First Bank of Georgia, Securities

2015-06-30Rank
Total securities$110,455,0001,312
U.S. Government securities$108,273,000906
U.S. Treasury securities$01,348
U.S. Government agency obligations$108,273,000867
Securities issued by states & political subdivisions$05,164
Other domestic debt securities$2,182,0001,254
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$2,182,000982
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$79,161,000770
Mortgage-backed securities$77,809,000817
Certificates of participation in pools of residential mortgages$64,391,000653
Issued or guaranteed by U.S.$64,391,000653
Privately issued$067
Collaterized mortgage obligations$13,418,0001,055
CMOs issued by government agencies or sponsored agencies$13,418,0001,007
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)$110,455,0001,146
Total debt securities$110,455,0001,287
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$119,051,0001,228
U.S. Government securities$116,840,000857
U.S. Treasury securities$01,327
U.S. Government agency obligations$116,840,000824
Securities issued by states & political subdivisions$05,179
Other domestic debt securities$2,211,0001,279
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$2,211,000987
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$79,482,000784
Mortgage-backed securities$83,312,000774
Certificates of participation in pools of residential mortgages$68,846,000622
Issued or guaranteed by U.S.$68,846,000621
Privately issued$070
Collaterized mortgage obligations$14,466,0001,041
CMOs issued by government agencies or sponsored agencies$14,466,000990
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)$119,051,0001,082
Total debt securities$119,051,0001,210
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$130,218,0001,134
U.S. Government securities$100,990,000969
U.S. Treasury securities$01,361
U.S. Government agency obligations$100,990,000930
Securities issued by states & political subdivisions$27,504,0001,381
Other domestic debt securities$1,724,0001,430
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$1,724,0001,116
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$78,662,000781
Mortgage-backed securities$57,755,0001,054
Certificates of participation in pools of residential mortgages$34,895,0001,099
Issued or guaranteed by U.S.$34,895,0001,097
Privately issued$075
Collaterized mortgage obligations$15,962,0001,008
CMOs issued by government agencies or sponsored agencies$15,962,000959
Privately issued$0785
Commercial mortgage-backed securities$6,898,000400
Commercial mortgage pass-through securities$6,898,000234
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$130,218,000994
Total debt securities$130,218,0001,122
Structured notes
Amortized cost$6,998,000496
Fair value$6,727,000506
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$134,019,0001,122
U.S. Government securities$104,000,000963
U.S. Treasury securities$01,381
U.S. Government agency obligations$104,000,000922
Securities issued by states & political subdivisions$27,309,0001,404
Other domestic debt securities$2,710,0001,223
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$2,710,000926
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$79,962,000767
Mortgage-backed securities$60,608,0001,047
Certificates of participation in pools of residential mortgages$35,987,0001,115
Issued or guaranteed by U.S.$35,987,0001,115
Privately issued$073
Collaterized mortgage obligations$16,864,000992
CMOs issued by government agencies or sponsored agencies$16,864,000945
Privately issued$0821
Commercial mortgage-backed securities$7,757,000363
Commercial mortgage pass-through securities$7,757,000212
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$134,019,000985
Total debt securities$134,020,0001,110
Structured notes
Amortized cost$7,998,000484
Fair value$7,529,000505
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$133,382,0001,140
U.S. Government securities$103,291,000985
U.S. Treasury securities$01,342
U.S. Government agency obligations$103,291,000949
Securities issued by states & political subdivisions$27,395,0001,400
Other domestic debt securities$2,696,0001,256
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$2,696,000955
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$70,764,000863
Mortgage-backed securities$60,787,0001,053
Certificates of participation in pools of residential mortgages$35,032,0001,164
Issued or guaranteed by U.S.$35,032,0001,164
Privately issued$075
Collaterized mortgage obligations$17,904,000972
CMOs issued by government agencies or sponsored agencies$17,904,000919
Privately issued$0840
Commercial mortgage-backed securities$7,851,000361
Commercial mortgage pass-through securities$7,851,000205
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$133,382,000995
Total debt securities$133,381,0001,127
Structured notes
Amortized cost$7,998,000508
Fair value$7,483,000531
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$156,788,000992
U.S. Government securities$120,061,000869
U.S. Treasury securities$01,198
U.S. Government agency obligations$120,061,000833
Securities issued by states & political subdivisions$32,032,0001,215
Other domestic debt securities$4,695,000994
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$4,695,000729
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$70,752,000866
Mortgage-backed securities$64,679,000989
Certificates of participation in pools of residential mortgages$39,253,0001,054
Issued or guaranteed by U.S.$39,253,0001,053
Privately issued$076
Collaterized mortgage obligations$17,676,000984
CMOs issued by government agencies or sponsored agencies$17,676,000931
Privately issued$0874
Commercial mortgage-backed securities$7,750,000342
Commercial mortgage pass-through securities$7,750,000196
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$156,788,000859
Total debt securities$156,787,000979
Structured notes
Amortized cost$9,997,000429
Fair value$9,242,000448
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$158,439,000973
U.S. Government securities$123,013,000844
U.S. Treasury securities$01,131
U.S. Government agency obligations$123,013,000815
Securities issued by states & political subdivisions$30,751,0001,254
Other domestic debt securities$4,675,0001,033
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$4,675,000757
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$64,058,000933
Mortgage-backed securities$64,732,000990
Certificates of participation in pools of residential mortgages$49,864,000857
Issued or guaranteed by U.S.$49,864,000856
Privately issued$081
Collaterized mortgage obligations$14,868,0001,101
CMOs issued by government agencies or sponsored agencies$14,868,0001,045
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)$158,439,000838
Total debt securities$158,436,000962
Structured notes
Amortized cost$9,997,000420
Fair value$8,973,000443
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$156,571,000989
U.S. Government securities$120,835,000843
U.S. Treasury securities$01,131
U.S. Government agency obligations$120,835,000819
Securities issued by states & political subdivisions$31,036,0001,250
Other domestic debt securities$4,700,0001,064
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$4,700,000770
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,571,0001,013
Mortgage-backed securities$61,878,0001,044
Certificates of participation in pools of residential mortgages$49,678,000870
Issued or guaranteed by U.S.$49,678,000869
Privately issued$080
Collaterized mortgage obligations$12,200,0001,248
CMOs issued by government agencies or sponsored agencies$12,200,0001,178
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$156,571,000862
Total debt securities$156,571,000979
Structured notes
Amortized cost$9,997,000412
Fair value$9,078,000437
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$152,634,0001,005
U.S. Government securities$119,352,000852
U.S. Treasury securities$01,152
U.S. Government agency obligations$119,352,000826
Securities issued by states & political subdivisions$28,598,0001,331
Other domestic debt securities$4,684,0001,083
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$4,684,000778
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,860,0001,009
Mortgage-backed securities$58,201,0001,101
Certificates of participation in pools of residential mortgages$46,934,000903
Issued or guaranteed by U.S.$46,934,000902
Privately issued$083
Collaterized mortgage obligations$11,267,0001,304
CMOs issued by government agencies or sponsored agencies$11,267,0001,236
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$152,634,000890
Total debt securities$152,634,000997
Structured notes
Amortized cost$9,997,000402
Fair value$9,452,000415
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$138,302,0001,131
U.S. Government securities$109,003,000955
U.S. Treasury securities$01,161
U.S. Government agency obligations$109,003,000922
Securities issued by states & political subdivisions$25,444,0001,460
Other domestic debt securities$3,855,0001,197
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$3,855,000856
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,760,000991
Mortgage-backed securities$48,214,0001,344
Certificates of participation in pools of residential mortgages$36,515,0001,127
Issued or guaranteed by U.S.$36,515,0001,127
Privately issued$083
Collaterized mortgage obligations$11,699,0001,328
CMOs issued by government agencies or sponsored agencies$11,699,0001,255
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$138,302,0001,010
Total debt securities$138,303,0001,121
Structured notes
Amortized cost$9,996,000398
Fair value$9,899,000402
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$132,760,0001,147
U.S. Government securities$106,861,000946
U.S. Treasury securities$01,135
U.S. Government agency obligations$106,861,000908
Securities issued by states & political subdivisions$22,787,0001,600
Other domestic debt securities$3,112,0001,282
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$3,112,000920
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,740,0001,061
Mortgage-backed securities$51,295,0001,284
Certificates of participation in pools of residential mortgages$37,791,0001,086
Issued or guaranteed by U.S.$37,791,0001,083
Privately issued$085
Collaterized mortgage obligations$13,504,0001,275
CMOs issued by government agencies or sponsored agencies$13,504,0001,197
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$132,760,0001,031
Total debt securities$132,760,0001,131
Structured notes
Amortized cost$10,996,000395
Fair value$10,914,000395
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$107,420,0001,398
U.S. Government securities$85,449,0001,198
U.S. Treasury securities$01,086
U.S. Government agency obligations$85,449,0001,165
Securities issued by states & political subdivisions$19,855,0001,762
Other domestic debt securities$2,116,0001,586
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$2,116,0001,175
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,096,0001,100
Mortgage-backed securities$56,302,0001,237
Certificates of participation in pools of residential mortgages$34,094,0001,270
Issued or guaranteed by U.S.$34,094,0001,270
Privately issued$088
Collaterized mortgage obligations$22,208,000996
CMOs issued by government agencies or sponsored agencies$22,208,000923
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$107,420,0001,266
Total debt securities$107,420,0001,383
Structured notes
Amortized cost$5,000,000759
Fair value$4,982,000789
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$113,492,0001,347
U.S. Government securities$90,693,0001,142
U.S. Treasury securities$01,068
U.S. Government agency obligations$90,693,0001,108
Securities issued by states & political subdivisions$19,719,0001,718
Other domestic debt securities$3,080,0001,327
Privately issued residential mortgage-backed securities$1,024,000656
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$2,056,0001,186
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,144,0001,048
Mortgage-backed securities$57,442,0001,255
Certificates of participation in pools of residential mortgages$33,305,0001,301
Issued or guaranteed by U.S.$33,305,0001,300
Privately issued$094
Collaterized mortgage obligations$24,137,000951
CMOs issued by government agencies or sponsored agencies$23,113,000898
Privately issued$1,024,000630
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$113,492,0001,225
Total debt securities$113,492,0001,329
Structured notes
Amortized cost$9,891,000506
Fair value$9,928,000506
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$104,903,0001,442
U.S. Government securities$86,836,0001,223
U.S. Treasury securities$01,157
U.S. Government agency obligations$86,836,0001,187
Securities issued by states & political subdivisions$18,061,0001,785
Other domestic debt securities$6,0002,845
Privately issued residential mortgage-backed securities$6,0001,161
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,303,0001,027
Mortgage-backed securities$56,067,0001,275
Certificates of participation in pools of residential mortgages$32,864,0001,291
Issued or guaranteed by U.S.$32,864,0001,290
Privately issued$094
Collaterized mortgage obligations$23,203,000985
CMOs issued by government agencies or sponsored agencies$23,197,000920
Privately issued$6,0001,114
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$104,903,0001,317
Total debt securities$104,903,0001,427
Structured notes
Amortized cost$8,393,000702
Fair value$8,396,000703
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$100,283,0001,455
U.S. Government securities$85,406,0001,196
U.S. Treasury securities$01,076
U.S. Government agency obligations$85,406,0001,158
Securities issued by states & political subdivisions$14,863,0002,052
Other domestic debt securities$14,0002,835
Privately issued residential mortgage-backed securities$14,0001,230
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,973,000951
Mortgage-backed securities$54,351,0001,250
Certificates of participation in pools of residential mortgages$35,594,0001,148
Issued or guaranteed by U.S.$35,594,0001,145
Privately issued$0121
Collaterized mortgage obligations$18,757,0001,121
CMOs issued by government agencies or sponsored agencies$18,743,000999
Privately issued$14,0001,166
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$100,283,0001,319
Total debt securities$100,285,0001,438
Structured notes
Amortized cost$8,393,000646
Fair value$8,448,000647
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$106,217,0001,353
U.S. Government securities$94,517,0001,049
U.S. Treasury securities$01,126
U.S. Government agency obligations$94,517,0001,018
Securities issued by states & political subdivisions$11,660,0002,352
Other domestic debt securities$40,0002,791
Privately issued residential mortgage-backed securities$40,0001,220
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,181,000906
Mortgage-backed securities$60,522,0001,107
Certificates of participation in pools of residential mortgages$40,905,000991
Issued or guaranteed by U.S.$40,905,000989
Privately issued$0132
Collaterized mortgage obligations$19,617,0001,078
CMOs issued by government agencies or sponsored agencies$19,577,000954
Privately issued$40,0001,154
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$106,217,0001,210
Total debt securities$106,217,0001,332
Structured notes
Amortized cost$11,891,000481
Fair value$11,980,000478
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$100,243,0001,427
U.S. Government securities$89,388,0001,127
U.S. Treasury securities$01,225
U.S. Government agency obligations$89,388,0001,078
Securities issued by states & political subdivisions$10,801,0002,407
Other domestic debt securities$54,0002,733
Privately issued residential mortgage-backed securities$54,0001,228
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,736,000817
Mortgage-backed securities$53,244,0001,206
Certificates of participation in pools of residential mortgages$35,098,0001,091
Issued or guaranteed by U.S.$35,098,0001,085
Privately issued$0125
Collaterized mortgage obligations$18,146,0001,115
CMOs issued by government agencies or sponsored agencies$18,092,000970
Privately issued$54,0001,170
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$100,243,0001,280
Total debt securities$100,243,0001,405
Structured notes
Amortized cost$13,890,000521
Fair value$13,940,000519
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$100,984,0001,389
U.S. Government securities$90,405,0001,107
U.S. Treasury securities$01,272
U.S. Government agency obligations$90,405,0001,055
Securities issued by states & political subdivisions$10,349,0002,437
Other domestic debt securities$230,0002,592
Privately issued residential mortgage-backed securities$230,0001,143
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,141,000795
Mortgage-backed securities$48,015,0001,260
Certificates of participation in pools of residential mortgages$33,045,0001,112
Issued or guaranteed by U.S.$33,045,0001,104
Privately issued$0136
Collaterized mortgage obligations$14,970,0001,208
CMOs issued by government agencies or sponsored agencies$14,740,0001,066
Privately issued$230,0001,089
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$100,984,0001,246
Total debt securities$100,984,0001,369
Structured notes
Amortized cost$20,889,000340
Fair value$20,761,000337
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$76,904,0001,673
U.S. Government securities$67,522,0001,369
U.S. Treasury securities$01,275
U.S. Government agency obligations$67,522,0001,314
Securities issued by states & political subdivisions$9,075,0002,608
Other domestic debt securities$307,0002,656
Privately issued residential mortgage-backed securities$307,0001,156
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,549,000814
Mortgage-backed securities$39,600,0001,412
Certificates of participation in pools of residential mortgages$25,813,0001,301
Issued or guaranteed by U.S.$25,813,0001,290
Privately issued$0141
Collaterized mortgage obligations$13,787,0001,243
CMOs issued by government agencies or sponsored agencies$13,480,0001,079
Privately issued$307,0001,103
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$76,904,0001,503
Total debt securities$76,905,0001,655
Structured notes
Amortized cost$12,500,000538
Fair value$12,428,000538
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$61,932,0001,998
U.S. Government securities$52,077,0001,680
U.S. Treasury securities$01,180
U.S. Government agency obligations$52,077,0001,612
Securities issued by states & political subdivisions$9,371,0002,477
Other domestic debt securities$484,0002,610
Privately issued residential mortgage-backed securities$484,0001,155
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$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,930,0001,296
Mortgage-backed securities$37,814,0001,432
Certificates of participation in pools of residential mortgages$24,190,0001,336
Issued or guaranteed by U.S.$24,190,0001,330
Privately issued$0141
Collaterized mortgage obligations$13,624,0001,242
CMOs issued by government agencies or sponsored agencies$13,140,0001,095
Privately issued$484,0001,100
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$61,932,0001,788
Total debt securities$61,930,0001,979
Structured notes
Amortized cost$11,500,000536
Fair value$11,622,000532
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$49,002,0002,400
U.S. Government securities$39,473,0002,142
U.S. Treasury securities$01,121
U.S. Government agency obligations$39,473,0002,067
Securities issued by states & political subdivisions$8,956,0002,421
Other domestic debt securities$573,0002,459
Privately issued residential mortgage-backed securities$573,0001,161
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$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,267,0001,265
Mortgage-backed securities$25,413,0001,887
Certificates of participation in pools of residential mortgages$13,333,0002,061
Issued or guaranteed by U.S.$13,333,0002,055
Privately issued$0148
Collaterized mortgage obligations$12,080,0001,267
CMOs issued by government agencies or sponsored agencies$11,507,0001,096
Privately issued$573,0001,112
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$49,002,0002,147
Total debt securities$49,001,0002,374
Structured notes
Amortized cost$13,000,000523
Fair value$13,051,000527
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$56,284,0002,169
U.S. Government securities$45,627,0001,941
U.S. Treasury securities$01,130
U.S. Government agency obligations$45,627,0001,881
Securities issued by states & political subdivisions$9,855,0002,248
Other domestic debt securities$802,0002,366
Privately issued residential mortgage-backed securities$645,0001,187
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$157,0001,984
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,173,0001,291
Mortgage-backed securities$28,211,0001,792
Certificates of participation in pools of residential mortgages$15,701,0001,923
Issued or guaranteed by U.S.$15,701,0001,920
Privately issued$0145
Collaterized mortgage obligations$12,510,0001,237
CMOs issued by government agencies or sponsored agencies$11,865,0001,055
Privately issued$645,0001,135
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$56,284,0001,936
Total debt securities$56,284,0002,141
Structured notes
Amortized cost$13,000,000419
Fair value$12,939,000429
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$44,461,0002,629
U.S. Government securities$33,792,0002,439
U.S. Treasury securities$01,077
U.S. Government agency obligations$33,792,0002,375
Securities issued by states & political subdivisions$9,783,0002,271
Other domestic debt securities$886,0002,386
Privately issued residential mortgage-backed securities$764,0001,175
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$122,0002,064
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,317,0001,330
Mortgage-backed securities$23,904,0002,047
Certificates of participation in pools of residential mortgages$16,941,0001,900
Issued or guaranteed by U.S.$16,941,0001,894
Privately issued$0157
Collaterized mortgage obligations$6,963,0001,616
CMOs issued by government agencies or sponsored agencies$6,199,0001,440
Privately issued$764,0001,126
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$44,461,0002,341
Total debt securities$44,461,0002,604
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$47,157,0002,494
U.S. Government securities$35,631,0002,323
U.S. Treasury securities$01,047
U.S. Government agency obligations$35,631,0002,260
Securities issued by states & political subdivisions$10,489,0002,181
Other domestic debt securities$1,037,0002,373
Privately issued residential mortgage-backed securities$908,0001,191
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$129,0002,154
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,756,0001,250
Mortgage-backed securities$20,248,0002,315
Certificates of participation in pools of residential mortgages$16,945,0001,955
Issued or guaranteed by U.S.$16,945,0001,947
Privately issued$0171
Collaterized mortgage obligations$3,303,0002,144
CMOs issued by government agencies or sponsored agencies$2,395,0002,016
Privately issued$908,0001,142
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$47,157,0002,207
Total debt securities$47,157,0002,463
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$48,304,0002,395
U.S. Government securities$36,852,0002,209
U.S. Treasury securities$01,036
U.S. Government agency obligations$36,852,0002,163
Securities issued by states & political subdivisions$10,336,0002,162
Other domestic debt securities$1,116,0002,361
Privately issued residential mortgage-backed securities$994,0001,200
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$122,0002,254
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,653,0001,335
Mortgage-backed securities$21,648,0002,252
Certificates of participation in pools of residential mortgages$17,961,0001,924
Issued or guaranteed by U.S.$17,961,0001,913
Privately issued$0181
Collaterized mortgage obligations$3,687,0002,042
CMOs issued by government agencies or sponsored agencies$2,693,0001,917
Privately issued$994,0001,145
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$48,304,0002,108
Total debt securities$48,304,0002,364
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$51,550,0002,263
U.S. Government securities$40,183,0002,079
U.S. Treasury securities$0981
U.S. Government agency obligations$40,183,0002,030
Securities issued by states & political subdivisions$10,221,0002,103
Other domestic debt securities$1,146,0002,253
Privately issued residential mortgage-backed securities$1,010,0001,223
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$136,0002,376
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$36,885,0001,403
Mortgage-backed securities$20,088,0002,390
Certificates of participation in pools of residential mortgages$16,454,0002,078
Issued or guaranteed by U.S.$16,090,0002,092
Privately issued$364,000139
Collaterized mortgage obligations$3,634,0002,083
CMOs issued by government agencies or sponsored agencies$2,988,0001,869
Privately issued$646,0001,270
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$51,550,0001,992
Total debt securities$51,550,0002,238
Structured notes
Amortized cost$3,000,000407
Fair value$2,952,000443
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$57,593,0002,053
U.S. Government securities$46,349,0001,821
U.S. Treasury securities$0973
U.S. Government agency obligations$46,349,0001,793
Securities issued by states & political subdivisions$9,924,0002,080
Other domestic debt securities$1,320,0002,114
Privately issued residential mortgage-backed securities$1,170,0001,132
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$150,0002,286
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$43,411,0001,239
Mortgage-backed securities$20,188,0002,336
Certificates of participation in pools of residential mortgages$18,528,0001,866
Issued or guaranteed by U.S.$18,015,0001,888
Privately issued$513,000130
Collaterized mortgage obligations$1,660,0002,545
CMOs issued by government agencies or sponsored agencies$1,003,0002,529
Privately issued$657,0001,210
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$57,593,0001,801
Total debt securities$57,593,0002,029
Structured notes
Amortized cost$3,000,000449
Fair value$3,025,000443
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$58,826,0001,976
U.S. Government securities$46,962,0001,750
U.S. Treasury securities$01,019
U.S. Government agency obligations$46,962,0001,720
Securities issued by states & political subdivisions$10,442,0001,986
Other domestic debt securities$1,422,0002,015
Privately issued residential mortgage-backed securities$1,273,0001,088
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$149,0002,253
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$40,991,0001,268
Mortgage-backed securities$21,365,0002,155
Certificates of participation in pools of residential mortgages$19,079,0001,746
Issued or guaranteed by U.S.$19,079,0001,736
Privately issued$0192
Collaterized mortgage obligations$2,286,0002,264
CMOs issued by government agencies or sponsored agencies$1,013,0002,419
Privately issued$1,273,0001,040
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$58,826,0001,731
Total debt securities$58,826,0001,949
Structured notes
Amortized cost$3,000,000441
Fair value$2,949,000462
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$57,862,0002,044
U.S. Government securities$49,298,0001,695
U.S. Treasury securities$01,021
U.S. Government agency obligations$49,298,0001,667
Securities issued by states & political subdivisions$7,695,0002,479
Other domestic debt securities$869,0002,366
Privately issued residential mortgage-backed securities$704,0001,217
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$165,0002,251
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$44,299,0001,151
Mortgage-backed securities$21,508,0002,142
Certificates of participation in pools of residential mortgages$20,020,0001,687
Issued or guaranteed by U.S.$20,020,0001,678
Privately issued$0202
Collaterized mortgage obligations$1,488,0002,548
CMOs issued by government agencies or sponsored agencies$784,0002,591
Privately issued$704,0001,159
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$57,862,0001,796
Total debt securities$57,862,0002,008
Structured notes
Amortized cost$3,000,000470
Fair value$2,886,000512
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$61,052,0001,934
U.S. Government securities$52,836,0001,562
U.S. Treasury securities$01,044
U.S. Government agency obligations$52,836,0001,531
Securities issued by states & political subdivisions$7,303,0002,576
Other domestic debt securities$913,0002,268
Privately issued residential mortgage-backed securities$735,0001,186
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$178,0002,201
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$48,919,0001,055
Mortgage-backed securities$21,297,0002,076
Certificates of participation in pools of residential mortgages$18,321,0001,726
Issued or guaranteed by U.S.$18,321,0001,716
Privately issued$0205
Collaterized mortgage obligations$2,976,0002,072
CMOs issued by government agencies or sponsored agencies$2,241,0001,945
Privately issued$735,0001,128
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$61,052,0001,699
Total debt securities$61,045,0001,889
Structured notes
Amortized cost$2,344,000634
Fair value$2,341,000636
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$58,906,0001,982
U.S. Government securities$50,758,0001,652
U.S. Treasury securities$01,146
U.S. Government agency obligations$50,758,0001,616
Securities issued by states & political subdivisions$7,243,0002,560
Other domestic debt securities$905,0002,096
Privately issued residential mortgage-backed securities$722,0001,095
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$183,0002,066
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$48,858,0001,041
Mortgage-backed securities$19,332,0001,959
Certificates of participation in pools of residential mortgages$14,980,0001,754
Issued or guaranteed by U.S.$14,980,0001,745
Privately issued$0191
Collaterized mortgage obligations$4,352,0001,710
CMOs issued by government agencies or sponsored agencies$3,630,0001,554
Privately issued$722,0001,042
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)$58,906,0001,720
Total debt securities$58,906,0001,932
Structured notes
Amortized cost$1,633,0001,232
Fair value$1,630,0001,231
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$58,974,0001,958
U.S. Government securities$50,812,0001,661
U.S. Treasury securities$01,235
U.S. Government agency obligations$50,812,0001,628
Securities issued by states & political subdivisions$7,254,0002,510
Other domestic debt securities$908,0002,064
Privately issued residential mortgage-backed securities$719,0001,059
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$189,0002,049
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$49,435,0001,005
Mortgage-backed securities$18,824,0001,881
Certificates of participation in pools of residential mortgages$14,098,0001,708
Issued or guaranteed by U.S.$14,098,0001,699
Privately issued$0194
Collaterized mortgage obligations$4,726,0001,610
CMOs issued by government agencies or sponsored agencies$4,007,0001,444
Privately issued$719,0001,006
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)$58,974,0001,692
Total debt securities$58,973,0001,912
Structured notes
Amortized cost$3,426,000862
Fair value$3,423,000858
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$56,482,0002,028
U.S. Government securities$49,268,0001,722
U.S. Treasury securities$01,362
U.S. Government agency obligations$49,268,0001,677
Securities issued by states & political subdivisions$6,291,0002,744
Other domestic debt securities$739,0002,097
Privately issued residential mortgage-backed securities$739,0001,008
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$184,000153
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,666,000985
Mortgage-backed securities$19,173,0001,809
Certificates of participation in pools of residential mortgages$14,800,0001,599
Issued or guaranteed by U.S.$14,800,0001,593
Privately issued$0207
Collaterized mortgage obligations$4,373,0001,640
CMOs issued by government agencies or sponsored agencies$3,634,0001,491
Privately issued$739,000951
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)$56,482,0001,748
Total debt securities$56,482,0001,985
Structured notes
Amortized cost$3,473,000905
Fair value$3,457,000888
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$54,834,0002,106
U.S. Government securities$47,820,0001,790
U.S. Treasury securities$01,448
U.S. Government agency obligations$47,820,0001,735
Securities issued by states & political subdivisions$6,182,0002,767
Other domestic debt securities$832,0002,049
Privately issued residential mortgage-backed securities$832,000954
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$49,567,0001,002
Mortgage-backed securities$20,429,0001,715
Certificates of participation in pools of residential mortgages$15,715,0001,539
Issued or guaranteed by U.S.$15,715,0001,533
Privately issued$0218
Collaterized mortgage obligations$4,714,0001,574
CMOs issued by government agencies or sponsored agencies$3,882,0001,442
Privately issued$832,000895
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)$54,834,0001,814
Total debt securities$54,834,0002,067
Structured notes
Amortized cost$3,529,000924
Fair value$3,509,000924
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$53,273,0002,197
U.S. Government securities$46,745,0001,861
U.S. Treasury securities$01,498
U.S. Government agency obligations$46,745,0001,810
Securities issued by states & political subdivisions$5,681,0002,918
Other domestic debt securities$847,0002,055
Privately issued residential mortgage-backed securities$847,000932
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$48,997,0001,017
Mortgage-backed securities$21,415,0001,654
Certificates of participation in pools of residential mortgages$16,519,0001,500
Issued or guaranteed by U.S.$16,519,0001,493
Privately issued$0208
Collaterized mortgage obligations$4,896,0001,535
CMOs issued by government agencies or sponsored agencies$4,049,0001,429
Privately issued$847,000880
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)$53,273,0001,899
Total debt securities$53,273,0002,151
Structured notes
Amortized cost$3,582,000991
Fair value$3,544,000988
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$51,339,0002,291
U.S. Government securities$45,428,0001,927
U.S. Treasury securities$01,574
U.S. Government agency obligations$45,428,0001,865
Securities issued by states & political subdivisions$5,030,0003,086
Other domestic debt securities$881,0002,057
Privately issued residential mortgage-backed securities$881,000904
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$43,831,0001,101
Mortgage-backed securities$20,251,0001,730
Certificates of participation in pools of residential mortgages$15,106,0001,616
Issued or guaranteed by U.S.$15,106,0001,606
Privately issued$0214
Collaterized mortgage obligations$5,145,0001,464
CMOs issued by government agencies or sponsored agencies$4,264,0001,368
Privately issued$881,000843
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)$51,339,0001,967
Total debt securities$51,338,0002,249
Structured notes
Amortized cost$5,156,000762
Fair value$5,067,000764
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$46,580,0002,479
U.S. Government securities$40,328,0002,146
U.S. Treasury securities$01,634
U.S. Government agency obligations$40,328,0002,080
Securities issued by states & political subdivisions$4,347,0003,280
Other domestic debt securities$1,905,0001,582
Privately issued residential mortgage-backed securities$1,405,000786
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,793
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$40,691,0001,160
Mortgage-backed securities$17,827,0001,902
Certificates of participation in pools of residential mortgages$12,484,0001,839
Issued or guaranteed by U.S.$12,484,0001,829
Privately issued$0211
Collaterized mortgage obligations$5,343,0001,433
CMOs issued by government agencies or sponsored agencies$3,938,0001,406
Privately issued$1,405,000733
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)$46,580,0002,124
Total debt securities$46,580,0002,436
Structured notes
Amortized cost$5,226,000815
Fair value$5,107,000814
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$42,258,0002,731
U.S. Government securities$35,911,0002,421
U.S. Treasury securities$01,715
U.S. Government agency obligations$35,911,0002,355
Securities issued by states & political subdivisions$3,892,0003,456
Other domestic debt securities$2,455,0001,454
Privately issued residential mortgage-backed securities$1,451,000773
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,004,0001,472
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$39,092,0001,211
Mortgage-backed securities$18,840,0001,866
Certificates of participation in pools of residential mortgages$13,271,0001,793
Issued or guaranteed by U.S.$13,271,0001,781
Privately issued$0205
Collaterized mortgage obligations$5,569,0001,411
CMOs issued by government agencies or sponsored agencies$4,118,0001,379
Privately issued$1,451,000720
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)$42,258,0002,343
Total debt securities$42,258,0002,696
Structured notes
Amortized cost$5,311,000819
Fair value$5,196,000821
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$38,333,0002,932
U.S. Government securities$32,250,0002,608
U.S. Treasury securities$01,737
U.S. Government agency obligations$32,250,0002,532
Securities issued by states & political subdivisions$3,607,0003,582
Other domestic debt securities$2,476,0001,485
Privately issued residential mortgage-backed securities$1,467,000743
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,009,0001,573
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$38,089,0001,217
Mortgage-backed securities$17,036,0002,003
Certificates of participation in pools of residential mortgages$13,750,0001,766
Issued or guaranteed by U.S.$13,750,0001,755
Privately issued$0216
Collaterized mortgage obligations$3,286,0001,749
CMOs issued by government agencies or sponsored agencies$1,819,0001,882
Privately issued$1,467,000693
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)$38,333,0002,530
Total debt securities$38,333,0002,890
Structured notes
Amortized cost$5,384,000819
Fair value$5,272,000821
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$38,206,0002,916
U.S. Government securities$32,205,0002,596
U.S. Treasury securities$01,786
U.S. Government agency obligations$32,205,0002,512
Securities issued by states & political subdivisions$3,482,0003,623
Other domestic debt securities$2,519,0001,492
Privately issued residential mortgage-backed securities$1,502,000732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,017,0001,617
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$35,617,0001,275
Mortgage-backed securities$18,754,0001,890
Certificates of participation in pools of residential mortgages$15,143,0001,672
Issued or guaranteed by U.S.$15,143,0001,660
Privately issued$0225
Collaterized mortgage obligations$3,611,0001,696
CMOs issued by government agencies or sponsored agencies$2,109,0001,801
Privately issued$1,502,000682
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)$38,206,0002,511
Total debt securities$38,202,0002,867
Structured notes
Amortized cost$3,494,0001,143
Fair value$3,436,0001,148
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$38,640,0002,930
U.S. Government securities$34,349,0002,503
U.S. Treasury securities$01,839
U.S. Government agency obligations$34,349,0002,416
Securities issued by states & political subdivisions$3,265,0003,685
Other domestic debt securities$1,026,0002,137
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$1,026,0001,683
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$32,840,0001,362
Mortgage-backed securities$18,365,0001,961
Certificates of participation in pools of residential mortgages$15,889,0001,680
Issued or guaranteed by U.S.$15,889,0001,667
Privately issued$0223
Collaterized mortgage obligations$2,476,0001,984
CMOs issued by government agencies or sponsored agencies$2,476,0001,762
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)$38,640,0002,513
Total debt securities$38,638,0002,880
Structured notes
Amortized cost$3,494,0001,143
Fair value$3,440,0001,151
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$39,405,0002,921
U.S. Government securities$35,133,0002,492
U.S. Treasury securities$01,963
U.S. Government agency obligations$35,133,0002,404
Securities issued by states & political subdivisions$3,237,0003,683
Other domestic debt securities$1,035,0002,187
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$1,035,0001,760
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$37,969,0001,213
Mortgage-backed securities$19,222,0001,957
Certificates of participation in pools of residential mortgages$16,753,0001,675
Issued or guaranteed by U.S.$16,753,0001,663
Privately issued$0207
Collaterized mortgage obligations$2,469,0002,013
CMOs issued by government agencies or sponsored agencies$2,469,0001,794
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)$39,405,0002,498
Total debt securities$39,405,0002,863
Structured notes
Amortized cost$3,494,0001,138
Fair value$3,416,0001,147
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$40,952,0002,845
U.S. Government securities$36,116,0002,450
U.S. Treasury securities$01,963
U.S. Government agency obligations$36,116,0002,354
Securities issued by states & political subdivisions$3,279,0003,689
Other domestic debt securities$1,557,0001,962
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$1,557,0001,581
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$38,048,0001,185
Mortgage-backed securities$20,229,0001,927
Certificates of participation in pools of residential mortgages$17,734,0001,630
Issued or guaranteed by U.S.$17,734,0001,621
Privately issued$0203
Collaterized mortgage obligations$2,495,0002,026
CMOs issued by government agencies or sponsored agencies$2,495,0001,810
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)$40,952,0002,437
Total debt securities$40,949,0002,786
Structured notes
Amortized cost$3,493,0001,116
Fair value$3,475,0001,112
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$36,467,0003,130
U.S. Government securities$31,617,0002,723
U.S. Treasury securities$01,990
U.S. Government agency obligations$31,617,0002,618
Securities issued by states & political subdivisions$3,269,0003,693
Other domestic debt securities$1,581,0001,957
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$1,581,0001,608
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$35,293,0001,266
Mortgage-backed securities$15,635,0002,293
Certificates of participation in pools of residential mortgages$15,635,0001,795
Issued or guaranteed by U.S.$15,635,0001,787
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
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)$36,467,0002,680
Total debt securities$36,465,0003,065
Structured notes
Amortized cost$3,493,0001,138
Fair value$3,485,0001,130
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$35,034,0003,260
U.S. Government securities$30,566,0002,824
U.S. Treasury securities$02,098
U.S. Government agency obligations$30,566,0002,711
Securities issued by states & political subdivisions$2,883,0003,875
Other domestic debt securities$1,585,0002,052
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,585,0001,702
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,651,0001,331
Mortgage-backed securities$14,890,0002,381
Certificates of participation in pools of residential mortgages$14,890,0001,855
Issued or guaranteed by U.S.$14,890,0001,846
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
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)$35,034,0002,813
Total debt securities$35,033,0003,198
Structured notes
Amortized cost$3,492,0001,115
Fair value$3,388,0001,115
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$37,173,0003,106
U.S. Government securities$32,454,0002,643
U.S. Treasury securities$02,082
U.S. Government agency obligations$32,454,0002,559
Securities issued by states & political subdivisions$2,577,0004,029
Other domestic debt securities$2,142,0001,922
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$2,142,0001,573
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,296,0001,251
Mortgage-backed securities$13,708,0002,560
Certificates of participation in pools of residential mortgages$13,708,0002,006
Issued or guaranteed by U.S.$13,708,0001,997
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
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)$37,173,0002,684
Total debt securities$37,170,0003,039
Structured notes
Amortized cost$3,492,000969
Fair value$3,502,000968
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$34,511,0003,358
U.S. Government securities$29,865,0002,918
U.S. Treasury securities$02,227
U.S. Government agency obligations$29,865,0002,817
Securities issued by states & political subdivisions$2,494,0004,112
Other domestic debt securities$2,152,0001,948
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,152,0001,665
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,873,0001,696
Mortgage-backed securities$12,415,0002,685
Certificates of participation in pools of residential mortgages$12,415,0002,152
Issued or guaranteed by U.S.$12,415,0002,136
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
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)$34,511,0002,888
Total debt securities$34,510,0003,305
Structured notes
Amortized cost$3,492,000862
Fair value$3,435,000867
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$30,547,0003,593
U.S. Government securities$26,956,0003,045
U.S. Treasury securities$02,287
U.S. Government agency obligations$26,956,0002,938
Securities issued by states & political subdivisions$1,411,0004,845
Other domestic debt securities$2,180,0002,030
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,180,0001,753
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,046,0001,571
Mortgage-backed securities$12,173,0002,685
Certificates of participation in pools of residential mortgages$12,173,0002,138
Issued or guaranteed by U.S.$12,173,0002,130
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$30,547,0003,107
Total debt securities$30,547,0003,518
Structured notes
Amortized cost$1,995,0001,111
Fair value$1,938,0001,117
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$30,057,0003,546
U.S. Government securities$26,328,0003,017
U.S. Treasury securities$02,322
U.S. Government agency obligations$26,328,0002,897
Securities issued by states & political subdivisions$1,502,0004,746
Other domestic debt securities$2,227,0002,075
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,227,0001,802
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,454,0001,569
Mortgage-backed securities$12,315,0002,732
Certificates of participation in pools of residential mortgages$12,315,0002,115
Issued or guaranteed by U.S.$12,315,0002,105
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$30,057,0003,073
Total debt securities$30,056,0003,473
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$28,760,0003,627
U.S. Government securities$25,519,0003,079
U.S. Treasury securities$02,382
U.S. Government agency obligations$25,519,0002,942
Securities issued by states & political subdivisions$1,028,0005,111
Other domestic debt securities$2,213,0002,099
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,213,0001,804
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,765,0001,467
Mortgage-backed securities$9,954,0003,065
Certificates of participation in pools of residential mortgages$9,954,0002,383
Issued or guaranteed by U.S.$9,954,0002,370
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$28,760,0003,123
Total debt securities$28,757,0003,551
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$27,346,0003,748
U.S. Government securities$24,169,0003,209
U.S. Treasury securities$02,544
U.S. Government agency obligations$24,169,0003,056
Securities issued by states & political subdivisions$991,0005,185
Other domestic debt securities$2,186,0002,104
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$2,186,0001,822
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,362,0002,064
Mortgage-backed securities$10,756,0002,908
Certificates of participation in pools of residential mortgages$10,756,0002,245
Issued or guaranteed by U.S.$10,756,0002,232
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$27,346,0003,216
Total debt securities$27,346,0003,670
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$19,509,0004,598
U.S. Government securities$17,389,0003,949
U.S. Treasury securities$03,182
U.S. Government agency obligations$17,389,0003,756
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$2,120,0002,177
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$2,120,0001,838
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,853,0002,125
Mortgage-backed securities$9,014,0003,034
Certificates of participation in pools of residential mortgages$9,014,0002,245
Issued or guaranteed by U.S.$9,014,0002,230
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
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)$19,509,0003,902
Total debt securities$19,507,0004,510
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$14,320,0005,704
U.S. Government securities$13,766,0004,831
U.S. Treasury securities$04,186
U.S. Government agency obligations$13,766,0004,514
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$554,0003,626
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,342,0002,583
Mortgage-backed securities$2,617,0004,395
Certificates of participation in pools of residential mortgages$2,617,0003,561
Issued or guaranteed by U.S.$2,617,0003,547
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$14,320,0004,730
Total debt securities$13,766,0005,695
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$12,436,0006,416
U.S. Government securities$11,492,0005,658
U.S. Treasury securities$05,412
U.S. Government agency obligations$11,492,0005,141
Securities issued by states & political subdivisions$806,0005,913
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$138,0006,322
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,443,0003,809
Mortgage-backed securities$420,0006,581
Certificates of participation in pools of residential mortgages$420,0005,891
Issued or guaranteed by U.S.$420,0005,878
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
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)$12,436,0005,271
Total debt securities$12,298,0006,343
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$14,207,0005,981
U.S. Government securities$13,239,0005,182
U.S. Treasury securities$06,820
U.S. Government agency obligations$13,239,0004,453
Securities issued by states & political subdivisions$836,0006,007
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$132,0006,119
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,868,0003,939
Mortgage-backed securities$740,0006,379
Certificates of participation in pools of residential mortgages$740,0005,598
Issued or guaranteed by U.S.$740,0005,580
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
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)$14,207,0004,799
Total debt securities$14,075,0005,892
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$13,778,0006,312
U.S. Government securities$11,953,0005,844
U.S. Treasury securities$249,0007,660
U.S. Government agency obligations$11,704,0004,738
Securities issued by states & political subdivisions$1,825,0004,773
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,455,0005,360
Mortgage-backed securities$1,227,0006,079
Certificates of participation in pools of residential mortgages$379,0006,430
Issued or guaranteed by U.S.$379,0006,409
Privately issued$0394
Collaterized mortgage obligations$848,0003,591
CMOs issued by government agencies or sponsored agencies$848,0003,470
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)$13,778,0004,757
Total debt securities$13,778,0006,180
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$12,596,0007,095
U.S. Government securities$10,451,0006,840
U.S. Treasury securities$247,0008,526
U.S. Government agency obligations$10,204,0005,443
Securities issued by states & political subdivisions$2,145,0004,655
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,469,0003,989
Mortgage-backed securities$2,629,0005,453
Certificates of participation in pools of residential mortgages$1,798,0004,910
Issued or guaranteed by U.S.$1,798,0004,892
Privately issued$0472
Collaterized mortgage obligations$831,0004,033
CMOs issued by government agencies or sponsored agencies$831,0003,879
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$12,596,0005,278
Total debt securities$12,596,0006,978
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$10,989,0007,934
U.S. Government securities$9,548,0007,494
U.S. Treasury securities$2,257,0006,743
U.S. Government agency obligations$7,291,0006,572
Securities issued by states & political subdivisions$1,441,0005,663
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,762,0004,319
Mortgage-backed securities$3,072,0005,486
Certificates of participation in pools of residential mortgages$2,193,0004,746
Issued or guaranteed by U.S.$2,193,0004,719
Privately issued$0558
Collaterized mortgage obligations$879,0004,419
CMOs issued by government agencies or sponsored agencies$879,0004,249
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$10,989,0005,862
Total debt securities$10,989,0007,798
Structured notes
Amortized cost$500,0003,409
Fair value$503,0003,407
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$10,558,0008,548
U.S. Government securities$9,718,0007,867
U.S. Treasury securities$3,181,0006,927
U.S. Government agency obligations$6,537,0006,878
Securities issued by states & political subdivisions$840,0006,958
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,981,0003,875
Mortgage-backed securities$4,286,0005,064
Certificates of participation in pools of residential mortgages$2,553,0004,712
Issued or guaranteed by U.S.$2,553,0004,685
Privately issued$0564
Collaterized mortgage obligations$1,733,0003,862
CMOs issued by government agencies or sponsored agencies$1,733,0003,696
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,108,0008,530
Available-for-sale securities (fair market value)$6,450,0006,141
Total debt securities$10,558,0008,438
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$8,676,0009,601
U.S. Government securities$7,975,0008,902
U.S. Treasury securities$799,00010,376
U.S. Government agency obligations$7,176,0006,727
Securities issued by states & political subdivisions$701,0007,391
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,104,0004,552
Mortgage-backed securities$5,676,0004,943
Certificates of participation in pools of residential mortgages$3,158,0004,773
Issued or guaranteed by U.S.$3,158,0004,736
Privately issued$0731
Collaterized mortgage obligations$2,518,0003,701
CMOs issued by government agencies or sponsored agencies$2,518,0003,506
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$8,676,0009,452
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$9,917,0009,190
U.S. Government securities$9,854,0008,121
U.S. Treasury securities$2,005,0008,779
U.S. Government agency obligations$7,849,0006,423
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$63,0006,976
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$63,0005,434
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,733,0005,327
Mortgage-backed securities$5,847,0005,067
Certificates of participation in pools of residential mortgages$3,589,0004,713
Issued or guaranteed by U.S.$3,589,0004,663
Privately issued$0831
Collaterized mortgage obligations$2,258,0003,876
CMOs issued by government agencies or sponsored agencies$2,258,0003,558
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$9,917,0009,052
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA