Cornerstone Bank, Inc., Securities

2019-12-31Rank
Total securities$90,075,0001,375
U.S. Government securities$51,666,0001,414
U.S. Treasury securities$5,472,000623
U.S. Government agency obligations$46,194,0001,464
Securities issued by states & political subdivisions$26,482,0001,240
Other domestic debt securities$10,868,000631
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$10,868,000398
Foreign debt securities$1,059,000155
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,607,0001,507
Mortgage-backed securities$8,376,0002,768
Certificates of participation in pools of residential mortgages$3,475,0002,886
Issued or guaranteed by U.S.$3,475,0002,798
Privately issued$0249
Collaterized mortgage obligations$4,901,0001,607
CMOs issued by government agencies or sponsored agencies$4,901,0001,567
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$90,075,0001,261
Total debt securities$90,076,0001,362
Structured notes
Amortized cost$547,000532
Fair value$541,000534
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$94,384,0001,322
U.S. Government securities$55,683,0001,334
U.S. Treasury securities$5,471,000632
U.S. Government agency obligations$50,212,0001,369
Securities issued by states & political subdivisions$26,796,0001,213
Other domestic debt securities$10,851,000623
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$10,851,000395
Foreign debt securities$1,054,000159
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,784,0001,180
Mortgage-backed securities$10,948,0002,525
Certificates of participation in pools of residential mortgages$5,057,0002,591
Issued or guaranteed by U.S.$5,057,0002,515
Privately issued$0287
Collaterized mortgage obligations$5,891,0001,515
CMOs issued by government agencies or sponsored agencies$5,891,0001,476
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)$94,384,0001,210
Total debt securities$94,383,0001,306
Structured notes
Amortized cost$568,000658
Fair value$562,000659
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$97,160,0001,307
U.S. Government securities$58,652,0001,292
U.S. Treasury securities$5,644,000615
U.S. Government agency obligations$53,008,0001,323
Securities issued by states & political subdivisions$26,678,0001,239
Other domestic debt securities$10,780,000601
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$10,780,000401
Foreign debt securities$1,050,000166
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,511,0001,212
Mortgage-backed securities$12,211,0002,428
Certificates of participation in pools of residential mortgages$5,457,0002,521
Issued or guaranteed by U.S.$5,457,0002,465
Privately issued$0244
Collaterized mortgage obligations$6,754,0001,422
CMOs issued by government agencies or sponsored agencies$6,754,0001,378
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)$97,160,0001,183
Total debt securities$97,159,0001,290
Structured notes
Amortized cost$597,000722
Fair value$590,000723
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$98,313,0001,304
U.S. Government securities$60,223,0001,271
U.S. Treasury securities$4,843,000713
U.S. Government agency obligations$55,380,0001,285
Securities issued by states & political subdivisions$26,563,0001,281
Other domestic debt securities$10,501,000606
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$10,501,000411
Foreign debt securities$1,026,000170
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,645,0002,483
Mortgage-backed securities$12,957,0002,355
Certificates of participation in pools of residential mortgages$5,613,0002,521
Issued or guaranteed by U.S.$5,613,0002,463
Privately issued$0248
Collaterized mortgage obligations$7,344,0001,372
CMOs issued by government agencies or sponsored agencies$7,344,0001,328
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)$98,313,0001,181
Total debt securities$98,313,0001,289
Structured notes
Amortized cost$623,000728
Fair value$607,000731
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$98,179,0001,310
U.S. Government securities$60,216,0001,273
U.S. Treasury securities$4,811,000718
U.S. Government agency obligations$55,405,0001,300
Securities issued by states & political subdivisions$26,748,0001,300
Other domestic debt securities$10,209,000591
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$10,209,000412
Foreign debt securities$1,006,000174
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,499,0002,512
Mortgage-backed securities$11,424,0002,493
Certificates of participation in pools of residential mortgages$3,639,0002,911
Issued or guaranteed by U.S.$3,639,0002,854
Privately issued$0211
Collaterized mortgage obligations$7,785,0001,316
CMOs issued by government agencies or sponsored agencies$7,785,0001,271
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)$98,179,0001,190
Total debt securities$98,180,0001,291
Structured notes
Amortized cost$647,000748
Fair value$628,000747
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$95,450,0001,351
U.S. Government securities$58,674,0001,315
U.S. Treasury securities$4,715,000701
U.S. Government agency obligations$53,959,0001,325
Securities issued by states & political subdivisions$25,515,0001,350
Other domestic debt securities$10,257,000573
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$10,257,000410
Foreign debt securities$1,004,000176
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,236,0002,518
Mortgage-backed securities$8,039,0002,812
Certificates of participation in pools of residential mortgages$1,556,0003,448
Issued or guaranteed by U.S.$1,556,0003,420
Privately issued$0145
Collaterized mortgage obligations$6,483,0001,398
CMOs issued by government agencies or sponsored agencies$6,483,0001,352
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)$95,450,0001,224
Total debt securities$95,450,0001,330
Structured notes
Amortized cost$691,000728
Fair value$662,000726
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$94,766,0001,379
U.S. Government securities$57,582,0001,328
U.S. Treasury securities$4,737,000662
U.S. Government agency obligations$52,845,0001,350
Securities issued by states & political subdivisions$25,914,0001,387
Other domestic debt securities$10,265,000652
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$10,265,000405
Foreign debt securities$1,005,000176
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,087,0002,891
Mortgage-backed securities$3,651,0003,455
Certificates of participation in pools of residential mortgages$16,0004,287
Issued or guaranteed by U.S.$16,0004,174
Privately issued$0453
Collaterized mortgage obligations$3,635,0001,785
CMOs issued by government agencies or sponsored agencies$3,635,0001,737
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)$94,766,0001,256
Total debt securities$94,767,0001,358
Structured notes
Amortized cost$730,000727
Fair value$699,000726
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$95,526,0001,374
U.S. Government securities$56,074,0001,391
U.S. Treasury securities$4,753,000637
U.S. Government agency obligations$51,321,0001,431
Securities issued by states & political subdivisions$28,081,0001,320
Other domestic debt securities$10,358,000571
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$10,358,000407
Foreign debt securities$1,013,000172
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,109,0002,918
Mortgage-backed securities$1,784,0003,818
Certificates of participation in pools of residential mortgages$17,0004,327
Issued or guaranteed by U.S.$17,0004,320
Privately issued$067
Collaterized mortgage obligations$1,766,0002,156
CMOs issued by government agencies or sponsored agencies$1,766,0002,096
Privately issued$0557
Commercial mortgage-backed securities$1,0001,481
Commercial mortgage pass-through securities$1,0001,055
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$95,526,0001,240
Total debt securities$95,527,0001,353
Structured notes
Amortized cost$772,000681
Fair value$745,000683
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$98,824,0001,344
U.S. Government securities$58,036,0001,359
U.S. Treasury securities$4,835,000612
U.S. Government agency obligations$53,201,0001,401
Securities issued by states & political subdivisions$28,533,0001,353
Other domestic debt securities$10,704,000565
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$10,704,000403
Foreign debt securities$1,551,000148
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,251,0002,937
Mortgage-backed securities$1,911,0003,832
Certificates of participation in pools of residential mortgages$19,0004,374
Issued or guaranteed by U.S.$19,0004,369
Privately issued$064
Collaterized mortgage obligations$1,891,0002,102
CMOs issued by government agencies or sponsored agencies$1,891,0002,037
Privately issued$0573
Commercial mortgage-backed securities$1,0001,474
Commercial mortgage pass-through securities$1,0001,054
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$98,824,0001,209
Total debt securities$98,824,0001,325
Structured notes
Amortized cost$815,000677
Fair value$793,000680
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$93,980,0001,417
U.S. Government securities$57,206,0001,397
U.S. Treasury securities$4,891,000569
U.S. Government agency obligations$52,315,0001,442
Securities issued by states & political subdivisions$26,977,0001,454
Other domestic debt securities$7,727,000673
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$7,727,000509
Foreign debt securities$2,070,000136
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,922,0002,795
Mortgage-backed securities$2,050,0003,856
Certificates of participation in pools of residential mortgages$21,0004,428
Issued or guaranteed by U.S.$21,0004,424
Privately issued$069
Collaterized mortgage obligations$2,027,0002,078
CMOs issued by government agencies or sponsored agencies$2,027,0002,019
Privately issued$0584
Commercial mortgage-backed securities$2,0001,461
Commercial mortgage pass-through securities$2,0001,044
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$93,980,0001,273
Total debt securities$93,980,0001,398
Structured notes
Amortized cost$870,000702
Fair value$853,000702
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$100,717,0001,365
U.S. Government securities$58,925,0001,396
U.S. Treasury securities$4,910,000586
U.S. Government agency obligations$54,015,0001,438
Securities issued by states & political subdivisions$27,040,0001,462
Other domestic debt securities$12,666,000517
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$12,666,000373
Foreign debt securities$2,086,000141
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,944,0002,805
Mortgage-backed securities$2,242,0003,854
Certificates of participation in pools of residential mortgages$22,0004,457
Issued or guaranteed by U.S.$22,0004,452
Privately issued$067
Collaterized mortgage obligations$2,218,0002,064
CMOs issued by government agencies or sponsored agencies$2,218,0002,000
Privately issued$0606
Commercial mortgage-backed securities$2,0001,418
Commercial mortgage pass-through securities$2,0001,018
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$100,717,0001,221
Total debt securities$100,717,0001,345
Structured notes
Amortized cost$934,000743
Fair value$924,000742
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$100,123,0001,388
U.S. Government securities$60,505,0001,383
U.S. Treasury securities$4,841,000627
U.S. Government agency obligations$55,664,0001,425
Securities issued by states & political subdivisions$25,034,0001,583
Other domestic debt securities$12,511,000532
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$12,511,000381
Foreign debt securities$2,073,000141
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,823,0002,847
Mortgage-backed securities$5,538,0003,324
Certificates of participation in pools of residential mortgages$3,283,0003,296
Issued or guaranteed by U.S.$3,283,0003,293
Privately issued$066
Collaterized mortgage obligations$2,252,0002,078
CMOs issued by government agencies or sponsored agencies$2,252,0002,012
Privately issued$0642
Commercial mortgage-backed securities$3,0001,390
Commercial mortgage pass-through securities$3,000977
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$100,123,0001,234
Total debt securities$100,123,0001,372
Structured notes
Amortized cost$1,004,000632
Fair value$982,000723
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$101,134,0001,356
U.S. Government securities$61,949,0001,340
U.S. Treasury securities$4,830,000614
U.S. Government agency obligations$57,119,0001,370
Securities issued by states & political subdivisions$24,596,0001,589
Other domestic debt securities$12,515,000516
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$12,515,000366
Foreign debt securities$2,074,000140
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,814,0002,869
Mortgage-backed securities$5,828,0003,297
Certificates of participation in pools of residential mortgages$3,489,0003,269
Issued or guaranteed by U.S.$3,489,0003,265
Privately issued$071
Collaterized mortgage obligations$2,336,0002,059
CMOs issued by government agencies or sponsored agencies$2,336,0001,991
Privately issued$0666
Commercial mortgage-backed securities$3,0001,345
Commercial mortgage pass-through securities$3,000948
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$101,134,0001,204
Total debt securities$101,134,0001,334
Structured notes
Amortized cost$1,087,000621
Fair value$1,060,000619
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$98,059,0001,391
U.S. Government securities$60,554,0001,367
U.S. Treasury securities$5,036,000513
U.S. Government agency obligations$55,518,0001,389
Securities issued by states & political subdivisions$25,440,0001,551
Other domestic debt securities$10,488,000572
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$10,488,000422
Foreign debt securities$1,577,000157
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,153,0002,855
Mortgage-backed securities$6,280,0003,251
Certificates of participation in pools of residential mortgages$3,813,0003,232
Issued or guaranteed by U.S.$3,813,0003,231
Privately issued$067
Collaterized mortgage obligations$2,463,0002,055
CMOs issued by government agencies or sponsored agencies$2,463,0001,988
Privately issued$0671
Commercial mortgage-backed securities$4,0001,282
Commercial mortgage pass-through securities$4,000874
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$98,059,0001,239
Total debt securities$98,059,0001,374
Structured notes
Amortized cost$1,162,000600
Fair value$1,146,000601
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$112,736,0001,230
U.S. Government securities$74,973,0001,157
U.S. Treasury securities$01,253
U.S. Government agency obligations$74,973,0001,109
Securities issued by states & political subdivisions$25,720,0001,543
Other domestic debt securities$10,466,000585
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$10,466,000422
Foreign debt securities$1,577,000154
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,828,0002,929
Mortgage-backed securities$11,073,0002,724
Certificates of participation in pools of residential mortgages$8,454,0002,505
Issued or guaranteed by U.S.$8,454,0002,500
Privately issued$071
Collaterized mortgage obligations$2,615,0002,042
CMOs issued by government agencies or sponsored agencies$2,615,0001,971
Privately issued$0687
Commercial mortgage-backed securities$4,0001,220
Commercial mortgage pass-through securities$4,000836
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$112,736,0001,084
Total debt securities$112,736,0001,205
Structured notes
Amortized cost$2,938,000436
Fair value$2,933,000437
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$103,932,0001,336
U.S. Government securities$68,549,0001,289
U.S. Treasury securities$01,296
U.S. Government agency obligations$68,549,0001,228
Securities issued by states & political subdivisions$24,533,0001,601
Other domestic debt securities$9,278,000634
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$9,278,000459
Foreign debt securities$1,572,000166
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,041,0002,959
Mortgage-backed securities$8,880,0002,968
Certificates of participation in pools of residential mortgages$8,875,0002,469
Issued or guaranteed by U.S.$8,875,0002,467
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$5,0001,203
Commercial mortgage pass-through securities$5,000823
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$103,932,0001,180
Total debt securities$103,932,0001,316
Structured notes
Amortized cost$4,334,000389
Fair value$4,287,000389
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$104,269,0001,346
U.S. Government securities$69,216,0001,300
U.S. Treasury securities$01,367
U.S. Government agency obligations$69,216,0001,241
Securities issued by states & political subdivisions$24,800,0001,588
Other domestic debt securities$8,672,000636
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$8,672,000460
Foreign debt securities$1,581,000154
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,859,0002,991
Mortgage-backed securities$9,219,0002,928
Certificates of participation in pools of residential mortgages$9,214,0002,431
Issued or guaranteed by U.S.$9,214,0002,428
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$5,0001,158
Commercial mortgage pass-through securities$5,000798
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$104,269,0001,178
Total debt securities$104,269,0001,321
Structured notes
Amortized cost$4,428,000439
Fair value$4,316,000443
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$103,423,0001,357
U.S. Government securities$68,575,0001,298
U.S. Treasury securities$01,303
U.S. Government agency obligations$68,575,0001,238
Securities issued by states & political subdivisions$24,549,0001,600
Other domestic debt securities$8,711,000645
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$8,711,000462
Foreign debt securities$1,588,000158
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,834,0003,030
Mortgage-backed securities$9,777,0002,903
Certificates of participation in pools of residential mortgages$9,772,0002,394
Issued or guaranteed by U.S.$9,772,0002,392
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$5,0001,109
Commercial mortgage pass-through securities$5,000768
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$103,423,0001,206
Total debt securities$103,423,0001,335
Structured notes
Amortized cost$4,554,000502
Fair value$4,433,000520
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$100,194,0001,435
U.S. Government securities$65,216,0001,409
U.S. Treasury securities$01,348
U.S. Government agency obligations$65,216,0001,352
Securities issued by states & political subdivisions$24,660,0001,560
Other domestic debt securities$8,720,000633
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$8,720,000443
Foreign debt securities$1,598,000161
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,598,0003,074
Mortgage-backed securities$10,188,0002,937
Certificates of participation in pools of residential mortgages$10,182,0002,405
Issued or guaranteed by U.S.$10,182,0002,404
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$6,0001,064
Commercial mortgage pass-through securities$6,000728
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$100,194,0001,266
Total debt securities$100,194,0001,413
Structured notes
Amortized cost$4,706,000568
Fair value$4,488,000579
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$96,066,0001,500
U.S. Government securities$64,028,0001,448
U.S. Treasury securities$01,327
U.S. Government agency obligations$64,028,0001,393
Securities issued by states & political subdivisions$25,051,0001,513
Other domestic debt securities$5,355,000834
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$5,355,000609
Foreign debt securities$1,632,000165
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,156,0003,634
Mortgage-backed securities$10,831,0002,910
Certificates of participation in pools of residential mortgages$10,824,0002,369
Issued or guaranteed by U.S.$10,824,0002,369
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$7,0001,044
Commercial mortgage pass-through securities$7,000710
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$96,066,0001,332
Total debt securities$96,066,0001,483
Structured notes
Amortized cost$3,000,000809
Fair value$2,932,000873
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$84,456,0001,693
U.S. Government securities$52,426,0001,737
U.S. Treasury securities$01,361
U.S. Government agency obligations$52,426,0001,661
Securities issued by states & political subdivisions$25,116,0001,507
Other domestic debt securities$5,293,000842
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$5,293,000620
Foreign debt securities$1,621,000151
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,996,0003,700
Mortgage-backed securities$11,258,0002,913
Certificates of participation in pools of residential mortgages$11,251,0002,366
Issued or guaranteed by U.S.$11,251,0002,364
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$7,0001,025
Commercial mortgage pass-through securities$7,000716
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$84,456,0001,508
Total debt securities$84,456,0001,674
Structured notes
Amortized cost$3,000,000861
Fair value$2,868,000929
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$72,408,0001,980
U.S. Government securities$47,113,0001,947
U.S. Treasury securities$01,381
U.S. Government agency obligations$47,113,0001,871
Securities issued by states & political subdivisions$18,911,0001,924
Other domestic debt securities$4,743,000931
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$4,743,000678
Foreign debt securities$1,641,000149
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,773,0003,804
Mortgage-backed securities$9,952,0003,135
Certificates of participation in pools of residential mortgages$9,944,0002,594
Issued or guaranteed by U.S.$9,944,0002,591
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$8,000993
Commercial mortgage pass-through securities$8,000708
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$72,408,0001,781
Total debt securities$72,408,0001,961
Structured notes
Amortized cost$3,000,000944
Fair value$2,757,0001,024
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$72,957,0001,978
U.S. Government securities$48,141,0001,924
U.S. Treasury securities$01,342
U.S. Government agency obligations$48,141,0001,857
Securities issued by states & political subdivisions$18,408,0001,987
Other domestic debt securities$5,269,000891
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$5,269,000642
Foreign debt securities$1,139,000167
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,704,0003,847
Mortgage-backed securities$10,424,0003,127
Certificates of participation in pools of residential mortgages$10,416,0002,580
Issued or guaranteed by U.S.$10,416,0002,580
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$8,0001,000
Commercial mortgage pass-through securities$8,000719
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$72,957,0001,782
Total debt securities$72,957,0001,959
Structured notes
Amortized cost$3,000,000987
Fair value$2,714,0001,069
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$73,410,0001,982
U.S. Government securities$48,273,0001,942
U.S. Treasury securities$01,198
U.S. Government agency obligations$48,273,0001,886
Securities issued by states & political subdivisions$18,762,0001,948
Other domestic debt securities$5,230,000912
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$5,230,000663
Foreign debt securities$1,145,000163
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,963,0003,828
Mortgage-backed securities$10,700,0003,119
Certificates of participation in pools of residential mortgages$10,691,0002,566
Issued or guaranteed by U.S.$10,691,0002,566
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$9,000990
Commercial mortgage pass-through securities$9,000720
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$73,410,0001,782
Total debt securities$73,410,0001,959
Structured notes
Amortized cost$3,000,000998
Fair value$2,719,0001,073
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$61,243,0002,278
U.S. Government securities$38,612,0002,315
U.S. Treasury securities$01,131
U.S. Government agency obligations$38,612,0002,249
Securities issued by states & political subdivisions$16,796,0002,113
Other domestic debt securities$4,682,0001,032
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$4,682,000756
Foreign debt securities$1,153,000159
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,772,0003,866
Mortgage-backed securities$10,929,0003,095
Certificates of participation in pools of residential mortgages$10,920,0002,545
Issued or guaranteed by U.S.$10,920,0002,545
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$9,000933
Commercial mortgage pass-through securities$9,000669
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$61,243,0002,062
Total debt securities$61,243,0002,261
Structured notes
Amortized cost$3,000,000977
Fair value$2,614,0001,060
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$59,842,0002,331
U.S. Government securities$35,826,0002,448
U.S. Treasury securities$01,131
U.S. Government agency obligations$35,826,0002,381
Securities issued by states & political subdivisions$15,102,0002,284
Other domestic debt securities$5,628,000963
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$5,628,000675
Foreign debt securities$3,286,000107
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,910,0003,842
Mortgage-backed securities$8,684,0003,389
Certificates of participation in pools of residential mortgages$8,675,0002,850
Issued or guaranteed by U.S.$8,675,0002,847
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$9,000919
Commercial mortgage pass-through securities$9,000649
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$59,842,0002,113
Total debt securities$59,842,0002,311
Structured notes
Amortized cost$3,000,000972
Fair value$2,577,0001,060
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$60,909,0002,289
U.S. Government securities$39,155,0002,285
U.S. Treasury securities$01,152
U.S. Government agency obligations$39,155,0002,220
Securities issued by states & political subdivisions$12,850,0002,494
Other domestic debt securities$5,615,000973
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$5,615,000690
Foreign debt securities$3,289,000109
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,742,0003,670
Mortgage-backed securities$9,287,0003,313
Certificates of participation in pools of residential mortgages$9,277,0002,730
Issued or guaranteed by U.S.$9,277,0002,728
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$10,000892
Commercial mortgage pass-through securities$10,000648
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$60,909,0002,092
Total debt securities$60,909,0002,268
Structured notes
Amortized cost$3,000,000952
Fair value$2,808,0001,015
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$65,142,0002,194
U.S. Government securities$43,576,0002,122
U.S. Treasury securities$01,161
U.S. Government agency obligations$43,576,0002,063
Securities issued by states & political subdivisions$11,928,0002,595
Other domestic debt securities$6,285,000925
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$6,285,000639
Foreign debt securities$3,353,000107
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,143,0003,644
Mortgage-backed securities$7,850,0003,579
Certificates of participation in pools of residential mortgages$7,839,0002,981
Issued or guaranteed by U.S.$7,839,0002,980
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$11,000812
Commercial mortgage pass-through securities$11,000604
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$65,142,0002,009
Total debt securities$65,142,0002,176
Structured notes
Amortized cost$3,000,000970
Fair value$2,940,0001,029
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$61,465,0002,251
U.S. Government securities$41,430,0002,164
U.S. Treasury securities$01,135
U.S. Government agency obligations$41,430,0002,111
Securities issued by states & political subdivisions$10,420,0002,773
Other domestic debt securities$6,271,000900
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$6,271,000615
Foreign debt securities$3,344,000110
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,162,0003,631
Mortgage-backed securities$6,475,0003,821
Certificates of participation in pools of residential mortgages$6,464,0003,210
Issued or guaranteed by U.S.$6,464,0003,208
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$11,000709
Commercial mortgage pass-through securities$11,000539
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$61,465,0002,069
Total debt securities$61,465,0002,227
Structured notes
Amortized cost$4,515,000787
Fair value$4,460,000807
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$60,108,0002,304
U.S. Government securities$38,657,0002,341
U.S. Treasury securities$01,086
U.S. Government agency obligations$38,657,0002,288
Securities issued by states & political subdivisions$11,348,0002,610
Other domestic debt securities$6,800,000889
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$6,800,000607
Foreign debt securities$3,303,000108
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,178,0003,655
Mortgage-backed securities$10,315,0003,401
Certificates of participation in pools of residential mortgages$10,303,0002,740
Issued or guaranteed by U.S.$10,303,0002,737
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$12,000679
Commercial mortgage pass-through securities$12,000506
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$60,108,0002,113
Total debt securities$60,108,0002,282
Structured notes
Amortized cost$2,515,0001,174
Fair value$2,473,0001,218
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$56,978,0002,403
U.S. Government securities$32,462,0002,695
U.S. Treasury securities$01,068
U.S. Government agency obligations$32,462,0002,643
Securities issued by states & political subdivisions$14,842,0002,151
Other domestic debt securities$6,539,000923
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$6,539,000632
Foreign debt securities$3,135,000104
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,152,0003,700
Mortgage-backed securities$11,092,0003,339
Certificates of participation in pools of residential mortgages$11,079,0002,700
Issued or guaranteed by U.S.$11,079,0002,699
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$13,000640
Commercial mortgage pass-through securities$13,000469
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$56,978,0002,206
Total debt securities$56,978,0002,382
Structured notes
Amortized cost$1,515,0001,717
Fair value$1,517,0001,722
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$45,286,0002,902
U.S. Government securities$20,726,0003,643
U.S. Treasury securities$01,157
U.S. Government agency obligations$20,726,0003,563
Securities issued by states & political subdivisions$15,388,0002,032
Other domestic debt securities$9,172,000769
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$9,172,000506
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,116,0003,917
Mortgage-backed securities$9,655,0003,543
Certificates of participation in pools of residential mortgages$9,641,0002,885
Issued or guaranteed by U.S.$9,641,0002,883
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$14,000606
Commercial mortgage pass-through securities$14,000442
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$45,286,0002,662
Total debt securities$45,286,0002,880
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$49,582,0002,603
U.S. Government securities$24,211,0003,238
U.S. Treasury securities$01,076
U.S. Government agency obligations$24,211,0003,170
Securities issued by states & political subdivisions$16,334,0001,909
Other domestic debt securities$9,037,000781
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$9,037,000477
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,158,0003,706
Mortgage-backed securities$6,513,0003,947
Certificates of participation in pools of residential mortgages$6,499,0003,295
Issued or guaranteed by U.S.$6,499,0003,294
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$14,000529
Commercial mortgage pass-through securities$14,000385
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$49,582,0002,370
Total debt securities$49,582,0002,582
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$49,346,0002,552
U.S. Government securities$25,415,0003,064
U.S. Treasury securities$01,126
U.S. Government agency obligations$25,415,0002,986
Securities issued by states & political subdivisions$16,588,0001,827
Other domestic debt securities$7,343,000861
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$7,343,000516
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,245,0003,663
Mortgage-backed securities$7,035,0003,809
Certificates of participation in pools of residential mortgages$7,017,0003,142
Issued or guaranteed by U.S.$7,017,0003,139
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$18,000465
Commercial mortgage pass-through securities$18,000342
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$49,346,0002,321
Total debt securities$49,346,0002,529
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$49,651,0002,569
U.S. Government securities$26,271,0003,077
U.S. Treasury securities$01,225
U.S. Government agency obligations$26,271,0002,993
Securities issued by states & political subdivisions$17,286,0001,701
Other domestic debt securities$6,094,000909
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$6,094,000540
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,072,0003,750
Mortgage-backed securities$7,078,0003,773
Certificates of participation in pools of residential mortgages$7,059,0003,095
Issued or guaranteed by U.S.$7,059,0003,090
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$19,000451
Commercial mortgage pass-through securities$19,000343
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$49,651,0002,331
Total debt securities$49,651,0002,543
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$50,627,0002,499
U.S. Government securities$27,617,0002,954
U.S. Treasury securities$01,272
U.S. Government agency obligations$27,617,0002,860
Securities issued by states & political subdivisions$16,972,0001,699
Other domestic debt securities$6,038,000959
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$6,038,000542
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,230,0003,716
Mortgage-backed securities$7,058,0003,715
Certificates of participation in pools of residential mortgages$7,039,0003,025
Issued or guaranteed by U.S.$7,039,0003,019
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$19,000442
Commercial mortgage pass-through securities$19,000335
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$50,627,0002,261
Total debt securities$50,627,0002,475
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$43,605,0002,718
U.S. Government securities$19,989,0003,475
U.S. Treasury securities$01,275
U.S. Government agency obligations$19,989,0003,376
Securities issued by states & political subdivisions$17,611,0001,611
Other domestic debt securities$6,005,0001,025
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$19,000407
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$5,986,000543
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,293,0003,662
Mortgage-backed securities$4,213,0004,176
Certificates of participation in pools of residential mortgages$4,194,0003,559
Issued or guaranteed by U.S.$4,194,0003,550
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$19,000407
Commercial mortgage pass-through securities$19,000321
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$43,605,0002,440
Total debt securities$43,605,0002,690
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$39,139,0002,903
U.S. Government securities$16,158,0003,889
U.S. Treasury securities$01,180
U.S. Government agency obligations$16,158,0003,776
Securities issued by states & political subdivisions$16,578,0001,640
Other domestic debt securities$6,403,0001,015
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$20,000379
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$6,383,000512
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,642,0003,834
Mortgage-backed securities$229,0005,679
Certificates of participation in pools of residential mortgages$209,0005,311
Issued or guaranteed by U.S.$209,0005,299
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$20,000379
Commercial mortgage pass-through securities$20,000296
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$39,139,0002,626
Total debt securities$39,139,0002,878
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$36,335,0003,066
U.S. Government securities$15,122,0004,082
U.S. Treasury securities$01,121
U.S. Government agency obligations$15,122,0003,972
Securities issued by states & political subdivisions$15,003,0001,691
Other domestic debt securities$6,210,0001,021
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$20,000377
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$6,190,000494
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,080,0003,782
Mortgage-backed securities$412,0005,580
Certificates of participation in pools of residential mortgages$392,0005,181
Issued or guaranteed by U.S.$392,0005,170
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$20,000377
Commercial mortgage pass-through securities$20,000295
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$36,335,0002,754
Total debt securities$36,335,0003,034
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$36,670,0003,061
U.S. Government securities$17,697,0003,810
U.S. Treasury securities$01,130
U.S. Government agency obligations$17,697,0003,723
Securities issued by states & political subdivisions$14,621,0001,707
Other domestic debt securities$4,352,0001,270
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$21,000390
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$4,331,000650
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,811,0003,913
Mortgage-backed securities$465,0005,645
Certificates of participation in pools of residential mortgages$444,0005,268
Issued or guaranteed by U.S.$444,0005,257
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$21,000390
Commercial mortgage pass-through securities$21,000302
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$36,670,0002,746
Total debt securities$36,670,0003,030
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$35,927,0003,086
U.S. Government securities$31,311,0002,600
U.S. Treasury securities$01,077
U.S. Government agency obligations$31,311,0002,524
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$4,616,0001,285
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$21,000378
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$4,595,000643
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,435,0003,815
Mortgage-backed securities$510,0005,681
Certificates of participation in pools of residential mortgages$489,0005,300
Issued or guaranteed by U.S.$489,0005,285
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$21,000378
Commercial mortgage pass-through securities$21,000294
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$35,927,0002,763
Total debt securities$35,927,0003,059
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$33,395,0003,249
U.S. Government securities$13,629,0004,340
U.S. Treasury securities$01,047
U.S. Government agency obligations$13,629,0004,251
Securities issued by states & political subdivisions$14,873,0001,664
Other domestic debt securities$4,893,0001,318
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$22,000387
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$4,871,000656
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,225,0003,871
Mortgage-backed securities$570,0005,719
Certificates of participation in pools of residential mortgages$548,0005,338
Issued or guaranteed by U.S.$548,0005,321
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$22,000387
Commercial mortgage pass-through securities$22,000288
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$33,395,0002,919
Total debt securities$33,395,0003,211
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$29,757,0003,476
U.S. Government securities$10,553,0004,885
U.S. Treasury securities$01,036
U.S. Government agency obligations$10,553,0004,797
Securities issued by states & political subdivisions$14,785,0001,626
Other domestic debt securities$4,419,0001,419
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$22,000316
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$4,397,000729
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,317,0003,842
Mortgage-backed securities$637,0005,738
Certificates of participation in pools of residential mortgages$615,0005,351
Issued or guaranteed by U.S.$615,0005,331
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$22,000316
Commercial mortgage pass-through securities$22,000216
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$29,757,0003,108
Total debt securities$29,757,0003,442
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$31,839,0003,320
U.S. Government securities$13,263,0004,477
U.S. Treasury securities$0981
U.S. Government agency obligations$13,263,0004,395
Securities issued by states & political subdivisions$15,459,0001,491
Other domestic debt securities$3,117,0001,556
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$3,117,000894
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,615,0003,826
Mortgage-backed securities$714,0005,766
Certificates of participation in pools of residential mortgages$714,0005,370
Issued or guaranteed by U.S.$714,0005,352
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
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)$31,839,0002,948
Total debt securities$31,839,0003,286
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$30,012,0003,456
U.S. Government securities$14,478,0004,318
U.S. Treasury securities$0973
U.S. Government agency obligations$14,478,0004,242
Securities issued by states & political subdivisions$14,681,0001,544
Other domestic debt securities$853,0002,416
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$853,0001,637
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,518,0003,891
Mortgage-backed securities$749,0005,751
Certificates of participation in pools of residential mortgages$749,0005,349
Issued or guaranteed by U.S.$749,0005,333
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
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)$30,012,0003,083
Total debt securities$30,012,0003,418
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$29,151,0003,468
U.S. Government securities$15,385,0004,146
U.S. Treasury securities$01,019
U.S. Government agency obligations$15,385,0004,067
Securities issued by states & political subdivisions$12,999,0001,675
Other domestic debt securities$767,0002,415
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$767,0001,654
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,298,0003,950
Mortgage-backed securities$780,0005,717
Certificates of participation in pools of residential mortgages$780,0005,317
Issued or guaranteed by U.S.$780,0005,300
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
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)$29,151,0003,070
Total debt securities$29,151,0003,434
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$29,251,0003,512
U.S. Government securities$15,507,0004,142
U.S. Treasury securities$01,021
U.S. Government agency obligations$15,507,0004,076
Securities issued by states & political subdivisions$12,894,0001,695
Other domestic debt securities$850,0002,374
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$850,0001,659
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,777,0004,297
Mortgage-backed securities$807,0005,716
Certificates of participation in pools of residential mortgages$807,0005,311
Issued or guaranteed by U.S.$807,0005,288
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
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)$29,251,0003,116
Total debt securities$29,251,0003,472
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$25,057,0003,873
U.S. Government securities$10,908,0004,956
U.S. Treasury securities$01,044
U.S. Government agency obligations$10,908,0004,858
Securities issued by states & political subdivisions$13,372,0001,652
Other domestic debt securities$777,0002,353
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$777,0001,659
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,975,0004,203
Mortgage-backed securities$863,0005,639
Certificates of participation in pools of residential mortgages$863,0005,219
Issued or guaranteed by U.S.$863,0005,192
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
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)$25,057,0003,461
Total debt securities$25,057,0003,822
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$28,861,0003,544
U.S. Government securities$14,661,0004,348
U.S. Treasury securities$01,146
U.S. Government agency obligations$14,661,0004,257
Securities issued by states & political subdivisions$13,325,0001,648
Other domestic debt securities$875,0002,123
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$875,0001,495
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,462,0003,897
Mortgage-backed securities$877,0005,451
Certificates of participation in pools of residential mortgages$877,0005,016
Issued or guaranteed by U.S.$877,0004,993
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
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)$28,861,0003,136
Total debt securities$28,861,0003,495
Structured notes
Amortized cost$1,299,0001,380
Fair value$1,297,0001,386
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$28,249,0003,580
U.S. Government securities$14,002,0004,565
U.S. Treasury securities$01,235
U.S. Government agency obligations$14,002,0004,462
Securities issued by states & political subdivisions$13,389,0001,591
Other domestic debt securities$858,0002,092
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$858,0001,480
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$7,361,0003,931
Mortgage-backed securities$895,0005,344
Certificates of participation in pools of residential mortgages$895,0004,882
Issued or guaranteed by U.S.$895,0004,866
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
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)$28,249,0003,162
Total debt securities$28,249,0003,541
Structured notes
Amortized cost$1,299,0001,574
Fair value$1,292,0001,577
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$28,207,0003,565
U.S. Government securities$14,095,0004,560
U.S. Treasury securities$01,362
U.S. Government agency obligations$14,095,0004,448
Securities issued by states & political subdivisions$13,244,0001,586
Other domestic debt securities$868,0002,033
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$868,0001,446
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$7,244,0003,943
Mortgage-backed securities$919,0005,329
Certificates of participation in pools of residential mortgages$919,0004,863
Issued or guaranteed by U.S.$919,0004,848
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
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)$28,207,0003,123
Total debt securities$28,207,0003,526
Structured notes
Amortized cost$1,299,0001,658
Fair value$1,270,0001,664
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$28,693,0003,545
U.S. Government securities$14,358,0004,535
U.S. Treasury securities$01,448
U.S. Government agency obligations$14,358,0004,419
Securities issued by states & political subdivisions$13,453,0001,566
Other domestic debt securities$882,0002,035
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$882,0001,476
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$7,366,0003,947
Mortgage-backed securities$963,0005,328
Certificates of participation in pools of residential mortgages$963,0004,854
Issued or guaranteed by U.S.$963,0004,835
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
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)$28,693,0003,094
Total debt securities$28,693,0003,508
Structured notes
Amortized cost$1,299,0001,741
Fair value$1,281,0001,744
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$29,630,0003,499
U.S. Government securities$14,383,0004,588
U.S. Treasury securities$01,498
U.S. Government agency obligations$14,383,0004,468
Securities issued by states & political subdivisions$14,367,0001,458
Other domestic debt securities$880,0002,043
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$880,0001,500
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$7,359,0003,957
Mortgage-backed securities$998,0005,288
Certificates of participation in pools of residential mortgages$998,0004,808
Issued or guaranteed by U.S.$998,0004,791
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
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)$29,630,0003,044
Total debt securities$29,630,0003,454
Structured notes
Amortized cost$1,299,0001,837
Fair value$1,277,0001,842
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$28,623,0003,609
U.S. Government securities$13,343,0004,835
U.S. Treasury securities$01,574
U.S. Government agency obligations$13,343,0004,707
Securities issued by states & political subdivisions$14,404,0001,423
Other domestic debt securities$876,0002,060
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$876,0001,516
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$6,534,0004,170
Mortgage-backed securities$1,035,0005,257
Certificates of participation in pools of residential mortgages$1,035,0004,787
Issued or guaranteed by U.S.$1,035,0004,763
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
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)$28,623,0003,143
Total debt securities$28,623,0003,560
Structured notes
Amortized cost$1,299,0001,941
Fair value$1,272,0001,946
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$28,964,0003,575
U.S. Government securities$13,911,0004,724
U.S. Treasury securities$01,634
U.S. Government agency obligations$13,911,0004,581
Securities issued by states & political subdivisions$14,199,0001,425
Other domestic debt securities$854,0002,093
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$854,0001,562
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$6,397,0004,210
Mortgage-backed securities$1,060,0005,265
Certificates of participation in pools of residential mortgages$1,060,0004,798
Issued or guaranteed by U.S.$1,060,0004,774
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
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)$28,964,0003,110
Total debt securities$28,964,0003,522
Structured notes
Amortized cost$1,299,0001,994
Fair value$1,245,0002,004
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$30,178,0003,541
U.S. Government securities$13,561,0004,840
U.S. Treasury securities$01,715
U.S. Government agency obligations$13,561,0004,709
Securities issued by states & political subdivisions$14,609,0001,372
Other domestic debt securities$2,008,0001,571
Privately issued residential mortgage-backed securities$1,141,000815
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$867,0001,630
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$6,407,0004,205
Mortgage-backed securities$1,141,0005,266
Certificates of participation in pools of residential mortgages$1,141,0004,767
Issued or guaranteed by U.S.$06,611
Privately issued$1,141,000115
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
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)$30,178,0003,067
Total debt securities$30,178,0003,485
Structured notes
Amortized cost$1,299,0001,991
Fair value$1,260,0001,999
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$31,203,0003,463
U.S. Government securities$14,791,0004,573
U.S. Treasury securities$01,737
U.S. Government agency obligations$14,791,0004,438
Securities issued by states & political subdivisions$15,539,0001,298
Other domestic debt securities$873,0002,217
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$873,0001,729
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$6,430,0004,172
Mortgage-backed securities$1,189,0005,292
Certificates of participation in pools of residential mortgages$1,189,0004,777
Issued or guaranteed by U.S.$1,189,0004,757
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
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)$31,203,0002,992
Total debt securities$31,203,0003,404
Structured notes
Amortized cost$1,298,0001,984
Fair value$1,259,0001,994
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$32,118,0003,361
U.S. Government securities$15,613,0004,390
U.S. Treasury securities$01,786
U.S. Government agency obligations$15,613,0004,260
Securities issued by states & political subdivisions$15,612,0001,290
Other domestic debt securities$893,0002,245
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$893,0001,786
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$6,540,0004,136
Mortgage-backed securities$1,279,0005,267
Certificates of participation in pools of residential mortgages$1,279,0004,754
Issued or guaranteed by U.S.$1,279,0004,735
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
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)$32,118,0002,899
Total debt securities$32,118,0003,310
Structured notes
Amortized cost$1,298,0001,944
Fair value$1,288,0001,943
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$30,783,0003,519
U.S. Government securities$14,813,0004,592
U.S. Treasury securities$01,839
U.S. Government agency obligations$14,813,0004,455
Securities issued by states & political subdivisions$15,069,0001,322
Other domestic debt securities$901,0002,308
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$901,0001,865
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$5,986,0004,256
Mortgage-backed securities$1,373,0005,282
Certificates of participation in pools of residential mortgages$1,373,0004,759
Issued or guaranteed by U.S.$1,373,0004,738
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
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)$30,783,0003,056
Total debt securities$30,783,0003,471
Structured notes
Amortized cost$1,298,0001,933
Fair value$1,288,0001,934
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$30,093,0003,614
U.S. Government securities$14,137,0004,784
U.S. Treasury securities$01,963
U.S. Government agency obligations$14,137,0004,642
Securities issued by states & political subdivisions$15,076,0001,297
Other domestic debt securities$880,0002,392
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$880,0001,960
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$5,736,0004,383
Mortgage-backed securities$870,0005,681
Certificates of participation in pools of residential mortgages$870,0005,201
Issued or guaranteed by U.S.$870,0005,186
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
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)$30,093,0003,115
Total debt securities$30,093,0003,559
Structured notes
Amortized cost$1,298,0001,911
Fair value$1,261,0001,917
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$32,750,0003,398
U.S. Government securities$17,009,0004,287
U.S. Treasury securities$01,963
U.S. Government agency obligations$17,009,0004,152
Securities issued by states & political subdivisions$14,825,0001,331
Other domestic debt securities$916,0002,409
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$916,0002,014
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$4,796,0004,667
Mortgage-backed securities$924,0005,701
Certificates of participation in pools of residential mortgages$924,0005,193
Issued or guaranteed by U.S.$924,0005,178
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
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)$32,750,0002,933
Total debt securities$32,750,0003,343
Structured notes
Amortized cost$1,298,0001,867
Fair value$1,275,0001,868
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$31,459,0003,494
U.S. Government securities$17,727,0004,132
U.S. Treasury securities$01,990
U.S. Government agency obligations$17,727,0003,987
Securities issued by states & political subdivisions$13,732,0001,431
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,836,0004,325
Mortgage-backed securities$991,0005,649
Certificates of participation in pools of residential mortgages$965,0005,170
Issued or guaranteed by U.S.$965,0005,157
Privately issued$0225
Collaterized mortgage obligations$26,0003,686
CMOs issued by government agencies or sponsored agencies$26,0003,354
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)$31,459,0003,007
Total debt securities$31,459,0003,429
Structured notes
Amortized cost$1,797,0001,645
Fair value$1,787,0001,646
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$34,388,0003,303
U.S. Government securities$18,806,0004,065
U.S. Treasury securities$02,098
U.S. Government agency obligations$18,806,0003,916
Securities issued by states & political subdivisions$13,873,0001,401
Other domestic debt securities$1,709,0002,002
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$1,709,0001,656
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$5,710,0004,340
Mortgage-backed securities$1,143,0005,623
Certificates of participation in pools of residential mortgages$982,0005,224
Issued or guaranteed by U.S.$982,0005,210
Privately issued$0225
Collaterized mortgage obligations$161,0003,466
CMOs issued by government agencies or sponsored agencies$161,0003,172
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)$34,388,0002,852
Total debt securities$34,388,0003,241
Structured notes
Amortized cost$3,094,0001,166
Fair value$2,934,0001,234
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$33,148,0003,393
U.S. Government securities$17,658,0004,176
U.S. Treasury securities$02,082
U.S. Government agency obligations$17,658,0004,025
Securities issued by states & political subdivisions$13,686,0001,453
Other domestic debt securities$1,804,0002,076
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$1,804,0001,728
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$5,916,0004,235
Mortgage-backed securities$1,448,0005,496
Certificates of participation in pools of residential mortgages$1,051,0005,211
Issued or guaranteed by U.S.$1,051,0005,194
Privately issued$0230
Collaterized mortgage obligations$397,0003,264
CMOs issued by government agencies or sponsored agencies$397,0002,987
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)$33,148,0002,937
Total debt securities$33,148,0003,322
Structured notes
Amortized cost$3,092,0001,021
Fair value$3,071,0001,024
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$33,174,0003,453
U.S. Government securities$18,440,0004,136
U.S. Treasury securities$02,227
U.S. Government agency obligations$18,440,0003,994
Securities issued by states & political subdivisions$12,695,0001,560
Other domestic debt securities$2,039,0002,004
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,039,0001,733
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$4,513,0004,662
Mortgage-backed securities$1,823,0005,269
Certificates of participation in pools of residential mortgages$1,341,0005,013
Issued or guaranteed by U.S.$1,341,0004,995
Privately issued$0248
Collaterized mortgage obligations$482,0003,208
CMOs issued by government agencies or sponsored agencies$482,0003,056
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)$33,174,0002,969
Total debt securities$33,174,0003,396
Structured notes
Amortized cost$3,586,000832
Fair value$3,480,000855
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$31,733,0003,482
U.S. Government securities$18,863,0003,951
U.S. Treasury securities$02,287
U.S. Government agency obligations$18,863,0003,803
Securities issued by states & political subdivisions$10,592,0001,866
Other domestic debt securities$2,278,0001,994
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,278,0001,716
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$4,516,0004,617
Mortgage-backed securities$1,916,0005,238
Certificates of participation in pools of residential mortgages$1,387,0004,974
Issued or guaranteed by U.S.$1,387,0004,954
Privately issued$0253
Collaterized mortgage obligations$529,0003,184
CMOs issued by government agencies or sponsored agencies$529,0003,023
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)$31,733,0003,018
Total debt securities$31,733,0003,417
Structured notes
Amortized cost$3,289,000746
Fair value$3,142,000760
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$30,401,0003,513
U.S. Government securities$17,120,0004,103
U.S. Treasury securities$02,322
U.S. Government agency obligations$17,120,0003,951
Securities issued by states & political subdivisions$10,714,0001,800
Other domestic debt securities$2,567,0001,968
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,567,0001,691
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$4,140,0004,745
Mortgage-backed securities$1,872,0005,388
Certificates of participation in pools of residential mortgages$1,267,0005,131
Issued or guaranteed by U.S.$1,267,0005,112
Privately issued$0256
Collaterized mortgage obligations$605,0003,331
CMOs issued by government agencies or sponsored agencies$605,0003,167
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$30,401,0003,051
Total debt securities$30,401,0003,438
Structured notes
Amortized cost$2,291,000770
Fair value$2,299,000772
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$30,597,0003,470
U.S. Government securities$18,235,0003,945
U.S. Treasury securities$02,382
U.S. Government agency obligations$18,235,0003,789
Securities issued by states & political subdivisions$10,174,0001,801
Other domestic debt securities$2,188,0002,109
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$2,188,0001,810
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$4,039,0004,802
Mortgage-backed securities$1,917,0005,361
Certificates of participation in pools of residential mortgages$1,314,0005,102
Issued or guaranteed by U.S.$1,314,0005,086
Privately issued$0257
Collaterized mortgage obligations$603,0003,423
CMOs issued by government agencies or sponsored agencies$603,0003,265
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$30,597,0002,996
Total debt securities$30,597,0003,396
Structured notes
Amortized cost$1,496,000803
Fair value$1,489,000803
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$28,728,0003,624
U.S. Government securities$16,828,0004,151
U.S. Treasury securities$02,544
U.S. Government agency obligations$16,828,0003,982
Securities issued by states & political subdivisions$9,916,0001,815
Other domestic debt securities$1,984,0002,230
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$1,984,0001,945
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$4,007,0004,835
Mortgage-backed securities$549,0006,292
Certificates of participation in pools of residential mortgages$549,0005,769
Issued or guaranteed by U.S.$549,0005,751
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$28,728,0003,105
Total debt securities$28,728,0003,556
Structured notes
Amortized cost$997,000973
Fair value$975,000989
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$22,548,0004,164
U.S. Government securities$13,761,0004,605
U.S. Treasury securities$03,182
U.S. Government agency obligations$13,761,0004,395
Securities issued by states & political subdivisions$7,881,0002,098
Other domestic debt securities$906,0003,033
Privately issued residential mortgage-backed securities$31,0001,328
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$875,0002,627
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$3,405,0005,121
Mortgage-backed securities$623,0006,209
Certificates of participation in pools of residential mortgages$592,0005,602
Issued or guaranteed by U.S.$592,0005,581
Privately issued$0260
Collaterized mortgage obligations$31,0004,399
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$31,0001,182
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$22,548,0003,517
Total debt securities$22,548,0004,082
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$23,061,0004,178
U.S. Government securities$16,550,0004,205
U.S. Treasury securities$04,186
U.S. Government agency obligations$16,550,0003,924
Securities issued by states & political subdivisions$6,039,0002,471
Other domestic debt securities$405,0003,109
Privately issued residential mortgage-backed securities$155,0001,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$250,0002,907
Foreign debt securitiesNANA
Equity securities$67,0007,163
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,746,0005,254
Mortgage-backed securities$1,089,0005,448
Certificates of participation in pools of residential mortgages$934,0004,861
Issued or guaranteed by U.S.$934,0004,847
Privately issued$0308
Collaterized mortgage obligations$155,0003,856
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$155,000985
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)$23,061,0003,400
Total debt securities$22,994,0004,074
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$25,872,0004,032
U.S. Government securities$17,343,0004,303
U.S. Treasury securities$05,412
U.S. Government agency obligations$17,343,0003,889
Securities issued by states & political subdivisions$7,778,0002,119
Other domestic debt securities$721,0002,616
Privately issued residential mortgage-backed securities$220,0001,104
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$501,0002,366
Foreign debt securitiesNANA
Equity securities$30,0007,562
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,369,0005,464
Mortgage-backed securities$1,988,0005,080
Certificates of participation in pools of residential mortgages$1,278,0004,764
Issued or guaranteed by U.S.$1,278,0004,748
Privately issued$0307
Collaterized mortgage obligations$710,0003,301
CMOs issued by government agencies or sponsored agencies$490,0003,392
Privately issued$220,000967
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)$25,872,0003,174
Total debt securities$25,842,0003,926
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$27,443,0003,887
U.S. Government securities$18,135,0004,203
U.S. Treasury securities$2,505,0003,515
U.S. Government agency obligations$15,630,0004,000
Securities issued by states & political subdivisions$7,883,0002,111
Other domestic debt securities$1,395,0001,964
Privately issued residential mortgage-backed securities$392,000969
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,003,0001,819
Foreign debt securitiesNANA
Equity securities$30,0007,401
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,805,0005,534
Mortgage-backed securities$2,018,0005,305
Certificates of participation in pools of residential mortgages$757,0005,571
Issued or guaranteed by U.S.$757,0005,553
Privately issued$0349
Collaterized mortgage obligations$1,261,0003,059
CMOs issued by government agencies or sponsored agencies$869,0003,280
Privately issued$392,000827
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,233,0001,484
Available-for-sale securities (fair market value)$9,210,0005,981
Total debt securities$27,413,0003,810
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$25,514,0004,147
U.S. Government securities$20,171,0004,060
U.S. Treasury securities$3,015,0004,249
U.S. Government agency obligations$17,156,0003,640
Securities issued by states & political subdivisions$3,929,0003,247
Other domestic debt securities$1,384,0001,613
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$1,384,0001,272
Foreign debt securitiesNANA
Equity securities$30,0007,379
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,162,0006,297
Mortgage-backed securities$1,692,0005,654
Certificates of participation in pools of residential mortgages$645,0005,913
Issued or guaranteed by U.S.$645,0005,895
Privately issued$0394
Collaterized mortgage obligations$1,047,0003,343
CMOs issued by government agencies or sponsored agencies$1,047,0003,214
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)$11,971,0002,469
Available-for-sale securities (fair market value)$13,543,0004,796
Total debt securities$25,484,0004,045
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$27,642,0004,164
U.S. Government securities$22,839,0004,015
U.S. Treasury securities$3,028,0004,989
U.S. Government agency obligations$19,811,0003,374
Securities issued by states & political subdivisions$2,888,0004,025
Other domestic debt securities$1,885,0001,569
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$1,885,0001,161
Foreign debt securitiesNANA
Equity securities$30,0007,443
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,899,0006,850
Mortgage-backed securities$2,079,0005,826
Certificates of participation in pools of residential mortgages$1,047,0005,750
Issued or guaranteed by U.S.$1,047,0005,735
Privately issued$0472
Collaterized mortgage obligations$1,032,0003,769
CMOs issued by government agencies or sponsored agencies$1,032,0003,613
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)$9,804,0003,210
Available-for-sale securities (fair market value)$17,838,0004,186
Total debt securities$27,612,0004,070
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$26,334,0004,530
U.S. Government securities$22,653,0004,215
U.S. Treasury securities$3,040,0005,943
U.S. Government agency obligations$19,613,0003,366
Securities issued by states & political subdivisions$1,511,0005,544
Other domestic debt securities$2,140,0001,725
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$2,140,0001,325
Foreign debt securitiesNANA
Equity securities$30,0007,455
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,212,0007,799
Mortgage-backed securities$403,0008,189
Certificates of participation in pools of residential mortgages$403,0007,252
Issued or guaranteed by U.S.$403,0007,217
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,195,0003,608
Available-for-sale securities (fair market value)$17,139,0004,456
Total debt securities$26,304,0004,442
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$28,563,0004,452
U.S. Government securities$24,881,0004,107
U.S. Treasury securities$3,051,0007,016
U.S. Government agency obligations$21,830,0002,983
Securities issued by states & political subdivisions$1,511,0005,827
Other domestic debt securities$2,141,0001,959
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$2,141,0001,523
Foreign debt securitiesNANA
Equity securities$30,0007,452
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,192,0008,143
Mortgage-backed securities$1,358,0007,318
Certificates of participation in pools of residential mortgages$1,358,0005,918
Issued or guaranteed by U.S.$1,358,0005,891
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,552,0002,915
Available-for-sale securities (fair market value)$4,011,0007,436
Total debt securities$28,533,0004,370
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$26,370,0005,002
U.S. Government securities$22,536,0004,640
U.S. Treasury securities$4,061,0006,368
U.S. Government agency obligations$18,475,0003,534
Securities issued by states & political subdivisions$1,661,0005,753
Other domestic debt securities$2,143,0002,281
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$2,143,0001,714
Foreign debt securitiesNANA
Equity securities$30,0007,311
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,063,0008,399
Mortgage-backed securities$1,662,0007,626
Certificates of participation in pools of residential mortgages$1,662,0006,126
Issued or guaranteed by U.S.$1,662,0006,073
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$26,340,0004,881
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$22,400,0005,646
U.S. Government securities$18,314,0005,411
U.S. Treasury securities$3,527,0007,013
U.S. Government agency obligations$14,787,0004,163
Securities issued by states & political subdivisions$1,810,0005,272
Other domestic debt securities$2,246,0002,750
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$2,246,0001,942
Foreign debt securitiesNANA
Equity securities$30,0007,071
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,087,0008,507
Mortgage-backed securities$2,153,0007,481
Certificates of participation in pools of residential mortgages$2,153,0005,963
Issued or guaranteed by U.S.$2,153,0005,897
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
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$22,370,0005,538
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