First Security Bank - Sleepy Eye, Securities

2021-12-31Rank
Total securities$155,089,0001,295
U.S. Government securities$122,042,0001,006
U.S. Treasury securities$32,939,000490
U.S. Government agency obligations$89,103,0001,122
Securities issued by states & political subdivisions$30,603,0001,598
Other domestic debt securities$2,444,0001,570
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$2,444,0001,253
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$41,256,0001,330
Mortgage-backed securities$85,286,000975
Certificates of participation in pools of residential mortgages$66,816,000783
Issued or guaranteed by U.S.$66,816,000771
Privately issued$0246
Collaterized mortgage obligations$18,470,000864
CMOs issued by government agencies or sponsored agencies$18,470,000813
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$155,089,0001,192
Total debt securities$155,089,0001,277
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$140,408,0001,332
U.S. Government securities$108,973,0001,039
U.S. Treasury securities$19,374,000582
U.S. Government agency obligations$89,599,0001,085
Securities issued by states & political subdivisions$29,147,0001,620
Other domestic debt securities$2,288,0001,513
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$2,288,0001,196
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$36,007,0001,397
Mortgage-backed securities$85,659,000939
Certificates of participation in pools of residential mortgages$71,393,000722
Issued or guaranteed by U.S.$71,393,000708
Privately issued$0234
Collaterized mortgage obligations$14,266,000979
CMOs issued by government agencies or sponsored agencies$14,266,000938
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$140,408,0001,228
Total debt securities$140,408,0001,314
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$122,492,0001,417
U.S. Government securities$94,763,0001,107
U.S. Treasury securities$12,003,000684
U.S. Government agency obligations$82,760,0001,130
Securities issued by states & political subdivisions$26,137,0001,697
Other domestic debt securities$1,592,0001,619
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$1,592,0001,277
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$32,732,0001,469
Mortgage-backed securities$80,711,000949
Certificates of participation in pools of residential mortgages$64,932,000742
Issued or guaranteed by U.S.$64,932,000727
Privately issued$0247
Collaterized mortgage obligations$15,779,000892
CMOs issued by government agencies or sponsored agencies$15,779,000856
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$122,492,0001,309
Total debt securities$122,492,0001,403
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$118,492,0001,347
U.S. Government securities$91,089,0001,040
U.S. Treasury securities$8,035,000665
U.S. Government agency obligations$83,054,0001,048
Securities issued by states & political subdivisions$26,209,0001,642
Other domestic debt securities$1,194,0001,691
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$1,194,0001,321
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$31,505,0001,472
Mortgage-backed securities$81,518,000888
Certificates of participation in pools of residential mortgages$63,854,000707
Issued or guaranteed by U.S.$63,854,000690
Privately issued$0261
Collaterized mortgage obligations$17,664,000816
CMOs issued by government agencies or sponsored agencies$17,664,000778
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$118,492,0001,254
Total debt securities$118,492,0001,334
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$103,413,0001,393
U.S. Government securities$76,210,0001,089
U.S. Treasury securities$01,194
U.S. Government agency obligations$76,210,0001,022
Securities issued by states & political subdivisions$26,204,0001,595
Other domestic debt securities$999,0001,730
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$999,0001,355
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$33,492,0001,402
Mortgage-backed securities$73,520,000894
Certificates of participation in pools of residential mortgages$53,627,000740
Issued or guaranteed by U.S.$53,627,000728
Privately issued$0245
Collaterized mortgage obligations$19,893,000762
CMOs issued by government agencies or sponsored agencies$19,893,000726
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$103,413,0001,302
Total debt securities$103,413,0001,379
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$81,542,0001,560
U.S. Government securities$57,568,0001,307
U.S. Treasury securities$01,216
U.S. Government agency obligations$57,568,0001,234
Securities issued by states & political subdivisions$23,724,0001,595
Other domestic debt securities$250,0001,982
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$250,0001,576
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$34,370,0001,357
Mortgage-backed securities$56,147,0001,070
Certificates of participation in pools of residential mortgages$34,790,000963
Issued or guaranteed by U.S.$34,790,000941
Privately issued$0251
Collaterized mortgage obligations$21,357,000734
CMOs issued by government agencies or sponsored agencies$21,357,000699
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$81,542,0001,462
Total debt securities$81,544,0001,548
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$60,911,0001,880
U.S. Government securities$40,284,0001,667
U.S. Treasury securities$01,251
U.S. Government agency obligations$40,284,0001,576
Securities issued by states & political subdivisions$20,627,0001,650
Other domestic debt securities$02,060
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$01,594
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$34,447,0001,365
Mortgage-backed securities$38,790,0001,370
Certificates of participation in pools of residential mortgages$21,225,0001,312
Issued or guaranteed by U.S.$21,225,0001,276
Privately issued$0251
Collaterized mortgage obligations$17,286,000862
CMOs issued by government agencies or sponsored agencies$17,286,000830
Privately issued$0454
Commercial mortgage-backed securities$279,0001,859
Commercial mortgage pass-through securities$279,0001,383
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$60,911,0001,756
Total debt securities$60,910,0001,866
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$45,963,0002,223
U.S. Government securities$27,230,0002,122
U.S. Treasury securities$01,297
U.S. Government agency obligations$27,230,0002,016
Securities issued by states & political subdivisions$18,733,0001,628
Other domestic debt securities$01,998
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$01,513
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$17,430,0001,980
Mortgage-backed securities$25,739,0001,741
Certificates of participation in pools of residential mortgages$19,802,0001,390
Issued or guaranteed by U.S.$19,802,0001,352
Privately issued$0267
Collaterized mortgage obligations$5,636,0001,547
CMOs issued by government agencies or sponsored agencies$5,636,0001,506
Privately issued$0460
Commercial mortgage-backed securities$301,0001,823
Commercial mortgage pass-through securities$301,0001,342
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$45,963,0002,078
Total debt securities$45,962,0002,202
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$43,317,0002,331
U.S. Government securities$23,889,0002,348
U.S. Treasury securities$01,363
U.S. Government agency obligations$23,889,0002,213
Securities issued by states & political subdivisions$18,926,0001,595
Other domestic debt securities$502,0001,683
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$502,0001,278
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$17,085,0002,003
Mortgage-backed securities$22,258,0001,855
Certificates of participation in pools of residential mortgages$16,945,0001,477
Issued or guaranteed by U.S.$16,945,0001,438
Privately issued$0249
Collaterized mortgage obligations$4,980,0001,603
CMOs issued by government agencies or sponsored agencies$4,980,0001,563
Privately issued$0457
Commercial mortgage-backed securities$333,0001,785
Commercial mortgage pass-through securities$333,0001,327
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$43,317,0002,162
Total debt securities$43,316,0002,312
Structured notes
Amortized cost$500,000539
Fair value$502,000542
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$34,636,0002,662
U.S. Government securities$16,125,0002,881
U.S. Treasury securities$01,429
U.S. Government agency obligations$16,125,0002,721
Securities issued by states & political subdivisions$18,008,0001,644
Other domestic debt securities$503,0001,720
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$503,0001,280
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$17,690,0001,986
Mortgage-backed securities$14,494,0002,277
Certificates of participation in pools of residential mortgages$9,592,0002,021
Issued or guaranteed by U.S.$9,592,0001,962
Privately issued$0287
Collaterized mortgage obligations$4,539,0001,650
CMOs issued by government agencies or sponsored agencies$4,539,0001,613
Privately issued$0463
Commercial mortgage-backed securities$363,0001,756
Commercial mortgage pass-through securities$363,0001,310
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$34,636,0002,478
Total debt securities$34,636,0002,643
Structured notes
Amortized cost$500,000667
Fair value$503,000667
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$31,923,0002,825
U.S. Government securities$13,362,0003,152
U.S. Treasury securities$01,467
U.S. Government agency obligations$13,362,0002,988
Securities issued by states & political subdivisions$17,660,0001,710
Other domestic debt securities$901,0001,581
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$901,0001,216
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$17,586,0002,040
Mortgage-backed securities$11,568,0002,482
Certificates of participation in pools of residential mortgages$7,873,0002,187
Issued or guaranteed by U.S.$7,873,0002,141
Privately issued$0244
Collaterized mortgage obligations$3,305,0001,843
CMOs issued by government agencies or sponsored agencies$3,305,0001,796
Privately issued$0476
Commercial mortgage-backed securities$390,0001,730
Commercial mortgage pass-through securities$390,0001,301
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$31,923,0002,626
Total debt securities$31,923,0002,808
Structured notes
Amortized cost$900,000679
Fair value$901,000676
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$27,935,0003,059
U.S. Government securities$9,451,0003,600
U.S. Treasury securities$01,516
U.S. Government agency obligations$9,451,0003,432
Securities issued by states & political subdivisions$17,603,0001,757
Other domestic debt securities$881,0001,589
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$881,0001,225
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$17,439,0002,097
Mortgage-backed securities$7,675,0002,825
Certificates of participation in pools of residential mortgages$5,854,0002,483
Issued or guaranteed by U.S.$5,854,0002,428
Privately issued$0248
Collaterized mortgage obligations$1,392,0002,248
CMOs issued by government agencies or sponsored agencies$1,392,0002,198
Privately issued$0499
Commercial mortgage-backed securities$429,0001,654
Commercial mortgage pass-through securities$429,0001,275
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$27,935,0002,831
Total debt securities$27,936,0003,042
Structured notes
Amortized cost$900,000689
Fair value$881,000689
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$28,574,0003,055
U.S. Government securities$9,543,0003,625
U.S. Treasury securities$01,513
U.S. Government agency obligations$9,543,0003,468
Securities issued by states & political subdivisions$18,166,0001,766
Other domestic debt securities$865,0001,582
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$865,0001,230
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$15,415,0002,254
Mortgage-backed securities$7,718,0002,826
Certificates of participation in pools of residential mortgages$5,820,0002,500
Issued or guaranteed by U.S.$5,820,0002,462
Privately issued$0211
Collaterized mortgage obligations$1,428,0002,244
CMOs issued by government agencies or sponsored agencies$1,428,0002,193
Privately issued$0498
Commercial mortgage-backed securities$470,0001,595
Commercial mortgage pass-through securities$470,0001,231
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$28,574,0002,829
Total debt securities$28,574,0003,035
Structured notes
Amortized cost$900,000707
Fair value$865,000708
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$29,088,0003,054
U.S. Government securities$9,603,0003,668
U.S. Treasury securities$01,500
U.S. Government agency obligations$9,603,0003,522
Securities issued by states & political subdivisions$18,614,0001,744
Other domestic debt securities$871,0001,543
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$871,0001,231
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$14,561,0002,333
Mortgage-backed securities$7,798,0002,840
Certificates of participation in pools of residential mortgages$5,852,0002,526
Issued or guaranteed by U.S.$5,852,0002,510
Privately issued$0145
Collaterized mortgage obligations$1,479,0002,224
CMOs issued by government agencies or sponsored agencies$1,479,0002,173
Privately issued$0515
Commercial mortgage-backed securities$467,0001,592
Commercial mortgage pass-through securities$467,0001,218
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$29,088,0002,824
Total debt securities$29,089,0003,032
Structured notes
Amortized cost$900,000692
Fair value$871,000692
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$30,515,0003,015
U.S. Government securities$10,509,0003,567
U.S. Treasury securities$01,475
U.S. Government agency obligations$10,509,0003,422
Securities issued by states & political subdivisions$19,123,0001,762
Other domestic debt securities$883,0001,713
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$883,0001,230
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$18,428,0002,072
Mortgage-backed securities$8,477,0002,798
Certificates of participation in pools of residential mortgages$6,436,0002,483
Issued or guaranteed by U.S.$6,436,0002,365
Privately issued$0453
Collaterized mortgage obligations$1,557,0002,224
CMOs issued by government agencies or sponsored agencies$1,557,0002,172
Privately issued$0544
Commercial mortgage-backed securities$484,0001,559
Commercial mortgage pass-through securities$484,0001,185
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$30,515,0002,784
Total debt securities$30,514,0002,998
Structured notes
Amortized cost$900,000695
Fair value$883,000694
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$30,923,0003,045
U.S. Government securities$10,740,0003,621
U.S. Treasury securities$01,426
U.S. Government agency obligations$10,740,0003,483
Securities issued by states & political subdivisions$19,301,0001,795
Other domestic debt securities$882,0001,552
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$882,0001,257
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$18,593,0002,073
Mortgage-backed securities$8,699,0002,781
Certificates of participation in pools of residential mortgages$6,586,0002,503
Issued or guaranteed by U.S.$6,586,0002,500
Privately issued$067
Collaterized mortgage obligations$1,627,0002,194
CMOs issued by government agencies or sponsored agencies$1,627,0002,138
Privately issued$0557
Commercial mortgage-backed securities$486,0001,380
Commercial mortgage pass-through securities$486,000963
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$30,923,0002,805
Total debt securities$30,923,0003,028
Structured notes
Amortized cost$900,000673
Fair value$882,000672
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$32,497,0003,000
U.S. Government securities$11,171,0003,591
U.S. Treasury securities$01,328
U.S. Government agency obligations$11,171,0003,450
Securities issued by states & political subdivisions$20,323,0001,796
Other domestic debt securities$1,003,0001,475
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$1,003,0001,201
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$17,030,0002,220
Mortgage-backed securities$9,027,0002,785
Certificates of participation in pools of residential mortgages$6,819,0002,513
Issued or guaranteed by U.S.$6,819,0002,511
Privately issued$064
Collaterized mortgage obligations$1,714,0002,161
CMOs issued by government agencies or sponsored agencies$1,714,0002,103
Privately issued$0573
Commercial mortgage-backed securities$494,0001,369
Commercial mortgage pass-through securities$494,000959
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$32,497,0002,770
Total debt securities$32,497,0002,980
Structured notes
Amortized cost$900,000673
Fair value$903,000670
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$33,309,0002,991
U.S. Government securities$7,068,0004,138
U.S. Treasury securities$01,313
U.S. Government agency obligations$7,068,0003,998
Securities issued by states & political subdivisions$20,758,0001,807
Other domestic debt securities$5,483,000790
Privately issued residential mortgage-backed securities$4,488,000165
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$995,0001,276
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$19,475,0002,098
Mortgage-backed securities$11,556,0002,578
Certificates of participation in pools of residential mortgages$04,578
Issued or guaranteed by U.S.$04,573
Privately issued$069
Collaterized mortgage obligations$11,556,0001,046
CMOs issued by government agencies or sponsored agencies$7,068,0001,286
Privately issued$4,488,000157
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$33,309,0002,759
Total debt securities$33,309,0002,969
Structured notes
Amortized cost$900,000700
Fair value$895,000699
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$34,429,0002,977
U.S. Government securities$7,160,0004,174
U.S. Treasury securities$01,351
U.S. Government agency obligations$7,160,0004,043
Securities issued by states & political subdivisions$20,629,0001,819
Other domestic debt securities$6,640,000736
Privately issued residential mortgage-backed securities$4,634,000172
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$2,006,0001,010
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$19,573,0002,114
Mortgage-backed securities$11,794,0002,596
Certificates of participation in pools of residential mortgages$04,616
Issued or guaranteed by U.S.$04,610
Privately issued$067
Collaterized mortgage obligations$11,794,0001,045
CMOs issued by government agencies or sponsored agencies$7,160,0001,279
Privately issued$4,634,000163
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$34,429,0002,741
Total debt securities$34,429,0002,957
Structured notes
Amortized cost$900,000746
Fair value$893,000747
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$31,529,0003,137
U.S. Government securities$6,677,0004,323
U.S. Treasury securities$01,390
U.S. Government agency obligations$6,677,0004,182
Securities issued by states & political subdivisions$19,355,0001,910
Other domestic debt securities$5,497,000827
Privately issued residential mortgage-backed securities$3,478,000191
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$2,019,0001,005
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$16,929,0002,319
Mortgage-backed securities$10,155,0002,769
Certificates of participation in pools of residential mortgages$04,686
Issued or guaranteed by U.S.$04,681
Privately issued$066
Collaterized mortgage obligations$10,155,0001,133
CMOs issued by government agencies or sponsored agencies$6,677,0001,328
Privately issued$3,478,000181
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$31,529,0002,894
Total debt securities$31,529,0003,117
Structured notes
Amortized cost$900,000775
Fair value$895,000774
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$23,743,0003,610
U.S. Government securities$1,032,0005,298
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,032,0005,177
Securities issued by states & political subdivisions$18,976,0001,949
Other domestic debt securities$3,735,000995
Privately issued residential mortgage-backed securities$1,706,000270
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$2,029,000987
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$15,674,0002,420
Mortgage-backed securities$2,738,0003,829
Certificates of participation in pools of residential mortgages$04,738
Issued or guaranteed by U.S.$04,732
Privately issued$071
Collaterized mortgage obligations$2,738,0001,960
CMOs issued by government agencies or sponsored agencies$1,032,0002,404
Privately issued$1,706,000255
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$23,743,0003,322
Total debt securities$23,743,0003,582
Structured notes
Amortized cost$900,000768
Fair value$894,000765
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$31,634,0003,123
U.S. Government securities$1,818,0005,178
U.S. Treasury securities$01,214
U.S. Government agency obligations$1,818,0005,064
Securities issued by states & political subdivisions$18,281,0001,999
Other domestic debt securities$11,535,000544
Privately issued residential mortgage-backed securities$7,544,000155
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$3,991,000743
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$16,734,0002,327
Mortgage-backed securities$9,362,0002,864
Certificates of participation in pools of residential mortgages$04,779
Issued or guaranteed by U.S.$04,775
Privately issued$067
Collaterized mortgage obligations$9,362,0001,188
CMOs issued by government agencies or sponsored agencies$1,818,0002,160
Privately issued$7,544,000150
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$31,634,0002,863
Total debt securities$31,634,0003,106
Structured notes
Amortized cost$2,450,000421
Fair value$2,459,000423
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$34,949,0003,011
U.S. Government securities$6,524,0004,471
U.S. Treasury securities$01,253
U.S. Government agency obligations$6,524,0004,340
Securities issued by states & political subdivisions$16,638,0002,143
Other domestic debt securities$11,787,000545
Privately issued residential mortgage-backed securities$7,616,000157
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$4,171,000713
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$17,699,0002,306
Mortgage-backed securities$9,608,0002,867
Certificates of participation in pools of residential mortgages$04,845
Issued or guaranteed by U.S.$04,839
Privately issued$071
Collaterized mortgage obligations$9,608,0001,191
CMOs issued by government agencies or sponsored agencies$1,992,0002,129
Privately issued$7,616,000148
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$34,949,0002,754
Total debt securities$34,949,0002,991
Structured notes
Amortized cost$2,620,000458
Fair value$2,629,000459
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$33,959,0003,119
U.S. Government securities$6,751,0004,542
U.S. Treasury securities$01,296
U.S. Government agency obligations$6,751,0004,419
Securities issued by states & political subdivisions$14,173,0002,344
Other domestic debt securities$13,035,000523
Privately issued residential mortgage-backed securities$8,062,000153
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$4,973,000666
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$17,203,0002,364
Mortgage-backed securities$10,227,0002,828
Certificates of participation in pools of residential mortgages$04,893
Issued or guaranteed by U.S.$04,889
Privately issued$066
Collaterized mortgage obligations$10,227,0001,157
CMOs issued by government agencies or sponsored agencies$2,165,0002,105
Privately issued$8,062,000148
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$33,959,0002,840
Total debt securities$33,959,0003,097
Structured notes
Amortized cost$3,420,000468
Fair value$3,410,000469
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$34,149,0003,136
U.S. Government securities$6,966,0004,551
U.S. Treasury securities$01,367
U.S. Government agency obligations$6,966,0004,423
Securities issued by states & political subdivisions$13,665,0002,405
Other domestic debt securities$13,518,000498
Privately issued residential mortgage-backed securities$8,515,000146
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$5,003,000644
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$17,926,0002,311
Mortgage-backed securities$10,843,0002,752
Certificates of participation in pools of residential mortgages$04,929
Issued or guaranteed by U.S.$04,924
Privately issued$066
Collaterized mortgage obligations$10,843,0001,128
CMOs issued by government agencies or sponsored agencies$2,328,0002,086
Privately issued$8,515,000139
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$34,149,0002,859
Total debt securities$34,149,0003,115
Structured notes
Amortized cost$3,420,000531
Fair value$3,422,000529
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$34,362,0003,162
U.S. Government securities$7,226,0004,606
U.S. Treasury securities$01,303
U.S. Government agency obligations$7,226,0004,490
Securities issued by states & political subdivisions$13,110,0002,469
Other domestic debt securities$14,026,000493
Privately issued residential mortgage-backed securities$9,024,000138
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$5,002,000642
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$17,418,0002,363
Mortgage-backed securities$11,568,0002,734
Certificates of participation in pools of residential mortgages$04,993
Issued or guaranteed by U.S.$04,987
Privately issued$065
Collaterized mortgage obligations$11,568,0001,097
CMOs issued by government agencies or sponsored agencies$2,544,0002,041
Privately issued$9,024,000131
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$34,362,0002,887
Total debt securities$34,362,0003,136
Structured notes
Amortized cost$3,329,000631
Fair value$3,508,000609
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$34,926,0003,194
U.S. Government securities$7,501,0004,681
U.S. Treasury securities$01,348
U.S. Government agency obligations$7,501,0004,569
Securities issued by states & political subdivisions$11,890,0002,602
Other domestic debt securities$15,535,000464
Privately issued residential mortgage-backed securities$9,504,000136
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$6,031,000583
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$16,101,0002,507
Mortgage-backed securities$12,253,0002,726
Certificates of participation in pools of residential mortgages$05,073
Issued or guaranteed by U.S.$05,069
Privately issued$067
Collaterized mortgage obligations$12,253,0001,113
CMOs issued by government agencies or sponsored agencies$2,749,0002,053
Privately issued$9,504,000129
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$34,926,0002,916
Total debt securities$34,926,0003,168
Structured notes
Amortized cost$4,511,000579
Fair value$4,616,000573
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$35,729,0003,197
U.S. Government securities$7,786,0004,709
U.S. Treasury securities$01,327
U.S. Government agency obligations$7,786,0004,595
Securities issued by states & political subdivisions$12,064,0002,568
Other domestic debt securities$15,879,000459
Privately issued residential mortgage-backed securities$9,836,000135
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$6,043,000570
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$16,158,0002,545
Mortgage-backed securities$12,817,0002,714
Certificates of participation in pools of residential mortgages$05,132
Issued or guaranteed by U.S.$05,123
Privately issued$070
Collaterized mortgage obligations$12,817,0001,117
CMOs issued by government agencies or sponsored agencies$2,981,0002,028
Privately issued$9,836,000128
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$35,729,0002,923
Total debt securities$35,729,0003,167
Structured notes
Amortized cost$4,418,000640
Fair value$4,416,000641
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$35,382,0003,247
U.S. Government securities$8,068,0004,708
U.S. Treasury securities$01,361
U.S. Government agency obligations$8,068,0004,590
Securities issued by states & political subdivisions$10,945,0002,715
Other domestic debt securities$16,369,000448
Privately issued residential mortgage-backed securities$10,326,000132
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$6,043,000571
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$15,903,0002,573
Mortgage-backed securities$13,529,0002,692
Certificates of participation in pools of residential mortgages$05,212
Issued or guaranteed by U.S.$05,203
Privately issued$075
Collaterized mortgage obligations$13,529,0001,115
CMOs issued by government agencies or sponsored agencies$3,203,0002,030
Privately issued$10,326,000124
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$35,382,0002,961
Total debt securities$35,382,0003,225
Structured notes
Amortized cost$3,458,000819
Fair value$3,551,000795
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$37,541,0003,203
U.S. Government securities$8,285,0004,778
U.S. Treasury securities$01,381
U.S. Government agency obligations$8,285,0004,664
Securities issued by states & political subdivisions$11,264,0002,702
Other domestic debt securities$17,992,000425
Privately issued residential mortgage-backed securities$10,826,000132
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$7,166,000520
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$15,992,0002,567
Mortgage-backed securities$14,230,0002,701
Certificates of participation in pools of residential mortgages$05,299
Issued or guaranteed by U.S.$05,292
Privately issued$073
Collaterized mortgage obligations$14,230,0001,104
CMOs issued by government agencies or sponsored agencies$3,404,0002,028
Privately issued$10,826,000125
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$37,541,0002,922
Total debt securities$37,541,0003,179
Structured notes
Amortized cost$5,681,000633
Fair value$5,671,000625
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$39,053,0003,171
U.S. Government securities$8,668,0004,787
U.S. Treasury securities$01,342
U.S. Government agency obligations$8,668,0004,677
Securities issued by states & political subdivisions$11,731,0002,649
Other domestic debt securities$18,654,000426
Privately issued residential mortgage-backed securities$11,287,000132
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$7,367,000520
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$19,818,0002,270
Mortgage-backed securities$14,983,0002,675
Certificates of participation in pools of residential mortgages$05,353
Issued or guaranteed by U.S.$05,347
Privately issued$075
Collaterized mortgage obligations$14,983,0001,077
CMOs issued by government agencies or sponsored agencies$3,696,0001,999
Privately issued$11,287,000126
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$39,053,0002,883
Total debt securities$39,053,0003,144
Structured notes
Amortized cost$5,689,000662
Fair value$5,848,000639
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$41,277,0003,063
U.S. Government securities$8,996,0004,784
U.S. Treasury securities$01,198
U.S. Government agency obligations$8,996,0004,685
Securities issued by states & political subdivisions$11,345,0002,711
Other domestic debt securities$20,936,000409
Privately issued residential mortgage-backed securities$13,405,000125
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$7,531,000529
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$20,652,0002,212
Mortgage-backed securities$17,386,0002,508
Certificates of participation in pools of residential mortgages$05,421
Issued or guaranteed by U.S.$05,413
Privately issued$076
Collaterized mortgage obligations$17,386,000990
CMOs issued by government agencies or sponsored agencies$3,981,0001,943
Privately issued$13,405,000119
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)$41,277,0002,785
Total debt securities$41,277,0003,035
Structured notes
Amortized cost$6,740,000593
Fair value$6,789,000577
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$38,987,0003,178
U.S. Government securities$9,317,0004,719
U.S. Treasury securities$01,131
U.S. Government agency obligations$9,317,0004,619
Securities issued by states & political subdivisions$11,096,0002,740
Other domestic debt securities$18,574,000459
Privately issued residential mortgage-backed securities$11,086,000152
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$7,488,000538
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$18,496,0002,353
Mortgage-backed securities$15,355,0002,657
Certificates of participation in pools of residential mortgages$05,462
Issued or guaranteed by U.S.$05,453
Privately issued$081
Collaterized mortgage obligations$15,355,0001,074
CMOs issued by government agencies or sponsored agencies$4,269,0001,896
Privately issued$11,086,000146
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)$38,987,0002,891
Total debt securities$38,987,0003,142
Structured notes
Amortized cost$5,839,000658
Fair value$5,775,000627
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$38,748,0003,218
U.S. Government securities$8,760,0004,855
U.S. Treasury securities$01,131
U.S. Government agency obligations$8,760,0004,753
Securities issued by states & political subdivisions$11,014,0002,753
Other domestic debt securities$18,974,000468
Privately issued residential mortgage-backed securities$11,450,000162
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$7,524,000552
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$16,474,0002,496
Mortgage-backed securities$15,132,0002,701
Certificates of participation in pools of residential mortgages$05,517
Issued or guaranteed by U.S.$05,508
Privately issued$080
Collaterized mortgage obligations$15,132,0001,112
CMOs issued by government agencies or sponsored agencies$3,682,0002,012
Privately issued$11,450,000153
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)$38,748,0002,944
Total debt securities$38,748,0003,183
Structured notes
Amortized cost$158,0002,330
Fair value$176,0002,322
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$38,346,0003,215
U.S. Government securities$8,947,0004,819
U.S. Treasury securities$01,152
U.S. Government agency obligations$8,947,0004,717
Securities issued by states & political subdivisions$10,359,0002,835
Other domestic debt securities$19,040,000465
Privately issued residential mortgage-backed securities$11,364,000161
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$7,676,000561
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$15,296,0002,602
Mortgage-backed securities$15,137,0002,719
Certificates of participation in pools of residential mortgages$05,540
Issued or guaranteed by U.S.$05,530
Privately issued$083
Collaterized mortgage obligations$15,137,0001,128
CMOs issued by government agencies or sponsored agencies$3,773,0002,027
Privately issued$11,364,000154
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)$38,346,0002,951
Total debt securities$38,346,0003,181
Structured notes
Amortized cost$157,0002,316
Fair value$176,0002,307
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$38,361,0003,231
U.S. Government securities$9,001,0004,869
U.S. Treasury securities$01,161
U.S. Government agency obligations$9,001,0004,767
Securities issued by states & political subdivisions$10,763,0002,755
Other domestic debt securities$18,597,000482
Privately issued residential mortgage-backed securities$10,947,000179
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$7,650,000561
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$15,337,0002,621
Mortgage-backed securities$14,725,0002,790
Certificates of participation in pools of residential mortgages$05,582
Issued or guaranteed by U.S.$05,574
Privately issued$083
Collaterized mortgage obligations$14,725,0001,199
CMOs issued by government agencies or sponsored agencies$3,778,0002,076
Privately issued$10,947,000173
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)$38,361,0002,985
Total debt securities$38,361,0003,205
Structured notes
Amortized cost$156,0002,367
Fair value$180,0002,350
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$38,407,0003,178
U.S. Government securities$7,693,0005,059
U.S. Treasury securities$01,135
U.S. Government agency obligations$7,693,0004,959
Securities issued by states & political subdivisions$12,246,0002,523
Other domestic debt securities$18,468,000471
Privately issued residential mortgage-backed securities$10,836,000192
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$7,632,000540
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$19,254,0002,261
Mortgage-backed securities$13,269,0002,950
Certificates of participation in pools of residential mortgages$05,614
Issued or guaranteed by U.S.$05,608
Privately issued$085
Collaterized mortgage obligations$13,269,0001,289
CMOs issued by government agencies or sponsored agencies$2,433,0002,443
Privately issued$10,836,000186
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)$38,407,0002,943
Total debt securities$38,408,0003,151
Structured notes
Amortized cost$156,0002,412
Fair value$177,0002,399
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$39,076,0003,183
U.S. Government securities$5,952,0005,521
U.S. Treasury securities$01,086
U.S. Government agency obligations$5,952,0005,404
Securities issued by states & political subdivisions$13,356,0002,370
Other domestic debt securities$19,768,000462
Privately issued residential mortgage-backed securities$11,620,000198
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$8,148,000542
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$17,939,0002,395
Mortgage-backed securities$12,261,0003,192
Certificates of participation in pools of residential mortgages$05,717
Issued or guaranteed by U.S.$05,706
Privately issued$088
Collaterized mortgage obligations$12,261,0001,411
CMOs issued by government agencies or sponsored agencies$641,0003,146
Privately issued$11,620,000193
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)$39,076,0002,948
Total debt securities$39,075,0003,151
Structured notes
Amortized cost$845,0001,989
Fair value$872,0001,979
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$40,064,0003,135
U.S. Government securities$6,842,0005,434
U.S. Treasury securities$01,068
U.S. Government agency obligations$6,842,0005,328
Securities issued by states & political subdivisions$13,306,0002,331
Other domestic debt securities$19,916,000457
Privately issued residential mortgage-backed securities$11,351,000220
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$8,565,000533
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$17,768,0002,462
Mortgage-backed securities$12,887,0003,152
Certificates of participation in pools of residential mortgages$05,754
Issued or guaranteed by U.S.$05,744
Privately issued$094
Collaterized mortgage obligations$12,887,0001,406
CMOs issued by government agencies or sponsored agencies$1,536,0002,800
Privately issued$11,351,000213
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)$40,064,0002,894
Total debt securities$40,064,0003,108
Structured notes
Amortized cost$844,0002,250
Fair value$860,0002,229
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$45,886,0002,867
U.S. Government securities$7,448,0005,420
U.S. Treasury securities$01,157
U.S. Government agency obligations$7,448,0005,319
Securities issued by states & political subdivisions$18,217,0001,768
Other domestic debt securities$20,221,000455
Privately issued residential mortgage-backed securities$11,679,000231
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$8,542,000527
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$18,712,0002,377
Mortgage-backed securities$14,093,0003,029
Certificates of participation in pools of residential mortgages$05,796
Issued or guaranteed by U.S.$05,788
Privately issued$094
Collaterized mortgage obligations$14,093,0001,372
CMOs issued by government agencies or sponsored agencies$2,414,0002,556
Privately issued$11,679,000221
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)$45,886,0002,622
Total debt securities$45,886,0002,844
Structured notes
Amortized cost$843,0002,495
Fair value$856,0002,481
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$43,095,0002,923
U.S. Government securities$8,536,0005,188
U.S. Treasury securities$01,076
U.S. Government agency obligations$8,536,0005,095
Securities issued by states & political subdivisions$16,208,0001,924
Other domestic debt securities$18,351,000514
Privately issued residential mortgage-backed securities$11,610,000282
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$6,741,000570
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$18,748,0002,245
Mortgage-backed securities$14,786,0002,895
Certificates of participation in pools of residential mortgages$05,792
Issued or guaranteed by U.S.$05,781
Privately issued$0121
Collaterized mortgage obligations$14,786,0001,307
CMOs issued by government agencies or sponsored agencies$3,176,0002,271
Privately issued$11,610,000274
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)$43,095,0002,671
Total debt securities$43,095,0002,902
Structured notes
Amortized cost$842,0002,401
Fair value$803,0002,413
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$40,594,0002,957
U.S. Government securities$9,763,0004,941
U.S. Treasury securities$01,126
U.S. Government agency obligations$9,763,0004,844
Securities issued by states & political subdivisions$13,963,0002,069
Other domestic debt securities$16,868,000531
Privately issued residential mortgage-backed securities$12,349,000285
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$4,519,000702
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$19,401,0002,173
Mortgage-backed securities$16,736,0002,683
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.$05,805
Privately issued$0132
Collaterized mortgage obligations$16,736,0001,196
CMOs issued by government agencies or sponsored agencies$4,387,0002,003
Privately issued$12,349,000274
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)$40,594,0002,713
Total debt securities$40,594,0002,930
Structured notes
Amortized cost$841,0002,471
Fair value$865,0002,468
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$40,368,0002,989
U.S. Government securities$10,513,0004,944
U.S. Treasury securities$01,225
U.S. Government agency obligations$10,513,0004,833
Securities issued by states & political subdivisions$12,698,0002,158
Other domestic debt securities$17,157,000509
Privately issued residential mortgage-backed securities$13,319,000289
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$3,838,000720
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$17,188,0002,383
Mortgage-backed securities$18,607,0002,453
Certificates of participation in pools of residential mortgages$15,0005,676
Issued or guaranteed by U.S.$15,0005,670
Privately issued$0125
Collaterized mortgage obligations$18,592,0001,094
CMOs issued by government agencies or sponsored agencies$5,273,0001,845
Privately issued$13,319,000280
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)$40,368,0002,725
Total debt securities$40,368,0002,967
Structured notes
Amortized cost$840,0002,653
Fair value$879,0002,643
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$40,913,0002,924
U.S. Government securities$11,203,0004,814
U.S. Treasury securities$01,272
U.S. Government agency obligations$11,203,0004,688
Securities issued by states & political subdivisions$12,155,0002,198
Other domestic debt securities$17,555,000514
Privately issued residential mortgage-backed securities$13,778,000295
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$3,777,000744
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$17,378,0002,363
Mortgage-backed securities$19,968,0002,298
Certificates of participation in pools of residential mortgages$55,0005,555
Issued or guaranteed by U.S.$55,0005,545
Privately issued$0136
Collaterized mortgage obligations$19,913,0001,033
CMOs issued by government agencies or sponsored agencies$6,135,0001,670
Privately issued$13,778,000284
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)$40,913,0002,653
Total debt securities$40,914,0002,903
Structured notes
Amortized cost$839,0002,711
Fair value$858,0002,704
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$35,450,0003,140
U.S. Government securities$10,510,0004,779
U.S. Treasury securities$01,275
U.S. Government agency obligations$10,510,0004,657
Securities issued by states & political subdivisions$10,401,0002,401
Other domestic debt securities$14,539,000602
Privately issued residential mortgage-backed securities$10,500,000368
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$4,039,000698
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$15,220,0002,528
Mortgage-backed securities$17,010,0002,429
Certificates of participation in pools of residential mortgages$109,0005,432
Issued or guaranteed by U.S.$109,0005,419
Privately issued$0141
Collaterized mortgage obligations$16,901,0001,129
CMOs issued by government agencies or sponsored agencies$6,401,0001,618
Privately issued$10,500,000353
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)$35,450,0002,860
Total debt securities$35,451,0003,119
Structured notes
Amortized cost$597,0002,704
Fair value$620,0002,689
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$31,721,0003,354
U.S. Government securities$7,341,0005,340
U.S. Treasury securities$01,180
U.S. Government agency obligations$7,341,0005,220
Securities issued by states & political subdivisions$9,296,0002,487
Other domestic debt securities$15,084,000593
Privately issued residential mortgage-backed securities$11,031,000380
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$4,053,000699
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$16,414,0002,432
Mortgage-backed securities$18,372,0002,317
Certificates of participation in pools of residential mortgages$154,0005,389
Issued or guaranteed by U.S.$154,0005,376
Privately issued$0141
Collaterized mortgage obligations$18,218,0001,057
CMOs issued by government agencies or sponsored agencies$7,187,0001,496
Privately issued$11,031,000365
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)$31,721,0003,051
Total debt securities$31,721,0003,323
Structured notes
Amortized cost$598,0002,752
Fair value$629,0002,736
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$32,763,0003,282
U.S. Government securities$8,167,0005,304
U.S. Treasury securities$01,121
U.S. Government agency obligations$8,167,0005,191
Securities issued by states & political subdivisions$9,369,0002,358
Other domestic debt securities$15,227,000586
Privately issued residential mortgage-backed securities$11,254,000402
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$3,973,000684
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$16,742,0002,420
Mortgage-backed securities$19,421,0002,247
Certificates of participation in pools of residential mortgages$203,0005,385
Issued or guaranteed by U.S.$203,0005,372
Privately issued$0148
Collaterized mortgage obligations$19,218,000989
CMOs issued by government agencies or sponsored agencies$7,964,0001,362
Privately issued$11,254,000386
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)$32,763,0002,970
Total debt securities$32,763,0003,246
Structured notes
Amortized cost$597,0002,837
Fair value$608,0002,821
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$34,235,0003,213
U.S. Government securities$9,771,0005,063
U.S. Treasury securities$01,130
U.S. Government agency obligations$9,771,0004,960
Securities issued by states & political subdivisions$9,403,0002,326
Other domestic debt securities$15,061,000613
Privately issued residential mortgage-backed securities$11,373,000421
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$3,688,000741
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$18,112,0002,361
Mortgage-backed securities$21,144,0002,189
Certificates of participation in pools of residential mortgages$290,0005,399
Issued or guaranteed by U.S.$290,0005,388
Privately issued$0145
Collaterized mortgage obligations$20,854,000911
CMOs issued by government agencies or sponsored agencies$9,481,0001,192
Privately issued$11,373,000402
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$13,091,000934
Available-for-sale securities (fair market value)$21,144,0003,919
Total debt securities$34,235,0003,186
Structured notes
Amortized cost$595,0002,617
Fair value$592,0002,616
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$38,308,0002,948
U.S. Government securities$10,329,0004,920
U.S. Treasury securities$01,077
U.S. Government agency obligations$10,329,0004,817
Securities issued by states & political subdivisions$10,902,0002,116
Other domestic debt securities$17,077,000590
Privately issued residential mortgage-backed securities$12,925,000405
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$4,152,000699
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$23,411,0002,024
Mortgage-backed securities$23,254,0002,081
Certificates of participation in pools of residential mortgages$337,0005,424
Issued or guaranteed by U.S.$337,0005,411
Privately issued$0157
Collaterized mortgage obligations$22,917,000863
CMOs issued by government agencies or sponsored agencies$9,992,0001,132
Privately issued$12,925,000388
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$15,054,000865
Available-for-sale securities (fair market value)$23,254,0003,671
Total debt securities$38,301,0002,922
Structured notes
Amortized cost$594,0002,360
Fair value$601,0002,353
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$46,137,0002,539
U.S. Government securities$15,648,0004,040
U.S. Treasury securities$4,999,000366
U.S. Government agency obligations$10,649,0004,789
Securities issued by states & political subdivisions$10,988,0002,119
Other domestic debt securities$19,501,000579
Privately issued residential mortgage-backed securities$15,851,000394
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$3,650,000790
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$21,359,0002,115
Mortgage-backed securities$26,500,0001,942
Certificates of participation in pools of residential mortgages$384,0005,458
Issued or guaranteed by U.S.$384,0005,442
Privately issued$0171
Collaterized mortgage obligations$26,116,000779
CMOs issued by government agencies or sponsored agencies$10,265,0001,104
Privately issued$15,851,000377
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$14,638,000904
Available-for-sale securities (fair market value)$31,499,0003,042
Total debt securities$46,136,0002,510
Structured notes
Amortized cost$101,0002,412
Fair value$107,0002,409
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$49,353,0002,349
U.S. Government securities$15,979,0003,977
U.S. Treasury securities$4,996,000357
U.S. Government agency obligations$10,983,0004,729
Securities issued by states & political subdivisions$10,167,0002,181
Other domestic debt securities$23,207,000539
Privately issued residential mortgage-backed securities$19,835,000352
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$3,372,000852
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$21,506,0002,109
Mortgage-backed securities$30,818,0001,751
Certificates of participation in pools of residential mortgages$441,0005,481
Issued or guaranteed by U.S.$441,0005,463
Privately issued$0181
Collaterized mortgage obligations$30,377,000695
CMOs issued by government agencies or sponsored agencies$10,542,0001,059
Privately issued$19,835,000340
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$13,539,000962
Available-for-sale securities (fair market value)$35,814,0002,723
Total debt securities$49,353,0002,315
Structured notes
Amortized cost$99,0001,954
Fair value$110,0001,944
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$42,691,0002,641
U.S. Government securities$9,707,0005,140
U.S. Treasury securities$0981
U.S. Government agency obligations$9,707,0005,056
Securities issued by states & political subdivisions$9,564,0002,196
Other domestic debt securities$23,420,000512
Privately issued residential mortgage-backed securities$21,959,000341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,461,0001,337
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$15,169,0002,712
Mortgage-backed securities$31,666,0001,734
Certificates of participation in pools of residential mortgages$487,0005,504
Issued or guaranteed by U.S.$487,0005,488
Privately issued$0191
Collaterized mortgage obligations$31,179,000683
CMOs issued by government agencies or sponsored agencies$9,220,0001,128
Privately issued$21,959,000328
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,025,0001,100
Available-for-sale securities (fair market value)$31,666,0002,963
Total debt securities$42,692,0002,608
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$38,765,0002,854
U.S. Government securities$7,972,0005,605
U.S. Treasury securities$0973
U.S. Government agency obligations$7,972,0005,527
Securities issued by states & political subdivisions$7,241,0002,576
Other domestic debt securities$23,552,000473
Privately issued residential mortgage-backed securities$23,272,000310
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$280,0002,126
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$21,055,0002,211
Mortgage-backed securities$27,982,0001,865
Certificates of participation in pools of residential mortgages$520,0005,477
Issued or guaranteed by U.S.$520,0005,461
Privately issued$0188
Collaterized mortgage obligations$27,462,000713
CMOs issued by government agencies or sponsored agencies$4,190,0001,618
Privately issued$23,272,000300
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,521,0001,347
Available-for-sale securities (fair market value)$31,244,0002,989
Total debt securities$38,765,0002,820
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$33,665,0003,121
U.S. Government securities$12,953,0004,547
U.S. Treasury securities$01,019
U.S. Government agency obligations$12,953,0004,467
Securities issued by states & political subdivisions$5,115,0003,062
Other domestic debt securities$15,597,000620
Privately issued residential mortgage-backed securities$15,304,000402
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$293,0002,084
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$24,163,0001,993
Mortgage-backed securities$20,189,0002,234
Certificates of participation in pools of residential mortgages$564,0005,440
Issued or guaranteed by U.S.$564,0005,425
Privately issued$0192
Collaterized mortgage obligations$19,625,000842
CMOs issued by government agencies or sponsored agencies$4,321,0001,509
Privately issued$15,304,000386
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,115,0001,622
Available-for-sale securities (fair market value)$28,550,0003,112
Total debt securities$33,666,0003,088
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$28,086,0003,615
U.S. Government securities$12,206,0004,705
U.S. Treasury securities$01,021
U.S. Government agency obligations$12,206,0004,621
Securities issued by states & political subdivisions$4,382,0003,302
Other domestic debt securities$11,498,000804
Privately issued residential mortgage-backed securities$11,498,000475
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,597,0002,275
Mortgage-backed securities$16,418,0002,543
Certificates of participation in pools of residential mortgages$611,0005,428
Issued or guaranteed by U.S.$611,0005,406
Privately issued$0202
Collaterized mortgage obligations$15,807,000955
CMOs issued by government agencies or sponsored agencies$4,309,0001,516
Privately issued$11,498,000450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,382,0001,725
Available-for-sale securities (fair market value)$23,704,0003,566
Total debt securities$28,087,0003,575
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$26,701,0003,720
U.S. Government securities$13,272,0004,513
U.S. Treasury securities$01,044
U.S. Government agency obligations$13,272,0004,434
Securities issued by states & political subdivisions$4,475,0003,276
Other domestic debt securities$8,954,000895
Privately issued residential mortgage-backed securities$8,954,000516
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,762,0002,672
Mortgage-backed securities$14,154,0002,678
Certificates of participation in pools of residential mortgages$662,0005,346
Issued or guaranteed by U.S.$662,0005,320
Privately issued$0205
Collaterized mortgage obligations$13,492,0001,041
CMOs issued by government agencies or sponsored agencies$4,538,0001,460
Privately issued$8,954,000489
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,475,0001,733
Available-for-sale securities (fair market value)$22,226,0003,728
Total debt securities$26,700,0003,669
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$17,631,0004,768
U.S. Government securities$12,874,0004,706
U.S. Treasury securities$01,146
U.S. Government agency obligations$12,874,0004,606
Securities issued by states & political subdivisions$4,457,0003,262
Other domestic debt securities$300,0002,605
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$300,0001,919
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$13,425,0002,869
Mortgage-backed securities$6,159,0003,575
Certificates of participation in pools of residential mortgages$705,0005,139
Issued or guaranteed by U.S.$705,0005,118
Privately issued$0191
Collaterized mortgage obligations$5,454,0001,562
CMOs issued by government agencies or sponsored agencies$5,454,0001,299
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,757,0001,743
Available-for-sale securities (fair market value)$12,874,0004,971
Total debt securities$17,630,0004,718
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$20,294,0004,454
U.S. Government securities$15,556,0004,274
U.S. Treasury securities$01,235
U.S. Government agency obligations$15,556,0004,184
Securities issued by states & political subdivisions$4,439,0003,263
Other domestic debt securities$299,0002,571
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$299,0001,903
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$16,841,0002,480
Mortgage-backed securities$5,567,0003,548
Certificates of participation in pools of residential mortgages$756,0004,995
Issued or guaranteed by U.S.$756,0004,980
Privately issued$0194
Collaterized mortgage obligations$4,811,0001,600
CMOs issued by government agencies or sponsored agencies$4,811,0001,334
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,738,0001,794
Available-for-sale securities (fair market value)$15,556,0004,522
Total debt securities$20,294,0004,397
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$22,688,0004,132
U.S. Government securities$17,967,0003,934
U.S. Treasury securities$01,362
U.S. Government agency obligations$17,967,0003,834
Securities issued by states & political subdivisions$4,422,0003,256
Other domestic debt securities$299,0002,515
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$299,0001,869
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$19,203,0002,261
Mortgage-backed securities$5,812,0003,438
Certificates of participation in pools of residential mortgages$853,0004,932
Issued or guaranteed by U.S.$853,0004,917
Privately issued$0207
Collaterized mortgage obligations$4,959,0001,554
CMOs issued by government agencies or sponsored agencies$4,959,0001,304
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,721,0001,808
Available-for-sale securities (fair market value)$17,967,0004,193
Total debt securities$22,686,0004,093
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$23,011,0004,106
U.S. Government securities$18,506,0003,855
U.S. Treasury securities$01,448
U.S. Government agency obligations$18,506,0003,760
Securities issued by states & political subdivisions$4,505,0003,231
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,731,0002,223
Mortgage-backed securities$6,332,0003,295
Certificates of participation in pools of residential mortgages$993,0004,821
Issued or guaranteed by U.S.$993,0004,802
Privately issued$0218
Collaterized mortgage obligations$5,339,0001,473
CMOs issued by government agencies or sponsored agencies$5,339,0001,231
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,505,0001,872
Available-for-sale securities (fair market value)$18,506,0004,140
Total debt securities$23,011,0004,054
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$22,862,0004,170
U.S. Government securities$18,375,0003,950
U.S. Treasury securities$01,498
U.S. Government agency obligations$18,375,0003,846
Securities issued by states & political subdivisions$4,487,0003,263
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,570,0002,245
Mortgage-backed securities$6,697,0003,220
Certificates of participation in pools of residential mortgages$1,113,0004,716
Issued or guaranteed by U.S.$1,113,0004,700
Privately issued$0208
Collaterized mortgage obligations$5,584,0001,441
CMOs issued by government agencies or sponsored agencies$5,584,0001,211
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,487,0001,909
Available-for-sale securities (fair market value)$18,375,0004,207
Total debt securities$22,863,0004,119
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$22,287,0004,277
U.S. Government securities$17,818,0004,068
U.S. Treasury securities$01,574
U.S. Government agency obligations$17,818,0003,955
Securities issued by states & political subdivisions$4,469,0003,250
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,182,0002,258
Mortgage-backed securities$7,209,0003,087
Certificates of participation in pools of residential mortgages$1,251,0004,625
Issued or guaranteed by U.S.$1,251,0004,599
Privately issued$0214
Collaterized mortgage obligations$5,958,0001,355
CMOs issued by government agencies or sponsored agencies$5,958,0001,146
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,469,0001,962
Available-for-sale securities (fair market value)$17,818,0004,292
Total debt securities$22,294,0004,226
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$22,806,0004,204
U.S. Government securities$18,354,0004,002
U.S. Treasury securities$01,634
U.S. Government agency obligations$18,354,0003,877
Securities issued by states & political subdivisions$4,452,0003,241
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,742,0002,189
Mortgage-backed securities$7,883,0002,964
Certificates of participation in pools of residential mortgages$1,405,0004,549
Issued or guaranteed by U.S.$1,405,0004,528
Privately issued$0211
Collaterized mortgage obligations$6,478,0001,286
CMOs issued by government agencies or sponsored agencies$6,478,0001,080
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,452,0001,981
Available-for-sale securities (fair market value)$18,354,0004,177
Total debt securities$22,806,0004,142
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$24,078,0004,124
U.S. Government securities$19,554,0003,871
U.S. Treasury securities$01,715
U.S. Government agency obligations$19,554,0003,751
Securities issued by states & political subdivisions$4,524,0003,238
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,881,0002,073
Mortgage-backed securities$9,009,0002,820
Certificates of participation in pools of residential mortgages$1,614,0004,442
Issued or guaranteed by U.S.$1,614,0004,426
Privately issued$0205
Collaterized mortgage obligations$7,395,0001,212
CMOs issued by government agencies or sponsored agencies$7,395,0001,019
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,524,0001,997
Available-for-sale securities (fair market value)$19,554,0004,057
Total debt securities$24,077,0004,066
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$29,443,0003,606
U.S. Government securities$23,936,0003,336
U.S. Treasury securities$01,737
U.S. Government agency obligations$23,936,0003,225
Securities issued by states & political subdivisions$4,507,0003,237
Other domestic debt securities$1,000,0002,085
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$1,000,0001,600
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$25,311,0001,760
Mortgage-backed securities$13,348,0002,303
Certificates of participation in pools of residential mortgages$1,852,0004,332
Issued or guaranteed by U.S.$1,852,0004,314
Privately issued$0216
Collaterized mortgage obligations$11,496,000956
CMOs issued by government agencies or sponsored agencies$11,496,000784
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)$4,507,0002,040
Available-for-sale securities (fair market value)$24,936,0003,510
Total debt securities$29,439,0003,555
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$27,607,0003,758
U.S. Government securities$22,118,0003,489
U.S. Treasury securities$01,786
U.S. Government agency obligations$22,118,0003,360
Securities issued by states & political subdivisions$4,489,0003,235
Other domestic debt securities$1,000,0002,131
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$1,000,0001,672
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$23,471,0001,830
Mortgage-backed securities$13,920,0002,260
Certificates of participation in pools of residential mortgages$2,161,0004,194
Issued or guaranteed by U.S.$2,161,0004,181
Privately issued$0225
Collaterized mortgage obligations$11,759,000951
CMOs issued by government agencies or sponsored agencies$11,759,000794
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)$4,489,0002,053
Available-for-sale securities (fair market value)$23,118,0003,644
Total debt securities$27,610,0003,695
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$30,261,0003,557
U.S. Government securities$24,788,0003,257
U.S. Treasury securities$01,839
U.S. Government agency obligations$24,788,0003,137
Securities issued by states & political subdivisions$4,473,0003,227
Other domestic debt securities$1,000,0002,197
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0001,752
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$26,137,0001,659
Mortgage-backed securities$16,496,0002,085
Certificates of participation in pools of residential mortgages$2,509,0004,108
Issued or guaranteed by U.S.$2,509,0004,092
Privately issued$0223
Collaterized mortgage obligations$13,987,000874
CMOs issued by government agencies or sponsored agencies$13,987,000725
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)$4,473,0002,090
Available-for-sale securities (fair market value)$25,788,0003,437
Total debt securities$30,260,0003,510
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$32,049,0003,445
U.S. Government securities$26,589,0003,124
U.S. Treasury securities$01,963
U.S. Government agency obligations$26,589,0003,003
Securities issued by states & political subdivisions$4,460,0003,215
Other domestic debt securities$1,000,0002,253
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0001,837
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$28,003,0001,588
Mortgage-backed securities$18,442,0002,011
Certificates of participation in pools of residential mortgages$2,880,0004,018
Issued or guaranteed by U.S.$2,880,0004,008
Privately issued$0207
Collaterized mortgage obligations$15,562,000850
CMOs issued by government agencies or sponsored agencies$15,562,000704
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)$4,460,0002,118
Available-for-sale securities (fair market value)$27,589,0003,326
Total debt securities$32,049,0003,394
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$34,966,0003,234
U.S. Government securities$29,519,0002,893
U.S. Treasury securities$01,963
U.S. Government agency obligations$29,519,0002,787
Securities issued by states & political subdivisions$4,447,0003,235
Other domestic debt securities$1,000,0002,324
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0001,922
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$30,932,0001,432
Mortgage-backed securities$21,185,0001,863
Certificates of participation in pools of residential mortgages$3,233,0003,922
Issued or guaranteed by U.S.$3,233,0003,913
Privately issued$0203
Collaterized mortgage obligations$17,952,000796
CMOs issued by government agencies or sponsored agencies$17,952,000654
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)$4,447,0002,129
Available-for-sale securities (fair market value)$30,519,0003,100
Total debt securities$34,966,0003,183
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$37,684,0003,038
U.S. Government securities$32,245,0002,683
U.S. Treasury securities$01,990
U.S. Government agency obligations$32,245,0002,581
Securities issued by states & political subdivisions$4,439,0003,245
Other domestic debt securities$1,000,0002,356
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0001,987
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$33,667,0001,314
Mortgage-backed securities$23,866,0001,726
Certificates of participation in pools of residential mortgages$3,688,0003,785
Issued or guaranteed by U.S.$3,688,0003,779
Privately issued$0225
Collaterized mortgage obligations$20,178,000723
CMOs issued by government agencies or sponsored agencies$20,178,000613
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)$4,439,0002,147
Available-for-sale securities (fair market value)$33,245,0002,885
Total debt securities$37,684,0002,976
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$39,159,0003,004
U.S. Government securities$33,733,0002,601
U.S. Treasury securities$02,098
U.S. Government agency obligations$33,733,0002,501
Securities issued by states & political subdivisions$4,426,0003,264
Other domestic debt securities$1,000,0002,446
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0002,083
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$35,039,0001,252
Mortgage-backed securities$25,476,0001,683
Certificates of participation in pools of residential mortgages$4,144,0003,675
Issued or guaranteed by U.S.$4,144,0003,666
Privately issued$0225
Collaterized mortgage obligations$21,332,000704
CMOs issued by government agencies or sponsored agencies$21,332,000593
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)$4,426,0002,155
Available-for-sale securities (fair market value)$34,733,0002,831
Total debt securities$39,159,0002,938
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$42,468,0002,803
U.S. Government securities$36,654,0002,393
U.S. Treasury securities$02,082
U.S. Government agency obligations$36,654,0002,327
Securities issued by states & political subdivisions$4,814,0003,146
Other domestic debt securities$1,000,0002,542
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0002,167
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$38,040,0001,157
Mortgage-backed securities$28,051,0001,596
Certificates of participation in pools of residential mortgages$4,745,0003,505
Issued or guaranteed by U.S.$4,745,0003,494
Privately issued$0230
Collaterized mortgage obligations$23,306,000690
CMOs issued by government agencies or sponsored agencies$23,306,000581
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)$4,814,0002,068
Available-for-sale securities (fair market value)$37,654,0002,659
Total debt securities$42,468,0002,731
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$38,927,0003,035
U.S. Government securities$32,975,0002,710
U.S. Treasury securities$02,227
U.S. Government agency obligations$32,975,0002,623
Securities issued by states & political subdivisions$4,952,0003,111
Other domestic debt securities$1,000,0002,594
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$1,000,0002,295
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$34,116,0001,263
Mortgage-backed securities$25,820,0001,708
Certificates of participation in pools of residential mortgages$5,245,0003,346
Issued or guaranteed by U.S.$5,245,0003,335
Privately issued$0248
Collaterized mortgage obligations$20,575,000758
CMOs issued by government agencies or sponsored agencies$20,575,000696
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)$4,952,0002,094
Available-for-sale securities (fair market value)$33,975,0002,918
Total debt securities$38,927,0002,973
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$25,379,0004,104
U.S. Government securities$18,368,0004,007
U.S. Treasury securities$02,287
U.S. Government agency obligations$18,368,0003,852
Securities issued by states & political subdivisions$4,947,0003,103
Other domestic debt securities$2,064,0002,087
Privately issued residential mortgage-backed securities$1,064,000626
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0002,415
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$11,780,0002,768
Mortgage-backed securities$14,355,0002,472
Certificates of participation in pools of residential mortgages$5,635,0003,252
Issued or guaranteed by U.S.$5,635,0003,238
Privately issued$0253
Collaterized mortgage obligations$8,720,0001,218
CMOs issued by government agencies or sponsored agencies$7,656,0001,215
Privately issued$1,064,000555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,947,0002,094
Available-for-sale securities (fair market value)$20,432,0004,059
Total debt securities$25,379,0004,017
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$27,414,0003,792
U.S. Government securities$19,809,0003,723
U.S. Treasury securities$02,322
U.S. Government agency obligations$19,809,0003,578
Securities issued by states & political subdivisions$5,528,0002,880
Other domestic debt securities$2,077,0002,147
Privately issued residential mortgage-backed securities$1,077,000652
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0002,465
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$22,107,0001,699
Mortgage-backed securities$18,370,0002,156
Certificates of participation in pools of residential mortgages$5,934,0003,191
Issued or guaranteed by U.S.$5,934,0003,178
Privately issued$0256
Collaterized mortgage obligations$12,436,0001,073
CMOs issued by government agencies or sponsored agencies$11,359,0001,048
Privately issued$1,077,000581
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,528,0001,980
Available-for-sale securities (fair market value)$21,886,0003,855
Total debt securities$27,414,0003,714
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$27,106,0003,793
U.S. Government securities$19,546,0003,762
U.S. Treasury securities$02,382
U.S. Government agency obligations$19,546,0003,600
Securities issued by states & political subdivisions$5,517,0002,779
Other domestic debt securities$2,043,0002,190
Privately issued residential mortgage-backed securities$1,043,000673
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0002,487
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$12,721,0002,615
Mortgage-backed securities$18,005,0002,158
Certificates of participation in pools of residential mortgages$3,149,0004,104
Issued or guaranteed by U.S.$3,149,0004,089
Privately issued$0257
Collaterized mortgage obligations$14,856,0001,000
CMOs issued by government agencies or sponsored agencies$13,813,000967
Privately issued$1,043,000597
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,517,0002,045
Available-for-sale securities (fair market value)$21,589,0003,834
Total debt securities$27,106,0003,718
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$22,402,0004,329
U.S. Government securities$14,341,0004,592
U.S. Treasury securities$02,544
U.S. Government agency obligations$14,341,0004,421
Securities issued by states & political subdivisions$5,507,0002,766
Other domestic debt securities$2,554,0001,977
Privately issued residential mortgage-backed securities$1,554,000603
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0002,507
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$16,967,0002,095
Mortgage-backed securities$14,350,0002,474
Certificates of participation in pools of residential mortgages$4,0007,079
Issued or guaranteed by U.S.$4,0007,056
Privately issued$0252
Collaterized mortgage obligations$14,346,0001,024
CMOs issued by government agencies or sponsored agencies$12,792,0001,011
Privately issued$1,554,000538
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,507,0002,083
Available-for-sale securities (fair market value)$16,895,0004,437
Total debt securities$22,402,0004,241
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$19,196,0004,653
U.S. Government securities$15,417,0004,284
U.S. Treasury securities$03,182
U.S. Government agency obligations$15,417,0004,087
Securities issued by states & political subdivisions$1,660,0004,584
Other domestic debt securities$2,119,0002,180
Privately issued residential mortgage-backed securities$1,119,000772
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0002,520
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$16,697,0002,033
Mortgage-backed securities$16,536,0002,117
Certificates of participation in pools of residential mortgages$7,0007,049
Issued or guaranteed by U.S.$7,0007,025
Privately issued$0260
Collaterized mortgage obligations$16,529,000938
CMOs issued by government agencies or sponsored agencies$15,410,000896
Privately issued$1,119,000698
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,660,0003,393
Available-for-sale securities (fair market value)$17,536,0004,196
Total debt securities$19,196,0004,564
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$26,970,0003,730
U.S. Government securities$20,795,0003,557
U.S. Treasury securities$04,186
U.S. Government agency obligations$20,795,0003,296
Securities issued by states & political subdivisions$1,615,0004,711
Other domestic debt securities$2,832,0001,639
Privately issued residential mortgage-backed securities$1,832,000599
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0002,146
Foreign debt securities$0313
Equity securities$1,728,0001,755
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,579,0001,515
Mortgage-backed securities$22,627,0001,355
Certificates of participation in pools of residential mortgages$10,0006,988
Issued or guaranteed by U.S.$10,0006,965
Privately issued$0308
Collaterized mortgage obligations$22,617,000622
CMOs issued by government agencies or sponsored agencies$20,785,000586
Privately issued$1,832,000529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,615,0004,071
Available-for-sale securities (fair market value)$25,355,0003,176
Total debt securities$25,242,0003,805
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$31,498,0003,441
U.S. Government securities$25,183,0003,215
U.S. Treasury securities$05,412
U.S. Government agency obligations$25,183,0002,872
Securities issued by states & political subdivisions$1,579,0004,996
Other domestic debt securities$3,008,0001,528
Privately issued residential mortgage-backed securities$2,008,000590
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0001,965
Foreign debt securities$0343
Equity securities$1,728,0001,676
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,678,0001,363
Mortgage-backed securities$26,208,0001,338
Certificates of participation in pools of residential mortgages$20,0007,229
Issued or guaranteed by U.S.$20,0007,210
Privately issued$0307
Collaterized mortgage obligations$26,188,000625
CMOs issued by government agencies or sponsored agencies$24,180,000583
Privately issued$2,008,000518
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,579,0004,498
Available-for-sale securities (fair market value)$29,919,0002,836
Total debt securities$29,770,0003,507
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$41,196,0002,770
U.S. Government securities$34,511,0002,477
U.S. Treasury securities$06,820
U.S. Government agency obligations$34,511,0002,082
Securities issued by states & political subdivisions$1,019,0005,738
Other domestic debt securities$4,068,0001,238
Privately issued residential mortgage-backed securities$2,621,000496
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,447,0001,587
Foreign debt securities$0363
Equity securities$1,598,0001,741
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,251,0001,206
Mortgage-backed securities$36,146,0001,135
Certificates of participation in pools of residential mortgages$56,0007,214
Issued or guaranteed by U.S.$56,0007,196
Privately issued$0349
Collaterized mortgage obligations$36,090,000512
CMOs issued by government agencies or sponsored agencies$33,469,000483
Privately issued$2,621,000419
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,019,0005,410
Available-for-sale securities (fair market value)$40,177,0002,114
Total debt securities$39,598,0002,773
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$29,102,0003,734
U.S. Government securities$21,745,0003,831
U.S. Treasury securities$07,921
U.S. Government agency obligations$21,745,0002,999
Securities issued by states & political subdivisions$1,414,0005,229
Other domestic debt securities$3,729,0001,003
Privately issued residential mortgage-backed securities$3,009,000377
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$720,0001,646
Foreign debt securities$0390
Equity securities$2,214,0001,376
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,574,0001,706
Mortgage-backed securities$24,754,0001,440
Certificates of participation in pools of residential mortgages$110,0007,241
Issued or guaranteed by U.S.$110,0007,214
Privately issued$0394
Collaterized mortgage obligations$24,644,000601
CMOs issued by government agencies or sponsored agencies$21,635,000609
Privately issued$3,009,000284
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,524,0005,923
Available-for-sale securities (fair market value)$27,578,0002,803
Total debt securities$26,888,0003,867
Structured notes
Amortized cost$258,0002,428
Fair value$258,0002,427
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$26,939,0004,260
U.S. Government securities$14,909,0005,518
U.S. Treasury securities$08,776
U.S. Government agency obligations$14,909,0004,232
Securities issued by states & political subdivisions$4,078,0003,246
Other domestic debt securities$5,738,000820
Privately issued residential mortgage-backed securities$4,809,000368
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$929,0001,641
Foreign debt securities$0466
Equity securities$2,214,0001,375
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,239,0001,667
Mortgage-backed securities$19,215,0001,914
Certificates of participation in pools of residential mortgages$220,0007,407
Issued or guaranteed by U.S.$220,0007,389
Privately issued$0472
Collaterized mortgage obligations$18,995,000745
CMOs issued by government agencies or sponsored agencies$14,186,000906
Privately issued$4,809,000255
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,351,0004,997
Available-for-sale securities (fair market value)$22,588,0003,467
Total debt securities$24,725,0004,450
Structured notes
Amortized cost$431,0002,912
Fair value$438,0002,899
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$15,506,0006,570
U.S. Government securities$9,026,0007,704
U.S. Treasury securities$3,519,0005,603
U.S. Government agency obligations$5,507,0007,423
Securities issued by states & political subdivisions$2,447,0004,438
Other domestic debt securities$2,447,0001,627
Privately issued residential mortgage-backed securities$752,0001,020
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,695,0001,510
Foreign debt securities$0553
Equity securities$1,586,0001,658
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,858,0003,513
Mortgage-backed securities$5,741,0004,202
Certificates of participation in pools of residential mortgages$432,0007,167
Issued or guaranteed by U.S.$432,0007,132
Privately issued$0558
Collaterized mortgage obligations$5,309,0002,103
CMOs issued by government agencies or sponsored agencies$4,557,0002,172
Privately issued$752,000776
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,869,0006,098
Available-for-sale securities (fair market value)$12,637,0005,390
Total debt securities$13,920,0006,861
Structured notes
Amortized cost$426,0003,835
Fair value$447,0003,797
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$22,973,0005,316
U.S. Government securities$15,143,0006,027
U.S. Treasury securities$12,606,0002,757
U.S. Government agency obligations$2,537,0009,477
Securities issued by states & political subdivisions$2,047,0005,136
Other domestic debt securities$4,197,0001,299
Privately issued residential mortgage-backed securities$2,197,000625
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,000,0001,601
Foreign debt securities$0600
Equity securities$1,586,0001,525
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,259,0004,139
Mortgage-backed securities$4,205,0005,100
Certificates of participation in pools of residential mortgages$556,0007,250
Issued or guaranteed by U.S.$556,0007,223
Privately issued$0564
Collaterized mortgage obligations$3,649,0002,751
CMOs issued by government agencies or sponsored agencies$1,452,0003,897
Privately issued$2,197,000460
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,384,0008,367
Available-for-sale securities (fair market value)$18,589,0003,001
Total debt securities$21,387,0005,511
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$22,137,0005,701
U.S. Government securities$12,946,0006,863
U.S. Treasury securities$7,496,0004,381
U.S. Government agency obligations$5,450,0007,616
Securities issued by states & political subdivisions$1,415,0006,150
Other domestic debt securities$6,813,0001,139
Privately issued residential mortgage-backed securities$4,114,000561
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,699,0001,526
Foreign debt securities$0649
Equity securities$963,0002,179
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,050,0003,299
Mortgage-backed securities$6,478,0004,623
Certificates of participation in pools of residential mortgages$838,0007,375
Issued or guaranteed by U.S.$838,0007,324
Privately issued$0731
Collaterized mortgage obligations$5,640,0002,450
CMOs issued by government agencies or sponsored agencies$1,526,0004,230
Privately issued$4,114,000370
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$21,174,0005,755
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$30,904,0004,337
U.S. Government securities$16,209,0005,909
U.S. Treasury securities$12,032,0003,027
U.S. Government agency obligations$4,177,0008,573
Securities issued by states & political subdivisions$1,214,0006,182
Other domestic debt securities$13,160,000852
Privately issued residential mortgage-backed securities$8,254,000493
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,906,0001,220
Foreign debt securities$0699
Equity securities$321,0003,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,747,0002,339
Mortgage-backed securities$9,242,0003,928
Certificates of participation in pools of residential mortgages$988,0007,548
Issued or guaranteed by U.S.$988,0007,493
Privately issued$0831
Collaterized mortgage obligations$8,254,0001,936
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$8,254,000308
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$30,583,0004,283
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