First National Bank of Griffin, Securities

2025-03-31Rank
Total securities$123,856,0001,382
U.S. Government securities$66,511,0001,514
U.S. Treasury securities$3,940,0001,643
U.S. Government agency obligations$62,571,0001,352
Securities issued by states & political subdivisions$38,630,0001,042
Other domestic debt securities$18,715,000733
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,444,000319
Structured financial products - Total$1,108,000679
Other domestic debt securities - All other$13,163,000547
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,877,0001,844
Mortgage-backed securities$52,893,0001,245
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$14,185,0001,770
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$36,987,000542
Privately issued$0564
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,721,0001,119
Other commercial mortgage-backed securities$01,323
Held to maturity securities (book value)$3,940,0001,161
Available-for-sale securities (fair market value)$119,916,0001,258
Total debt securities$123,856,0001,360
Structured notes
Amortized cost$2,500,000398
Fair value$2,346,000407
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-12-31Rank
Total securities$123,852,0001,382
U.S. Government securities$65,158,0001,537
U.S. Treasury securities$4,926,0001,585
U.S. Government agency obligations$60,232,0001,376
Securities issued by states & political subdivisions$38,897,0001,045
Other domestic debt securities$19,797,000704
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,483,000320
Structured financial products - Total$923,000735
Other domestic debt securities - All other$14,391,000527
Foreign debt securities$0269
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,459,0001,892
Mortgage-backed securities$50,507,0001,263
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$13,672,0001,798
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$34,647,000540
Privately issued$0569
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,188,0001,010
Other commercial mortgage-backed securities$01,328
Held to maturity securities (book value)$4,926,0001,126
Available-for-sale securities (fair market value)$118,926,0001,258
Total debt securities$123,853,0001,367
Structured notes
Amortized cost$2,500,000418
Fair value$2,286,000433
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contractsNANA
2024-09-30Rank
Total securities$129,987,0001,363
U.S. Government securities$68,551,0001,491
U.S. Treasury securities$7,391,0001,400
U.S. Government agency obligations$61,160,0001,387
Securities issued by states & political subdivisions$41,340,0001,023
Other domestic debt securities$20,096,000684
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,551,000322
Structured financial products - Total$936,000653
Other domestic debt securities - All other$14,609,000527
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,096,0001,867
Mortgage-backed securities$50,708,0001,266
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$13,231,0001,819
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$35,220,000530
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,257,000984
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$4,905,0001,145
Available-for-sale securities (fair market value)$125,082,0001,235
Total debt securities$129,987,0001,353
Structured notes
Amortized cost$2,500,000447
Fair value$2,402,000451
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-06-30Rank
Total securities$130,150,0001,340
U.S. Government securities$59,280,0001,636
U.S. Treasury securities$9,812,0001,258
U.S. Government agency obligations$49,468,0001,556
Securities issued by states & political subdivisions$39,761,0001,054
Other domestic debt securities$31,109,000535
Privately issued residential mortgage-backed securities$10,435,000248
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,696,000326
Structured financial products - Total$905,000653
Other domestic debt securities - All other$15,073,000517
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,430,0001,894
Mortgage-backed securities$48,979,0001,269
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$867,0003,257
Privately issued$10,435,00048
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$35,503,000515
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,174,000985
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$4,884,0001,169
Available-for-sale securities (fair market value)$125,266,0001,213
Total debt securities$130,151,0001,327
Structured notes
Amortized cost$2,500,000459
Fair value$2,308,000464
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$136,633,0001,325
U.S. Government securities$65,689,0001,565
U.S. Treasury securities$14,704,0001,061
U.S. Government agency obligations$50,985,0001,589
Securities issued by states & political subdivisions$39,439,0001,072
Other domestic debt securities$31,505,000542
Privately issued residential mortgage-backed securities$10,686,000250
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,864,000328
Structured financial products - Total$901,000605
Other domestic debt securities - All other$15,054,000480
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,707,0001,908
Mortgage-backed securities$50,497,0001,255
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$437,0003,394
Privately issued$10,686,00051
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$37,206,000492
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,168,000987
Other commercial mortgage-backed securities$01,356
Held to maturity securities (book value)$4,865,0001,183
Available-for-sale securities (fair market value)$131,768,0001,202
Total debt securities$136,632,0001,309
Structured notes
Amortized cost$2,500,000471
Fair value$2,281,000484
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$140,517,0001,323
U.S. Government securities$69,830,0001,512
U.S. Treasury securities$17,068,0001,010
U.S. Government agency obligations$52,762,0001,551
Securities issued by states & political subdivisions$39,727,0001,091
Other domestic debt securities$30,960,000563
Privately issued residential mortgage-backed securities$10,098,000276
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,965,000325
Structured financial products - Total$902,000591
Other domestic debt securities - All other$14,995,000488
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,035,0001,885
Mortgage-backed securities$50,778,0001,252
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$459,0003,373
Privately issued$10,098,00060
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$38,046,000472
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,175,000966
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$4,845,0001,195
Available-for-sale securities (fair market value)$135,672,0001,197
Total debt securities$140,517,0001,305
Structured notes
Amortized cost$2,500,000493
Fair value$2,253,000507
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$133,721,0001,362
U.S. Government securities$71,428,0001,488
U.S. Treasury securities$19,373,000980
U.S. Government agency obligations$52,055,0001,542
Securities issued by states & political subdivisions$37,072,0001,134
Other domestic debt securities$25,221,000629
Privately issued residential mortgage-backed securities$9,897,000263
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$869,000589
Other domestic debt securities - All other$14,455,000505
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,556,0001,917
Mortgage-backed securities$46,825,0001,294
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$475,0003,384
Privately issued$9,897,00060
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$34,374,000495
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,079,000962
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$4,825,0001,213
Available-for-sale securities (fair market value)$128,896,0001,225
Total debt securities$133,721,0001,345
Structured notes
Amortized cost$2,500,000510
Fair value$2,124,000527
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$136,779,0001,382
U.S. Government securities$71,028,0001,522
U.S. Treasury securities$19,202,000984
U.S. Government agency obligations$51,826,0001,589
Securities issued by states & political subdivisions$40,457,0001,108
Other domestic debt securities$25,294,000630
Privately issued residential mortgage-backed securities$10,622,000261
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$14,672,000498
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,946,0001,857
Mortgage-backed securities$47,018,0001,333
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$500,0003,394
Privately issued$10,622,00063
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$32,862,000523
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,149,000946
Other commercial mortgage-backed securities$885,0001,121
Held to maturity securities (book value)$4,806,0001,225
Available-for-sale securities (fair market value)$131,973,0001,246
Total debt securities$136,781,0001,363
Structured notes
Amortized cost$2,500,000549
Fair value$2,179,000566
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$137,737,0001,443
U.S. Government securities$67,811,0001,633
U.S. Treasury securities$19,180,0001,063
U.S. Government agency obligations$48,631,0001,669
Securities issued by states & political subdivisions$41,360,0001,118
Other domestic debt securities$28,566,000610
Privately issued residential mortgage-backed securities$12,530,000255
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$895,000576
Other domestic debt securities - All other$15,141,000508
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,007,0001,776
Mortgage-backed securities$50,771,0001,326
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$538,0003,423
Privately issued$12,530,00065
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$31,957,000566
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$5,746,000645
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$4,786,0001,266
Available-for-sale securities (fair market value)$132,951,0001,292
Total debt securities$137,727,0001,424
Structured notes
Amortized cost$8,480,000238
Fair value$7,444,000247
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$126,138,0001,563
U.S. Government securities$73,508,0001,559
U.S. Treasury securities$14,201,0001,308
U.S. Government agency obligations$59,307,0001,463
Securities issued by states & political subdivisions$39,768,0001,186
Other domestic debt securities$12,862,000958
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$12,862,000592
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,210,0001,698
Mortgage-backed securities$48,864,0001,362
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$11,027,0002,059
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$31,180,000579
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$5,775,000638
Other commercial mortgage-backed securities$882,0001,132
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$126,138,0001,361
Total debt securities$126,140,0001,550
Structured notes
Amortized cost$7,629,000284
Fair value$6,437,000290
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0126
2022-09-30Rank
Total securities$122,206,0001,606
U.S. Government securities$70,653,0001,630
U.S. Treasury securities$14,108,0001,331
U.S. Government agency obligations$56,545,0001,526
Securities issued by states & political subdivisions$39,237,0001,193
Other domestic debt securities$12,316,000941
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$12,316,000595
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,005,0001,651
Mortgage-backed securities$46,936,0001,402
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$8,884,0002,267
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$30,065,000599
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$7,122,000580
Other commercial mortgage-backed securities$865,0001,169
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$122,206,0001,408
Total debt securities$122,205,0001,588
Structured notes
Amortized cost$7,635,000280
Fair value$6,385,000290
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0130
2022-06-30Rank
Total securities$120,451,0001,642
U.S. Government securities$67,379,0001,688
U.S. Treasury securities$14,296,0001,317
U.S. Government agency obligations$53,083,0001,620
Securities issued by states & political subdivisions$40,923,0001,216
Other domestic debt securities$12,148,000894
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$12,148,000611
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,742,0001,723
Mortgage-backed securities$45,922,0001,461
Certificates of participation in pools of residential mortgages$8,944,0002,358
Issued or guaranteed by U.S.$8,944,0002,296
Privately issued$0231
Collaterized mortgage obligations$29,096,000687
CMOs issued by government agencies or sponsored agencies$29,096,000617
Privately issued$0553
Commercial mortgage-backed securities$7,882,000969
Commercial mortgage pass-through securities$7,882,000560
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$120,451,0001,475
Total debt securities$120,450,0001,629
Structured notes
Amortized cost$7,640,000263
Fair value$6,644,000273
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$115,072,0001,657
U.S. Government securities$61,369,0001,749
U.S. Treasury securities$12,090,0001,253
U.S. Government agency obligations$49,279,0001,709
Securities issued by states & political subdivisions$43,001,0001,187
Other domestic debt securities$10,702,000938
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$10,702,000657
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,043,0001,689
Mortgage-backed securities$41,709,0001,559
Certificates of participation in pools of residential mortgages$8,208,0002,458
Issued or guaranteed by U.S.$8,208,0002,395
Privately issued$0238
Collaterized mortgage obligations$26,036,000738
CMOs issued by government agencies or sponsored agencies$26,036,000670
Privately issued$0536
Commercial mortgage-backed securities$7,465,000994
Commercial mortgage pass-through securities$7,465,000590
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$115,072,0001,514
Total debt securities$115,072,0001,641
Structured notes
Amortized cost$7,646,000228
Fair value$7,024,000234
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$109,822,0001,652
U.S. Government securities$50,518,0001,845
U.S. Treasury securities$02,212
U.S. Government agency obligations$50,518,0001,642
Securities issued by states & political subdivisions$47,886,0001,118
Other domestic debt securities$11,419,000887
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$11,419,000601
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,652,0001,591
Mortgage-backed securities$42,112,0001,529
Certificates of participation in pools of residential mortgages$8,004,0002,466
Issued or guaranteed by U.S.$8,004,0002,393
Privately issued$0246
Collaterized mortgage obligations$25,554,000703
CMOs issued by government agencies or sponsored agencies$25,554,000653
Privately issued$0500
Commercial mortgage-backed securities$8,554,000937
Commercial mortgage pass-through securities$8,554,000536
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$109,822,0001,538
Total debt securities$109,820,0001,636
Structured notes
Amortized cost$5,529,000250
Fair value$5,473,000250
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$106,667,0001,623
U.S. Government securities$49,363,0001,822
U.S. Treasury securities$02,008
U.S. Government agency obligations$49,363,0001,659
Securities issued by states & political subdivisions$45,876,0001,131
Other domestic debt securities$11,428,000836
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$11,428,000560
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,201,0001,497
Mortgage-backed securities$43,046,0001,482
Certificates of participation in pools of residential mortgages$8,723,0002,394
Issued or guaranteed by U.S.$8,723,0002,333
Privately issued$0234
Collaterized mortgage obligations$25,677,000687
CMOs issued by government agencies or sponsored agencies$25,677,000648
Privately issued$0491
Commercial mortgage-backed securities$8,646,000935
Commercial mortgage pass-through securities$8,646,000530
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$106,667,0001,515
Total debt securities$106,665,0001,607
Structured notes
Amortized cost$3,404,000318
Fair value$3,401,000316
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$106,264,0001,571
U.S. Government securities$50,199,0001,730
U.S. Treasury securities$01,913
U.S. Government agency obligations$50,199,0001,581
Securities issued by states & political subdivisions$45,434,0001,102
Other domestic debt securities$10,631,000830
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$10,631,000546
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,728,0001,676
Mortgage-backed securities$43,905,0001,428
Certificates of participation in pools of residential mortgages$8,653,0002,392
Issued or guaranteed by U.S.$8,653,0002,323
Privately issued$0247
Collaterized mortgage obligations$26,448,000637
CMOs issued by government agencies or sponsored agencies$26,448,000603
Privately issued$0478
Commercial mortgage-backed securities$8,804,000915
Commercial mortgage pass-through securities$8,804,000517
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$106,264,0001,465
Total debt securities$106,263,0001,555
Structured notes
Amortized cost$1,375,000483
Fair value$1,382,000482
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$104,635,0001,482
U.S. Government securities$48,683,0001,642
U.S. Treasury securities$01,631
U.S. Government agency obligations$48,683,0001,535
Securities issued by states & political subdivisions$45,425,0001,041
Other domestic debt securities$10,526,000811
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$10,526,000526
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,054,0001,699
Mortgage-backed securities$42,279,0001,404
Certificates of participation in pools of residential mortgages$6,719,0002,548
Issued or guaranteed by U.S.$6,719,0002,474
Privately issued$0261
Collaterized mortgage obligations$26,313,000624
CMOs issued by government agencies or sponsored agencies$26,313,000587
Privately issued$0475
Commercial mortgage-backed securities$9,247,000850
Commercial mortgage pass-through securities$9,247,000478
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$104,635,0001,377
Total debt securities$104,635,0001,465
Structured notes
Amortized cost$1,375,000333
Fair value$1,346,000336
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$104,194,0001,385
U.S. Government securities$50,162,0001,500
U.S. Treasury securities$01,194
U.S. Government agency obligations$50,162,0001,420
Securities issued by states & political subdivisions$43,446,0001,053
Other domestic debt securities$10,586,000760
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$10,586,000505
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,349,0001,588
Mortgage-backed securities$44,096,0001,300
Certificates of participation in pools of residential mortgages$6,360,0002,505
Issued or guaranteed by U.S.$6,360,0002,435
Privately issued$0245
Collaterized mortgage obligations$24,953,000647
CMOs issued by government agencies or sponsored agencies$24,953,000613
Privately issued$0474
Commercial mortgage-backed securities$12,783,000672
Commercial mortgage pass-through securities$11,739,000376
Other commercial mortgage-backed securities$1,044,0001,103
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$104,194,0001,291
Total debt securities$104,194,0001,369
Structured notes
Amortized cost$1,375,000182
Fair value$1,380,000181
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$106,305,0001,291
U.S. Government securities$54,193,0001,359
U.S. Treasury securities$01,216
U.S. Government agency obligations$54,193,0001,284
Securities issued by states & political subdivisions$40,959,0001,024
Other domestic debt securities$11,153,000702
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$11,153,000458
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,012,0001,503
Mortgage-backed securities$49,112,0001,181
Certificates of participation in pools of residential mortgages$7,215,0002,382
Issued or guaranteed by U.S.$7,215,0002,309
Privately issued$0251
Collaterized mortgage obligations$28,745,000599
CMOs issued by government agencies or sponsored agencies$28,745,000566
Privately issued$0464
Commercial mortgage-backed securities$13,152,000643
Commercial mortgage pass-through securities$12,107,000368
Other commercial mortgage-backed securities$1,045,0001,072
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$106,305,0001,201
Total debt securities$106,306,0001,276
Structured notes
Amortized cost$1,375,000176
Fair value$1,388,000175
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$107,098,0001,245
U.S. Government securities$60,924,0001,232
U.S. Treasury securities$01,251
U.S. Government agency obligations$60,924,0001,156
Securities issued by states & political subdivisions$31,124,0001,208
Other domestic debt securities$15,050,000573
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$15,050,000373
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,074,0001,246
Mortgage-backed securities$56,923,0001,049
Certificates of participation in pools of residential mortgages$9,541,0002,087
Issued or guaranteed by U.S.$9,541,0002,032
Privately issued$0251
Collaterized mortgage obligations$33,861,000550
CMOs issued by government agencies or sponsored agencies$33,861,000513
Privately issued$0454
Commercial mortgage-backed securities$13,521,000622
Commercial mortgage pass-through securities$12,473,000356
Other commercial mortgage-backed securities$1,048,0001,044
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$107,098,0001,150
Total debt securities$107,097,0001,226
Structured notes
Amortized cost$1,375,000191
Fair value$1,380,000191
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$107,499,0001,214
U.S. Government securities$66,859,0001,145
U.S. Treasury securities$01,297
U.S. Government agency obligations$66,859,0001,079
Securities issued by states & political subdivisions$26,289,0001,270
Other domestic debt securities$14,351,000568
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$14,351,000354
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,757,0001,432
Mortgage-backed securities$61,779,000980
Certificates of participation in pools of residential mortgages$11,722,0001,884
Issued or guaranteed by U.S.$11,722,0001,829
Privately issued$0267
Collaterized mortgage obligations$34,708,000552
CMOs issued by government agencies or sponsored agencies$34,708,000516
Privately issued$0460
Commercial mortgage-backed securities$15,349,000579
Commercial mortgage pass-through securities$14,325,000312
Other commercial mortgage-backed securities$1,024,0001,024
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$107,499,0001,113
Total debt securities$107,500,0001,197
Structured notes
Amortized cost$1,375,000264
Fair value$1,378,000263
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$104,683,0001,224
U.S. Government securities$69,652,0001,127
U.S. Treasury securities$01,363
U.S. Government agency obligations$69,652,0001,052
Securities issued by states & political subdivisions$21,687,0001,430
Other domestic debt securities$13,344,000560
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$13,344,000352
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,475,0001,401
Mortgage-backed securities$63,036,000936
Certificates of participation in pools of residential mortgages$11,864,0001,834
Issued or guaranteed by U.S.$11,864,0001,785
Privately issued$0249
Collaterized mortgage obligations$34,584,000551
CMOs issued by government agencies or sponsored agencies$34,584,000514
Privately issued$0457
Commercial mortgage-backed securities$16,588,000545
Commercial mortgage pass-through securities$15,577,000297
Other commercial mortgage-backed securities$1,011,000986
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$104,683,0001,114
Total debt securities$104,683,0001,204
Structured notes
Amortized cost$375,000615
Fair value$375,000615
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$97,152,0001,291
U.S. Government securities$66,969,0001,156
U.S. Treasury securities$01,429
U.S. Government agency obligations$66,969,0001,087
Securities issued by states & political subdivisions$17,826,0001,654
Other domestic debt securities$12,357,000576
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$12,357,000362
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,465,0001,383
Mortgage-backed securities$61,241,000943
Certificates of participation in pools of residential mortgages$9,249,0002,053
Issued or guaranteed by U.S.$9,249,0001,993
Privately issued$0287
Collaterized mortgage obligations$33,065,000572
CMOs issued by government agencies or sponsored agencies$33,065,000540
Privately issued$0463
Commercial mortgage-backed securities$18,927,000494
Commercial mortgage pass-through securities$17,912,000273
Other commercial mortgage-backed securities$1,015,000957
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$97,152,0001,177
Total debt securities$97,151,0001,276
Structured notes
Amortized cost$375,000769
Fair value$375,000769
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$94,658,0001,337
U.S. Government securities$62,974,0001,222
U.S. Treasury securities$01,467
U.S. Government agency obligations$62,974,0001,157
Securities issued by states & political subdivisions$19,910,0001,549
Other domestic debt securities$11,774,000572
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$11,774,000378
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,528,0001,556
Mortgage-backed securities$58,363,000965
Certificates of participation in pools of residential mortgages$7,789,0002,191
Issued or guaranteed by U.S.$7,789,0002,145
Privately issued$0244
Collaterized mortgage obligations$29,292,000602
CMOs issued by government agencies or sponsored agencies$29,292,000577
Privately issued$0476
Commercial mortgage-backed securities$21,282,000446
Commercial mortgage pass-through securities$20,266,000250
Other commercial mortgage-backed securities$1,016,000929
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$94,658,0001,220
Total debt securities$94,657,0001,321
Structured notes
Amortized cost$375,000828
Fair value$372,000828
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$94,955,0001,345
U.S. Government securities$62,590,0001,240
U.S. Treasury securities$01,516
U.S. Government agency obligations$62,590,0001,174
Securities issued by states & political subdivisions$20,789,0001,562
Other domestic debt securities$11,576,000567
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$11,576,000384
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,884,0001,493
Mortgage-backed securities$59,678,000942
Certificates of participation in pools of residential mortgages$8,082,0002,181
Issued or guaranteed by U.S.$8,082,0002,134
Privately issued$0248
Collaterized mortgage obligations$28,666,000602
CMOs issued by government agencies or sponsored agencies$28,666,000577
Privately issued$0499
Commercial mortgage-backed securities$22,930,000427
Commercial mortgage pass-through securities$21,931,000241
Other commercial mortgage-backed securities$999,000876
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$94,955,0001,221
Total debt securities$94,955,0001,330
Structured notes
Amortized cost$375,000842
Fair value$363,000844
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$91,033,0001,398
U.S. Government securities$59,623,0001,286
U.S. Treasury securities$01,513
U.S. Government agency obligations$59,623,0001,221
Securities issued by states & political subdivisions$20,118,0001,635
Other domestic debt securities$11,292,000565
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$11,292,000389
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,535,0001,479
Mortgage-backed securities$56,412,000972
Certificates of participation in pools of residential mortgages$7,950,0002,200
Issued or guaranteed by U.S.$7,950,0002,166
Privately issued$0211
Collaterized mortgage obligations$26,115,000647
CMOs issued by government agencies or sponsored agencies$26,115,000618
Privately issued$0498
Commercial mortgage-backed securities$22,347,000418
Commercial mortgage pass-through securities$21,360,000232
Other commercial mortgage-backed securities$987,000849
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$91,033,0001,275
Total debt securities$91,032,0001,382
Structured notes
Amortized cost$375,000865
Fair value$355,000867
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$89,028,0001,426
U.S. Government securities$58,620,0001,316
U.S. Treasury securities$01,500
U.S. Government agency obligations$58,620,0001,240
Securities issued by states & political subdivisions$19,731,0001,670
Other domestic debt securities$10,677,000558
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$10,677,000399
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,802,0001,454
Mortgage-backed securities$55,298,000979
Certificates of participation in pools of residential mortgages$8,175,0002,191
Issued or guaranteed by U.S.$8,175,0002,180
Privately issued$0145
Collaterized mortgage obligations$24,983,000651
CMOs issued by government agencies or sponsored agencies$24,983,000620
Privately issued$0515
Commercial mortgage-backed securities$22,140,000407
Commercial mortgage pass-through securities$21,167,000233
Other commercial mortgage-backed securities$973,000851
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$89,028,0001,302
Total debt securities$89,022,0001,406
Structured notes
Amortized cost$375,000839
Fair value$348,000846
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$88,284,0001,452
U.S. Government securities$60,051,0001,288
U.S. Treasury securities$01,475
U.S. Government agency obligations$60,051,0001,221
Securities issued by states & political subdivisions$17,539,0001,867
Other domestic debt securities$10,694,000635
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$10,694,000399
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,668,0001,565
Mortgage-backed securities$42,879,0001,201
Certificates of participation in pools of residential mortgages$8,633,0002,194
Issued or guaranteed by U.S.$8,633,0002,092
Privately issued$0453
Collaterized mortgage obligations$23,805,000675
CMOs issued by government agencies or sponsored agencies$23,805,000641
Privately issued$0544
Commercial mortgage-backed securities$10,441,000595
Commercial mortgage pass-through securities$9,463,000386
Other commercial mortgage-backed securities$978,000842
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$88,284,0001,323
Total debt securities$88,288,0001,432
Structured notes
Amortized cost$375,000846
Fair value$352,000848
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$87,607,0001,471
U.S. Government securities$59,178,0001,339
U.S. Treasury securities$01,426
U.S. Government agency obligations$59,178,0001,277
Securities issued by states & political subdivisions$17,666,0001,917
Other domestic debt securities$10,763,000556
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$10,763,000400
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,397,0001,593
Mortgage-backed securities$40,356,0001,242
Certificates of participation in pools of residential mortgages$9,093,0002,174
Issued or guaranteed by U.S.$9,093,0002,172
Privately issued$067
Collaterized mortgage obligations$20,591,000727
CMOs issued by government agencies or sponsored agencies$20,591,000695
Privately issued$0557
Commercial mortgage-backed securities$10,672,000518
Commercial mortgage pass-through securities$9,690,000305
Other commercial mortgage-backed securities$982,000824
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$87,607,0001,338
Total debt securities$87,607,0001,449
Structured notes
Amortized cost$375,000811
Fair value$354,000815
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$89,690,0001,470
U.S. Government securities$60,259,0001,327
U.S. Treasury securities$01,328
U.S. Government agency obligations$60,259,0001,267
Securities issued by states & political subdivisions$18,207,0001,939
Other domestic debt securities$11,224,000544
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$11,224,000389
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,086,0001,491
Mortgage-backed securities$38,033,0001,306
Certificates of participation in pools of residential mortgages$9,246,0002,202
Issued or guaranteed by U.S.$9,246,0002,199
Privately issued$064
Collaterized mortgage obligations$18,386,000775
CMOs issued by government agencies or sponsored agencies$18,386,000734
Privately issued$0573
Commercial mortgage-backed securities$10,401,000511
Commercial mortgage pass-through securities$10,401,000294
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$89,690,0001,333
Total debt securities$89,690,0001,447
Structured notes
Amortized cost$375,000822
Fair value$359,000825
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$89,046,0001,489
U.S. Government securities$59,551,0001,355
U.S. Treasury securities$01,313
U.S. Government agency obligations$59,551,0001,292
Securities issued by states & political subdivisions$18,861,0001,929
Other domestic debt securities$10,634,000566
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$10,634,000416
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,165,0001,609
Mortgage-backed securities$36,287,0001,347
Certificates of participation in pools of residential mortgages$9,720,0002,198
Issued or guaranteed by U.S.$9,720,0002,195
Privately issued$069
Collaterized mortgage obligations$15,902,000847
CMOs issued by government agencies or sponsored agencies$15,902,000804
Privately issued$0584
Commercial mortgage-backed securities$10,665,000495
Commercial mortgage pass-through securities$10,665,000285
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$89,046,0001,342
Total debt securities$89,046,0001,470
Structured notes
Amortized cost$375,000855
Fair value$364,000860
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$89,064,0001,524
U.S. Government securities$59,314,0001,385
U.S. Treasury securities$01,351
U.S. Government agency obligations$59,314,0001,328
Securities issued by states & political subdivisions$19,680,0001,885
Other domestic debt securities$10,070,000593
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$10,070,000441
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,473,0001,625
Mortgage-backed securities$37,362,0001,349
Certificates of participation in pools of residential mortgages$10,201,0002,181
Issued or guaranteed by U.S.$10,201,0002,179
Privately issued$067
Collaterized mortgage obligations$15,434,000876
CMOs issued by government agencies or sponsored agencies$15,434,000837
Privately issued$0606
Commercial mortgage-backed securities$11,727,000478
Commercial mortgage pass-through securities$11,727,000261
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$89,064,0001,379
Total debt securities$89,064,0001,506
Structured notes
Amortized cost$375,000918
Fair value$362,000923
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$86,077,0001,578
U.S. Government securities$56,703,0001,463
U.S. Treasury securities$01,390
U.S. Government agency obligations$56,703,0001,396
Securities issued by states & political subdivisions$19,422,0001,906
Other domestic debt securities$9,952,000610
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$9,952,000449
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,811,0001,615
Mortgage-backed securities$37,539,0001,361
Certificates of participation in pools of residential mortgages$9,960,0002,245
Issued or guaranteed by U.S.$9,960,0002,245
Privately issued$066
Collaterized mortgage obligations$16,027,000856
CMOs issued by government agencies or sponsored agencies$16,027,000823
Privately issued$0642
Commercial mortgage-backed securities$11,552,000458
Commercial mortgage pass-through securities$11,552,000253
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$86,077,0001,423
Total debt securities$86,077,0001,552
Structured notes
Amortized cost$375,000972
Fair value$375,000973
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$86,082,0001,577
U.S. Government securities$55,680,0001,471
U.S. Treasury securities$01,367
U.S. Government agency obligations$55,680,0001,400
Securities issued by states & political subdivisions$19,128,0001,935
Other domestic debt securities$11,274,000553
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$11,274,000397
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,925,0001,597
Mortgage-backed securities$35,658,0001,386
Certificates of participation in pools of residential mortgages$9,070,0002,349
Issued or guaranteed by U.S.$9,070,0002,346
Privately issued$071
Collaterized mortgage obligations$15,853,000864
CMOs issued by government agencies or sponsored agencies$15,853,000823
Privately issued$0666
Commercial mortgage-backed securities$10,735,000453
Commercial mortgage pass-through securities$10,735,000260
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$86,082,0001,419
Total debt securities$86,083,0001,551
Structured notes
Amortized cost$375,000967
Fair value$375,000968
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$88,327,0001,530
U.S. Government securities$58,738,0001,392
U.S. Treasury securities$01,214
U.S. Government agency obligations$58,738,0001,332
Securities issued by states & political subdivisions$18,123,0002,013
Other domestic debt securities$11,466,000546
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$11,466,000394
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,610,0001,612
Mortgage-backed securities$37,812,0001,340
Certificates of participation in pools of residential mortgages$10,218,0002,237
Issued or guaranteed by U.S.$10,218,0002,235
Privately issued$067
Collaterized mortgage obligations$15,200,000905
CMOs issued by government agencies or sponsored agencies$15,200,000860
Privately issued$0671
Commercial mortgage-backed securities$12,394,000404
Commercial mortgage pass-through securities$12,394,000219
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$88,327,0001,373
Total debt securities$88,327,0001,510
Structured notes
Amortized cost$375,000942
Fair value$375,000942
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$86,751,0001,573
U.S. Government securities$60,723,0001,385
U.S. Treasury securities$01,253
U.S. Government agency obligations$60,723,0001,331
Securities issued by states & political subdivisions$17,056,0002,106
Other domestic debt securities$8,972,000644
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$8,972,000470
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,566,0001,696
Mortgage-backed securities$33,941,0001,477
Certificates of participation in pools of residential mortgages$10,670,0002,238
Issued or guaranteed by U.S.$10,670,0002,232
Privately issued$071
Collaterized mortgage obligations$15,453,000905
CMOs issued by government agencies or sponsored agencies$15,453,000863
Privately issued$0687
Commercial mortgage-backed securities$7,818,000489
Commercial mortgage pass-through securities$7,807,000269
Other commercial mortgage-backed securities$11,000793
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$86,751,0001,414
Total debt securities$86,751,0001,545
Structured notes
Amortized cost$1,275,000674
Fair value$1,260,000678
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$87,357,0001,581
U.S. Government securities$63,622,0001,367
U.S. Treasury securities$01,296
U.S. Government agency obligations$63,622,0001,303
Securities issued by states & political subdivisions$15,190,0002,255
Other domestic debt securities$8,545,000659
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$8,545,000488
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,386,0001,757
Mortgage-backed securities$33,359,0001,489
Certificates of participation in pools of residential mortgages$11,010,0002,228
Issued or guaranteed by U.S.$11,010,0002,226
Privately issued$066
Collaterized mortgage obligations$17,717,000844
CMOs issued by government agencies or sponsored agencies$17,717,000804
Privately issued$0699
Commercial mortgage-backed securities$4,632,000602
Commercial mortgage pass-through securities$4,243,000360
Other commercial mortgage-backed securities$389,000746
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$87,357,0001,410
Total debt securities$87,357,0001,554
Structured notes
Amortized cost$1,500,000756
Fair value$1,458,000793
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$87,761,0001,578
U.S. Government securities$63,333,0001,396
U.S. Treasury securities$01,367
U.S. Government agency obligations$63,333,0001,324
Securities issued by states & political subdivisions$15,842,0002,206
Other domestic debt securities$8,586,000641
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$8,586,000465
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,224,0001,524
Mortgage-backed securities$34,643,0001,476
Certificates of participation in pools of residential mortgages$14,289,0001,929
Issued or guaranteed by U.S.$14,289,0001,927
Privately issued$066
Collaterized mortgage obligations$18,708,000806
CMOs issued by government agencies or sponsored agencies$18,708,000770
Privately issued$0704
Commercial mortgage-backed securities$1,646,000824
Commercial mortgage pass-through securities$1,161,000558
Other commercial mortgage-backed securities$485,000680
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$87,761,0001,412
Total debt securities$87,761,0001,561
Structured notes
Amortized cost$1,500,000875
Fair value$1,401,000910
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$90,466,0001,544
U.S. Government securities$65,982,0001,350
U.S. Treasury securities$01,303
U.S. Government agency obligations$65,982,0001,289
Securities issued by states & political subdivisions$15,464,0002,245
Other domestic debt securities$9,020,000631
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$9,020,000453
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,633,0001,556
Mortgage-backed securities$36,552,0001,423
Certificates of participation in pools of residential mortgages$15,045,0001,883
Issued or guaranteed by U.S.$15,045,0001,883
Privately issued$065
Collaterized mortgage obligations$19,914,000787
CMOs issued by government agencies or sponsored agencies$19,914,000750
Privately issued$0721
Commercial mortgage-backed securities$1,593,000793
Commercial mortgage pass-through securities$1,033,000558
Other commercial mortgage-backed securities$560,000625
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$90,466,0001,371
Total debt securities$90,466,0001,524
Structured notes
Amortized cost$1,500,0001,000
Fair value$1,406,0001,050
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$88,031,0001,607
U.S. Government securities$64,709,0001,420
U.S. Treasury securities$01,348
U.S. Government agency obligations$64,709,0001,361
Securities issued by states & political subdivisions$14,777,0002,298
Other domestic debt securities$8,545,000641
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$8,545,000450
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$30,574,0001,638
Mortgage-backed securities$37,054,0001,457
Certificates of participation in pools of residential mortgages$15,736,0001,896
Issued or guaranteed by U.S.$15,736,0001,896
Privately issued$067
Collaterized mortgage obligations$19,556,000832
CMOs issued by government agencies or sponsored agencies$19,556,000794
Privately issued$0741
Commercial mortgage-backed securities$1,762,000744
Commercial mortgage pass-through securities$1,024,000527
Other commercial mortgage-backed securities$738,000590
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$88,031,0001,430
Total debt securities$88,031,0001,590
Structured notes
Amortized cost$1,500,0001,122
Fair value$1,368,0001,180
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$88,448,0001,612
U.S. Government securities$66,345,0001,407
U.S. Treasury securities$01,327
U.S. Government agency obligations$66,345,0001,351
Securities issued by states & political subdivisions$14,518,0002,309
Other domestic debt securities$7,585,000692
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$7,585,000499
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$30,252,0001,675
Mortgage-backed securities$37,284,0001,477
Certificates of participation in pools of residential mortgages$16,739,0001,849
Issued or guaranteed by U.S.$16,739,0001,849
Privately issued$070
Collaterized mortgage obligations$18,689,000893
CMOs issued by government agencies or sponsored agencies$18,689,000850
Privately issued$0776
Commercial mortgage-backed securities$1,856,000713
Commercial mortgage pass-through securities$1,027,000513
Other commercial mortgage-backed securities$829,000558
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$88,448,0001,436
Total debt securities$88,448,0001,590
Structured notes
Amortized cost$1,500,0001,195
Fair value$1,427,0001,252
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$87,928,0001,634
U.S. Government securities$68,133,0001,383
U.S. Treasury securities$01,361
U.S. Government agency obligations$68,133,0001,322
Securities issued by states & political subdivisions$12,413,0002,545
Other domestic debt securities$7,382,000700
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$7,382,000503
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$28,297,0001,764
Mortgage-backed securities$37,452,0001,514
Certificates of participation in pools of residential mortgages$16,655,0001,905
Issued or guaranteed by U.S.$16,655,0001,903
Privately issued$075
Collaterized mortgage obligations$18,818,000910
CMOs issued by government agencies or sponsored agencies$18,818,000866
Privately issued$0785
Commercial mortgage-backed securities$1,979,000680
Commercial mortgage pass-through securities$1,009,000522
Other commercial mortgage-backed securities$970,000518
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$87,928,0001,446
Total debt securities$87,928,0001,610
Structured notes
Amortized cost$1,500,0001,266
Fair value$1,375,0001,338
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$88,472,0001,661
U.S. Government securities$70,279,0001,371
U.S. Treasury securities$01,381
U.S. Government agency obligations$70,279,0001,312
Securities issued by states & political subdivisions$11,299,0002,699
Other domestic debt securities$6,894,000763
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$6,894,000538
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$25,660,0001,897
Mortgage-backed securities$38,385,0001,517
Certificates of participation in pools of residential mortgages$17,931,0001,878
Issued or guaranteed by U.S.$17,931,0001,877
Privately issued$073
Collaterized mortgage obligations$19,387,000904
CMOs issued by government agencies or sponsored agencies$19,387,000865
Privately issued$0821
Commercial mortgage-backed securities$1,067,000756
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$1,067,000456
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$88,472,0001,469
Total debt securities$88,472,0001,641
Structured notes
Amortized cost$1,500,0001,357
Fair value$1,334,0001,446
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$88,759,0001,667
U.S. Government securities$72,519,0001,347
U.S. Treasury securities$01,342
U.S. Government agency obligations$72,519,0001,287
Securities issued by states & political subdivisions$9,338,0002,990
Other domestic debt securities$6,902,000782
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$6,902,000548
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$25,850,0001,898
Mortgage-backed securities$36,762,0001,587
Certificates of participation in pools of residential mortgages$15,064,0002,121
Issued or guaranteed by U.S.$15,064,0002,119
Privately issued$075
Collaterized mortgage obligations$20,633,000878
CMOs issued by government agencies or sponsored agencies$20,633,000831
Privately issued$0840
Commercial mortgage-backed securities$1,065,000744
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$1,065,000444
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$88,759,0001,487
Total debt securities$88,759,0001,644
Structured notes
Amortized cost$2,000,0001,190
Fair value$1,803,0001,337
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$82,982,0001,780
U.S. Government securities$69,446,0001,428
U.S. Treasury securities$01,198
U.S. Government agency obligations$69,446,0001,373
Securities issued by states & political subdivisions$6,632,0003,453
Other domestic debt securities$6,904,000795
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$6,904,000567
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$27,133,0001,825
Mortgage-backed securities$34,624,0001,663
Certificates of participation in pools of residential mortgages$15,875,0002,058
Issued or guaranteed by U.S.$15,875,0002,057
Privately issued$076
Collaterized mortgage obligations$18,749,000956
CMOs issued by government agencies or sponsored agencies$18,749,000902
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$82,982,0001,593
Total debt securities$82,982,0001,757
Structured notes
Amortized cost$2,000,0001,222
Fair value$1,765,0001,355
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$80,934,0001,816
U.S. Government securities$67,562,0001,420
U.S. Treasury securities$01,131
U.S. Government agency obligations$67,562,0001,378
Securities issued by states & political subdivisions$7,038,0003,383
Other domestic debt securities$6,334,000869
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$6,334,000611
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$27,792,0001,784
Mortgage-backed securities$29,838,0001,868
Certificates of participation in pools of residential mortgages$14,686,0002,173
Issued or guaranteed by U.S.$14,686,0002,173
Privately issued$081
Collaterized mortgage obligations$15,152,0001,088
CMOs issued by government agencies or sponsored agencies$15,152,0001,031
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)$80,934,0001,619
Total debt securities$80,934,0001,794
Structured notes
Amortized cost$2,000,0001,200
Fair value$1,726,0001,339
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$75,128,0001,955
U.S. Government securities$62,577,0001,546
U.S. Treasury securities$01,131
U.S. Government agency obligations$62,577,0001,500
Securities issued by states & political subdivisions$6,574,0003,468
Other domestic debt securities$5,977,000924
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$5,977,000650
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$24,950,0001,936
Mortgage-backed securities$25,678,0002,050
Certificates of participation in pools of residential mortgages$13,700,0002,267
Issued or guaranteed by U.S.$13,700,0002,264
Privately issued$080
Collaterized mortgage obligations$11,978,0001,260
CMOs issued by government agencies or sponsored agencies$11,978,0001,193
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)$75,128,0001,766
Total debt securities$75,128,0001,926
Structured notes
Amortized cost$2,000,0001,174
Fair value$1,746,0001,323
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$66,802,0002,136
U.S. Government securities$55,618,0001,708
U.S. Treasury securities$01,152
U.S. Government agency obligations$55,618,0001,655
Securities issued by states & political subdivisions$5,188,0003,743
Other domestic debt securities$5,996,000935
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$5,996,000655
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$24,154,0001,951
Mortgage-backed securities$23,990,0002,122
Certificates of participation in pools of residential mortgages$13,991,0002,225
Issued or guaranteed by U.S.$13,991,0002,223
Privately issued$083
Collaterized mortgage obligations$9,999,0001,392
CMOs issued by government agencies or sponsored agencies$9,999,0001,321
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)$66,802,0001,934
Total debt securities$66,801,0002,113
Structured notes
Amortized cost$2,000,0001,166
Fair value$1,867,0001,289
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$65,690,0002,179
U.S. Government securities$59,273,0001,666
U.S. Treasury securities$01,161
U.S. Government agency obligations$59,273,0001,613
Securities issued by states & political subdivisions$2,631,0004,362
Other domestic debt securities$3,786,0001,200
Privately issued residential mortgage-backed securities$412,000693
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$3,374,000915
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$25,735,0001,901
Mortgage-backed securities$27,826,0001,999
Certificates of participation in pools of residential mortgages$14,135,0002,237
Issued or guaranteed by U.S.$14,135,0002,237
Privately issued$083
Collaterized mortgage obligations$13,691,0001,229
CMOs issued by government agencies or sponsored agencies$13,279,0001,175
Privately issued$412,000667
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)$65,690,0001,999
Total debt securities$65,690,0002,162
Structured notes
Amortized cost$2,000,0001,189
Fair value$1,956,0001,313
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$62,258,0002,228
U.S. Government securities$58,150,0001,660
U.S. Treasury securities$01,135
U.S. Government agency obligations$58,150,0001,600
Securities issued by states & political subdivisions$2,215,0004,475
Other domestic debt securities$1,893,0001,634
Privately issued residential mortgage-backed securities$393,000739
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$1,500,0001,300
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$25,844,0001,866
Mortgage-backed securities$32,004,0001,806
Certificates of participation in pools of residential mortgages$14,946,0002,155
Issued or guaranteed by U.S.$14,946,0002,153
Privately issued$085
Collaterized mortgage obligations$17,058,0001,114
CMOs issued by government agencies or sponsored agencies$16,665,0001,055
Privately issued$393,000708
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)$62,258,0002,043
Total debt securities$62,258,0002,201
Structured notes
Amortized cost$2,000,0001,223
Fair value$1,977,0001,334
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$66,618,0002,125
U.S. Government securities$59,960,0001,642
U.S. Treasury securities$01,086
U.S. Government agency obligations$59,960,0001,593
Securities issued by states & political subdivisions$6,303,0003,455
Other domestic debt securities$355,0002,512
Privately issued residential mortgage-backed securities$355,000805
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,236,0001,846
Mortgage-backed securities$32,322,0001,892
Certificates of participation in pools of residential mortgages$13,393,0002,398
Issued or guaranteed by U.S.$13,393,0002,396
Privately issued$088
Collaterized mortgage obligations$18,929,0001,091
CMOs issued by government agencies or sponsored agencies$18,574,0001,038
Privately issued$355,000772
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)$66,618,0001,939
Total debt securities$66,618,0002,105
Structured notes
Amortized cost$4,000,000900
Fair value$3,971,000950
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$71,424,0001,999
U.S. Government securities$63,643,0001,593
U.S. Treasury securities$01,068
U.S. Government agency obligations$63,643,0001,552
Securities issued by states & political subdivisions$7,439,0003,178
Other domestic debt securities$342,0002,516
Privately issued residential mortgage-backed securities$342,000866
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,193,0001,984
Mortgage-backed securities$41,887,0001,572
Certificates of participation in pools of residential mortgages$20,488,0001,850
Issued or guaranteed by U.S.$20,488,0001,849
Privately issued$094
Collaterized mortgage obligations$21,399,0001,020
CMOs issued by government agencies or sponsored agencies$21,057,000957
Privately issued$342,000832
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)$71,424,0001,821
Total debt securities$71,424,0001,983
Structured notes
Amortized cost$4,550,000952
Fair value$4,554,000954
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$70,313,0002,032
U.S. Government securities$62,549,0001,652
U.S. Treasury securities$01,157
U.S. Government agency obligations$62,549,0001,607
Securities issued by states & political subdivisions$7,398,0003,095
Other domestic debt securities$366,0002,481
Privately issued residential mortgage-backed securities$366,000889
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$24,807,0001,972
Mortgage-backed securities$42,665,0001,567
Certificates of participation in pools of residential mortgages$20,355,0001,863
Issued or guaranteed by U.S.$20,355,0001,861
Privately issued$094
Collaterized mortgage obligations$22,310,0001,013
CMOs issued by government agencies or sponsored agencies$21,944,000956
Privately issued$366,000855
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)$70,313,0001,851
Total debt securities$70,313,0002,018
Structured notes
Amortized cost$4,550,0001,105
Fair value$4,536,0001,106
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$70,230,0001,977
U.S. Government securities$60,635,0001,623
U.S. Treasury securities$01,076
U.S. Government agency obligations$60,635,0001,583
Securities issued by states & political subdivisions$9,205,0002,764
Other domestic debt securities$390,0002,452
Privately issued residential mortgage-backed securities$390,000968
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$32,719,0001,499
Mortgage-backed securities$41,446,0001,524
Certificates of participation in pools of residential mortgages$19,024,0001,846
Issued or guaranteed by U.S.$19,024,0001,845
Privately issued$0121
Collaterized mortgage obligations$22,422,000992
CMOs issued by government agencies or sponsored agencies$22,032,000891
Privately issued$390,000917
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)$70,230,0001,796
Total debt securities$70,231,0001,956
Structured notes
Amortized cost$3,050,0001,335
Fair value$3,050,0001,337
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$68,039,0001,983
U.S. Government securities$61,688,0001,549
U.S. Treasury securities$01,126
U.S. Government agency obligations$61,688,0001,504
Securities issued by states & political subdivisions$5,994,0003,300
Other domestic debt securities$357,0002,472
Privately issued residential mortgage-backed securities$357,0001,019
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$30,042,0001,577
Mortgage-backed securities$43,891,0001,389
Certificates of participation in pools of residential mortgages$20,699,0001,681
Issued or guaranteed by U.S.$20,699,0001,675
Privately issued$0132
Collaterized mortgage obligations$23,192,000958
CMOs issued by government agencies or sponsored agencies$22,835,000845
Privately issued$357,000966
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)$68,039,0001,799
Total debt securities$68,038,0001,964
Structured notes
Amortized cost$3,100,0001,409
Fair value$3,104,0001,416
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$60,929,0002,159
U.S. Government securities$54,184,0001,729
U.S. Treasury securities$01,225
U.S. Government agency obligations$54,184,0001,680
Securities issued by states & political subdivisions$6,280,0003,188
Other domestic debt securities$465,0002,341
Privately issued residential mortgage-backed securities$465,000988
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$26,210,0001,779
Mortgage-backed securities$37,383,0001,557
Certificates of participation in pools of residential mortgages$17,305,0001,871
Issued or guaranteed by U.S.$17,305,0001,869
Privately issued$0125
Collaterized mortgage obligations$20,078,0001,052
CMOs issued by government agencies or sponsored agencies$19,613,000927
Privately issued$465,000934
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)$60,929,0001,944
Total debt securities$60,929,0002,139
Structured notes
Amortized cost$5,350,0001,125
Fair value$5,365,0001,127
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$57,439,0002,250
U.S. Government securities$49,159,0001,887
U.S. Treasury securities$01,272
U.S. Government agency obligations$49,159,0001,831
Securities issued by states & political subdivisions$6,083,0003,187
Other domestic debt securities$2,197,0001,519
Privately issued residential mortgage-backed securities$475,0001,027
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$1,722,0001,119
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$31,801,0001,526
Mortgage-backed securities$33,335,0001,647
Certificates of participation in pools of residential mortgages$14,287,0002,065
Issued or guaranteed by U.S.$14,287,0002,060
Privately issued$0136
Collaterized mortgage obligations$19,048,0001,060
CMOs issued by government agencies or sponsored agencies$18,573,000922
Privately issued$475,000974
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)$57,439,0002,037
Total debt securities$57,440,0002,225
Structured notes
Amortized cost$7,350,000939
Fair value$7,266,000939
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$49,726,0002,427
U.S. Government securities$40,539,0002,073
U.S. Treasury securities$01,275
U.S. Government agency obligations$40,539,0002,003
Securities issued by states & political subdivisions$6,085,0003,157
Other domestic debt securities$3,102,0001,382
Privately issued residential mortgage-backed securities$485,0001,079
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$2,617,000916
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$37,019,0001,342
Mortgage-backed securities$29,885,0001,737
Certificates of participation in pools of residential mortgages$13,682,0002,035
Issued or guaranteed by U.S.$13,682,0002,029
Privately issued$0141
Collaterized mortgage obligations$16,203,0001,148
CMOs issued by government agencies or sponsored agencies$15,718,000990
Privately issued$485,0001,022
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)$49,726,0002,190
Total debt securities$49,726,0002,401
Structured notes
Amortized cost$6,350,000948
Fair value$6,276,000945
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$45,385,0002,587
U.S. Government securities$35,806,0002,280
U.S. Treasury securities$01,180
U.S. Government agency obligations$35,806,0002,203
Securities issued by states & political subdivisions$6,469,0002,998
Other domestic debt securities$3,110,0001,434
Privately issued residential mortgage-backed securities$483,0001,156
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$2,627,000894
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$30,970,0001,561
Mortgage-backed securities$17,101,0002,407
Certificates of participation in pools of residential mortgages$5,900,0003,102
Issued or guaranteed by U.S.$5,900,0003,094
Privately issued$0141
Collaterized mortgage obligations$11,201,0001,390
CMOs issued by government agencies or sponsored agencies$10,718,0001,230
Privately issued$483,0001,101
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)$45,385,0002,337
Total debt securities$45,377,0002,558
Structured notes
Amortized cost$7,350,000825
Fair value$7,375,000826
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$55,598,0002,177
U.S. Government securities$42,144,0002,044
U.S. Treasury securities$01,121
U.S. Government agency obligations$42,144,0001,974
Securities issued by states & political subdivisions$7,958,0002,599
Other domestic debt securities$5,496,0001,082
Privately issued residential mortgage-backed securities$472,0001,205
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$5,024,000567
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$32,508,0001,507
Mortgage-backed securities$20,571,0002,158
Certificates of participation in pools of residential mortgages$10,300,0002,386
Issued or guaranteed by U.S.$10,300,0002,380
Privately issued$0148
Collaterized mortgage obligations$10,271,0001,404
CMOs issued by government agencies or sponsored agencies$9,799,0001,237
Privately issued$472,0001,152
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)$55,598,0001,949
Total debt securities$55,589,0002,154
Structured notes
Amortized cost$5,413,0001,104
Fair value$5,434,0001,106
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$59,695,0002,070
U.S. Government securities$45,715,0001,936
U.S. Treasury securities$01,130
U.S. Government agency obligations$45,715,0001,876
Securities issued by states & political subdivisions$8,526,0002,474
Other domestic debt securities$5,454,0001,136
Privately issued residential mortgage-backed securities$496,0001,237
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$4,958,000594
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$31,637,0001,596
Mortgage-backed securities$18,595,0002,352
Certificates of participation in pools of residential mortgages$11,099,0002,372
Issued or guaranteed by U.S.$11,099,0002,368
Privately issued$0145
Collaterized mortgage obligations$7,496,0001,574
CMOs issued by government agencies or sponsored agencies$7,000,0001,392
Privately issued$496,0001,182
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)$59,695,0001,844
Total debt securities$59,695,0002,043
Structured notes
Amortized cost$1,000,0002,246
Fair value$974,0002,455
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$62,680,0001,971
U.S. Government securities$49,153,0001,773
U.S. Treasury securities$01,077
U.S. Government agency obligations$49,153,0001,721
Securities issued by states & political subdivisions$8,453,0002,482
Other domestic debt securities$5,074,0001,223
Privately issued residential mortgage-backed securities$502,0001,265
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$4,572,000646
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$31,629,0001,591
Mortgage-backed securities$20,834,0002,234
Certificates of participation in pools of residential mortgages$12,052,0002,338
Issued or guaranteed by U.S.$12,052,0002,331
Privately issued$0157
Collaterized mortgage obligations$8,782,0001,450
CMOs issued by government agencies or sponsored agencies$8,280,0001,250
Privately issued$502,0001,209
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)$62,680,0001,753
Total debt securities$62,679,0001,950
Structured notes
Amortized cost$1,000,0001,971
Fair value$1,000,0002,035
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$63,536,0001,949
U.S. Government securities$49,947,0001,714
U.S. Treasury securities$01,047
U.S. Government agency obligations$49,947,0001,666
Securities issued by states & political subdivisions$8,631,0002,485
Other domestic debt securities$4,958,0001,310
Privately issued residential mortgage-backed securities$454,0001,347
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$4,504,000693
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$37,633,0001,365
Mortgage-backed securities$20,649,0002,285
Certificates of participation in pools of residential mortgages$12,308,0002,372
Issued or guaranteed by U.S.$12,308,0002,362
Privately issued$0171
Collaterized mortgage obligations$8,341,0001,497
CMOs issued by government agencies or sponsored agencies$7,887,0001,266
Privately issued$454,0001,290
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)$63,536,0001,717
Total debt securities$63,530,0001,917
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$64,996,0001,882
U.S. Government securities$48,994,0001,697
U.S. Treasury securities$01,036
U.S. Government agency obligations$48,994,0001,653
Securities issued by states & political subdivisions$10,343,0002,161
Other domestic debt securities$5,659,0001,254
Privately issued residential mortgage-backed securities$422,0001,379
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$5,237,000639
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$32,450,0001,552
Mortgage-backed securities$22,105,0002,224
Certificates of participation in pools of residential mortgages$13,194,0002,322
Issued or guaranteed by U.S.$13,194,0002,314
Privately issued$0181
Collaterized mortgage obligations$8,911,0001,438
CMOs issued by government agencies or sponsored agencies$8,489,0001,192
Privately issued$422,0001,314
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)$64,996,0001,649
Total debt securities$64,997,0001,861
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$61,622,0001,958
U.S. Government securities$45,210,0001,854
U.S. Treasury securities$0981
U.S. Government agency obligations$45,210,0001,810
Securities issued by states & political subdivisions$10,939,0002,006
Other domestic debt securities$5,473,0001,183
Privately issued residential mortgage-backed securities$224,0001,487
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,249,000632
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$32,262,0001,594
Mortgage-backed securities$24,141,0002,123
Certificates of participation in pools of residential mortgages$18,095,0001,959
Issued or guaranteed by U.S.$18,095,0001,946
Privately issued$0191
Collaterized mortgage obligations$6,046,0001,716
CMOs issued by government agencies or sponsored agencies$5,822,0001,405
Privately issued$224,0001,424
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)$61,622,0001,717
Total debt securities$61,622,0001,941
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$63,021,0001,884
U.S. Government securities$45,280,0001,859
U.S. Treasury securities$0973
U.S. Government agency obligations$45,280,0001,828
Securities issued by states & political subdivisions$11,949,0001,817
Other domestic debt securities$5,792,0001,124
Privately issued residential mortgage-backed securities$228,0001,442
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,564,000601
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$39,961,0001,328
Mortgage-backed securities$24,035,0002,082
Certificates of participation in pools of residential mortgages$19,204,0001,823
Issued or guaranteed by U.S.$19,204,0001,813
Privately issued$0188
Collaterized mortgage obligations$4,831,0001,814
CMOs issued by government agencies or sponsored agencies$4,603,0001,556
Privately issued$228,0001,377
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)$63,021,0001,652
Total debt securities$63,021,0001,867
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$61,547,0001,896
U.S. Government securities$36,100,0002,220
U.S. Treasury securities$01,019
U.S. Government agency obligations$36,100,0002,176
Securities issued by states & political subdivisions$19,941,0001,072
Other domestic debt securities$5,506,0001,138
Privately issued residential mortgage-backed securities$242,0001,408
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,264,000613
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$44,948,0001,164
Mortgage-backed securities$22,874,0002,059
Certificates of participation in pools of residential mortgages$18,882,0001,761
Issued or guaranteed by U.S.$18,882,0001,750
Privately issued$0192
Collaterized mortgage obligations$3,992,0001,884
CMOs issued by government agencies or sponsored agencies$3,750,0001,617
Privately issued$242,0001,346
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)$61,547,0001,664
Total debt securities$61,547,0001,874
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$63,709,0001,872
U.S. Government securities$37,116,0002,200
U.S. Treasury securities$01,021
U.S. Government agency obligations$37,116,0002,157
Securities issued by states & political subdivisions$20,011,0001,091
Other domestic debt securities$6,582,0001,084
Privately issued residential mortgage-backed securities$727,0001,212
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,855,000636
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$46,501,0001,114
Mortgage-backed securities$24,358,0001,950
Certificates of participation in pools of residential mortgages$19,743,0001,709
Issued or guaranteed by U.S.$19,743,0001,700
Privately issued$0202
Collaterized mortgage obligations$4,615,0001,771
CMOs issued by government agencies or sponsored agencies$3,888,0001,595
Privately issued$727,0001,154
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)$63,709,0001,631
Total debt securities$63,709,0001,839
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$62,943,0001,875
U.S. Government securities$37,594,0002,172
U.S. Treasury securities$01,044
U.S. Government agency obligations$37,594,0002,137
Securities issued by states & political subdivisions$19,114,0001,148
Other domestic debt securities$6,235,0001,084
Privately issued residential mortgage-backed securities$773,0001,179
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,462,000667
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$46,877,0001,087
Mortgage-backed securities$24,548,0001,865
Certificates of participation in pools of residential mortgages$19,596,0001,652
Issued or guaranteed by U.S.$19,596,0001,643
Privately issued$0205
Collaterized mortgage obligations$4,952,0001,693
CMOs issued by government agencies or sponsored agencies$4,179,0001,540
Privately issued$773,0001,121
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)$62,943,0001,648
Total debt securities$62,943,0001,835
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$63,410,0001,841
U.S. Government securities$40,117,0002,048
U.S. Treasury securities$01,146
U.S. Government agency obligations$40,117,0002,003
Securities issued by states & political subdivisions$18,213,0001,202
Other domestic debt securities$5,080,0001,125
Privately issued residential mortgage-backed securities$819,0001,073
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,261,000733
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$47,585,0001,069
Mortgage-backed securities$21,160,0001,848
Certificates of participation in pools of residential mortgages$15,985,0001,674
Issued or guaranteed by U.S.$15,985,0001,664
Privately issued$0191
Collaterized mortgage obligations$5,175,0001,598
CMOs issued by government agencies or sponsored agencies$4,356,0001,435
Privately issued$819,0001,021
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)$63,410,0001,604
Total debt securities$63,410,0001,798
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$61,327,0001,895
U.S. Government securities$38,823,0002,117
U.S. Treasury securities$01,235
U.S. Government agency obligations$38,823,0002,069
Securities issued by states & political subdivisions$17,435,0001,228
Other domestic debt securities$5,069,0001,073
Privately issued residential mortgage-backed securities$836,0001,034
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,233,000711
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$53,797,000932
Mortgage-backed securities$17,171,0001,994
Certificates of participation in pools of residential mortgages$11,876,0001,906
Issued or guaranteed by U.S.$11,876,0001,898
Privately issued$0194
Collaterized mortgage obligations$5,295,0001,541
CMOs issued by government agencies or sponsored agencies$4,459,0001,377
Privately issued$836,000982
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)$61,327,0001,628
Total debt securities$61,327,0001,852
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$58,462,0001,959
U.S. Government securities$37,795,0002,193
U.S. Treasury securities$01,362
U.S. Government agency obligations$37,795,0002,132
Securities issued by states & political subdivisions$17,093,0001,225
Other domestic debt securities$3,574,0001,192
Privately issued residential mortgage-backed securities$864,000975
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,710,000867
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,825,000957
Mortgage-backed securities$12,428,0002,359
Certificates of participation in pools of residential mortgages$9,007,0002,210
Issued or guaranteed by U.S.$9,007,0002,200
Privately issued$0207
Collaterized mortgage obligations$3,421,0001,800
CMOs issued by government agencies or sponsored agencies$2,557,0001,710
Privately issued$864,000920
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)$58,462,0001,689
Total debt securities$58,462,0001,915
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$60,916,0001,917
U.S. Government securities$38,599,0002,167
U.S. Treasury securities$01,448
U.S. Government agency obligations$38,599,0002,106
Securities issued by states & political subdivisions$18,622,0001,111
Other domestic debt securities$3,695,0001,187
Privately issued residential mortgage-backed securities$889,000934
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,806,000867
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$52,456,000959
Mortgage-backed securities$12,310,0002,367
Certificates of participation in pools of residential mortgages$9,773,0002,089
Issued or guaranteed by U.S.$9,773,0002,081
Privately issued$0218
Collaterized mortgage obligations$2,537,0001,978
CMOs issued by government agencies or sponsored agencies$1,648,0001,952
Privately issued$889,000876
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)$60,916,0001,644
Total debt securities$60,916,0001,878
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$60,295,0001,959
U.S. Government securities$38,515,0002,199
U.S. Treasury securities$01,498
U.S. Government agency obligations$38,515,0002,140
Securities issued by states & political subdivisions$18,063,0001,134
Other domestic debt securities$3,717,0001,188
Privately issued residential mortgage-backed securities$909,000910
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,808,000894
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$51,474,000981
Mortgage-backed securities$11,818,0002,411
Certificates of participation in pools of residential mortgages$9,237,0002,182
Issued or guaranteed by U.S.$9,237,0002,170
Privately issued$0208
Collaterized mortgage obligations$2,581,0001,966
CMOs issued by government agencies or sponsored agencies$1,672,0001,944
Privately issued$909,000859
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)$60,295,0001,686
Total debt securities$60,295,0001,922
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$58,256,0002,054
U.S. Government securities$37,020,0002,322
U.S. Treasury securities$01,574
U.S. Government agency obligations$37,020,0002,256
Securities issued by states & political subdivisions$17,712,0001,129
Other domestic debt securities$3,524,0001,203
Privately issued residential mortgage-backed securities$937,000882
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,587,000922
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$46,282,0001,049
Mortgage-backed securities$10,387,0002,592
Certificates of participation in pools of residential mortgages$7,753,0002,430
Issued or guaranteed by U.S.$7,753,0002,418
Privately issued$0214
Collaterized mortgage obligations$2,634,0001,924
CMOs issued by government agencies or sponsored agencies$1,697,0001,914
Privately issued$937,000822
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)$58,256,0001,753
Total debt securities$58,256,0002,005
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$53,776,0002,181
U.S. Government securities$32,785,0002,575
U.S. Treasury securities$01,634
U.S. Government agency obligations$32,785,0002,500
Securities issued by states & political subdivisions$16,522,0001,214
Other domestic debt securities$4,469,0001,084
Privately issued residential mortgage-backed securities$941,000864
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,528,000791
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$48,335,0001,012
Mortgage-backed securities$9,740,0002,657
Certificates of participation in pools of residential mortgages$7,096,0002,551
Issued or guaranteed by U.S.$7,096,0002,539
Privately issued$0211
Collaterized mortgage obligations$2,644,0001,901
CMOs issued by government agencies or sponsored agencies$1,703,0001,907
Privately issued$941,000807
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)$53,776,0001,853
Total debt securities$53,776,0002,140
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$49,700,0002,378
U.S. Government securities$29,870,0002,817
U.S. Treasury securities$01,715
U.S. Government agency obligations$29,870,0002,728
Securities issued by states & political subdivisions$16,237,0001,238
Other domestic debt securities$3,593,0001,222
Privately issued residential mortgage-backed securities$972,000852
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,621,000963
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$47,093,0001,033
Mortgage-backed securities$9,407,0002,750
Certificates of participation in pools of residential mortgages$7,641,0002,490
Issued or guaranteed by U.S.$7,641,0002,480
Privately issued$0205
Collaterized mortgage obligations$1,766,0002,153
CMOs issued by government agencies or sponsored agencies$794,0002,352
Privately issued$972,000796
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)$49,700,0002,039
Total debt securities$49,700,0002,328
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$50,434,0002,348
U.S. Government securities$31,919,0002,638
U.S. Treasury securities$01,737
U.S. Government agency obligations$31,919,0002,561
Securities issued by states & political subdivisions$15,902,0001,261
Other domestic debt securities$2,613,0001,450
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,613,0001,021
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$46,712,0001,027
Mortgage-backed securities$8,889,0002,869
Certificates of participation in pools of residential mortgages$8,056,0002,447
Issued or guaranteed by U.S.$8,056,0002,438
Privately issued$0216
Collaterized mortgage obligations$833,0002,611
CMOs issued by government agencies or sponsored agencies$833,0002,333
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$50,434,0001,986
Total debt securities$50,434,0002,303
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$48,608,0002,413
U.S. Government securities$29,588,0002,789
U.S. Treasury securities$01,786
U.S. Government agency obligations$29,588,0002,695
Securities issued by states & political subdivisions$16,124,0001,237
Other domestic debt securities$2,896,0001,404
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,896,0001,011
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$40,759,0001,114
Mortgage-backed securities$10,769,0002,622
Certificates of participation in pools of residential mortgages$9,383,0002,273
Issued or guaranteed by U.S.$9,383,0002,262
Privately issued$0225
Collaterized mortgage obligations$1,386,0002,305
CMOs issued by government agencies or sponsored agencies$1,386,0002,054
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$48,608,0002,040
Total debt securities$48,608,0002,364
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$50,475,0002,347
U.S. Government securities$30,845,0002,745
U.S. Treasury securities$01,839
U.S. Government agency obligations$30,845,0002,647
Securities issued by states & political subdivisions$16,350,0001,204
Other domestic debt securities$3,280,0001,339
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$3,280,000962
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$39,467,0001,143
Mortgage-backed securities$11,727,0002,583
Certificates of participation in pools of residential mortgages$10,227,0002,232
Issued or guaranteed by U.S.$10,227,0002,221
Privately issued$0223
Collaterized mortgage obligations$1,500,0002,300
CMOs issued by government agencies or sponsored agencies$1,500,0002,052
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)$50,475,0001,970
Total debt securities$50,475,0002,295
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$49,854,0002,393
U.S. Government securities$31,079,0002,777
U.S. Treasury securities$01,963
U.S. Government agency obligations$31,079,0002,662
Securities issued by states & political subdivisions$15,498,0001,264
Other domestic debt securities$3,277,0001,382
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$3,277,0001,021
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$42,415,0001,089
Mortgage-backed securities$11,803,0002,644
Certificates of participation in pools of residential mortgages$10,769,0002,231
Issued or guaranteed by U.S.$10,769,0002,221
Privately issued$0207
Collaterized mortgage obligations$1,034,0002,593
CMOs issued by government agencies or sponsored agencies$1,034,0002,340
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)$49,854,0002,015
Total debt securities$49,854,0002,357
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$45,237,0002,617
U.S. Government securities$27,100,0003,080
U.S. Treasury securities$01,963
U.S. Government agency obligations$27,100,0002,963
Securities issued by states & political subdivisions$14,757,0001,344
Other domestic debt securities$3,380,0001,402
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$3,380,0001,038
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$40,772,0001,119
Mortgage-backed securities$9,458,0003,027
Certificates of participation in pools of residential mortgages$8,341,0002,593
Issued or guaranteed by U.S.$8,341,0002,585
Privately issued$0203
Collaterized mortgage obligations$1,117,0002,598
CMOs issued by government agencies or sponsored agencies$1,117,0002,345
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)$45,237,0002,223
Total debt securities$45,237,0002,576
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$42,229,0002,772
U.S. Government securities$23,578,0003,431
U.S. Treasury securities$01,990
U.S. Government agency obligations$23,578,0003,305
Securities issued by states & political subdivisions$15,049,0001,312
Other domestic debt securities$3,602,0001,365
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$3,602,0001,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,644,0001,316
Mortgage-backed securities$9,786,0002,990
Certificates of participation in pools of residential mortgages$7,738,0002,732
Issued or guaranteed by U.S.$7,738,0002,725
Privately issued$0225
Collaterized mortgage obligations$2,048,0002,156
CMOs issued by government agencies or sponsored agencies$2,048,0001,931
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)$42,229,0002,376
Total debt securities$42,229,0002,721
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$39,258,0002,997
U.S. Government securities$22,144,0003,658
U.S. Treasury securities$02,098
U.S. Government agency obligations$22,144,0003,530
Securities issued by states & political subdivisions$13,573,0001,437
Other domestic debt securities$3,541,0001,428
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$3,541,0001,101
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$30,771,0001,395
Mortgage-backed securities$9,303,0003,090
Certificates of participation in pools of residential mortgages$7,167,0002,892
Issued or guaranteed by U.S.$7,167,0002,884
Privately issued$0225
Collaterized mortgage obligations$2,136,0002,160
CMOs issued by government agencies or sponsored agencies$2,136,0001,942
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)$39,258,0002,552
Total debt securities$39,258,0002,930
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$37,658,0003,076
U.S. Government securities$20,298,0003,811
U.S. Treasury securities$02,082
U.S. Government agency obligations$20,298,0003,678
Securities issued by states & political subdivisions$13,662,0001,457
Other domestic debt securities$3,698,0001,489
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$3,698,0001,151
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$31,455,0001,356
Mortgage-backed securities$9,980,0003,023
Certificates of participation in pools of residential mortgages$8,965,0002,578
Issued or guaranteed by U.S.$8,965,0002,567
Privately issued$0230
Collaterized mortgage obligations$1,015,0002,763
CMOs issued by government agencies or sponsored agencies$1,015,0002,510
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)$37,658,0002,658
Total debt securities$37,658,0003,004
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$38,331,0003,078
U.S. Government securities$20,469,0003,854
U.S. Treasury securities$02,227
U.S. Government agency obligations$20,469,0003,722
Securities issued by states & political subdivisions$14,205,0001,393
Other domestic debt securities$3,657,0001,519
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,657,0001,253
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$33,668,0001,273
Mortgage-backed securities$9,454,0003,102
Certificates of participation in pools of residential mortgages$9,454,0002,503
Issued or guaranteed by U.S.$9,454,0002,491
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)$38,331,0002,653
Total debt securities$38,331,0003,016
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$39,454,0002,969
U.S. Government securities$20,012,0003,789
U.S. Treasury securities$02,287
U.S. Government agency obligations$20,012,0003,653
Securities issued by states & political subdivisions$14,367,0001,371
Other domestic debt securities$5,075,0001,332
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$5,075,0001,095
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$29,874,0001,338
Mortgage-backed securities$10,501,0002,908
Certificates of participation in pools of residential mortgages$10,501,0002,327
Issued or guaranteed by U.S.$10,501,0002,316
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)$39,454,0002,551
Total debt securities$39,454,0002,894
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$39,469,0002,909
U.S. Government securities$20,045,0003,691
U.S. Treasury securities$02,322
U.S. Government agency obligations$20,045,0003,547
Securities issued by states & political subdivisions$14,240,0001,351
Other domestic debt securities$5,184,0001,358
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,184,0001,104
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$31,482,0001,259
Mortgage-backed securities$12,348,0002,731
Certificates of participation in pools of residential mortgages$12,348,0002,113
Issued or guaranteed by U.S.$12,348,0002,103
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)$39,469,0002,504
Total debt securities$39,469,0002,833
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$35,836,0003,077
U.S. Government securities$17,971,0003,987
U.S. Treasury securities$02,382
U.S. Government agency obligations$17,971,0003,828
Securities issued by states & political subdivisions$12,863,0001,434
Other domestic debt securities$5,002,0001,391
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$5,002,0001,135
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$29,673,0001,307
Mortgage-backed securities$8,558,0003,317
Certificates of participation in pools of residential mortgages$7,972,0002,698
Issued or guaranteed by U.S.$7,972,0002,683
Privately issued$0257
Collaterized mortgage obligations$586,0003,437
CMOs issued by government agencies or sponsored agencies$586,0003,276
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)$35,836,0002,654
Total debt securities$35,836,0002,998
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$39,085,0002,864
U.S. Government securities$21,181,0003,537
U.S. Treasury securities$02,544
U.S. Government agency obligations$21,181,0003,373
Securities issued by states & political subdivisions$12,884,0001,417
Other domestic debt securities$5,020,0001,381
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$5,020,0001,132
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$30,479,0001,273
Mortgage-backed securities$10,698,0002,917
Certificates of participation in pools of residential mortgages$9,451,0002,415
Issued or guaranteed by U.S.$9,451,0002,399
Privately issued$0252
Collaterized mortgage obligations$1,247,0002,972
CMOs issued by government agencies or sponsored agencies$1,247,0002,840
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)$39,085,0002,438
Total debt securities$39,085,0002,785
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$38,529,0002,751
U.S. Government securities$21,110,0003,369
U.S. Treasury securities$03,182
U.S. Government agency obligations$21,110,0003,201
Securities issued by states & political subdivisions$12,491,0001,373
Other domestic debt securities$4,928,0001,444
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$4,928,0001,167
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$28,113,0001,301
Mortgage-backed securities$13,989,0002,332
Certificates of participation in pools of residential mortgages$10,955,0001,984
Issued or guaranteed by U.S.$10,955,0001,971
Privately issued$0260
Collaterized mortgage obligations$3,034,0002,352
CMOs issued by government agencies or sponsored agencies$3,034,0002,204
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)$38,529,0002,277
Total debt securities$38,529,0002,679
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$36,965,0002,877
U.S. Government securities$24,708,0003,100
U.S. Treasury securities$04,186
U.S. Government agency obligations$24,708,0002,877
Securities issued by states & political subdivisions$9,407,0001,745
Other domestic debt securities$2,002,0001,923
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$2,002,0001,637
Foreign debt securities$0313
Equity securities$848,0002,807
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,688,0001,419
Mortgage-backed securities$9,305,0002,423
Certificates of participation in pools of residential mortgages$6,266,0002,315
Issued or guaranteed by U.S.$6,266,0002,302
Privately issued$0308
Collaterized mortgage obligations$3,039,0001,923
CMOs issued by government agencies or sponsored agencies$3,039,0001,789
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)$36,965,0002,288
Total debt securities$36,117,0002,845
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$30,575,0003,526
U.S. Government securities$21,460,0003,656
U.S. Treasury securities$05,412
U.S. Government agency obligations$21,460,0003,272
Securities issued by states & political subdivisions$8,393,0001,969
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 securities$0343
Equity securities$722,0003,002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,415,0001,561
Mortgage-backed securities$8,125,0002,833
Certificates of participation in pools of residential mortgages$6,781,0002,376
Issued or guaranteed by U.S.$6,781,0002,363
Privately issued$0307
Collaterized mortgage obligations$1,344,0002,780
CMOs issued by government agencies or sponsored agencies$1,344,0002,640
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)$30,575,0002,786
Total debt securities$29,853,0003,495
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$27,489,0003,883
U.S. Government securities$19,842,0003,939
U.S. Treasury securities$06,820
U.S. Government agency obligations$19,842,0003,363
Securities issued by states & political subdivisions$6,821,0002,367
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 securities$0363
Equity securities$826,0002,662
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,129,0001,826
Mortgage-backed securities$8,749,0002,910
Certificates of participation in pools of residential mortgages$6,525,0002,569
Issued or guaranteed by U.S.$6,525,0002,555
Privately issued$0349
Collaterized mortgage obligations$2,224,0002,532
CMOs issued by government agencies or sponsored agencies$2,224,0002,403
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)$7,078,0002,852
Available-for-sale securities (fair market value)$20,411,0003,729
Total debt securities$26,663,0003,874
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$21,240,0004,699
U.S. Government securities$14,133,0005,243
U.S. Treasury securities$07,921
U.S. Government agency obligations$14,133,0004,206
Securities issued by states & political subdivisions$6,281,0002,291
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 securities$0390
Equity securities$826,0002,649
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,414,0001,810
Mortgage-backed securities$9,489,0002,722
Certificates of participation in pools of residential mortgages$8,467,0002,157
Issued or guaranteed by U.S.$8,467,0002,143
Privately issued$0394
Collaterized mortgage obligations$1,022,0003,364
CMOs issued by government agencies or sponsored agencies$1,022,0003,239
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)$9,392,0002,924
Available-for-sale securities (fair market value)$11,848,0005,211
Total debt securities$20,414,0004,727
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$22,837,0004,833
U.S. Government securities$14,864,0005,530
U.S. Treasury securities$3,996,0004,397
U.S. Government agency obligations$10,868,0005,252
Securities issued by states & political subdivisions$7,344,0002,021
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 securities$0466
Equity securities$629,0003,077
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,772,0002,397
Mortgage-backed securities$7,555,0003,400
Certificates of participation in pools of residential mortgages$5,457,0003,064
Issued or guaranteed by U.S.$5,457,0003,041
Privately issued$0472
Collaterized mortgage obligations$2,098,0003,008
CMOs issued by government agencies or sponsored agencies$2,098,0002,881
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)$12,197,0002,776
Available-for-sale securities (fair market value)$10,640,0005,796
Total debt securities$22,208,0004,836
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$23,281,0004,968
U.S. Government securities$14,624,0005,808
U.S. Treasury securities$2,003,0007,120
U.S. Government agency obligations$12,621,0004,724
Securities issued by states & political subdivisions$8,062,0001,818
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 securities$0553
Equity securities$595,0002,968
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,913,0004,257
Mortgage-backed securities$7,898,0003,566
Certificates of participation in pools of residential mortgages$5,809,0003,031
Issued or guaranteed by U.S.$5,809,0003,007
Privately issued$0558
Collaterized mortgage obligations$2,089,0003,357
CMOs issued by government agencies or sponsored agencies$2,089,0003,199
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)$15,622,0002,446
Available-for-sale securities (fair market value)$7,659,0006,899
Total debt securities$22,686,0004,978
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$26,236,0004,777
U.S. Government securities$16,053,0005,771
U.S. Treasury securities$2,841,0007,352
U.S. Government agency obligations$13,212,0004,409
Securities issued by states & political subdivisions$9,579,0001,566
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 securities$0600
Equity securities$604,0002,752
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,761,0003,959
Mortgage-backed securities$8,537,0003,564
Certificates of participation in pools of residential mortgages$6,606,0002,905
Issued or guaranteed by U.S.$6,606,0002,895
Privately issued$0564
Collaterized mortgage obligations$1,931,0003,703
CMOs issued by government agencies or sponsored agencies$1,931,0003,537
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)$18,887,0003,615
Available-for-sale securities (fair market value)$7,349,0005,726
Total debt securities$25,632,0004,791
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$27,032,0004,891
U.S. Government securities$16,728,0005,839
U.S. Treasury securities$1,500,0009,204
U.S. Government agency obligations$15,228,0004,123
Securities issued by states & political subdivisions$10,184,0001,484
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 securities$0649
Equity securities$120,0005,346
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,484,0002,886
Mortgage-backed securities$12,732,0003,130
Certificates of participation in pools of residential mortgages$10,191,0002,448
Issued or guaranteed by U.S.$10,191,0002,421
Privately issued$0731
Collaterized mortgage obligations$2,541,0003,685
CMOs issued by government agencies or sponsored agencies$2,541,0003,488
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$26,912,0004,795
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$31,094,0004,314
U.S. Government securities$20,916,0004,894
U.S. Treasury securities$012,156
U.S. Government agency obligations$20,916,0003,129
Securities issued by states & political subdivisions$10,058,0001,355
Other domestic debt securities$07,520
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$05,875
Foreign debt securities$0699
Equity securities$120,0004,774
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,321,0001,981
Mortgage-backed securities$15,421,0002,783
Certificates of participation in pools of residential mortgages$12,553,0002,151
Issued or guaranteed by U.S.$12,553,0002,110
Privately issued$0831
Collaterized mortgage obligations$2,868,0003,541
CMOs issued by government agencies or sponsored agencies$2,868,0003,236
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$30,974,0004,235
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