Flathead Bank of Bigfork, Montana, Securities

2016-06-30Rank
Total securities$98,113,0001,407
U.S. Government securities$64,184,0001,315
U.S. Treasury securities$01,253
U.S. Government agency obligations$64,184,0001,262
Securities issued by states & political subdivisions$33,929,0001,187
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,236,0001,878
Mortgage-backed securities$41,793,0001,278
Certificates of participation in pools of residential mortgages$32,235,0001,102
Issued or guaranteed by U.S.$32,235,0001,098
Privately issued$071
Collaterized mortgage obligations$9,558,0001,197
CMOs issued by government agencies or sponsored agencies$9,558,0001,138
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$30,236,000575
Available-for-sale securities (fair market value)$67,877,0001,743
Total debt securities$98,113,0001,389
Structured notes
Amortized cost$6,134,000231
Fair value$6,138,000233
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$108,665,0001,286
U.S. Government securities$60,463,0001,432
U.S. Treasury securities$01,296
U.S. Government agency obligations$60,463,0001,370
Securities issued by states & political subdivisions$47,198,000852
Other domestic debt securities$1,004,0001,613
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$1,004,0001,295
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$23,354,0001,952
Mortgage-backed securities$44,910,0001,225
Certificates of participation in pools of residential mortgages$34,371,0001,051
Issued or guaranteed by U.S.$34,371,0001,050
Privately issued$066
Collaterized mortgage obligations$10,539,0001,136
CMOs issued by government agencies or sponsored agencies$10,539,0001,082
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$30,333,000588
Available-for-sale securities (fair market value)$78,332,0001,561
Total debt securities$108,665,0001,264
Structured notes
Amortized cost$5,142,000320
Fair value$5,146,000319
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$116,591,0001,223
U.S. Government securities$68,510,0001,311
U.S. Treasury securities$01,367
U.S. Government agency obligations$68,510,0001,251
Securities issued by states & political subdivisions$47,081,000855
Other domestic debt securities$1,000,0001,614
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$1,000,0001,293
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$22,078,0002,024
Mortgage-backed securities$45,277,0001,236
Certificates of participation in pools of residential mortgages$34,264,0001,062
Issued or guaranteed by U.S.$34,264,0001,060
Privately issued$066
Collaterized mortgage obligations$11,013,0001,118
CMOs issued by government agencies or sponsored agencies$11,013,0001,063
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$27,464,000650
Available-for-sale securities (fair market value)$89,127,0001,390
Total debt securities$116,591,0001,204
Structured notes
Amortized cost$9,597,000228
Fair value$9,585,000225
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$114,920,0001,242
U.S. Government securities$71,200,0001,262
U.S. Treasury securities$01,303
U.S. Government agency obligations$71,200,0001,207
Securities issued by states & political subdivisions$42,715,000935
Other domestic debt securities$1,005,0001,611
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$1,005,0001,280
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$19,566,0002,207
Mortgage-backed securities$47,216,0001,191
Certificates of participation in pools of residential mortgages$35,130,0001,035
Issued or guaranteed by U.S.$35,130,0001,034
Privately issued$065
Collaterized mortgage obligations$12,086,0001,078
CMOs issued by government agencies or sponsored agencies$12,086,0001,026
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$23,117,000712
Available-for-sale securities (fair market value)$91,803,0001,354
Total debt securities$114,920,0001,224
Structured notes
Amortized cost$10,609,000246
Fair value$10,617,000244
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$111,284,0001,302
U.S. Government securities$70,573,0001,318
U.S. Treasury securities$01,348
U.S. Government agency obligations$70,573,0001,256
Securities issued by states & political subdivisions$39,721,000989
Other domestic debt securities$990,0001,675
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$990,0001,348
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$20,373,0002,191
Mortgage-backed securities$47,056,0001,240
Certificates of participation in pools of residential mortgages$35,880,0001,054
Issued or guaranteed by U.S.$35,880,0001,053
Privately issued$067
Collaterized mortgage obligations$11,176,0001,166
CMOs issued by government agencies or sponsored agencies$11,176,0001,114
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$19,638,000793
Available-for-sale securities (fair market value)$91,646,0001,367
Total debt securities$111,284,0001,276
Structured notes
Amortized cost$10,126,000289
Fair value$10,091,000288
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$118,750,0001,232
U.S. Government securities$81,978,0001,182
U.S. Treasury securities$01,327
U.S. Government agency obligations$81,978,0001,113
Securities issued by states & political subdivisions$35,779,0001,074
Other domestic debt securities$993,0001,715
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$993,0001,372
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$22,508,0002,078
Mortgage-backed securities$48,460,0001,215
Certificates of participation in pools of residential mortgages$36,047,0001,053
Issued or guaranteed by U.S.$36,047,0001,052
Privately issued$070
Collaterized mortgage obligations$12,413,0001,139
CMOs issued by government agencies or sponsored agencies$12,413,0001,084
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$14,693,000915
Available-for-sale securities (fair market value)$104,057,0001,226
Total debt securities$118,750,0001,214
Structured notes
Amortized cost$18,892,000177
Fair value$18,847,000178
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$111,631,0001,291
U.S. Government securities$80,476,0001,205
U.S. Treasury securities$01,361
U.S. Government agency obligations$80,476,0001,136
Securities issued by states & political subdivisions$30,160,0001,280
Other domestic debt securities$995,0001,717
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$995,0001,375
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$20,961,0002,169
Mortgage-backed securities$49,596,0001,214
Certificates of participation in pools of residential mortgages$36,128,0001,070
Issued or guaranteed by U.S.$36,128,0001,068
Privately issued$075
Collaterized mortgage obligations$13,468,0001,119
CMOs issued by government agencies or sponsored agencies$13,468,0001,060
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$8,873,0001,131
Available-for-sale securities (fair market value)$102,758,0001,223
Total debt securities$111,621,0001,275
Structured notes
Amortized cost$13,748,000247
Fair value$13,694,000246
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$107,581,0001,350
U.S. Government securities$73,218,0001,325
U.S. Treasury securities$01,381
U.S. Government agency obligations$73,218,0001,260
Securities issued by states & political subdivisions$33,355,0001,157
Other domestic debt securities$1,008,0001,730
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$1,008,0001,362
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$21,635,0002,132
Mortgage-backed securities$47,884,0001,280
Certificates of participation in pools of residential mortgages$35,118,0001,130
Issued or guaranteed by U.S.$35,118,0001,130
Privately issued$073
Collaterized mortgage obligations$12,766,0001,173
CMOs issued by government agencies or sponsored agencies$12,766,0001,118
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$9,301,0001,124
Available-for-sale securities (fair market value)$98,280,0001,320
Total debt securities$107,582,0001,334
Structured notes
Amortized cost$10,016,000388
Fair value$9,930,000391
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$99,330,0001,493
U.S. Government securities$65,187,0001,496
U.S. Treasury securities$01,342
U.S. Government agency obligations$65,187,0001,429
Securities issued by states & political subdivisions$33,145,0001,179
Other domestic debt securities$998,0001,823
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$998,0001,450
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$19,556,0002,288
Mortgage-backed securities$44,608,0001,386
Certificates of participation in pools of residential mortgages$34,406,0001,180
Issued or guaranteed by U.S.$34,406,0001,180
Privately issued$075
Collaterized mortgage obligations$10,193,0001,346
CMOs issued by government agencies or sponsored agencies$10,193,0001,279
Privately issued$0840
Commercial mortgage-backed securities$9,000998
Commercial mortgage pass-through securities$9,000717
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$9,874,0001,104
Available-for-sale securities (fair market value)$89,456,0001,471
Total debt securities$99,330,0001,475
Structured notes
Amortized cost$8,239,000490
Fair value$8,123,000485
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$79,173,0001,851
U.S. Government securities$45,845,0002,041
U.S. Treasury securities$01,198
U.S. Government agency obligations$45,845,0001,983
Securities issued by states & political subdivisions$32,332,0001,200
Other domestic debt securities$996,0001,868
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$996,0001,480
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$21,022,0002,178
Mortgage-backed securities$34,079,0001,690
Certificates of participation in pools of residential mortgages$24,275,0001,535
Issued or guaranteed by U.S.$24,275,0001,534
Privately issued$076
Collaterized mortgage obligations$9,794,0001,374
CMOs issued by government agencies or sponsored agencies$9,794,0001,307
Privately issued$0874
Commercial mortgage-backed securities$10,000988
Commercial mortgage pass-through securities$10,000718
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$9,897,0001,104
Available-for-sale securities (fair market value)$69,276,0001,869
Total debt securities$79,173,0001,827
Structured notes
Amortized cost$6,265,000623
Fair value$6,050,000622
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$80,893,0001,817
U.S. Government securities$48,027,0001,937
U.S. Treasury securities$01,131
U.S. Government agency obligations$48,027,0001,884
Securities issued by states & political subdivisions$31,874,0001,215
Other domestic debt securities$992,0001,915
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$992,0001,512
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$21,855,0002,113
Mortgage-backed securities$36,371,0001,605
Certificates of participation in pools of residential mortgages$25,642,0001,493
Issued or guaranteed by U.S.$25,642,0001,492
Privately issued$081
Collaterized mortgage obligations$10,717,0001,318
CMOs issued by government agencies or sponsored agencies$10,717,0001,249
Privately issued$0906
Commercial mortgage-backed securities$12,000927
Commercial mortgage pass-through securities$12,000663
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$9,919,0001,091
Available-for-sale securities (fair market value)$70,974,0001,821
Total debt securities$80,892,0001,796
Structured notes
Amortized cost$6,298,000612
Fair value$5,938,000611
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$81,491,0001,831
U.S. Government securities$48,156,0001,943
U.S. Treasury securities$01,131
U.S. Government agency obligations$48,156,0001,882
Securities issued by states & political subdivisions$32,336,0001,205
Other domestic debt securities$999,0001,953
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$999,0001,527
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$20,293,0002,199
Mortgage-backed securities$37,291,0001,587
Certificates of participation in pools of residential mortgages$26,711,0001,463
Issued or guaranteed by U.S.$26,711,0001,459
Privately issued$080
Collaterized mortgage obligations$10,568,0001,332
CMOs issued by government agencies or sponsored agencies$10,568,0001,270
Privately issued$0947
Commercial mortgage-backed securities$12,000914
Commercial mortgage pass-through securities$12,000644
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$10,460,0001,028
Available-for-sale securities (fair market value)$71,031,0001,836
Total debt securities$81,491,0001,810
Structured notes
Amortized cost$5,370,000683
Fair value$5,054,000686
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$87,896,0001,696
U.S. Government securities$52,465,0001,795
U.S. Treasury securities$01,152
U.S. Government agency obligations$52,465,0001,743
Securities issued by states & political subdivisions$34,449,0001,111
Other domestic debt securities$982,0002,033
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$982,0001,596
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$19,627,0002,236
Mortgage-backed securities$41,118,0001,465
Certificates of participation in pools of residential mortgages$29,105,0001,349
Issued or guaranteed by U.S.$29,105,0001,349
Privately issued$083
Collaterized mortgage obligations$12,000,0001,267
CMOs issued by government agencies or sponsored agencies$12,000,0001,195
Privately issued$0969
Commercial mortgage-backed securities$13,000887
Commercial mortgage pass-through securities$13,000644
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$11,732,000934
Available-for-sale securities (fair market value)$76,164,0001,731
Total debt securities$87,896,0001,672
Structured notes
Amortized cost$5,451,000674
Fair value$5,310,000667
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$79,315,0001,860
U.S. Government securities$61,665,0001,602
U.S. Treasury securities$01,161
U.S. Government agency obligations$61,665,0001,552
Securities issued by states & political subdivisions$17,650,0002,021
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
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$21,868,0002,122
Mortgage-backed securities$45,294,0001,400
Certificates of participation in pools of residential mortgages$31,549,0001,298
Issued or guaranteed by U.S.$31,549,0001,295
Privately issued$083
Collaterized mortgage obligations$13,731,0001,228
CMOs issued by government agencies or sponsored agencies$13,731,0001,154
Privately issued$01,005
Commercial mortgage-backed securities$14,000809
Commercial mortgage pass-through securities$14,000600
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$5,578,0001,241
Available-for-sale securities (fair market value)$73,737,0001,808
Total debt securities$79,315,0001,843
Structured notes
Amortized cost$6,549,000571
Fair value$6,548,000571
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$62,486,0002,221
U.S. Government securities$50,051,0001,857
U.S. Treasury securities$01,135
U.S. Government agency obligations$50,051,0001,809
Securities issued by states & political subdivisions$11,410,0002,649
Other domestic debt securities$1,025,0001,953
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$1,025,0001,468
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$20,878,0002,151
Mortgage-backed securities$39,955,0001,540
Certificates of participation in pools of residential mortgages$27,357,0001,433
Issued or guaranteed by U.S.$27,357,0001,430
Privately issued$085
Collaterized mortgage obligations$12,583,0001,322
CMOs issued by government agencies or sponsored agencies$12,583,0001,244
Privately issued$01,025
Commercial mortgage-backed securities$15,000701
Commercial mortgage pass-through securities$15,000532
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$6,079,0001,196
Available-for-sale securities (fair market value)$56,407,0002,205
Total debt securities$62,486,0002,195
Structured notes
Amortized cost$2,648,0001,100
Fair value$2,676,0001,098
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$61,461,0002,274
U.S. Government securities$49,147,0001,925
U.S. Treasury securities$01,086
U.S. Government agency obligations$49,147,0001,887
Securities issued by states & political subdivisions$11,312,0002,612
Other domestic debt securities$1,002,0002,037
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$1,002,0001,539
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$20,002,0002,227
Mortgage-backed securities$38,850,0001,658
Certificates of participation in pools of residential mortgages$25,626,0001,565
Issued or guaranteed by U.S.$25,626,0001,563
Privately issued$088
Collaterized mortgage obligations$13,209,0001,360
CMOs issued by government agencies or sponsored agencies$13,209,0001,267
Privately issued$01,068
Commercial mortgage-backed securities$15,000674
Commercial mortgage pass-through securities$15,000501
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$3,759,0001,450
Available-for-sale securities (fair market value)$57,702,0002,184
Total debt securities$61,461,0002,250
Structured notes
Amortized cost$2,749,0001,146
Fair value$2,758,0001,144
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$48,402,0002,749
U.S. Government securities$35,884,0002,515
U.S. Treasury securities$01,068
U.S. Government agency obligations$35,884,0002,466
Securities issued by states & political subdivisions$11,532,0002,531
Other domestic debt securities$986,0002,086
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$986,0001,582
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$20,277,0002,248
Mortgage-backed securities$26,385,0002,163
Certificates of participation in pools of residential mortgages$15,047,0002,285
Issued or guaranteed by U.S.$15,047,0002,284
Privately issued$094
Collaterized mortgage obligations$11,322,0001,506
CMOs issued by government agencies or sponsored agencies$11,322,0001,398
Privately issued$01,117
Commercial mortgage-backed securities$16,000636
Commercial mortgage pass-through securities$16,000465
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$3,900,0001,437
Available-for-sale securities (fair market value)$44,502,0002,698
Total debt securities$48,402,0002,722
Structured notes
Amortized cost$1,859,0001,630
Fair value$1,844,0001,633
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$39,921,0003,163
U.S. Government securities$28,686,0002,976
U.S. Treasury securities$01,157
U.S. Government agency obligations$28,686,0002,917
Securities issued by states & political subdivisions$10,240,0002,633
Other domestic debt securities$995,0002,054
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$995,0001,571
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$21,021,0002,194
Mortgage-backed securities$20,862,0002,489
Certificates of participation in pools of residential mortgages$13,904,0002,372
Issued or guaranteed by U.S.$13,904,0002,368
Privately issued$094
Collaterized mortgage obligations$6,941,0001,902
CMOs issued by government agencies or sponsored agencies$6,941,0001,796
Privately issued$01,155
Commercial mortgage-backed securities$17,000599
Commercial mortgage pass-through securities$17,000434
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$3,901,0001,444
Available-for-sale securities (fair market value)$36,020,0003,117
Total debt securities$39,922,0003,133
Structured notes
Amortized cost$1,962,0001,814
Fair value$1,954,0001,811
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$33,058,0003,469
U.S. Government securities$21,865,0003,457
U.S. Treasury securities$01,076
U.S. Government agency obligations$21,865,0003,376
Securities issued by states & political subdivisions$10,266,0002,589
Other domestic debt securities$927,0002,070
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$927,0001,523
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$20,736,0002,108
Mortgage-backed securities$14,434,0002,930
Certificates of participation in pools of residential mortgages$10,439,0002,678
Issued or guaranteed by U.S.$10,439,0002,676
Privately issued$0121
Collaterized mortgage obligations$3,977,0002,286
CMOs issued by government agencies or sponsored agencies$3,977,0002,107
Privately issued$01,216
Commercial mortgage-backed securities$18,000520
Commercial mortgage pass-through securities$18,000376
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$3,902,0001,486
Available-for-sale securities (fair market value)$29,156,0003,452
Total debt securities$33,058,0003,442
Structured notes
Amortized cost$1,000,0002,154
Fair value$927,0002,370
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$34,929,0003,305
U.S. Government securities$23,419,0003,241
U.S. Treasury securities$01,126
U.S. Government agency obligations$23,419,0003,157
Securities issued by states & political subdivisions$10,534,0002,501
Other domestic debt securities$976,0002,043
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$976,0001,472
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$21,854,0001,992
Mortgage-backed securities$13,201,0002,980
Certificates of participation in pools of residential mortgages$9,525,0002,729
Issued or guaranteed by U.S.$9,525,0002,725
Privately issued$0132
Collaterized mortgage obligations$3,657,0002,325
CMOs issued by government agencies or sponsored agencies$3,657,0002,139
Privately issued$01,235
Commercial mortgage-backed securities$19,000462
Commercial mortgage pass-through securities$19,000339
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$5,023,0001,373
Available-for-sale securities (fair market value)$29,906,0003,327
Total debt securities$34,929,0003,276
Structured notes
Amortized cost$1,000,0002,239
Fair value$976,0002,432
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$33,360,0003,410
U.S. Government securities$21,795,0003,471
U.S. Treasury securities$01,225
U.S. Government agency obligations$21,795,0003,381
Securities issued by states & political subdivisions$10,580,0002,429
Other domestic debt securities$985,0001,979
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$985,0001,398
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$20,938,0002,100
Mortgage-backed securities$9,886,0003,343
Certificates of participation in pools of residential mortgages$7,070,0003,092
Issued or guaranteed by U.S.$7,070,0003,087
Privately issued$0125
Collaterized mortgage obligations$2,795,0002,509
CMOs issued by government agencies or sponsored agencies$2,795,0002,293
Privately issued$01,265
Commercial mortgage-backed securities$21,000445
Commercial mortgage pass-through securities$21,000337
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$5,444,0001,377
Available-for-sale securities (fair market value)$27,916,0003,490
Total debt securities$33,360,0003,383
Structured notes
Amortized cost$1,500,0002,196
Fair value$1,485,0002,269
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$31,215,0003,536
U.S. Government securities$19,535,0003,706
U.S. Treasury securities$01,272
U.S. Government agency obligations$19,535,0003,602
Securities issued by states & political subdivisions$10,720,0002,382
Other domestic debt securities$960,0002,041
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$960,0001,441
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$21,264,0002,093
Mortgage-backed securities$9,750,0003,307
Certificates of participation in pools of residential mortgages$6,844,0003,059
Issued or guaranteed by U.S.$6,844,0003,053
Privately issued$0136
Collaterized mortgage obligations$2,884,0002,424
CMOs issued by government agencies or sponsored agencies$2,884,0002,198
Privately issued$01,299
Commercial mortgage-backed securities$22,000436
Commercial mortgage pass-through securities$22,000329
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$5,446,0001,387
Available-for-sale securities (fair market value)$25,769,0003,651
Total debt securities$31,215,0003,504
Structured notes
Amortized cost$2,000,0001,986
Fair value$1,959,0002,091
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$26,997,0003,735
U.S. Government securities$15,259,0004,023
U.S. Treasury securities$2,000,000768
U.S. Government agency obligations$13,259,0004,223
Securities issued by states & political subdivisions$10,800,0002,352
Other domestic debt securities$938,0002,185
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$23,000399
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$915,0001,455
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$19,850,0002,140
Mortgage-backed securities$9,225,0003,270
Certificates of participation in pools of residential mortgages$6,656,0002,989
Issued or guaranteed by U.S.$6,656,0002,980
Privately issued$0141
Collaterized mortgage obligations$2,546,0002,468
CMOs issued by government agencies or sponsored agencies$2,546,0002,229
Privately issued$01,350
Commercial mortgage-backed securities$23,000399
Commercial mortgage pass-through securities$23,000313
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$5,447,0001,378
Available-for-sale securities (fair market value)$21,550,0003,888
Total debt securities$26,998,0003,703
Structured notes
Amortized cost$2,000,0001,852
Fair value$1,915,0001,981
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$29,393,0003,522
U.S. Government securities$17,553,0003,715
U.S. Treasury securities$3,998,000526
U.S. Government agency obligations$13,555,0004,134
Securities issued by states & political subdivisions$10,964,0002,240
Other domestic debt securities$876,0002,284
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$23,000374
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$853,0001,487
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$20,438,0002,096
Mortgage-backed securities$9,496,0003,219
Certificates of participation in pools of residential mortgages$7,246,0002,842
Issued or guaranteed by U.S.$7,246,0002,834
Privately issued$0141
Collaterized mortgage obligations$2,227,0002,516
CMOs issued by government agencies or sponsored agencies$2,227,0002,266
Privately issued$01,417
Commercial mortgage-backed securities$23,000374
Commercial mortgage pass-through securities$23,000291
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$5,450,0001,418
Available-for-sale securities (fair market value)$23,943,0003,640
Total debt securities$29,393,0003,493
Structured notes
Amortized cost$1,000,0002,383
Fair value$853,0002,615
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$27,201,0003,689
U.S. Government securities$15,161,0004,077
U.S. Treasury securities$1,999,000683
U.S. Government agency obligations$13,162,0004,259
Securities issued by states & political subdivisions$11,193,0002,111
Other domestic debt securities$847,0002,292
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$25,000368
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$822,0001,459
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$21,066,0002,090
Mortgage-backed securities$9,092,0003,284
Certificates of participation in pools of residential mortgages$7,894,0002,759
Issued or guaranteed by U.S.$7,894,0002,750
Privately issued$0148
Collaterized mortgage obligations$1,173,0002,824
CMOs issued by government agencies or sponsored agencies$1,173,0002,527
Privately issued$01,445
Commercial mortgage-backed securities$25,000368
Commercial mortgage pass-through securities$25,000286
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$5,696,0001,427
Available-for-sale securities (fair market value)$21,505,0003,851
Total debt securities$27,201,0003,659
Structured notes
Amortized cost$1,000,0002,460
Fair value$822,0002,715
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$31,454,0003,398
U.S. Government securities$19,727,0003,589
U.S. Treasury securities$4,526,000469
U.S. Government agency obligations$15,201,0004,015
Securities issued by states & political subdivisions$10,806,0002,123
Other domestic debt securities$921,0002,309
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$26,000382
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$895,0001,460
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$22,641,0002,062
Mortgage-backed securities$9,665,0003,261
Certificates of participation in pools of residential mortgages$8,405,0002,755
Issued or guaranteed by U.S.$8,405,0002,749
Privately issued$0145
Collaterized mortgage obligations$1,234,0002,767
CMOs issued by government agencies or sponsored agencies$1,234,0002,445
Privately issued$01,481
Commercial mortgage-backed securities$26,000382
Commercial mortgage pass-through securities$26,000294
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$5,170,0001,507
Available-for-sale securities (fair market value)$26,284,0003,456
Total debt securities$31,454,0003,365
Structured notes
Amortized cost$1,000,0002,246
Fair value$895,0002,492
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$33,491,0003,238
U.S. Government securities$21,751,0003,344
U.S. Treasury securities$6,061,000333
U.S. Government agency obligations$15,690,0003,943
Securities issued by states & political subdivisions$10,931,0002,114
Other domestic debt securities$809,0002,429
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$27,000368
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$782,0001,533
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$22,892,0002,046
Mortgage-backed securities$10,137,0003,251
Certificates of participation in pools of residential mortgages$8,819,0002,760
Issued or guaranteed by U.S.$8,819,0002,753
Privately issued$0157
Collaterized mortgage obligations$1,291,0002,742
CMOs issued by government agencies or sponsored agencies$1,291,0002,408
Privately issued$01,512
Commercial mortgage-backed securities$27,000368
Commercial mortgage pass-through securities$27,000284
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$5,172,0001,502
Available-for-sale securities (fair market value)$28,319,0003,247
Total debt securities$33,491,0003,206
Structured notes
Amortized cost$1,000,0001,971
Fair value$782,0002,278
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$31,527,0003,385
U.S. Government securities$18,297,0003,693
U.S. Treasury securities$1,999,000581
U.S. Government agency obligations$16,298,0003,872
Securities issued by states & political subdivisions$12,518,0001,940
Other domestic debt securities$712,0002,596
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$28,000380
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$684,0001,679
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$19,911,0002,224
Mortgage-backed securities$10,750,0003,224
Certificates of participation in pools of residential mortgages$9,666,0002,722
Issued or guaranteed by U.S.$9,666,0002,712
Privately issued$0171
Collaterized mortgage obligations$1,056,0002,844
CMOs issued by government agencies or sponsored agencies$1,056,0002,485
Privately issued$01,566
Commercial mortgage-backed securities$28,000380
Commercial mortgage pass-through securities$28,000281
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$5,327,0001,542
Available-for-sale securities (fair market value)$26,200,0003,438
Total debt securities$31,527,0003,345
Structured notes
Amortized cost$1,000,0001,528
Fair value$684,0001,905
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$24,914,0003,877
U.S. Government securities$11,569,0004,694
U.S. Treasury securities$01,036
U.S. Government agency obligations$11,569,0004,602
Securities issued by states & political subdivisions$12,785,0001,865
Other domestic debt securities$560,0002,725
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$29,000310
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$531,0001,803
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$17,746,0002,427
Mortgage-backed securities$10,058,0003,363
Certificates of participation in pools of residential mortgages$9,985,0002,720
Issued or guaranteed by U.S.$9,985,0002,708
Privately issued$0181
Collaterized mortgage obligations$44,0003,645
CMOs issued by government agencies or sponsored agencies$44,0003,272
Privately issued$01,581
Commercial mortgage-backed securities$29,000310
Commercial mortgage pass-through securities$29,000210
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$5,698,0001,515
Available-for-sale securities (fair market value)$19,216,0004,074
Total debt securities$24,914,0003,843
Structured notes
Amortized cost$1,000,0001,123
Fair value$530,0001,523
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$25,572,0003,838
U.S. Government securities$12,366,0004,643
U.S. Treasury securities$0981
U.S. Government agency obligations$12,366,0004,562
Securities issued by states & political subdivisions$12,824,0001,764
Other domestic debt securities$382,0002,882
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$382,0002,084
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$18,306,0002,423
Mortgage-backed securities$10,820,0003,302
Certificates of participation in pools of residential mortgages$10,774,0002,658
Issued or guaranteed by U.S.$10,774,0002,643
Privately issued$0191
Collaterized mortgage obligations$46,0003,651
CMOs issued by government agencies or sponsored agencies$46,0003,269
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,700,0001,543
Available-for-sale securities (fair market value)$19,872,0004,002
Total debt securities$25,572,0003,802
Structured notes
Amortized cost$1,000,000892
Fair value$382,0001,468
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$25,128,0003,880
U.S. Government securities$11,903,0004,795
U.S. Treasury securities$0973
U.S. Government agency obligations$11,903,0004,705
Securities issued by states & political subdivisions$12,835,0001,713
Other domestic debt securities$390,0002,825
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$390,0002,037
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$18,616,0002,410
Mortgage-backed securities$10,357,0003,292
Certificates of participation in pools of residential mortgages$10,309,0002,681
Issued or guaranteed by U.S.$10,309,0002,665
Privately issued$0188
Collaterized mortgage obligations$48,0003,620
CMOs issued by government agencies or sponsored agencies$48,0003,266
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,702,0001,535
Available-for-sale securities (fair market value)$19,426,0004,050
Total debt securities$25,128,0003,844
Structured notes
Amortized cost$1,000,000943
Fair value$390,0001,504
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$25,272,0003,790
U.S. Government securities$11,641,0004,786
U.S. Treasury securities$01,019
U.S. Government agency obligations$11,641,0004,697
Securities issued by states & political subdivisions$12,890,0001,682
Other domestic debt securities$741,0002,450
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$741,0001,682
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$18,471,0002,402
Mortgage-backed securities$9,116,0003,386
Certificates of participation in pools of residential mortgages$9,062,0002,789
Issued or guaranteed by U.S.$9,062,0002,774
Privately issued$0192
Collaterized mortgage obligations$54,0003,534
CMOs issued by government agencies or sponsored agencies$54,0003,175
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,703,0001,549
Available-for-sale securities (fair market value)$19,569,0003,965
Total debt securities$25,272,0003,761
Structured notes
Amortized cost$1,000,000926
Fair value$741,0001,168
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$25,946,0003,794
U.S. Government securities$12,109,0004,725
U.S. Treasury securities$01,021
U.S. Government agency obligations$12,109,0004,640
Securities issued by states & political subdivisions$13,103,0001,678
Other domestic debt securities$734,0002,455
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$734,0001,731
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$14,696,0002,727
Mortgage-backed securities$9,333,0003,357
Certificates of participation in pools of residential mortgages$9,269,0002,749
Issued or guaranteed by U.S.$9,269,0002,733
Privately issued$0202
Collaterized mortgage obligations$64,0003,526
CMOs issued by government agencies or sponsored agencies$64,0003,188
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,725,0001,540
Available-for-sale securities (fair market value)$20,221,0003,955
Total debt securities$25,946,0003,750
Structured notes
Amortized cost$1,000,000979
Fair value$734,0001,224
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$26,794,0003,713
U.S. Government securities$12,635,0004,628
U.S. Treasury securities$01,044
U.S. Government agency obligations$12,635,0004,544
Securities issued by states & political subdivisions$13,479,0001,641
Other domestic debt securities$680,0002,421
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$680,0001,720
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$17,152,0002,440
Mortgage-backed securities$6,331,0003,800
Certificates of participation in pools of residential mortgages$6,256,0003,206
Issued or guaranteed by U.S.$6,256,0003,192
Privately issued$0205
Collaterized mortgage obligations$75,0003,498
CMOs issued by government agencies or sponsored agencies$75,0003,157
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,007,0001,515
Available-for-sale securities (fair market value)$20,787,0003,884
Total debt securities$26,784,0003,663
Structured notes
Amortized cost$2,000,000695
Fair value$1,680,000833
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$33,421,0003,193
U.S. Government securities$18,865,0003,735
U.S. Treasury securities$01,146
U.S. Government agency obligations$18,865,0003,658
Securities issued by states & political subdivisions$13,756,0001,600
Other domestic debt securities$800,0002,163
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$800,0001,526
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$22,100,0002,047
Mortgage-backed securities$6,449,0003,511
Certificates of participation in pools of residential mortgages$6,365,0002,902
Issued or guaranteed by U.S.$6,365,0002,887
Privately issued$0191
Collaterized mortgage obligations$84,0003,405
CMOs issued by government agencies or sponsored agencies$84,0003,082
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)$6,010,0001,577
Available-for-sale securities (fair market value)$27,411,0003,241
Total debt securities$33,420,0003,153
Structured notes
Amortized cost$5,668,000448
Fair value$5,462,000467
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$34,894,0003,076
U.S. Government securities$20,454,0003,573
U.S. Treasury securities$01,235
U.S. Government agency obligations$20,454,0003,501
Securities issued by states & political subdivisions$13,715,0001,557
Other domestic debt securities$725,0002,166
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$725,0001,541
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$23,317,0001,951
Mortgage-backed securities$5,879,0003,482
Certificates of participation in pools of residential mortgages$5,783,0002,892
Issued or guaranteed by U.S.$5,783,0002,877
Privately issued$0194
Collaterized mortgage obligations$96,0003,348
CMOs issued by government agencies or sponsored agencies$96,0003,022
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)$5,888,0001,632
Available-for-sale securities (fair market value)$29,006,0003,106
Total debt securities$34,894,0003,033
Structured notes
Amortized cost$6,667,000471
Fair value$6,350,000497
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$36,929,0002,945
U.S. Government securities$22,390,0003,357
U.S. Treasury securities$01,362
U.S. Government agency obligations$22,390,0003,273
Securities issued by states & political subdivisions$13,739,0001,535
Other domestic debt securities$800,0002,058
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$800,0001,464
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$24,220,0001,870
Mortgage-backed securities$4,970,0003,644
Certificates of participation in pools of residential mortgages$4,862,0003,040
Issued or guaranteed by U.S.$4,862,0003,026
Privately issued$0207
Collaterized mortgage obligations$108,0003,314
CMOs issued by government agencies or sponsored agencies$108,0002,997
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)$6,210,0001,614
Available-for-sale securities (fair market value)$30,719,0002,964
Total debt securities$36,928,0002,899
Structured notes
Amortized cost$8,666,000356
Fair value$8,347,000371
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$37,939,0002,902
U.S. Government securities$23,131,0003,299
U.S. Treasury securities$01,448
U.S. Government agency obligations$23,131,0003,209
Securities issued by states & political subdivisions$13,889,0001,518
Other domestic debt securities$919,0002,009
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$919,0001,454
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$26,705,0001,725
Mortgage-backed securities$3,131,0004,244
Certificates of participation in pools of residential mortgages$3,006,0003,695
Issued or guaranteed by U.S.$3,006,0003,680
Privately issued$0218
Collaterized mortgage obligations$125,0003,265
CMOs issued by government agencies or sponsored agencies$125,0002,973
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)$6,212,0001,632
Available-for-sale securities (fair market value)$31,727,0002,891
Total debt securities$37,939,0002,855
Structured notes
Amortized cost$9,166,000370
Fair value$8,995,000376
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$39,624,0002,821
U.S. Government securities$24,649,0003,200
U.S. Treasury securities$01,498
U.S. Government agency obligations$24,649,0003,109
Securities issued by states & political subdivisions$14,064,0001,489
Other domestic debt securities$911,0002,026
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$911,0001,483
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$24,745,0001,853
Mortgage-backed securities$3,208,0004,211
Certificates of participation in pools of residential mortgages$3,066,0003,663
Issued or guaranteed by U.S.$3,066,0003,652
Privately issued$0208
Collaterized mortgage obligations$142,0003,247
CMOs issued by government agencies or sponsored agencies$142,0002,958
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)$6,215,0001,678
Available-for-sale securities (fair market value)$33,409,0002,789
Total debt securities$39,624,0002,776
Structured notes
Amortized cost$10,665,000336
Fair value$10,532,000335
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$42,079,0002,707
U.S. Government securities$27,111,0002,992
U.S. Treasury securities$01,574
U.S. Government agency obligations$27,111,0002,901
Securities issued by states & political subdivisions$14,060,0001,468
Other domestic debt securities$908,0002,040
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$908,0001,499
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$21,193,0002,096
Mortgage-backed securities$3,318,0004,163
Certificates of participation in pools of residential mortgages$3,160,0003,626
Issued or guaranteed by U.S.$3,160,0003,606
Privately issued$0214
Collaterized mortgage obligations$158,0003,193
CMOs issued by government agencies or sponsored agencies$158,0002,907
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)$6,216,0001,730
Available-for-sale securities (fair market value)$35,863,0002,677
Total debt securities$42,080,0002,665
Structured notes
Amortized cost$11,663,000344
Fair value$11,467,000344
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$46,616,0002,476
U.S. Government securities$27,479,0002,955
U.S. Treasury securities$01,634
U.S. Government agency obligations$27,479,0002,861
Securities issued by states & political subdivisions$18,224,0001,086
Other domestic debt securities$913,0002,058
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$913,0001,539
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$27,616,0001,626
Mortgage-backed securities$3,436,0004,099
Certificates of participation in pools of residential mortgages$3,257,0003,591
Issued or guaranteed by U.S.$3,257,0003,577
Privately issued$0211
Collaterized mortgage obligations$179,0003,174
CMOs issued by government agencies or sponsored agencies$179,0002,870
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)$6,494,0001,715
Available-for-sale securities (fair market value)$40,122,0002,406
Total debt securities$46,616,0002,433
Structured notes
Amortized cost$15,662,000247
Fair value$15,265,000243
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$52,045,0002,276
U.S. Government securities$29,753,0002,827
U.S. Treasury securities$01,715
U.S. Government agency obligations$29,753,0002,736
Securities issued by states & political subdivisions$21,363,000910
Other domestic debt securities$929,0002,105
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$929,0001,598
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$22,629,0001,942
Mortgage-backed securities$3,546,0004,092
Certificates of participation in pools of residential mortgages$3,347,0003,593
Issued or guaranteed by U.S.$3,347,0003,578
Privately issued$0205
Collaterized mortgage obligations$199,0003,158
CMOs issued by government agencies or sponsored agencies$199,0002,853
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)$6,497,0001,723
Available-for-sale securities (fair market value)$45,548,0002,198
Total debt securities$52,043,0002,226
Structured notes
Amortized cost$16,658,000242
Fair value$16,372,000239
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$55,573,0002,167
U.S. Government securities$32,991,0002,564
U.S. Treasury securities$01,737
U.S. Government agency obligations$32,991,0002,483
Securities issued by states & political subdivisions$21,375,000901
Other domestic debt securities$1,207,0001,961
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$1,207,0001,481
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$20,266,0002,098
Mortgage-backed securities$3,768,0004,045
Certificates of participation in pools of residential mortgages$3,546,0003,534
Issued or guaranteed by U.S.$3,546,0003,518
Privately issued$0216
Collaterized mortgage obligations$222,0003,143
CMOs issued by government agencies or sponsored agencies$222,0002,851
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)$6,502,0001,755
Available-for-sale securities (fair market value)$49,071,0002,052
Total debt securities$55,573,0002,123
Structured notes
Amortized cost$18,647,000204
Fair value$18,353,000204
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$49,803,0002,352
U.S. Government securities$27,074,0002,998
U.S. Treasury securities$01,786
U.S. Government agency obligations$27,074,0002,902
Securities issued by states & political subdivisions$21,501,000901
Other domestic debt securities$1,228,0001,984
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$1,228,0001,525
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$19,776,0002,118
Mortgage-backed securities$3,360,0004,242
Certificates of participation in pools of residential mortgages$3,113,0003,751
Issued or guaranteed by U.S.$3,113,0003,737
Privately issued$0225
Collaterized mortgage obligations$247,0003,127
CMOs issued by government agencies or sponsored agencies$247,0002,830
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)$5,778,0001,855
Available-for-sale securities (fair market value)$44,025,0002,228
Total debt securities$49,803,0002,307
Structured notes
Amortized cost$16,657,000241
Fair value$16,489,000241
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$40,826,0002,792
U.S. Government securities$20,244,0003,761
U.S. Treasury securities$01,839
U.S. Government agency obligations$20,244,0003,639
Securities issued by states & political subdivisions$19,342,0001,010
Other domestic debt securities$1,240,0002,018
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$1,240,0001,590
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$20,345,0002,061
Mortgage-backed securities$382,0006,055
Certificates of participation in pools of residential mortgages$103,0006,111
Issued or guaranteed by U.S.$103,0006,085
Privately issued$0223
Collaterized mortgage obligations$279,0003,127
CMOs issued by government agencies or sponsored agencies$279,0002,837
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)$5,900,0001,862
Available-for-sale securities (fair market value)$34,926,0002,747
Total debt securities$40,826,0002,741
Structured notes
Amortized cost$15,742,000262
Fair value$15,612,000262
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$41,851,0002,781
U.S. Government securities$23,146,0003,504
U.S. Treasury securities$01,963
U.S. Government agency obligations$23,146,0003,372
Securities issued by states & political subdivisions$18,452,0001,037
Other domestic debt securities$253,0003,014
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$253,0002,547
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$20,749,0002,021
Mortgage-backed securities$425,0006,074
Certificates of participation in pools of residential mortgages$116,0006,157
Issued or guaranteed by U.S.$116,0006,134
Privately issued$0207
Collaterized mortgage obligations$309,0003,156
CMOs issued by government agencies or sponsored agencies$309,0002,876
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)$4,964,0002,017
Available-for-sale securities (fair market value)$36,887,0002,643
Total debt securities$41,851,0002,734
Structured notes
Amortized cost$16,740,000240
Fair value$16,476,000239
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$48,636,0002,464
U.S. Government securities$29,916,0002,868
U.S. Treasury securities$01,963
U.S. Government agency obligations$29,916,0002,759
Securities issued by states & political subdivisions$18,464,0001,032
Other domestic debt securities$256,0003,051
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$256,0002,600
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$22,408,0001,879
Mortgage-backed securities$1,014,0005,617
Certificates of participation in pools of residential mortgages$672,0005,394
Issued or guaranteed by U.S.$672,0005,376
Privately issued$0203
Collaterized mortgage obligations$342,0003,163
CMOs issued by government agencies or sponsored agencies$342,0002,881
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)$4,968,0002,034
Available-for-sale securities (fair market value)$43,668,0002,299
Total debt securities$48,636,0002,424
Structured notes
Amortized cost$19,231,000190
Fair value$19,093,000190
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$53,029,0002,290
U.S. Government securities$34,496,0002,524
U.S. Treasury securities$01,990
U.S. Government agency obligations$34,496,0002,429
Securities issued by states & political subdivisions$18,272,0001,045
Other domestic debt securities$261,0003,103
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$261,0002,658
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$20,660,0001,979
Mortgage-backed securities$1,119,0005,554
Certificates of participation in pools of residential mortgages$738,0005,361
Issued or guaranteed by U.S.$738,0005,348
Privately issued$0225
Collaterized mortgage obligations$381,0003,138
CMOs issued by government agencies or sponsored agencies$381,0002,868
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)$4,786,0002,086
Available-for-sale securities (fair market value)$48,243,0002,106
Total debt securities$53,028,0002,243
Structured notes
Amortized cost$21,725,000173
Fair value$21,698,000173
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$43,595,0002,741
U.S. Government securities$24,695,0003,358
U.S. Treasury securities$02,098
U.S. Government agency obligations$24,695,0003,234
Securities issued by states & political subdivisions$18,641,0001,006
Other domestic debt securities$259,0003,207
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$259,0002,781
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$8,138,0003,693
Mortgage-backed securities$1,293,0005,532
Certificates of participation in pools of residential mortgages$854,0005,340
Issued or guaranteed by U.S.$854,0005,325
Privately issued$0225
Collaterized mortgage obligations$439,0003,150
CMOs issued by government agencies or sponsored agencies$439,0002,893
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)$4,985,0002,062
Available-for-sale securities (fair market value)$38,610,0002,595
Total debt securities$43,595,0002,688
Structured notes
Amortized cost$16,738,000231
Fair value$16,319,000231
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$45,433,0002,659
U.S. Government securities$25,958,0003,184
U.S. Treasury securities$02,082
U.S. Government agency obligations$25,958,0003,078
Securities issued by states & political subdivisions$19,212,0001,002
Other domestic debt securities$263,0003,308
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$263,0002,858
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$8,479,0003,556
Mortgage-backed securities$1,514,0005,441
Certificates of participation in pools of residential mortgages$980,0005,275
Issued or guaranteed by U.S.$980,0005,258
Privately issued$0230
Collaterized mortgage obligations$534,0003,097
CMOs issued by government agencies or sponsored agencies$534,0002,829
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)$4,988,0002,042
Available-for-sale securities (fair market value)$40,445,0002,492
Total debt securities$45,432,0002,600
Structured notes
Amortized cost$14,737,000223
Fair value$14,746,000224
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$49,483,0002,522
U.S. Government securities$30,777,0002,852
U.S. Treasury securities$02,227
U.S. Government agency obligations$30,777,0002,751
Securities issued by states & political subdivisions$18,447,0001,053
Other domestic debt securities$259,0003,369
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$259,0003,005
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$9,667,0003,222
Mortgage-backed securities$1,705,0005,350
Certificates of participation in pools of residential mortgages$1,092,0005,203
Issued or guaranteed by U.S.$1,092,0005,182
Privately issued$0248
Collaterized mortgage obligations$613,0003,054
CMOs issued by government agencies or sponsored agencies$613,0002,914
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)$4,991,0002,086
Available-for-sale securities (fair market value)$44,492,0002,363
Total debt securities$49,483,0002,464
Structured notes
Amortized cost$13,732,000200
Fair value$13,580,000199
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$42,849,0002,768
U.S. Government securities$25,967,0003,141
U.S. Treasury securities$02,287
U.S. Government agency obligations$25,967,0003,028
Securities issued by states & political subdivisions$16,109,0001,212
Other domestic debt securities$773,0002,892
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$773,0002,574
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$7,325,0003,687
Mortgage-backed securities$2,016,0005,184
Certificates of participation in pools of residential mortgages$1,236,0005,094
Issued or guaranteed by U.S.$1,236,0005,073
Privately issued$0253
Collaterized mortgage obligations$780,0002,984
CMOs issued by government agencies or sponsored agencies$780,0002,835
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,694,0002,137
Available-for-sale securities (fair market value)$38,155,0002,629
Total debt securities$42,849,0002,696
Structured notes
Amortized cost$10,740,000221
Fair value$10,533,000224
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$33,925,0003,261
U.S. Government securities$17,815,0003,983
U.S. Treasury securities$02,322
U.S. Government agency obligations$17,815,0003,831
Securities issued by states & political subdivisions$15,335,0001,250
Other domestic debt securities$775,0002,962
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$775,0002,633
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$9,195,0003,213
Mortgage-backed securities$3,776,0004,515
Certificates of participation in pools of residential mortgages$1,739,0004,829
Issued or guaranteed by U.S.$1,739,0004,814
Privately issued$0256
Collaterized mortgage obligations$2,037,0002,487
CMOs issued by government agencies or sponsored agencies$2,037,0002,354
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,325,0002,218
Available-for-sale securities (fair market value)$29,600,0003,108
Total debt securities$33,925,0003,182
Structured notes
Amortized cost$6,249,000305
Fair value$6,260,000307
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$31,086,0003,436
U.S. Government securities$17,035,0004,149
U.S. Treasury securities$02,382
U.S. Government agency obligations$17,035,0003,979
Securities issued by states & political subdivisions$12,555,0001,477
Other domestic debt securities$1,496,0002,458
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,496,0002,152
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$7,083,0003,731
Mortgage-backed securities$4,262,0004,405
Certificates of participation in pools of residential mortgages$1,912,0004,707
Issued or guaranteed by U.S.$1,912,0004,691
Privately issued$0257
Collaterized mortgage obligations$2,350,0002,442
CMOs issued by government agencies or sponsored agencies$2,350,0002,308
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,520,0002,752
Available-for-sale securities (fair market value)$28,566,0003,142
Total debt securities$31,087,0003,358
Structured notes
Amortized cost$2,046,000587
Fair value$2,046,000602
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$19,427,0004,727
U.S. Government securities$6,091,0006,778
U.S. Treasury securities$02,544
U.S. Government agency obligations$6,091,0006,577
Securities issued by states & political subdivisions$11,828,0001,541
Other domestic debt securities$1,508,0002,483
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,508,0002,170
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$3,194,0005,217
Mortgage-backed securities$3,073,0004,839
Certificates of participation in pools of residential mortgages$1,571,0004,927
Issued or guaranteed by U.S.$1,571,0004,911
Privately issued$0252
Collaterized mortgage obligations$1,502,0002,873
CMOs issued by government agencies or sponsored agencies$1,502,0002,734
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,721,0003,146
Available-for-sale securities (fair market value)$17,706,0004,319
Total debt securities$19,427,0004,637
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$20,754,0004,416
U.S. Government securities$11,569,0005,113
U.S. Treasury securities$03,182
U.S. Government agency obligations$11,569,0004,901
Securities issued by states & political subdivisions$7,703,0002,134
Other domestic debt securities$1,482,0002,580
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,482,0002,202
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$4,861,0004,458
Mortgage-backed securities$6,641,0003,551
Certificates of participation in pools of residential mortgages$2,188,0004,358
Issued or guaranteed by U.S.$2,188,0004,340
Privately issued$0260
Collaterized mortgage obligations$4,453,0001,984
CMOs issued by government agencies or sponsored agencies$4,453,0001,864
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$20,754,0003,735
Total debt securities$20,754,0004,328
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$24,199,0004,037
U.S. Government securities$13,638,0004,854
U.S. Treasury securities$250,0003,826
U.S. Government agency obligations$13,388,0004,606
Securities issued by states & political subdivisions$8,984,0001,809
Other domestic debt securities$1,087,0002,390
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,087,0002,076
Foreign debt securitiesNANA
Equity securities$490,0003,876
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,044,0003,392
Mortgage-backed securities$3,221,0004,062
Certificates of participation in pools of residential mortgages$2,813,0003,459
Issued or guaranteed by U.S.$2,813,0003,443
Privately issued$0308
Collaterized mortgage obligations$408,0003,461
CMOs issued by government agencies or sponsored agencies$408,0003,296
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$24,199,0003,282
Total debt securities$23,709,0003,981
Structured notes
Amortized cost$500,000526
Fair value$498,000556
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$28,200,0003,779
U.S. Government securities$14,873,0004,799
U.S. Treasury securities$248,0005,061
U.S. Government agency obligations$14,625,0004,385
Securities issued by states & political subdivisions$11,593,0001,456
Other domestic debt securities$1,078,0002,279
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,078,0001,920
Foreign debt securitiesNANA
Equity securities$656,0003,175
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,617,0004,050
Mortgage-backed securities$3,916,0004,011
Certificates of participation in pools of residential mortgages$3,422,0003,396
Issued or guaranteed by U.S.$3,422,0003,384
Privately issued$0307
Collaterized mortgage obligations$494,0003,541
CMOs issued by government agencies or sponsored agencies$494,0003,383
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$28,200,0002,977
Total debt securities$27,544,0003,747
Structured notes
Amortized cost$500,000744
Fair value$487,000884
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$24,915,0004,168
U.S. Government securities$12,612,0005,353
U.S. Treasury securities$505,0005,870
U.S. Government agency obligations$12,107,0004,713
Securities issued by states & political subdivisions$11,694,0001,437
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$609,0003,183
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,267,0006,851
Mortgage-backed securities$3,365,0004,547
Certificates of participation in pools of residential mortgages$3,148,0003,740
Issued or guaranteed by U.S.$3,148,0003,722
Privately issued$0349
Collaterized mortgage obligations$217,0004,228
CMOs issued by government agencies or sponsored agencies$217,0004,057
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$24,915,0003,231
Total debt securities$24,306,0004,128
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$16,789,0005,588
U.S. Government securities$8,765,0006,952
U.S. Treasury securities$849,0006,699
U.S. Government agency obligations$7,916,0006,007
Securities issued by states & political subdivisions$7,368,0002,004
Other domestic debt securities$91,0003,363
Privately issued residential mortgage-backed securities$91,0001,265
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$565,0003,356
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,350,0007,123
Mortgage-backed securities$2,185,0005,272
Certificates of participation in pools of residential mortgages$924,0005,496
Issued or guaranteed by U.S.$924,0005,476
Privately issued$0394
Collaterized mortgage obligations$1,261,0003,182
CMOs issued by government agencies or sponsored agencies$1,170,0003,119
Privately issued$91,0001,042
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$16,789,0004,125
Total debt securities$16,224,0005,576
Structured notes
Amortized cost$250,0002,431
Fair value$249,0002,493
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$15,300,0006,338
U.S. Government securities$8,190,0007,731
U.S. Treasury securities$1,095,0007,019
U.S. Government agency obligations$7,095,0006,662
Securities issued by states & political subdivisions$6,432,0002,273
Other domestic debt securities$154,0003,552
Privately issued residential mortgage-backed securities$154,0001,409
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$524,0003,421
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$899,0008,057
Mortgage-backed securities$1,382,0006,417
Certificates of participation in pools of residential mortgages$1,047,0005,750
Issued or guaranteed by U.S.$1,047,0005,735
Privately issued$0472
Collaterized mortgage obligations$335,0004,750
CMOs issued by government agencies or sponsored agencies$181,0004,871
Privately issued$154,0001,155
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$15,300,0004,648
Total debt securities$14,776,0006,356
Structured notes
Amortized cost$1,070,0001,628
Fair value$1,065,0001,622
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$15,014,0006,703
U.S. Government securities$8,729,0007,848
U.S. Treasury securities$1,109,0008,232
U.S. Government agency obligations$7,620,0006,408
Securities issued by states & political subdivisions$5,490,0002,620
Other domestic debt securities$512,0003,117
Privately issued residential mortgage-backed securities$58,0002,088
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$454,0002,609
Foreign debt securitiesNANA
Equity securities$283,0004,354
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$454,0009,007
Mortgage-backed securities$1,611,0006,622
Certificates of participation in pools of residential mortgages$1,135,0005,896
Issued or guaranteed by U.S.$1,135,0005,861
Privately issued$0558
Collaterized mortgage obligations$476,0004,988
CMOs issued by government agencies or sponsored agencies$418,0004,861
Privately issued$58,0001,767
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$15,014,0004,876
Total debt securities$14,731,0006,653
Structured notes
Amortized cost$2,177,0001,530
Fair value$2,173,0001,523
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$11,504,0008,231
U.S. Government securities$6,538,0009,357
U.S. Treasury securities$1,841,0008,551
U.S. Government agency obligations$4,697,0007,895
Securities issued by states & political subdivisions$4,284,0003,301
Other domestic debt securities$333,0004,062
Privately issued residential mortgage-backed securities$68,0002,325
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$265,0003,405
Foreign debt securitiesNANA
Equity securities$349,0003,762
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,455,0007,765
Mortgage-backed securities$1,068,0007,658
Certificates of participation in pools of residential mortgages$524,0007,324
Issued or guaranteed by U.S.$524,0007,297
Privately issued$0564
Collaterized mortgage obligations$544,0005,155
CMOs issued by government agencies or sponsored agencies$476,0005,093
Privately issued$68,0002,009
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,591,0006,227
Available-for-sale securities (fair market value)$2,913,0008,187
Total debt securities$11,155,0008,221
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$12,528,0008,165
U.S. Government securities$7,350,0009,239
U.S. Treasury securities$2,538,0007,824
U.S. Government agency obligations$4,812,0008,046
Securities issued by states & political subdivisions$4,323,0003,370
Other domestic debt securities$512,0004,185
Privately issued residential mortgage-backed securities$110,0002,660
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$402,0003,505
Foreign debt securitiesNANA
Equity securities$343,0003,664
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,073,0005,922
Mortgage-backed securities$1,702,0007,595
Certificates of participation in pools of residential mortgages$700,0007,620
Issued or guaranteed by U.S.$700,0007,572
Privately issued$0731
Collaterized mortgage obligations$1,002,0004,976
CMOs issued by government agencies or sponsored agencies$892,0004,938
Privately issued$110,0002,246
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$12,185,0008,123
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$9,383,0009,418
U.S. Government securities$5,237,00010,640
U.S. Treasury securities$2,294,0008,361
U.S. Government agency obligations$2,943,0009,609
Securities issued by states & political subdivisions$3,584,0003,592
Other domestic debt securities$562,0004,901
Privately issued residential mortgage-backed securities$347,0002,663
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$215,0004,648
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,130,0006,914
Mortgage-backed securities$1,601,0008,113
Certificates of participation in pools of residential mortgages$1,254,0007,133
Issued or guaranteed by U.S.$1,254,0007,074
Privately issued$0831
Collaterized mortgage obligations$347,0006,229
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$347,0002,263
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$9,383,0009,270
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