U.S.$1,790,0004,287
Privately issued$0211
Collaterized mortgage obligations$1,023,0002,454
CMOs issued by government agencies or sponsored agencies$1,023,0002,174
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$9,487,0005,648
Total debt securities$9,486,0006,274
Structured notes
Amortized cost$1,050,0002,095
Fair value$1,031,0002,095
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$10,188,0006,234
U.S. Government securities$4,612,0007,058
U.S. Treasury securities$01,715
U.S. Government agency obligations$4,612,0006,917
Securities issued by states & political subdivisions$5,176,0003,015
Other domestic debt securities$400,0002,610
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0002,072
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$06,996
Mortgage-backed securities$3,086,0004,277
Certificates of participation in pools of residential mortgages$1,896,0004,280
Issued or guaranteed by U.S.$1,896,0004,265
Privately issued$0205
Collaterized mortgage obligations$1,190,0002,374
CMOs issued by government agencies or sponsored agencies$1,190,0002,102
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$10,188,0005,534
Total debt securities$10,189,0006,175
Structured notes
Amortized cost$1,050,0002,091
Fair value$1,034,0002,087
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$10,138,0006,300
U.S. Government securities$4,322,0007,157
U.S. Treasury securities$01,737
U.S. Government agency obligations$4,322,0007,006
Securities issued by states & political subdivisions$5,356,0002,955
Other domestic debt securities$460,0002,629
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$460,0002,127
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$07,036
Mortgage-backed securities$3,386,0004,190
Certificates of participation in pools of residential mortgages$2,000,0004,236
Issued or guaranteed by U.S.$2,000,0004,220
Privately issued$0216
Collaterized mortgage obligations$1,386,0002,289
CMOs issued by government agencies or sponsored agencies$1,386,0002,031
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$10,138,0005,583
Total debt securities$10,138,0006,243
Structured notes
Amortized cost$750,0002,450
Fair value$740,0002,468
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$10,556,0006,214
U.S. Government securities$4,680,0007,065
U.S. Treasury securities$01,786
U.S. Government agency obligations$4,680,0006,921
Securities issued by states & political subdivisions$5,390,0002,949
Other domestic debt securities$486,0002,658
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$486,0002,185
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$07,079
Mortgage-backed securities$3,738,0004,111
Certificates of participation in pools of residential mortgages$2,152,0004,197
Issued or guaranteed by U.S.$2,152,0004,184
Privately issued$0225
Collaterized mortgage obligations$1,586,0002,221
CMOs issued by government agencies or sponsored agencies$1,586,0001,977
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$10,556,0005,488
Total debt securities$10,555,0006,152
Structured notes
Amortized cost$750,0002,409
Fair value$743,0002,430
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$10,801,0006,210
U.S. Government securities$4,983,0007,005
U.S. Treasury securities$01,839
U.S. Government agency obligations$4,983,0006,860
Securities issued by states & political subdivisions$5,317,0002,934
Other domestic debt securities$501,0002,650
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$501,0002,182
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$07,094
Mortgage-backed securities$4,033,0004,102
Certificates of participation in pools of residential mortgages$2,329,0004,184
Issued or guaranteed by U.S.$2,329,0004,168
Privately issued$0223
Collaterized mortgage obligations$1,704,0002,223
CMOs issued by government agencies or sponsored agencies$1,704,0001,986
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$10,801,0005,477
Total debt securities$10,799,0006,147
Structured notes
Amortized cost$941,0002,330
Fair value$950,0002,323
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$11,265,0006,190
U.S. Government securities$5,170,0007,011
U.S. Treasury securities$01,963
U.S. Government agency obligations$5,170,0006,857
Securities issued by states & political subdivisions$5,586,0002,859
Other domestic debt securities$509,0002,670
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$509,0002,223
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$07,151
Mortgage-backed securities$4,231,0004,126
Certificates of participation in pools of residential mortgages$2,448,0004,200
Issued or guaranteed by U.S.$2,448,0004,188
Privately issued$0207
Collaterized mortgage obligations$1,783,0002,227
CMOs issued by government agencies or sponsored agencies$1,783,0001,993
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$11,265,0005,443
Total debt securities$11,265,0006,129
Structured notes
Amortized cost$941,0002,323
Fair value$939,0002,318
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$11,670,0006,149
U.S. Government securities$5,427,0006,963
U.S. Treasury securities$01,963
U.S. Government agency obligations$5,427,0006,813
Securities issued by states & political subdivisions$5,720,0002,840
Other domestic debt securities$523,0002,683
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$523,0002,256
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$07,176
Mortgage-backed securities$4,476,0004,108
Certificates of participation in pools of residential mortgages$2,584,0004,184
Issued or guaranteed by U.S.$2,584,0004,171
Privately issued$0203
Collaterized mortgage obligations$1,892,0002,234
CMOs issued by government agencies or sponsored agencies$1,892,0001,995
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$11,670,0005,382
Total debt securities$11,670,0006,080
Structured notes
Amortized cost$941,0002,270
Fair value$950,0002,260
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$12,240,0006,045
U.S. Government securities$5,971,0006,826
U.S. Treasury securities$01,990
U.S. Government agency obligations$5,971,0006,666
Securities issued by states & political subdivisions$5,765,0002,835
Other domestic debt securities$504,0002,788
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$504,0002,384
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$07,214
Mortgage-backed securities$4,718,0004,051
Certificates of participation in pools of residential mortgages$2,743,0004,135
Issued or guaranteed by U.S.$2,743,0004,123
Privately issued$0225
Collaterized mortgage obligations$1,975,0002,194
CMOs issued by government agencies or sponsored agencies$1,975,0001,967
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$12,240,0005,286
Total debt securities$12,240,0005,974
Structured notes
Amortized cost$941,0002,267
Fair value$953,0002,260
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$12,987,0005,955
U.S. Government securities$5,810,0006,951
U.S. Treasury securities$02,098
U.S. Government agency obligations$5,810,0006,788
Securities issued by states & political subdivisions$6,576,0002,617
Other domestic debt securities$601,0002,757
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$601,0002,356
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$07,245
Mortgage-backed securities$4,278,0004,266
Certificates of participation in pools of residential mortgages$2,559,0004,280
Issued or guaranteed by U.S.$2,559,0004,268
Privately issued$0225
Collaterized mortgage obligations$1,719,0002,351
CMOs issued by government agencies or sponsored agencies$1,719,0002,115
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$12,987,0005,219
Total debt securities$12,711,0005,945
Structured notes
Amortized cost$1,241,0001,878
Fair value$1,235,0001,861
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$11,335,0006,293
U.S. Government securities$3,804,0007,548
U.S. Treasury securities$02,082
U.S. Government agency obligations$3,804,0007,391
Securities issued by states & political subdivisions$6,923,0002,550
Other domestic debt securities$608,0002,844
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$608,0002,433
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$07,252
Mortgage-backed securities$2,793,0004,853
Certificates of participation in pools of residential mortgages$2,298,0004,455
Issued or guaranteed by U.S.$2,298,0004,439
Privately issued$0230
Collaterized mortgage obligations$495,0003,184
CMOs issued by government agencies or sponsored agencies$495,0002,914
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)$11,335,0005,564
Total debt securities$11,059,0006,266
Structured notes
Amortized cost$691,0002,107
Fair value$706,0002,096
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$11,159,0006,363
U.S. Government securities$3,643,0007,676
U.S. Treasury securities$02,227
U.S. Government agency obligations$3,643,0007,488
Securities issued by states & political subdivisions$6,898,0002,574
Other domestic debt securities$618,0002,884
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$618,0002,557
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$07,280
Mortgage-backed securities$2,442,0004,956
Certificates of participation in pools of residential mortgages$1,940,0004,643
Issued or guaranteed by U.S.$1,940,0004,623
Privately issued$0248
Collaterized mortgage obligations$502,0003,170
CMOs issued by government agencies or sponsored agencies$502,0003,020
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)$11,159,0005,632
Total debt securities$10,882,0006,333
Structured notes
Amortized cost$691,0001,972
Fair value$698,0001,967
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$9,068,0006,745
U.S. Government securities$1,226,0008,477
U.S. Treasury securities$02,287
U.S. Government agency obligations$1,226,0008,330
Securities issued by states & political subdivisions$7,234,0002,480
Other domestic debt securities$608,0003,028
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$608,0002,695
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,307
Mortgage-backed securities$1,030,0005,769
Certificates of participation in pools of residential mortgages$1,030,0005,256
Issued or guaranteed by U.S.$1,030,0005,232
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$9,068,0005,977
Total debt securities$8,791,0006,724
Structured notes
Amortized cost$190,0002,158
Fair value$196,0002,152
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$8,793,0006,785
U.S. Government securities$324,0008,808
U.S. Treasury securities$02,322
U.S. Government agency obligations$324,0008,678
Securities issued by states & political subdivisions$7,624,0002,364
Other domestic debt securities$845,0002,896
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$845,0002,570
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$07,339
Mortgage-backed securities$24,0007,158
Certificates of participation in pools of residential mortgages$24,0006,830
Issued or guaranteed by U.S.$24,0006,810
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$300,0004,115
Available-for-sale securities (fair market value)$8,493,0006,070
Total debt securities$8,324,0006,779
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$8,434,0006,847
U.S. Government securities$327,0008,855
U.S. Treasury securities$02,382
U.S. Government agency obligations$327,0008,727
Securities issued by states & political subdivisions$7,706,0002,274
Other domestic debt securities$401,0003,430
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$401,0003,040
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$07,369
Mortgage-backed securities$26,0007,182
Certificates of participation in pools of residential mortgages$26,0006,841
Issued or guaranteed by U.S.$26,0006,822
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$301,0004,179
Available-for-sale securities (fair market value)$8,133,0006,147
Total debt securities$7,965,0006,882
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$8,957,0006,763
U.S. Government securities$391,0008,892
U.S. Treasury securities$02,544
U.S. Government agency obligations$391,0008,753
Securities issued by states & political subdivisions$8,027,0002,171
Other domestic debt securities$539,0003,215
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$539,0002,838
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$07,400
Mortgage-backed securities$90,0006,951
Certificates of participation in pools of residential mortgages$29,0006,824
Issued or guaranteed by U.S.$29,0006,803
Privately issued$0252
Collaterized mortgage obligations$61,0004,198
CMOs issued by government agencies or sponsored agencies$61,0004,014
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)$362,0004,196
Available-for-sale securities (fair market value)$8,595,0006,058
Total debt securities$8,453,0006,790
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$10,640,0006,361
U.S. Government securities$1,479,0008,710
U.S. Treasury securities$03,182
U.S. Government agency obligations$1,479,0008,522
Securities issued by states & political subdivisions$8,416,0001,986
Other domestic debt securities$745,0003,134
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$153,000461
Structured financial products - TotalNANA
Other domestic debt securities - All other$592,0002,797
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$07,583
Mortgage-backed securities$746,0006,107
Certificates of participation in pools of residential mortgages$90,0006,523
Issued or guaranteed by U.S.$90,0006,500
Privately issued$0260
Collaterized mortgage obligations$656,0003,589
CMOs issued by government agencies or sponsored agencies$656,0003,424
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)$302,0004,516
Available-for-sale securities (fair market value)$10,338,0005,545
Total debt securities$10,639,0006,263
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$10,611,0006,615
U.S. Government securities$1,447,0009,185
U.S. Treasury securities$04,186
U.S. Government agency obligations$1,447,0008,920
Securities issued by states & political subdivisions$7,990,0001,997
Other domestic debt securities$948,0002,557
Privately issued residential mortgage-backed securities$859,000784
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$89,0003,212
Foreign debt securitiesNANA
Equity securities$226,0005,573
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$248,0007,740
Mortgage-backed securities$1,005,0005,527
Certificates of participation in pools of residential mortgages$146,0006,218
Issued or guaranteed by U.S.$146,0006,196
Privately issued$0308
Collaterized mortgage obligations$859,0002,986
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$859,000692
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)$10,611,0005,560
Total debt securities$10,360,0006,556
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$10,147,0007,032
U.S. Government securities$1,137,0009,638
U.S. Treasury securities$05,412
U.S. Government agency obligations$1,137,0009,314
Securities issued by states & political subdivisions$8,234,0002,009
Other domestic debt securities$603,0002,697
Privately issued residential mortgage-backed securities$444,000962
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$159,0002,910
Foreign debt securitiesNANA
Equity securities$173,0005,963
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$236,0007,971
Mortgage-backed securities$773,0006,103
Certificates of participation in pools of residential mortgages$212,0006,350
Issued or guaranteed by U.S.$212,0006,334
Privately issued$0307
Collaterized mortgage obligations$561,0003,435
CMOs issued by government agencies or sponsored agencies$117,0003,964
Privately issued$444,000845
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)$10,147,0005,823
Total debt securities$9,949,0006,972
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$8,224,0007,627
U.S. Government securities$1,539,0009,622
U.S. Treasury securities$100,0006,739
U.S. Government agency obligations$1,439,0009,086
Securities issued by states & political subdivisions$6,175,0002,558
Other domestic debt securities$337,0002,956
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$337,0002,459
Foreign debt securitiesNANA
Equity securities$173,0005,695
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,0008,269
Mortgage-backed securities$687,0006,446
Certificates of participation in pools of residential mortgages$315,0006,344
Issued or guaranteed by U.S.$315,0006,325
Privately issued$0349
Collaterized mortgage obligations$372,0003,975
CMOs issued by government agencies or sponsored agencies$372,0003,818
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)$8,224,0006,286
Total debt securities$8,051,0007,549
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$7,518,0008,248
U.S. Government securities$2,379,0009,853
U.S. Treasury securities$600,0006,989
U.S. Government agency obligations$1,779,0009,197
Securities issued by states & political subdivisions$4,037,0003,190
Other domestic debt securities$528,0002,268
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$528,0001,788
Foreign debt securitiesNANA
Equity securities$574,0003,334
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$201,0008,569
Mortgage-backed securities$1,056,0006,260
Certificates of participation in pools of residential mortgages$468,0006,220
Issued or guaranteed by U.S.$468,0006,200
Privately issued$0394
Collaterized mortgage obligations$588,0003,857
CMOs issued by government agencies or sponsored agencies$588,0003,716
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)$4,372,0004,407
Available-for-sale securities (fair market value)$3,146,0008,248
Total debt securities$6,944,0008,336
Structured notes
Amortized cost$198,0002,764
Fair value$199,0002,680
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$5,018,0009,771
U.S. Government securities$2,918,00010,192
U.S. Treasury securities$1,047,0007,061
U.S. Government agency obligations$1,871,0009,581
Securities issued by states & political subdivisions$1,233,0005,737
Other domestic debt securities$300,0003,084
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$300,0002,370
Foreign debt securitiesNANA
Equity securities$567,0003,267
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$451,0008,689
Mortgage-backed securities$1,372,0006,424
Certificates of participation in pools of residential mortgages$715,0006,261
Issued or guaranteed by U.S.$715,0006,245
Privately issued$0472
Collaterized mortgage obligations$657,0004,219
CMOs issued by government agencies or sponsored agencies$657,0004,067
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)$3,301,0005,498
Available-for-sale securities (fair market value)$1,717,0009,169
Total debt securities$4,451,0009,909
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$6,212,0009,681
U.S. Government securities$3,163,00010,496
U.S. Treasury securities$652,0009,119
U.S. Government agency obligations$2,511,0009,357
Securities issued by states & political subdivisions$1,081,0006,193
Other domestic debt securities$1,410,0002,116
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$1,410,0001,642
Foreign debt securitiesNANA
Equity securities$558,0003,079
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,0009,605
Mortgage-backed securities$1,262,0006,984
Certificates of participation in pools of residential mortgages$780,0006,448
Issued or guaranteed by U.S.$780,0006,416
Privately issued$0558
Collaterized mortgage obligations$482,0004,975
CMOs issued by government agencies or sponsored agencies$482,0004,782
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)$4,841,0005,081
Available-for-sale securities (fair market value)$1,371,0009,744
Total debt securities$5,654,0009,804
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$5,938,00010,420
U.S. Government securities$3,244,00011,104
U.S. Treasury securities$941,0009,871
U.S. Government agency obligations$2,303,0009,647
Securities issued by states & political subdivisions$694,0007,236
Other domestic debt securities$1,524,0002,302
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$1,524,0001,800
Foreign debt securitiesNANA
Equity securities$476,0003,181
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,00010,083
Mortgage-backed securities$1,159,0007,560
Certificates of participation in pools of residential mortgages$951,0006,511
Issued or guaranteed by U.S.$951,0006,489
Privately issued$0564
Collaterized mortgage obligations$208,0005,877
CMOs issued by government agencies or sponsored agencies$208,0005,622
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)$4,621,0008,210
Available-for-sale securities (fair market value)$1,317,0009,408
Total debt securities$5,462,00010,521
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$6,038,00010,757
U.S. Government securities$3,633,00011,311
U.S. Treasury securities$849,00010,293
U.S. Government agency obligations$2,784,0009,571
Securities issued by states & political subdivisions$220,0008,791
Other domestic debt securities$1,638,0002,639
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$1,638,0002,000
Foreign debt securitiesNANA
Equity securities$547,0002,908
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,00010,521
Mortgage-backed securities$1,811,0007,476
Certificates of participation in pools of residential mortgages$1,388,0006,481
Issued or guaranteed by U.S.$1,388,0006,433
Privately issued$0731
Collaterized mortgage obligations$423,0005,896
CMOs issued by government agencies or sponsored agencies$423,0005,643
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$5,491,00010,897
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$7,835,00010,100
U.S. Government securities$5,433,00010,516
U.S. Treasury securities$1,145,00010,049
U.S. Government agency obligations$4,288,0008,485
Securities issued by states & political subdivisions$100,0009,256
Other domestic debt securities$2,291,0002,725
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$2,291,0001,917
Foreign debt securitiesNANA
Equity securities$11,0008,094
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$850,0009,022
Mortgage-backed securities$3,269,0006,557
Certificates of participation in pools of residential mortgages$2,768,0005,366
Issued or guaranteed by U.S.$2,768,0005,307
Privately issued$0831
Collaterized mortgage obligations$501,0005,839
CMOs issued by government agencies or sponsored agencies$501,0005,422
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$7,824,0009,976
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