Fidelity Co-operative Bank, Securities

2021-12-31Rank
Total securities$244,219,000875
U.S. Government securities$99,132,0001,187
U.S. Treasury securities$27,752,000544
U.S. Government agency obligations$71,380,0001,331
Securities issued by states & political subdivisions$82,381,000699
Other domestic debt securities$47,069,000387
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$19,887,000175
Structured financial products - Total$0173
Other domestic debt securities - All other$23,662,000366
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$107,429,000617
Mortgage-backed securities$64,118,0001,198
Certificates of participation in pools of residential mortgages$38,098,0001,158
Issued or guaranteed by U.S.$38,098,0001,135
Privately issued$0246
Collaterized mortgage obligations$15,930,000927
CMOs issued by government agencies or sponsored agencies$15,930,000881
Privately issued$0500
Commercial mortgage-backed securities$10,090,000869
Commercial mortgage pass-through securities$577,0001,329
Other commercial mortgage-backed securities$9,513,000601
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$228,582,000845
Total debt securities$228,582,000911
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$239,143,000834
U.S. Government securities$101,110,0001,115
U.S. Treasury securities$27,964,000440
U.S. Government agency obligations$73,146,0001,278
Securities issued by states & political subdivisions$79,829,000697
Other domestic debt securities$43,356,000392
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$22,839,000165
Structured financial products - Total$0173
Other domestic debt securities - All other$20,517,000380
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,481,000596
Mortgage-backed securities$61,712,0001,222
Certificates of participation in pools of residential mortgages$31,611,0001,264
Issued or guaranteed by U.S.$31,611,0001,235
Privately issued$0234
Collaterized mortgage obligations$23,445,000735
CMOs issued by government agencies or sponsored agencies$23,445,000692
Privately issued$0491
Commercial mortgage-backed securities$6,656,0001,044
Commercial mortgage pass-through securities$605,0001,331
Other commercial mortgage-backed securities$6,051,000723
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$224,295,000807
Total debt securities$224,295,000872
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$200,795,000941
U.S. Government securities$69,414,0001,409
U.S. Treasury securities$28,135,000379
U.S. Government agency obligations$41,279,0001,819
Securities issued by states & political subdivisions$77,079,000705
Other domestic debt securities$39,305,000391
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$23,391,000164
Structured financial products - Total$0166
Other domestic debt securities - All other$15,914,000427
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$116,449,000561
Mortgage-backed securities$29,221,0001,824
Certificates of participation in pools of residential mortgages$10,972,0002,178
Issued or guaranteed by U.S.$10,972,0002,122
Privately issued$0247
Collaterized mortgage obligations$11,544,0001,052
CMOs issued by government agencies or sponsored agencies$11,544,0001,019
Privately issued$0478
Commercial mortgage-backed securities$6,705,0001,027
Commercial mortgage pass-through securities$633,0001,332
Other commercial mortgage-backed securities$6,072,000708
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$185,798,000920
Total debt securities$185,799,000990
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$167,094,0001,026
U.S. Government securities$41,660,0001,836
U.S. Treasury securities$01,631
U.S. Government agency obligations$41,660,0001,710
Securities issued by states & political subdivisions$75,361,000675
Other domestic debt securities$37,317,000391
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$23,839,000159
Structured financial products - Total$0158
Other domestic debt securities - All other$13,478,000460
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,404,000656
Mortgage-backed securities$27,651,0001,809
Certificates of participation in pools of residential mortgages$11,555,0002,069
Issued or guaranteed by U.S.$11,555,0002,010
Privately issued$0261
Collaterized mortgage obligations$10,540,0001,079
CMOs issued by government agencies or sponsored agencies$10,540,0001,045
Privately issued$0475
Commercial mortgage-backed securities$5,556,0001,063
Commercial mortgage pass-through securities$640,0001,320
Other commercial mortgage-backed securities$4,916,000730
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$154,338,0001,019
Total debt securities$154,339,0001,088
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$160,030,000989
U.S. Government securities$55,422,0001,390
U.S. Treasury securities$01,194
U.S. Government agency obligations$55,422,0001,313
Securities issued by states & political subdivisions$69,948,000693
Other domestic debt securities$24,114,000486
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$12,169,000227
Structured financial products - Total$0156
Other domestic debt securities - All other$11,945,000466
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$97,353,000611
Mortgage-backed securities$44,559,0001,290
Certificates of participation in pools of residential mortgages$14,838,0001,739
Issued or guaranteed by U.S.$14,838,0001,695
Privately issued$0245
Collaterized mortgage obligations$11,716,0001,036
CMOs issued by government agencies or sponsored agencies$11,716,0001,000
Privately issued$0474
Commercial mortgage-backed securities$18,005,000555
Commercial mortgage pass-through securities$2,261,000911
Other commercial mortgage-backed securities$15,744,000398
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$149,484,000945
Total debt securities$149,484,0001,022
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$156,003,000935
U.S. Government securities$59,234,0001,278
U.S. Treasury securities$01,216
U.S. Government agency obligations$59,234,0001,202
Securities issued by states & political subdivisions$66,111,000660
Other domestic debt securities$21,072,000505
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$12,432,000211
Structured financial products - Total$0152
Other domestic debt securities - All other$8,640,000539
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,205,000587
Mortgage-backed securities$47,903,0001,196
Certificates of participation in pools of residential mortgages$15,968,0001,641
Issued or guaranteed by U.S.$15,968,0001,596
Privately issued$0251
Collaterized mortgage obligations$13,013,000990
CMOs issued by government agencies or sponsored agencies$13,013,000961
Privately issued$0464
Commercial mortgage-backed securities$18,922,000525
Commercial mortgage pass-through securities$2,285,000888
Other commercial mortgage-backed securities$16,637,000369
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$146,417,000908
Total debt securities$146,416,000984
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$152,829,000913
U.S. Government securities$63,677,0001,193
U.S. Treasury securities$01,251
U.S. Government agency obligations$63,677,0001,116
Securities issued by states & political subdivisions$62,295,000639
Other domestic debt securities$20,558,000489
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$12,511,000192
Structured financial products - Total$0154
Other domestic debt securities - All other$8,047,000541
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$95,024,000630
Mortgage-backed securities$51,929,0001,118
Certificates of participation in pools of residential mortgages$17,394,0001,530
Issued or guaranteed by U.S.$17,394,0001,488
Privately issued$0251
Collaterized mortgage obligations$14,304,000960
CMOs issued by government agencies or sponsored agencies$14,304,000929
Privately issued$0454
Commercial mortgage-backed securities$20,231,000500
Commercial mortgage pass-through securities$2,299,000876
Other commercial mortgage-backed securities$17,932,000357
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$146,530,000865
Total debt securities$146,530,000938
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$142,886,000946
U.S. Government securities$65,815,0001,165
U.S. Treasury securities$01,297
U.S. Government agency obligations$65,815,0001,099
Securities issued by states & political subdivisions$55,704,000648
Other domestic debt securities$17,878,000501
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$12,524,000177
Structured financial products - Total$0155
Other domestic debt securities - All other$5,354,000608
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,137,000719
Mortgage-backed securities$51,193,0001,120
Certificates of participation in pools of residential mortgages$18,264,0001,486
Issued or guaranteed by U.S.$18,264,0001,444
Privately issued$0267
Collaterized mortgage obligations$15,297,000933
CMOs issued by government agencies or sponsored agencies$15,297,000902
Privately issued$0460
Commercial mortgage-backed securities$17,632,000538
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$17,632,000358
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$139,397,000879
Total debt securities$139,398,000954
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$109,132,0001,179
U.S. Government securities$55,524,0001,345
U.S. Treasury securities$1,999,000949
U.S. Government agency obligations$53,525,0001,307
Securities issued by states & political subdivisions$35,636,000927
Other domestic debt securities$14,536,000539
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$9,756,000184
Structured financial products - Total$0159
Other domestic debt securities - All other$4,780,000608
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,719,000776
Mortgage-backed securities$45,742,0001,193
Certificates of participation in pools of residential mortgages$3,563,0002,860
Issued or guaranteed by U.S.$3,563,0002,772
Privately issued$0249
Collaterized mortgage obligations$25,152,000701
CMOs issued by government agencies or sponsored agencies$25,152,000675
Privately issued$0457
Commercial mortgage-backed securities$17,027,000540
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$17,027,000349
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$105,696,0001,096
Total debt securities$105,696,0001,190
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$103,558,0001,231
U.S. Government securities$57,940,0001,293
U.S. Treasury securities$3,995,000761
U.S. Government agency obligations$53,945,0001,279
Securities issued by states & political subdivisions$31,500,0001,035
Other domestic debt securities$10,674,000628
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$6,890,000206
Structured financial products - Total$0154
Other domestic debt securities - All other$3,784,000710
Foreign debt securities$0294
Equity securities$3,444,00055
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,098,000718
Mortgage-backed securities$45,620,0001,173
Certificates of participation in pools of residential mortgages$3,720,0002,831
Issued or guaranteed by U.S.$3,720,0002,744
Privately issued$0287
Collaterized mortgage obligations$41,900,000465
CMOs issued by government agencies or sponsored agencies$41,900,000440
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)$103,558,0001,118
Total debt securities$100,114,0001,244
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$103,696,0001,227
U.S. Government securities$58,312,0001,297
U.S. Treasury securities$6,982,000562
U.S. Government agency obligations$51,330,0001,347
Securities issued by states & political subdivisions$31,157,0001,073
Other domestic debt securities$10,802,000599
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$7,024,000192
Structured financial products - Total$0152
Other domestic debt securities - All other$3,778,000702
Foreign debt securities$0311
Equity securities$3,425,00061
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,688,000660
Mortgage-backed securities$42,551,0001,212
Certificates of participation in pools of residential mortgages$3,897,0002,810
Issued or guaranteed by U.S.$3,897,0002,731
Privately issued$0244
Collaterized mortgage obligations$38,654,000483
CMOs issued by government agencies or sponsored agencies$38,654,000456
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)$103,696,0001,109
Total debt securities$100,272,0001,248
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$105,637,0001,220
U.S. Government securities$55,417,0001,355
U.S. Treasury securities$7,951,000544
U.S. Government agency obligations$47,466,0001,448
Securities issued by states & political subdivisions$40,893,000846
Other domestic debt securities$5,952,000809
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$2,441,000263
Structured financial products - Total$0154
Other domestic debt securities - All other$3,511,000722
Foreign debt securities$0327
Equity securities$3,375,00066
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,494,000629
Mortgage-backed securities$40,372,0001,239
Certificates of participation in pools of residential mortgages$4,024,0002,808
Issued or guaranteed by U.S.$4,024,0002,727
Privately issued$0248
Collaterized mortgage obligations$36,348,000498
CMOs issued by government agencies or sponsored agencies$36,348,000468
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)$105,637,0001,095
Total debt securities$102,263,0001,236
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$95,503,0001,341
U.S. Government securities$52,584,0001,426
U.S. Treasury securities$5,943,000606
U.S. Government agency obligations$46,641,0001,486
Securities issued by states & political subdivisions$36,079,000979
Other domestic debt securities$3,511,0001,004
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$3,511,000716
Foreign debt securities$0330
Equity securities$3,329,000130
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,227,000647
Mortgage-backed securities$40,391,0001,232
Certificates of participation in pools of residential mortgages$2,741,0003,092
Issued or guaranteed by U.S.$2,741,0003,026
Privately issued$0211
Collaterized mortgage obligations$37,650,000484
CMOs issued by government agencies or sponsored agencies$37,650,000456
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)$95,503,0001,225
Total debt securities$92,175,0001,369
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$88,408,0001,434
U.S. Government securities$51,235,0001,455
U.S. Treasury securities$5,920,000596
U.S. Government agency obligations$45,315,0001,528
Securities issued by states & political subdivisions$32,880,0001,070
Other domestic debt securities$991,0001,499
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$991,0001,187
Foreign debt securities$0330
Equity securities$3,302,000137
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$79,569,000676
Mortgage-backed securities$38,716,0001,271
Certificates of participation in pools of residential mortgages$2,890,0003,096
Issued or guaranteed by U.S.$2,890,0003,068
Privately issued$0145
Collaterized mortgage obligations$35,826,000494
CMOs issued by government agencies or sponsored agencies$35,826,000468
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)$88,408,0001,308
Total debt securities$85,106,0001,459
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$81,261,0001,538
U.S. Government securities$39,942,0001,774
U.S. Treasury securities$1,973,000970
U.S. Government agency obligations$37,969,0001,733
Securities issued by states & political subdivisions$37,987,000978
Other domestic debt securities$02,226
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$01,555
Foreign debt securities$0330
Equity securities$3,332,000146
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,604,000743
Mortgage-backed securities$30,847,0001,493
Certificates of participation in pools of residential mortgages$3,182,0003,082
Issued or guaranteed by U.S.$3,182,0002,926
Privately issued$0453
Collaterized mortgage obligations$27,665,000604
CMOs issued by government agencies or sponsored agencies$27,665,000577
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)$81,261,0001,406
Total debt securities$77,928,0001,580
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$80,239,0001,570
U.S. Government securities$39,777,0001,830
U.S. Treasury securities$1,972,000938
U.S. Government agency obligations$37,805,0001,789
Securities issued by states & political subdivisions$37,103,0001,021
Other domestic debt securities$02,028
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$01,603
Foreign debt securities$0319
Equity securities$3,359,000159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$73,988,000748
Mortgage-backed securities$30,246,0001,500
Certificates of participation in pools of residential mortgages$2,181,0003,377
Issued or guaranteed by U.S.$2,181,0003,371
Privately issued$067
Collaterized mortgage obligations$28,065,000607
CMOs issued by government agencies or sponsored agencies$28,065,000574
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$80,239,0001,427
Total debt securities$76,880,0001,619
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$77,983,0001,639
U.S. Government securities$36,825,0001,921
U.S. Treasury securities$01,328
U.S. Government agency obligations$36,825,0001,841
Securities issued by states & political subdivisions$38,752,0001,022
Other domestic debt securities$02,035
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$01,619
Foreign debt securities$0316
Equity securities$2,406,000333
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,539,000782
Mortgage-backed securities$28,670,0001,556
Certificates of participation in pools of residential mortgages$2,307,0003,381
Issued or guaranteed by U.S.$2,307,0003,375
Privately issued$064
Collaterized mortgage obligations$26,363,000626
CMOs issued by government agencies or sponsored agencies$26,363,000593
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$77,983,0001,501
Total debt securities$75,577,0001,663
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$84,040,0001,571
U.S. Government securities$37,968,0001,894
U.S. Treasury securities$01,313
U.S. Government agency obligations$37,968,0001,816
Securities issued by states & political subdivisions$43,647,000931
Other domestic debt securities$02,063
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$01,656
Foreign debt securities$0334
Equity securities$2,425,000342
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,433,000742
Mortgage-backed securities$29,324,0001,541
Certificates of participation in pools of residential mortgages$2,477,0003,398
Issued or guaranteed by U.S.$2,477,0003,394
Privately issued$069
Collaterized mortgage obligations$26,847,000617
CMOs issued by government agencies or sponsored agencies$26,847,000586
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$84,040,0001,433
Total debt securities$81,615,0001,584
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$85,735,0001,564
U.S. Government securities$39,733,0001,873
U.S. Treasury securities$01,351
U.S. Government agency obligations$39,733,0001,792
Securities issued by states & political subdivisions$43,579,000949
Other domestic debt securities$02,100
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$01,687
Foreign debt securities$0346
Equity securities$2,423,000340
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$80,025,000742
Mortgage-backed securities$30,572,0001,526
Certificates of participation in pools of residential mortgages$2,656,0003,388
Issued or guaranteed by U.S.$2,656,0003,383
Privately issued$067
Collaterized mortgage obligations$27,916,000599
CMOs issued by government agencies or sponsored agencies$27,916,000569
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$85,735,0001,418
Total debt securities$83,313,0001,580
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$86,998,0001,561
U.S. Government securities$41,081,0001,874
U.S. Treasury securities$01,390
U.S. Government agency obligations$41,081,0001,791
Securities issued by states & political subdivisions$43,497,000956
Other domestic debt securities$02,154
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$01,725
Foreign debt securities$0350
Equity securities$2,420,000337
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$81,163,000747
Mortgage-backed securities$31,643,0001,518
Certificates of participation in pools of residential mortgages$2,876,0003,386
Issued or guaranteed by U.S.$2,876,0003,382
Privately issued$066
Collaterized mortgage obligations$28,767,000596
CMOs issued by government agencies or sponsored agencies$28,767,000562
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$86,998,0001,408
Total debt securities$84,578,0001,578
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$86,328,0001,574
U.S. Government securities$38,237,0001,940
U.S. Treasury securities$01,367
U.S. Government agency obligations$38,237,0001,842
Securities issued by states & political subdivisions$45,663,000904
Other domestic debt securities$02,175
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$01,733
Foreign debt securities$0347
Equity securities$2,428,000342
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$80,360,000745
Mortgage-backed securities$28,430,0001,639
Certificates of participation in pools of residential mortgages$3,088,0003,352
Issued or guaranteed by U.S.$3,088,0003,347
Privately issued$071
Collaterized mortgage obligations$25,342,000650
CMOs issued by government agencies or sponsored agencies$25,342,000609
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$86,328,0001,416
Total debt securities$83,899,0001,576
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$87,730,0001,547
U.S. Government securities$38,818,0001,903
U.S. Treasury securities$01,214
U.S. Government agency obligations$38,818,0001,825
Securities issued by states & political subdivisions$46,425,000883
Other domestic debt securities$02,187
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$01,742
Foreign debt securities$0338
Equity securities$2,487,000349
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,853,000784
Mortgage-backed securities$28,577,0001,642
Certificates of participation in pools of residential mortgages$2,760,0003,474
Issued or guaranteed by U.S.$2,760,0003,470
Privately issued$067
Collaterized mortgage obligations$25,817,000646
CMOs issued by government agencies or sponsored agencies$25,817,000605
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$87,730,0001,388
Total debt securities$85,243,0001,551
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$88,587,0001,548
U.S. Government securities$40,707,0001,895
U.S. Treasury securities$01,253
U.S. Government agency obligations$40,707,0001,811
Securities issued by states & political subdivisions$45,388,000904
Other domestic debt securities$02,228
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$01,761
Foreign debt securities$0339
Equity securities$2,492,000355
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$80,058,000749
Mortgage-backed securities$29,090,0001,649
Certificates of participation in pools of residential mortgages$240,0004,456
Issued or guaranteed by U.S.$240,0004,450
Privately issued$071
Collaterized mortgage obligations$28,850,000612
CMOs issued by government agencies or sponsored agencies$28,850,000573
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$88,587,0001,383
Total debt securities$86,095,0001,556
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$71,883,0001,866
U.S. Government securities$29,702,0002,443
U.S. Treasury securities$01,296
U.S. Government agency obligations$29,702,0002,352
Securities issued by states & political subdivisions$39,694,0001,007
Other domestic debt securities$02,247
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$01,776
Foreign debt securities$0334
Equity securities$2,487,000352
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,012,000882
Mortgage-backed securities$17,764,0002,201
Certificates of participation in pools of residential mortgages$04,893
Issued or guaranteed by U.S.$04,889
Privately issued$066
Collaterized mortgage obligations$17,764,000842
CMOs issued by government agencies or sponsored agencies$17,764,000802
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$71,883,0001,685
Total debt securities$69,401,0001,896
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$70,980,0001,918
U.S. Government securities$29,456,0002,474
U.S. Treasury securities$01,367
U.S. Government agency obligations$29,456,0002,381
Securities issued by states & political subdivisions$39,064,0001,033
Other domestic debt securities$02,244
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$01,770
Foreign debt securities$0322
Equity securities$2,460,000365
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,076,000920
Mortgage-backed securities$17,278,0002,235
Certificates of participation in pools of residential mortgages$04,929
Issued or guaranteed by U.S.$04,924
Privately issued$066
Collaterized mortgage obligations$17,278,000856
CMOs issued by government agencies or sponsored agencies$17,278,000813
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$70,980,0001,738
Total debt securities$68,520,0001,937
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$70,665,0001,917
U.S. Government securities$33,797,0002,315
U.S. Treasury securities$01,303
U.S. Government agency obligations$33,797,0002,220
Securities issued by states & political subdivisions$34,384,0001,148
Other domestic debt securities$02,283
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$01,789
Foreign debt securities$0326
Equity securities$2,484,000368
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$64,088,000923
Mortgage-backed securities$20,114,0002,086
Certificates of participation in pools of residential mortgages$707,0004,338
Issued or guaranteed by U.S.$707,0004,333
Privately issued$065
Collaterized mortgage obligations$19,407,000803
CMOs issued by government agencies or sponsored agencies$19,407,000765
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$70,665,0001,735
Total debt securities$68,181,0001,948
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$69,455,0001,978
U.S. Government securities$37,071,0002,226
U.S. Treasury securities$01,348
U.S. Government agency obligations$37,071,0002,147
Securities issued by states & political subdivisions$29,900,0001,305
Other domestic debt securities$02,307
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$01,813
Foreign debt securities$0330
Equity securities$2,484,000367
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,696,000978
Mortgage-backed securities$27,747,0001,767
Certificates of participation in pools of residential mortgages$1,047,0004,269
Issued or guaranteed by U.S.$1,047,0004,265
Privately issued$067
Collaterized mortgage obligations$26,700,000685
CMOs issued by government agencies or sponsored agencies$26,700,000651
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$69,455,0001,785
Total debt securities$66,971,0002,021
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$67,876,0002,053
U.S. Government securities$37,470,0002,248
U.S. Treasury securities$01,327
U.S. Government agency obligations$37,470,0002,160
Securities issued by states & political subdivisions$30,406,0001,268
Other domestic debt securities$02,369
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$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,078,0001,092
Mortgage-backed securities$29,700,0001,706
Certificates of participation in pools of residential mortgages$1,148,0004,296
Issued or guaranteed by U.S.$1,148,0004,289
Privately issued$070
Collaterized mortgage obligations$28,552,000676
CMOs issued by government agencies or sponsored agencies$28,552,000638
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$67,876,0001,857
Total debt securities$67,876,0002,026
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$68,843,0002,043
U.S. Government securities$40,774,0002,156
U.S. Treasury securities$01,361
U.S. Government agency obligations$40,774,0002,067
Securities issued by states & political subdivisions$28,069,0001,355
Other domestic debt securities$02,403
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$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,187,000967
Mortgage-backed securities$37,603,0001,507
Certificates of participation in pools of residential mortgages$6,722,0002,986
Issued or guaranteed by U.S.$6,722,0002,985
Privately issued$075
Collaterized mortgage obligations$30,881,000649
CMOs issued by government agencies or sponsored agencies$30,881,000610
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$68,843,0001,846
Total debt securities$68,843,0002,018
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$71,376,0002,009
U.S. Government securities$43,432,0002,088
U.S. Treasury securities$01,381
U.S. Government agency obligations$43,432,0002,002
Securities issued by states & political subdivisions$27,944,0001,366
Other domestic debt securities$02,460
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$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$63,322,000951
Mortgage-backed securities$40,124,0001,468
Certificates of participation in pools of residential mortgages$7,224,0002,984
Issued or guaranteed by U.S.$7,224,0002,982
Privately issued$073
Collaterized mortgage obligations$32,900,000637
CMOs issued by government agencies or sponsored agencies$32,900,000597
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$71,376,0001,807
Total debt securities$71,376,0001,985
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$71,307,0002,015
U.S. Government securities$42,630,0002,154
U.S. Treasury securities$01,342
U.S. Government agency obligations$42,630,0002,075
Securities issued by states & political subdivisions$28,677,0001,351
Other domestic debt securities$02,520
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$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,634,0001,170
Mortgage-backed securities$39,224,0001,515
Certificates of participation in pools of residential mortgages$7,847,0002,949
Issued or guaranteed by U.S.$7,847,0002,949
Privately issued$075
Collaterized mortgage obligations$31,377,000675
CMOs issued by government agencies or sponsored agencies$31,377,000635
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$71,307,0001,816
Total debt securities$71,306,0001,995
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$73,094,0001,993
U.S. Government securities$43,900,0002,111
U.S. Treasury securities$01,198
U.S. Government agency obligations$43,900,0002,046
Securities issued by states & political subdivisions$29,194,0001,318
Other domestic debt securities$02,593
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$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,449,0001,132
Mortgage-backed securities$40,420,0001,494
Certificates of participation in pools of residential mortgages$8,362,0002,892
Issued or guaranteed by U.S.$8,362,0002,892
Privately issued$076
Collaterized mortgage obligations$32,058,000660
CMOs issued by government agencies or sponsored agencies$32,058,000627
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$73,094,0001,794
Total debt securities$73,094,0001,970
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$79,386,0001,854
U.S. Government securities$47,255,0001,959
U.S. Treasury securities$01,131
U.S. Government agency obligations$47,255,0001,905
Securities issued by states & political subdivisions$29,924,0001,301
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$2,207,000412
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,652,0001,090
Mortgage-backed securities$43,725,0001,398
Certificates of participation in pools of residential mortgages$8,991,0002,801
Issued or guaranteed by U.S.$8,991,0002,800
Privately issued$081
Collaterized mortgage obligations$34,734,000624
CMOs issued by government agencies or sponsored agencies$34,734,000585
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$79,386,0001,656
Total debt securities$77,179,0001,866
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$88,436,0001,692
U.S. Government securities$53,361,0001,779
U.S. Treasury securities$01,131
U.S. Government agency obligations$53,361,0001,728
Securities issued by states & political subdivisions$30,450,0001,270
Other domestic debt securities$2,543,0001,390
Privately issued residential mortgage-backed securities$2,543,000338
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$2,082,000442
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,462,0001,016
Mortgage-backed securities$50,750,0001,247
Certificates of participation in pools of residential mortgages$9,851,0002,686
Issued or guaranteed by U.S.$9,851,0002,683
Privately issued$080
Collaterized mortgage obligations$40,899,000560
CMOs issued by government agencies or sponsored agencies$38,356,000550
Privately issued$2,543,000321
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$2,543,0001,663
Available-for-sale securities (fair market value)$85,893,0001,562
Total debt securities$86,354,0001,717
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$84,747,0001,753
U.S. Government securities$44,046,0002,065
U.S. Treasury securities$01,152
U.S. Government agency obligations$44,046,0002,008
Securities issued by states & political subdivisions$34,503,0001,108
Other domestic debt securities$2,695,0001,390
Privately issued residential mortgage-backed securities$2,695,000341
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$3,503,000335
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,100,0001,418
Mortgage-backed securities$41,495,0001,455
Certificates of participation in pools of residential mortgages$6,304,0003,209
Issued or guaranteed by U.S.$6,304,0003,206
Privately issued$083
Collaterized mortgage obligations$35,191,000642
CMOs issued by government agencies or sponsored agencies$32,496,000639
Privately issued$2,695,000324
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$2,695,0001,590
Available-for-sale securities (fair market value)$82,052,0001,614
Total debt securities$81,244,0001,787
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$83,760,0001,791
U.S. Government securities$37,885,0002,374
U.S. Treasury securities$01,161
U.S. Government agency obligations$37,885,0002,313
Securities issued by states & political subdivisions$38,562,000973
Other domestic debt securities$2,845,0001,368
Privately issued residential mortgage-backed securities$2,845,000364
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$4,468,000299
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,564,0001,379
Mortgage-backed securities$35,392,0001,689
Certificates of participation in pools of residential mortgages$7,179,0003,098
Issued or guaranteed by U.S.$7,179,0003,097
Privately issued$083
Collaterized mortgage obligations$28,213,000795
CMOs issued by government agencies or sponsored agencies$25,368,000808
Privately issued$2,845,000350
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$2,845,0001,537
Available-for-sale securities (fair market value)$80,915,0001,662
Total debt securities$79,292,0001,844
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$83,316,0001,754
U.S. Government securities$38,429,0002,302
U.S. Treasury securities$01,135
U.S. Government agency obligations$38,429,0002,243
Securities issued by states & political subdivisions$37,797,000965
Other domestic debt securities$2,937,0001,342
Privately issued residential mortgage-backed securities$2,937,000376
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$4,153,000297
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,816,0001,255
Mortgage-backed securities$37,668,0001,609
Certificates of participation in pools of residential mortgages$7,990,0002,957
Issued or guaranteed by U.S.$7,990,0002,955
Privately issued$085
Collaterized mortgage obligations$29,678,000762
CMOs issued by government agencies or sponsored agencies$26,741,000778
Privately issued$2,937,000365
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$2,937,0001,530
Available-for-sale securities (fair market value)$80,379,0001,648
Total debt securities$79,163,0001,826
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$82,167,0001,794
U.S. Government securities$37,970,0002,381
U.S. Treasury securities$01,086
U.S. Government agency obligations$37,970,0002,331
Securities issued by states & political subdivisions$36,194,000983
Other domestic debt securities$3,035,0001,333
Privately issued residential mortgage-backed securities$3,035,000403
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$4,968,000265
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,418,0001,108
Mortgage-backed securities$41,005,0001,587
Certificates of participation in pools of residential mortgages$10,732,0002,694
Issued or guaranteed by U.S.$10,732,0002,691
Privately issued$088
Collaterized mortgage obligations$30,273,000801
CMOs issued by government agencies or sponsored agencies$27,238,000806
Privately issued$3,035,000387
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$3,035,0001,534
Available-for-sale securities (fair market value)$79,132,0001,681
Total debt securities$77,199,0001,865
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$84,995,0001,728
U.S. Government securities$40,276,0002,297
U.S. Treasury securities$01,068
U.S. Government agency obligations$40,276,0002,244
Securities issued by states & political subdivisions$35,679,000968
Other domestic debt securities$3,142,0001,317
Privately issued residential mortgage-backed securities$3,142,000417
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$5,898,000219
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,088,0001,075
Mortgage-backed securities$43,418,0001,532
Certificates of participation in pools of residential mortgages$11,905,0002,608
Issued or guaranteed by U.S.$11,905,0002,607
Privately issued$094
Collaterized mortgage obligations$31,513,000794
CMOs issued by government agencies or sponsored agencies$28,371,000791
Privately issued$3,142,000402
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$3,142,0001,517
Available-for-sale securities (fair market value)$81,853,0001,630
Total debt securities$79,097,0001,816
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$86,372,0001,700
U.S. Government securities$44,645,0002,135
U.S. Treasury securities$01,157
U.S. Government agency obligations$44,645,0002,085
Securities issued by states & political subdivisions$33,616,000975
Other domestic debt securities$3,367,0001,266
Privately issued residential mortgage-backed securities$3,367,000429
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$4,744,000248
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,000,0001,111
Mortgage-backed securities$48,012,0001,422
Certificates of participation in pools of residential mortgages$9,087,0002,951
Issued or guaranteed by U.S.$9,087,0002,949
Privately issued$094
Collaterized mortgage obligations$38,925,000703
CMOs issued by government agencies or sponsored agencies$35,558,000686
Privately issued$3,367,000413
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$3,367,0001,508
Available-for-sale securities (fair market value)$83,005,0001,618
Total debt securities$81,628,0001,776
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$88,077,0001,618
U.S. Government securities$46,798,0001,990
U.S. Treasury securities$01,076
U.S. Government agency obligations$46,798,0001,943
Securities issued by states & political subdivisions$33,613,000956
Other domestic debt securities$3,528,0001,236
Privately issued residential mortgage-backed securities$3,528,000476
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$4,138,000258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,992,000936
Mortgage-backed securities$50,326,0001,302
Certificates of participation in pools of residential mortgages$4,103,0003,814
Issued or guaranteed by U.S.$4,103,0003,809
Privately issued$0121
Collaterized mortgage obligations$46,223,000607
CMOs issued by government agencies or sponsored agencies$42,695,000560
Privately issued$3,528,000456
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$3,528,0001,537
Available-for-sale securities (fair market value)$84,549,0001,518
Total debt securities$83,939,0001,661
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$84,781,0001,630
U.S. Government securities$46,622,0001,935
U.S. Treasury securities$01,126
U.S. Government agency obligations$46,622,0001,881
Securities issued by states & political subdivisions$31,697,000968
Other domestic debt securities$3,603,0001,236
Privately issued residential mortgage-backed securities$3,603,000505
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$2,859,000346
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,758,000871
Mortgage-backed securities$50,225,0001,275
Certificates of participation in pools of residential mortgages$3,316,0003,987
Issued or guaranteed by U.S.$3,316,0003,973
Privately issued$0132
Collaterized mortgage obligations$46,909,000613
CMOs issued by government agencies or sponsored agencies$43,306,000559
Privately issued$3,603,000478
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$3,603,0001,544
Available-for-sale securities (fair market value)$81,178,0001,530
Total debt securities$81,922,0001,651
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$83,888,0001,644
U.S. Government securities$46,148,0001,968
U.S. Treasury securities$01,225
U.S. Government agency obligations$46,148,0001,909
Securities issued by states & political subdivisions$30,422,000957
Other domestic debt securities$5,547,000959
Privately issued residential mortgage-backed securities$5,547,000428
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$1,771,000451
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,617,000869
Mortgage-backed securities$51,695,0001,236
Certificates of participation in pools of residential mortgages$3,747,0003,842
Issued or guaranteed by U.S.$3,747,0003,827
Privately issued$0125
Collaterized mortgage obligations$47,948,000602
CMOs issued by government agencies or sponsored agencies$42,401,000571
Privately issued$5,547,000412
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$5,547,0001,373
Available-for-sale securities (fair market value)$78,341,0001,571
Total debt securities$82,117,0001,660
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$89,649,0001,543
U.S. Government securities$50,285,0001,853
U.S. Treasury securities$01,272
U.S. Government agency obligations$50,285,0001,796
Securities issued by states & political subdivisions$31,735,000889
Other domestic debt securities$5,783,000973
Privately issued residential mortgage-backed securities$5,783,000452
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$1,846,000451
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,557,000793
Mortgage-backed securities$56,068,0001,121
Certificates of participation in pools of residential mortgages$7,249,0002,990
Issued or guaranteed by U.S.$7,249,0002,984
Privately issued$0136
Collaterized mortgage obligations$48,819,000577
CMOs issued by government agencies or sponsored agencies$43,036,000542
Privately issued$5,783,000436
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$5,783,0001,341
Available-for-sale securities (fair market value)$83,866,0001,468
Total debt securities$87,803,0001,550
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$90,029,0001,479
U.S. Government securities$50,336,0001,754
U.S. Treasury securities$01,275
U.S. Government agency obligations$50,336,0001,691
Securities issued by states & political subdivisions$31,769,000859
Other domestic debt securities$6,100,0001,019
Privately issued residential mortgage-backed securities$6,100,000473
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$1,824,000457
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,133,000913
Mortgage-backed securities$56,436,0001,067
Certificates of participation in pools of residential mortgages$7,762,0002,787
Issued or guaranteed by U.S.$7,762,0002,777
Privately issued$0141
Collaterized mortgage obligations$48,674,000555
CMOs issued by government agencies or sponsored agencies$42,574,000513
Privately issued$6,100,000453
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$6,100,0001,308
Available-for-sale securities (fair market value)$83,929,0001,406
Total debt securities$88,205,0001,486
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$89,533,0001,466
U.S. Government securities$50,309,0001,721
U.S. Treasury securities$01,180
U.S. Government agency obligations$50,309,0001,661
Securities issued by states & political subdivisions$31,214,000860
Other domestic debt securities$6,573,000994
Privately issued residential mortgage-backed securities$6,573,000496
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$1,437,000540
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,056,000912
Mortgage-backed securities$56,882,0001,033
Certificates of participation in pools of residential mortgages$8,224,0002,678
Issued or guaranteed by U.S.$8,224,0002,670
Privately issued$0141
Collaterized mortgage obligations$48,658,000552
CMOs issued by government agencies or sponsored agencies$42,085,000518
Privately issued$6,573,000473
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$6,573,0001,304
Available-for-sale securities (fair market value)$82,960,0001,385
Total debt securities$88,096,0001,464
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$92,073,0001,442
U.S. Government securities$53,192,0001,649
U.S. Treasury securities$01,121
U.S. Government agency obligations$53,192,0001,591
Securities issued by states & political subdivisions$30,512,000821
Other domestic debt securities$6,845,000970
Privately issued residential mortgage-backed securities$6,845,000511
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$1,524,000554
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,003,000898
Mortgage-backed securities$60,037,000970
Certificates of participation in pools of residential mortgages$8,938,0002,593
Issued or guaranteed by U.S.$8,938,0002,587
Privately issued$0148
Collaterized mortgage obligations$51,099,000522
CMOs issued by government agencies or sponsored agencies$44,254,000477
Privately issued$6,845,000494
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$6,845,0001,311
Available-for-sale securities (fair market value)$85,228,0001,348
Total debt securities$90,549,0001,437
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$93,644,0001,397
U.S. Government securities$54,738,0001,629
U.S. Treasury securities$01,130
U.S. Government agency obligations$54,738,0001,580
Securities issued by states & political subdivisions$29,640,000818
Other domestic debt securities$7,480,000951
Privately issued residential mortgage-backed securities$7,480,000521
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$1,786,000518
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,806,0001,033
Mortgage-backed securities$62,218,000963
Certificates of participation in pools of residential mortgages$9,645,0002,581
Issued or guaranteed by U.S.$9,645,0002,574
Privately issued$0145
Collaterized mortgage obligations$52,573,000516
CMOs issued by government agencies or sponsored agencies$45,093,000460
Privately issued$7,480,000500
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$7,480,0001,260
Available-for-sale securities (fair market value)$86,164,0001,334
Total debt securities$91,858,0001,404
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$93,498,0001,384
U.S. Government securities$51,711,0001,694
U.S. Treasury securities$01,077
U.S. Government agency obligations$51,711,0001,647
Securities issued by states & political subdivisions$30,426,000789
Other domestic debt securities$10,061,000837
Privately issued residential mortgage-backed securities$10,061,000484
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$1,300,000599
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,592,0001,007
Mortgage-backed securities$61,772,000984
Certificates of participation in pools of residential mortgages$10,457,0002,526
Issued or guaranteed by U.S.$10,457,0002,519
Privately issued$0157
Collaterized mortgage obligations$51,315,000515
CMOs issued by government agencies or sponsored agencies$41,254,000476
Privately issued$10,061,000466
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$10,061,0001,087
Available-for-sale securities (fair market value)$83,437,0001,347
Total debt securities$92,198,0001,377
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$95,830,0001,337
U.S. Government securities$53,846,0001,614
U.S. Treasury securities$01,047
U.S. Government agency obligations$53,846,0001,568
Securities issued by states & political subdivisions$29,438,000819
Other domestic debt securities$10,978,000837
Privately issued residential mortgage-backed securities$10,978,000493
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$1,568,000610
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,938,000962
Mortgage-backed securities$64,824,000957
Certificates of participation in pools of residential mortgages$8,983,0002,805
Issued or guaranteed by U.S.$8,983,0002,796
Privately issued$0171
Collaterized mortgage obligations$55,841,000477
CMOs issued by government agencies or sponsored agencies$44,863,000427
Privately issued$10,978,000472
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$10,978,0001,074
Available-for-sale securities (fair market value)$84,852,0001,310
Total debt securities$94,262,0001,338
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$98,470,0001,276
U.S. Government securities$57,823,0001,479
U.S. Treasury securities$01,036
U.S. Government agency obligations$57,823,0001,440
Securities issued by states & political subdivisions$27,707,000834
Other domestic debt securities$11,625,000830
Privately issued residential mortgage-backed securities$11,625,000481
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$1,315,000697
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,660,0001,826
Mortgage-backed securities$69,448,000908
Certificates of participation in pools of residential mortgages$7,950,0003,048
Issued or guaranteed by U.S.$7,950,0003,036
Privately issued$0181
Collaterized mortgage obligations$61,498,000418
CMOs issued by government agencies or sponsored agencies$49,873,000360
Privately issued$11,625,000459
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$11,625,0001,060
Available-for-sale securities (fair market value)$86,845,0001,254
Total debt securities$97,155,0001,263
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$93,258,0001,327
U.S. Government securities$56,509,0001,508
U.S. Treasury securities$0981
U.S. Government agency obligations$56,509,0001,472
Securities issued by states & political subdivisions$23,796,000942
Other domestic debt securities$12,953,000733
Privately issued residential mortgage-backed securities$12,953,000459
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,313,0002,171
Mortgage-backed securities$69,462,000918
Certificates of participation in pools of residential mortgages$6,324,0003,449
Issued or guaranteed by U.S.$6,324,0003,438
Privately issued$0191
Collaterized mortgage obligations$63,138,000421
CMOs issued by government agencies or sponsored agencies$50,185,000348
Privately issued$12,953,000438
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,953,000994
Available-for-sale securities (fair market value)$80,305,0001,336
Total debt securities$93,258,0001,308
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$96,787,0001,267
U.S. Government securities$59,371,0001,451
U.S. Treasury securities$0973
U.S. Government agency obligations$59,371,0001,424
Securities issued by states & political subdivisions$23,864,000911
Other domestic debt securities$13,552,000688
Privately issued residential mortgage-backed securities$13,552,000434
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,418,0001,715
Mortgage-backed securities$72,923,000865
Certificates of participation in pools of residential mortgages$4,806,0003,794
Issued or guaranteed by U.S.$4,806,0003,780
Privately issued$0188
Collaterized mortgage obligations$68,117,000395
CMOs issued by government agencies or sponsored agencies$54,565,000321
Privately issued$13,552,000417
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,552,000959
Available-for-sale securities (fair market value)$83,235,0001,260
Total debt securities$96,787,0001,247
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$87,642,0001,356
U.S. Government securities$50,239,0001,632
U.S. Treasury securities$01,019
U.S. Government agency obligations$50,239,0001,607
Securities issued by states & political subdivisions$23,507,000913
Other domestic debt securities$13,896,000670
Privately issued residential mortgage-backed securities$13,896,000424
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,711,0001,676
Mortgage-backed securities$64,135,000924
Certificates of participation in pools of residential mortgages$2,161,0004,628
Issued or guaranteed by U.S.$2,161,0004,614
Privately issued$0192
Collaterized mortgage obligations$61,974,000404
CMOs issued by government agencies or sponsored agencies$48,078,000324
Privately issued$13,896,000407
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,896,000948
Available-for-sale securities (fair market value)$73,746,0001,387
Total debt securities$87,642,0001,330
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$84,866,0001,422
U.S. Government securities$46,061,0001,795
U.S. Treasury securities$01,021
U.S. Government agency obligations$46,061,0001,764
Securities issued by states & political subdivisions$24,297,000900
Other domestic debt securities$14,508,000691
Privately issued residential mortgage-backed securities$14,508,000424
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,943,0001,552
Mortgage-backed securities$60,569,000975
Certificates of participation in pools of residential mortgages$5,093,0003,620
Issued or guaranteed by U.S.$5,093,0003,605
Privately issued$0202
Collaterized mortgage obligations$55,476,000422
CMOs issued by government agencies or sponsored agencies$40,968,000358
Privately issued$14,508,000403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,508,000921
Available-for-sale securities (fair market value)$70,358,0001,480
Total debt securities$84,866,0001,390
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$86,495,0001,391
U.S. Government securities$46,206,0001,790
U.S. Treasury securities$01,044
U.S. Government agency obligations$46,206,0001,757
Securities issued by states & political subdivisions$24,927,000860
Other domestic debt securities$15,362,000645
Privately issued residential mortgage-backed securities$15,362,000395
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,754,0001,485
Mortgage-backed securities$61,568,000918
Certificates of participation in pools of residential mortgages$3,300,0004,074
Issued or guaranteed by U.S.$3,300,0004,060
Privately issued$0205
Collaterized mortgage obligations$58,268,000413
CMOs issued by government agencies or sponsored agencies$42,906,000340
Privately issued$15,362,000367
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,362,000883
Available-for-sale securities (fair market value)$71,133,0001,460
Total debt securities$86,495,0001,352
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$77,881,0001,529
U.S. Government securities$48,639,0001,714
U.S. Treasury securities$01,146
U.S. Government agency obligations$48,639,0001,679
Securities issued by states & political subdivisions$24,789,000836
Other domestic debt securities$4,453,0001,192
Privately issued residential mortgage-backed securities$4,453,000650
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,857,0001,702
Mortgage-backed securities$48,594,0001,008
Certificates of participation in pools of residential mortgages$2,104,0004,305
Issued or guaranteed by U.S.$2,104,0004,290
Privately issued$0191
Collaterized mortgage obligations$46,490,000447
CMOs issued by government agencies or sponsored agencies$42,037,000347
Privately issued$4,453,000611
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)$77,881,0001,326
Total debt securities$77,881,0001,490
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$80,271,0001,485
U.S. Government securities$52,946,0001,607
U.S. Treasury securities$01,235
U.S. Government agency obligations$52,946,0001,572
Securities issued by states & political subdivisions$24,070,000843
Other domestic debt securities$3,255,0001,307
Privately issued residential mortgage-backed securities$3,255,000681
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,900,0001,522
Mortgage-backed securities$49,908,000926
Certificates of participation in pools of residential mortgages$2,290,0004,058
Issued or guaranteed by U.S.$2,290,0004,044
Privately issued$0194
Collaterized mortgage obligations$47,618,000422
CMOs issued by government agencies or sponsored agencies$44,363,000327
Privately issued$3,255,000645
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)$80,271,0001,287
Total debt securities$80,271,0001,449
Structured notes
Amortized cost$02,643
Fair value$02,645
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$75,387,0001,567
U.S. Government securities$55,743,0001,520
U.S. Treasury securities$01,362
U.S. Government agency obligations$55,743,0001,494
Securities issued by states & political subdivisions$19,644,0001,052
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,444,0001,443
Mortgage-backed securities$49,474,000921
Certificates of participation in pools of residential mortgages$2,501,0003,930
Issued or guaranteed by U.S.$2,501,0003,918
Privately issued$0207
Collaterized mortgage obligations$46,973,000425
CMOs issued by government agencies or sponsored agencies$46,973,000320
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)$75,387,0001,354
Total debt securities$75,387,0001,534
Structured notes
Amortized cost$02,714
Fair value$02,715
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$73,314,0001,616
U.S. Government securities$56,952,0001,494
U.S. Treasury securities$01,448
U.S. Government agency obligations$56,952,0001,462
Securities issued by states & political subdivisions$16,362,0001,268
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,128,0001,194
Mortgage-backed securities$50,689,000904
Certificates of participation in pools of residential mortgages$1,647,0004,383
Issued or guaranteed by U.S.$1,647,0004,366
Privately issued$0218
Collaterized mortgage obligations$49,042,000411
CMOs issued by government agencies or sponsored agencies$49,042,000296
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)$73,314,0001,393
Total debt securities$73,314,0001,579
Structured notes
Amortized cost$02,791
Fair value$02,792
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$74,399,0001,616
U.S. Government securities$57,279,0001,531
U.S. Treasury securities$01,498
U.S. Government agency obligations$57,279,0001,496
Securities issued by states & political subdivisions$17,120,0001,198
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,541,0001,545
Mortgage-backed securities$51,028,000915
Certificates of participation in pools of residential mortgages$1,739,0004,334
Issued or guaranteed by U.S.$1,739,0004,319
Privately issued$0208
Collaterized mortgage obligations$49,289,000413
CMOs issued by government agencies or sponsored agencies$49,289,000310
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)$74,399,0001,398
Total debt securities$74,399,0001,580
Structured notes
Amortized cost$02,890
Fair value$02,890
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$76,010,0001,596
U.S. Government securities$58,765,0001,526
U.S. Treasury securities$01,574
U.S. Government agency obligations$58,765,0001,490
Securities issued by states & political subdivisions$17,245,0001,168
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,727,0001,466
Mortgage-backed securities$44,533,0001,023
Certificates of participation in pools of residential mortgages$1,784,0004,308
Issued or guaranteed by U.S.$1,784,0004,286
Privately issued$0214
Collaterized mortgage obligations$42,749,000447
CMOs issued by government agencies or sponsored agencies$42,749,000352
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)$76,010,0001,375
Total debt securities$76,010,0001,567
Structured notes
Amortized cost$03,015
Fair value$03,015
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$78,058,0001,557
U.S. Government securities$61,260,0001,468
U.S. Treasury securities$01,634
U.S. Government agency obligations$61,260,0001,433
Securities issued by states & political subdivisions$16,798,0001,190
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,816,0001,411
Mortgage-backed securities$47,196,000975
Certificates of participation in pools of residential mortgages$1,909,0004,233
Issued or guaranteed by U.S.$1,909,0004,218
Privately issued$0211
Collaterized mortgage obligations$45,287,000425
CMOs issued by government agencies or sponsored agencies$45,287,000326
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)$78,058,0001,337
Total debt securities$78,058,0001,519
Structured notes
Amortized cost$03,074
Fair value$03,074
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$82,462,0001,492
U.S. Government securities$65,498,0001,389
U.S. Treasury securities$01,715
U.S. Government agency obligations$65,498,0001,345
Securities issued by states & political subdivisions$16,964,0001,182
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,526,0001,349
Mortgage-backed securities$51,378,000924
Certificates of participation in pools of residential mortgages$2,190,0004,107
Issued or guaranteed by U.S.$2,190,0004,093
Privately issued$0205
Collaterized mortgage obligations$49,188,000406
CMOs issued by government agencies or sponsored agencies$49,188,000313
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)$82,462,0001,289
Total debt securities$82,462,0001,456
Structured notes
Amortized cost$03,063
Fair value$03,063
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$87,852,0001,397
U.S. Government securities$70,719,0001,285
U.S. Treasury securities$01,737
U.S. Government agency obligations$70,719,0001,238
Securities issued by states & political subdivisions$17,133,0001,163
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,591,0001,261
Mortgage-backed securities$56,504,000855
Certificates of participation in pools of residential mortgages$2,622,0003,906
Issued or guaranteed by U.S.$2,622,0003,891
Privately issued$0216
Collaterized mortgage obligations$53,882,000379
CMOs issued by government agencies or sponsored agencies$53,882,000289
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)$87,852,0001,186
Total debt securities$87,852,0001,362
Structured notes
Amortized cost$03,054
Fair value$03,056
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$94,638,0001,295
U.S. Government securities$77,768,0001,154
U.S. Treasury securities$01,786
U.S. Government agency obligations$77,768,0001,115
Securities issued by states & political subdivisions$16,870,0001,180
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,526,0001,149
Mortgage-backed securities$63,458,000784
Certificates of participation in pools of residential mortgages$3,020,0003,796
Issued or guaranteed by U.S.$3,020,0003,782
Privately issued$0225
Collaterized mortgage obligations$60,438,000349
CMOs issued by government agencies or sponsored agencies$60,438,000273
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)$94,638,0001,103
Total debt securities$94,637,0001,268
Structured notes
Amortized cost$03,005
Fair value$03,005
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$103,761,0001,205
U.S. Government securities$86,677,0001,049
U.S. Treasury securities$01,839
U.S. Government agency obligations$86,677,0001,011
Securities issued by states & political subdivisions$17,084,0001,152
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,094
Mortgage-backed securities$71,116,000736
Certificates of participation in pools of residential mortgages$3,537,0003,684
Issued or guaranteed by U.S.$3,537,0003,670
Privately issued$0223
Collaterized mortgage obligations$67,579,000338
CMOs issued by government agencies or sponsored agencies$67,579,000267
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)$103,761,0001,034
Total debt securities$103,761,0001,170
Structured notes
Amortized cost$02,983
Fair value$02,982
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$105,572,0001,203
U.S. Government securities$90,839,0001,025
U.S. Treasury securities$01,963
U.S. Government agency obligations$90,839,000984
Securities issued by states & political subdivisions$14,733,0001,337
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,151
Mortgage-backed securities$75,465,000733
Certificates of participation in pools of residential mortgages$3,935,0003,626
Issued or guaranteed by U.S.$3,935,0003,616
Privately issued$0207
Collaterized mortgage obligations$71,530,000342
CMOs issued by government agencies or sponsored agencies$71,530,000269
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)$105,572,0001,027
Total debt securities$105,572,0001,163
Structured notes
Amortized cost$02,942
Fair value$02,942
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$105,388,0001,215
U.S. Government securities$90,868,0001,043
U.S. Treasury securities$01,963
U.S. Government agency obligations$90,868,0001,007
Securities issued by states & political subdivisions$14,520,0001,369
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,176
Mortgage-backed securities$77,185,000744
Certificates of participation in pools of residential mortgages$4,470,0003,482
Issued or guaranteed by U.S.$4,470,0003,472
Privately issued$0203
Collaterized mortgage obligations$72,715,000344
CMOs issued by government agencies or sponsored agencies$72,715,000271
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)$105,388,0001,036
Total debt securities$105,388,0001,186
Structured notes
Amortized cost$02,874
Fair value$02,875
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$105,155,0001,216
U.S. Government securities$90,658,0001,044
U.S. Treasury securities$01,990
U.S. Government agency obligations$90,658,0001,003
Securities issued by states & political subdivisions$14,497,0001,376
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$07,214
Mortgage-backed securities$79,349,000728
Certificates of participation in pools of residential mortgages$5,809,0003,117
Issued or guaranteed by U.S.$5,809,0003,111
Privately issued$0225
Collaterized mortgage obligations$73,540,000338
CMOs issued by government agencies or sponsored agencies$73,540,000266
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)$105,155,0001,033
Total debt securities$105,155,0001,180
Structured notes
Amortized cost$02,853
Fair value$02,854
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$103,410,0001,256
U.S. Government securities$88,516,0001,075
U.S. Treasury securities$02,098
U.S. Government agency obligations$88,516,0001,031
Securities issued by states & political subdivisions$14,840,0001,312
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$54,0002,036
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,245
Mortgage-backed securities$78,924,000744
Certificates of participation in pools of residential mortgages$6,376,0003,044
Issued or guaranteed by U.S.$6,376,0003,037
Privately issued$0225
Collaterized mortgage obligations$72,548,000343
CMOs issued by government agencies or sponsored agencies$72,548,000273
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)$103,410,0001,060
Total debt securities$103,356,0001,226
Structured notes
Amortized cost$02,808
Fair value$02,807
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$108,849,0001,205
U.S. Government securities$89,989,0001,059
U.S. Treasury securities$02,082
U.S. Government agency obligations$89,989,0001,014
Securities issued by states & political subdivisions$18,303,0001,048
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$557,0001,513
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,252
Mortgage-backed securities$84,589,000727
Certificates of participation in pools of residential mortgages$12,610,0002,100
Issued or guaranteed by U.S.$12,610,0002,092
Privately issued$0230
Collaterized mortgage obligations$71,979,000363
CMOs issued by government agencies or sponsored agencies$71,979,000290
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)$108,849,0001,030
Total debt securities$108,292,0001,171
Structured notes
Amortized cost$02,579
Fair value$02,579
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$108,281,0001,254
U.S. Government securities$89,107,0001,122
U.S. Treasury securities$02,227
U.S. Government agency obligations$89,107,0001,073
Securities issued by states & political subdivisions$18,232,0001,064
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$942,0001,375
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,280
Mortgage-backed securities$85,763,000729
Certificates of participation in pools of residential mortgages$13,372,0002,054
Issued or guaranteed by U.S.$13,372,0002,040
Privately issued$0248
Collaterized mortgage obligations$72,391,000361
CMOs issued by government agencies or sponsored agencies$72,391,000317
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)$108,281,0001,070
Total debt securities$107,339,0001,228
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$109,392,0001,214
U.S. Government securities$89,901,0001,090
U.S. Treasury securities$02,287
U.S. Government agency obligations$89,901,0001,042
Securities issued by states & political subdivisions$17,970,0001,085
Other domestic debt securities$1,009,0002,686
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$1,009,0002,390
Foreign debt securities$0291
Equity securities$512,0001,621
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,307
Mortgage-backed securities$87,518,000715
Certificates of participation in pools of residential mortgages$14,868,0001,906
Issued or guaranteed by U.S.$14,868,0001,898
Privately issued$0253
Collaterized mortgage obligations$72,650,000361
CMOs issued by government agencies or sponsored agencies$72,650,000319
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)$109,392,0001,032
Total debt securities$108,880,0001,185
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$107,078,0001,231
U.S. Government securities$88,834,0001,056
U.S. Treasury securities$02,322
U.S. Government agency obligations$88,834,0001,015
Securities issued by states & political subdivisions$7,332,0002,430
Other domestic debt securities$5,199,0001,355
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$5,199,0001,099
Foreign debt securities$0294
Equity securities$5,713,000636
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,339
Mortgage-backed securities$84,279,000729
Certificates of participation in pools of residential mortgages$13,367,0001,993
Issued or guaranteed by U.S.$13,367,0001,985
Privately issued$0256
Collaterized mortgage obligations$70,912,000386
CMOs issued by government agencies or sponsored agencies$70,912,000338
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)$107,078,0001,050
Total debt securities$101,365,0001,228
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$97,536,0001,300
U.S. Government securities$70,639,0001,292
U.S. Treasury securities$02,382
U.S. Government agency obligations$70,639,0001,233
Securities issued by states & political subdivisions$5,031,0002,930
Other domestic debt securities$6,745,0001,181
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$6,745,000945
Foreign debt securities$0294
Equity securities$15,121,000308
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,369
Mortgage-backed securities$65,087,000863
Certificates of participation in pools of residential mortgages$12,537,0002,061
Issued or guaranteed by U.S.$12,537,0002,053
Privately issued$0257
Collaterized mortgage obligations$52,550,000451
CMOs issued by government agencies or sponsored agencies$52,550,000406
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)$97,536,0001,094
Total debt securities$82,415,0001,479
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$83,133,0001,481
U.S. Government securities$58,761,0001,503
U.S. Treasury securities$02,544
U.S. Government agency obligations$58,761,0001,442
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$7,783,0001,091
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$7,783,000866
Foreign debt securities$0302
Equity securities$16,589,000276
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,400
Mortgage-backed securities$52,431,000987
Certificates of participation in pools of residential mortgages$10,701,0002,256
Issued or guaranteed by U.S.$10,701,0002,243
Privately issued$0252
Collaterized mortgage obligations$41,730,000531
CMOs issued by government agencies or sponsored agencies$41,730,000485
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)$83,133,0001,246
Total debt securities$66,544,0001,759
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$50,630,0002,174
U.S. Government securities$31,414,0002,443
U.S. Treasury securities$03,182
U.S. Government agency obligations$31,414,0002,309
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$10,977,000901
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,977,000678
Foreign debt securities$0319
Equity securities$8,239,000484
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,583
Mortgage-backed securities$17,693,0002,026
Certificates of participation in pools of residential mortgages$17,366,0001,452
Issued or guaranteed by U.S.$17,366,0001,444
Privately issued$0260
Collaterized mortgage obligations$327,0003,919
CMOs issued by government agencies or sponsored agencies$327,0003,745
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$50,630,0001,808
Total debt securities$42,391,0002,477
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$38,131,0002,804
U.S. Government securities$22,879,0003,293
U.S. Treasury securities$04,186
U.S. Government agency obligations$22,879,0003,046
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$9,009,000858
Privately issued residential mortgage-backed securities$963,000754
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,046,000749
Foreign debt securities$0313
Equity securities$6,243,000733
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securities$11,844,0002,106
Certificates of participation in pools of residential mortgages$9,500,0001,794
Issued or guaranteed by U.S.$9,500,0001,782
Privately issued$0308
Collaterized mortgage obligations$2,344,0002,158
CMOs issued by government agencies or sponsored agencies$1,381,0002,451
Privately issued$963,000665
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)$38,131,0002,232
Total debt securities$31,888,0003,189
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$35,174,0003,138
U.S. Government securities$20,702,0003,742
U.S. Treasury securities$05,412
U.S. Government agency obligations$20,702,0003,376
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$7,921,000941
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,921,000758
Foreign debt securities$0343
Equity securities$6,551,000684
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,162
Mortgage-backed securities$12,054,0002,252
Certificates of participation in pools of residential mortgages$10,498,0001,830
Issued or guaranteed by U.S.$10,498,0001,818
Privately issued$0307
Collaterized mortgage obligations$1,556,0002,654
CMOs issued by government agencies or sponsored agencies$1,556,0002,514
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$35,174,0002,445
Total debt securities$28,623,0003,623
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$31,307,0003,498
U.S. Government securities$18,286,0004,174
U.S. Treasury securities$252,0006,462
U.S. Government agency obligations$18,034,0003,592
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$8,178,000868
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,178,000681
Foreign debt securities$0363
Equity securities$4,843,000844
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,358
Mortgage-backed securities$14,054,0002,168
Certificates of participation in pools of residential mortgages$13,104,0001,637
Issued or guaranteed by U.S.$13,104,0001,626
Privately issued$0349
Collaterized mortgage obligations$950,0003,350
CMOs issued by government agencies or sponsored agencies$950,0003,199
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$31,307,0002,689
Total debt securities$26,464,0003,884
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$39,452,0002,860
U.S. Government securities$30,294,0002,894
U.S. Treasury securities$996,0006,557
U.S. Government agency obligations$29,298,0002,349
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$1,990,0001,381
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$1,990,0001,097
Foreign debt securities$0390
Equity securities$7,168,000579
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,806
Mortgage-backed securities$15,391,0001,981
Certificates of participation in pools of residential mortgages$14,451,0001,521
Issued or guaranteed by U.S.$14,451,0001,511
Privately issued$0394
Collaterized mortgage obligations$940,0003,504
CMOs issued by government agencies or sponsored agencies$940,0003,383
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$39,452,0002,020
Total debt securities$32,284,0003,326
Structured notes
Amortized cost$1,000,0001,189
Fair value$995,0001,333
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$41,403,0002,921
U.S. Government securities$35,982,0002,684
U.S. Treasury securities$2,925,0005,190
U.S. Government agency obligations$33,057,0002,179
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$2,108,0001,462
Privately issued residential mortgage-backed securities$120,0001,484
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,988,0001,130
Foreign debt securities$0466
Equity securities$3,313,0001,031
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,225
Mortgage-backed securities$15,997,0002,169
Certificates of participation in pools of residential mortgages$14,947,0001,650
Issued or guaranteed by U.S.$14,947,0001,636
Privately issued$0472
Collaterized mortgage obligations$1,050,0003,752
CMOs issued by government agencies or sponsored agencies$930,0003,782
Privately issued$120,0001,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$41,403,0001,994
Total debt securities$39,036,0003,010
Structured notes
Amortized cost$4,000,000495
Fair value$3,962,000514
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$41,399,0003,042
U.S. Government securities$36,520,0002,762
U.S. Treasury securities$2,033,0006,967
U.S. Government agency obligations$34,487,0002,029
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$2,465,0001,619
Privately issued residential mortgage-backed securities$476,0001,213
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,989,0001,410
Foreign debt securities$0553
Equity securities$2,414,0001,266
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,636
Mortgage-backed securities$14,458,0002,443
Certificates of participation in pools of residential mortgages$13,034,0001,813
Issued or guaranteed by U.S.$13,034,0001,795
Privately issued$0558
Collaterized mortgage obligations$1,424,0003,890
CMOs issued by government agencies or sponsored agencies$948,0004,183
Privately issued$476,000956
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$41,399,0002,044
Total debt securities$38,802,0003,169
Structured notes
Amortized cost$4,000,000887
Fair value$3,973,000909
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$38,280,0003,445
U.S. Government securities$33,907,0003,088
U.S. Treasury securities$3,196,0006,920
U.S. Government agency obligations$30,711,0002,208
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$2,640,0001,741
Privately issued residential mortgage-backed securities$775,0001,047
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,865,0001,670
Foreign debt securities$0600
Equity securities$1,733,0001,435
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,127
Mortgage-backed securities$15,778,0002,402
Certificates of participation in pools of residential mortgages$12,384,0001,957
Issued or guaranteed by U.S.$12,384,0001,934
Privately issued$0564
Collaterized mortgage obligations$3,394,0002,859
CMOs issued by government agencies or sponsored agencies$2,619,0003,080
Privately issued$775,000827
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,494,0004,212
Available-for-sale securities (fair market value)$22,786,0002,498
Total debt securities$38,840,0003,309
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$40,404,0003,436
U.S. Government securities$31,903,0003,393
U.S. Treasury securities$986,00010,153
U.S. Government agency obligations$30,917,0002,237
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$2,627,0002,046
Privately issued residential mortgage-backed securities$1,627,000950
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0002,570
Foreign debt securities$0649
Equity securities$5,874,000633
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,569
Mortgage-backed securities$25,564,0001,899
Certificates of participation in pools of residential mortgages$19,924,0001,496
Issued or guaranteed by U.S.$19,924,0001,473
Privately issued$0731
Collaterized mortgage obligations$5,640,0002,450
CMOs issued by government agencies or sponsored agencies$4,013,0002,808
Privately issued$1,627,000688
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$34,530,0003,867
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$34,727,0003,932
U.S. Government securities$20,238,0005,013
U.S. Treasury securities$3,025,0007,506
U.S. Government agency obligations$17,213,0003,688
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$3,202,0002,241
Privately issued residential mortgage-backed securities$2,202,0001,129
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0002,948
Foreign debt securities$0699
Equity securities$11,287,000282
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,910
Mortgage-backed securities$16,415,0002,672
Certificates of participation in pools of residential mortgages$13,441,0002,053
Issued or guaranteed by U.S.$13,441,0002,011
Privately issued$0831
Collaterized mortgage obligations$2,974,0003,474
CMOs issued by government agencies or sponsored agencies$772,0005,017
Privately issued$2,202,000843
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$23,440,0005,332
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$3,959,000177
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA