Four Corners Community Bank, Securities

2023-12-31Rank
Total securities$114,712,0001,544
U.S. Government securities$42,558,0002,056
U.S. Treasury securities$4,911,0001,847
U.S. Government agency obligations$37,647,0001,921
Securities issued by states & political subdivisions$37,097,0001,162
Other domestic debt securities$35,057,000523
Privately issued residential mortgage-backed securities$18,020,000202
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,721,000399
Structured financial products - Total$9,013,000279
Other domestic debt securities - All other$2,606,0001,231
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,963,0001,790
Mortgage-backed securities$56,478,0001,168
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$29,898,0001,190
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$685,0002,267
Privately issued$18,020,000168
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$4,275,000713
Other commercial mortgage-backed securities$3,600,000795
Held to maturity securities (book value)$6,296,0001,113
Available-for-sale securities (fair market value)$108,416,0001,433
Total debt securities$114,711,0001,530
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$109,923,0001,591
U.S. Government securities$49,594,0001,871
U.S. Treasury securities$13,579,0001,205
U.S. Government agency obligations$36,015,0001,943
Securities issued by states & political subdivisions$35,928,0001,165
Other domestic debt securities$24,401,000640
Privately issued residential mortgage-backed securities$13,412,000226
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,830,000374
Structured financial products - Total$2,980,000415
Other domestic debt securities - All other$2,456,0001,244
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,963,0001,732
Mortgage-backed securities$49,947,0001,243
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$28,209,0001,213
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$670,0002,255
Privately issued$13,412,000185
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$4,032,000735
Other commercial mortgage-backed securities$3,624,000783
Held to maturity securities (book value)$5,484,0001,176
Available-for-sale securities (fair market value)$104,439,0001,446
Total debt securities$109,923,0001,577
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$103,771,0001,690
U.S. Government securities$50,847,0001,882
U.S. Treasury securities$13,654,0001,211
U.S. Government agency obligations$37,193,0001,955
Securities issued by states & political subdivisions$38,162,0001,162
Other domestic debt securities$14,762,000827
Privately issued residential mortgage-backed securities$7,520,000310
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,908,000408
Structured financial products - Total$999,000544
Other domestic debt securities - All other$2,485,0001,261
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,232,0001,655
Mortgage-backed securities$44,167,0001,384
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$29,849,0001,200
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$702,0002,247
Privately issued$7,520,000241
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$4,246,000708
Other commercial mortgage-backed securities$1,850,000958
Held to maturity securities (book value)$4,857,0001,221
Available-for-sale securities (fair market value)$98,914,0001,538
Total debt securities$103,770,0001,675
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$104,707,0001,747
U.S. Government securities$52,705,0001,928
U.S. Treasury securities$13,699,0001,288
U.S. Government agency obligations$39,006,0001,908
Securities issued by states & political subdivisions$39,164,0001,173
Other domestic debt securities$12,838,000940
Privately issued residential mortgage-backed securities$6,347,000346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,017,000461
Structured financial products - Total$998,000543
Other domestic debt securities - All other$2,507,0001,281
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,613,0001,543
Mortgage-backed securities$44,858,0001,420
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$30,628,0001,219
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$718,0002,286
Privately issued$6,347,000263
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$5,196,000677
Other commercial mortgage-backed securities$1,969,000959
Held to maturity securities (book value)$4,912,0001,261
Available-for-sale securities (fair market value)$99,795,0001,591
Total debt securities$104,716,0001,731
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$98,108,0001,865
U.S. Government securities$51,922,0001,970
U.S. Treasury securities$12,583,0001,399
U.S. Government agency obligations$39,339,0001,903
Securities issued by states & political subdivisions$38,079,0001,230
Other domestic debt securities$8,107,0001,205
Privately issued residential mortgage-backed securities$4,644,000377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$2,469,0001,305
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,512,0001,404
Mortgage-backed securities$42,193,0001,485
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$30,706,0001,239
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$720,0002,302
Privately issued$4,644,000273
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$5,129,000671
Other commercial mortgage-backed securities$994,0001,105
Held to maturity securities (book value)$4,968,0001,273
Available-for-sale securities (fair market value)$93,140,0001,706
Total debt securities$98,110,0001,847
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$100,088,0001,836
U.S. Government securities$49,286,0002,048
U.S. Treasury securities$10,651,0001,535
U.S. Government agency obligations$38,635,0001,956
Securities issued by states & political subdivisions$46,768,0001,037
Other domestic debt securities$4,034,0001,480
Privately issued residential mortgage-backed securities$1,566,000485
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$2,468,0001,305
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,207,0001,309
Mortgage-backed securities$37,419,0001,599
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$27,537,0001,338
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$725,0002,321
Privately issued$1,566,000359
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$7,591,000559
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$5,023,0001,242
Available-for-sale securities (fair market value)$95,065,0001,683
Total debt securities$100,080,0001,814
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$102,133,0001,836
U.S. Government securities$49,707,0002,056
U.S. Treasury securities$10,921,0001,503
U.S. Government agency obligations$38,786,0001,970
Securities issued by states & political subdivisions$48,879,0001,035
Other domestic debt securities$3,547,0001,467
Privately issued residential mortgage-backed securities$964,000529
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$2,583,0001,291
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,258,0001,240
Mortgage-backed securities$36,398,0001,663
Certificates of participation in pools of residential mortgages$26,613,0001,433
Issued or guaranteed by U.S.$26,613,0001,403
Privately issued$0231
Collaterized mortgage obligations$1,752,0002,103
CMOs issued by government agencies or sponsored agencies$788,0002,314
Privately issued$964,000386
Commercial mortgage-backed securities$8,033,000963
Commercial mortgage pass-through securities$8,033,000552
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$5,080,0001,161
Available-for-sale securities (fair market value)$97,053,0001,727
Total debt securities$102,131,0001,822
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$105,209,0001,774
U.S. Government securities$50,982,0001,979
U.S. Treasury securities$10,166,0001,364
U.S. Government agency obligations$40,816,0001,924
Securities issued by states & political subdivisions$51,438,0001,012
Other domestic debt securities$2,789,0001,551
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$2,789,0001,253
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,078,0001,109
Mortgage-backed securities$37,381,0001,673
Certificates of participation in pools of residential mortgages$27,639,0001,427
Issued or guaranteed by U.S.$27,639,0001,402
Privately issued$0238
Collaterized mortgage obligations$1,154,0002,241
CMOs issued by government agencies or sponsored agencies$1,154,0002,173
Privately issued$0536
Commercial mortgage-backed securities$8,588,000936
Commercial mortgage pass-through securities$8,588,000534
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$5,153,0001,065
Available-for-sale securities (fair market value)$100,056,0001,692
Total debt securities$105,211,0001,759
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$101,534,0001,764
U.S. Government securities$43,319,0002,038
U.S. Treasury securities$2,224,0001,716
U.S. Government agency obligations$41,095,0001,873
Securities issued by states & political subdivisions$55,165,000975
Other domestic debt securities$3,050,0001,464
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$3,050,0001,144
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,989,0001,087
Mortgage-backed securities$36,821,0001,649
Certificates of participation in pools of residential mortgages$26,841,0001,447
Issued or guaranteed by U.S.$26,841,0001,415
Privately issued$0246
Collaterized mortgage obligations$1,571,0002,133
CMOs issued by government agencies or sponsored agencies$1,571,0002,078
Privately issued$0500
Commercial mortgage-backed securities$8,409,000942
Commercial mortgage pass-through securities$8,409,000543
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$5,237,000954
Available-for-sale securities (fair market value)$96,297,0001,704
Total debt securities$101,534,0001,746
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$101,801,0001,693
U.S. Government securities$46,857,0001,883
U.S. Treasury securities$2,261,0001,497
U.S. Government agency obligations$44,596,0001,763
Securities issued by states & political subdivisions$53,944,000974
Other domestic debt securities$1,000,0001,812
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$1,000,0001,487
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,126,0001,056
Mortgage-backed securities$40,271,0001,541
Certificates of participation in pools of residential mortgages$31,064,0001,276
Issued or guaranteed by U.S.$31,064,0001,246
Privately issued$0234
Collaterized mortgage obligations$633,0002,467
CMOs issued by government agencies or sponsored agencies$633,0002,408
Privately issued$0491
Commercial mortgage-backed securities$8,574,000940
Commercial mortgage pass-through securities$8,574,000534
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$5,333,000920
Available-for-sale securities (fair market value)$96,468,0001,636
Total debt securities$101,802,0001,674
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$97,807,0001,666
U.S. Government securities$47,080,0001,809
U.S. Treasury securities$2,259,0001,393
U.S. Government agency obligations$44,821,0001,710
Securities issued by states & political subdivisions$48,641,0001,035
Other domestic debt securities$2,086,0001,504
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$2,086,0001,170
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,950,0001,050
Mortgage-backed securities$39,924,0001,521
Certificates of participation in pools of residential mortgages$38,125,0001,082
Issued or guaranteed by U.S.$38,125,0001,061
Privately issued$0247
Collaterized mortgage obligations$667,0002,432
CMOs issued by government agencies or sponsored agencies$667,0002,381
Privately issued$0478
Commercial mortgage-backed securities$1,132,0001,651
Commercial mortgage pass-through securities$1,132,0001,166
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$5,391,000891
Available-for-sale securities (fair market value)$92,416,0001,615
Total debt securities$97,808,0001,650
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$93,395,0001,610
U.S. Government securities$46,462,0001,693
U.S. Treasury securities$01,631
U.S. Government agency obligations$46,462,0001,586
Securities issued by states & political subdivisions$44,855,0001,060
Other domestic debt securities$2,078,0001,463
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$2,078,0001,102
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,278,0001,095
Mortgage-backed securities$38,792,0001,485
Certificates of participation in pools of residential mortgages$36,981,0001,037
Issued or guaranteed by U.S.$36,981,0001,013
Privately issued$0261
Collaterized mortgage obligations$699,0002,395
CMOs issued by government agencies or sponsored agencies$699,0002,348
Privately issued$0475
Commercial mortgage-backed securities$1,112,0001,633
Commercial mortgage pass-through securities$1,112,0001,152
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$5,435,000863
Available-for-sale securities (fair market value)$87,960,0001,554
Total debt securities$93,395,0001,593
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$80,177,0001,679
U.S. Government securities$43,033,0001,660
U.S. Treasury securities$01,194
U.S. Government agency obligations$43,033,0001,575
Securities issued by states & political subdivisions$37,144,0001,210
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,265,0001,037
Mortgage-backed securities$34,161,0001,532
Certificates of participation in pools of residential mortgages$33,446,0001,022
Issued or guaranteed by U.S.$33,446,0001,001
Privately issued$0245
Collaterized mortgage obligations$715,0002,405
CMOs issued by government agencies or sponsored agencies$715,0002,355
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$80,177,0001,572
Total debt securities$80,177,0001,662
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$62,373,0001,903
U.S. Government securities$37,777,0001,740
U.S. Treasury securities$01,216
U.S. Government agency obligations$37,777,0001,657
Securities issued by states & political subdivisions$24,596,0001,551
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,826,0001,061
Mortgage-backed securities$28,749,0001,664
Certificates of participation in pools of residential mortgages$27,928,0001,130
Issued or guaranteed by U.S.$27,928,0001,102
Privately issued$0251
Collaterized mortgage obligations$821,0002,386
CMOs issued by government agencies or sponsored agencies$821,0002,338
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$62,373,0001,784
Total debt securities$62,372,0001,888
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$53,328,0002,071
U.S. Government securities$36,830,0001,769
U.S. Treasury securities$01,251
U.S. Government agency obligations$36,830,0001,674
Securities issued by states & political subdivisions$16,498,0001,917
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,632,0001,055
Mortgage-backed securities$29,490,0001,634
Certificates of participation in pools of residential mortgages$28,530,0001,072
Issued or guaranteed by U.S.$28,530,0001,040
Privately issued$0251
Collaterized mortgage obligations$960,0002,351
CMOs issued by government agencies or sponsored agencies$960,0002,309
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$53,328,0001,932
Total debt securities$53,329,0002,049
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$56,440,0001,929
U.S. Government securities$12,869,0003,047
U.S. Treasury securities$01,297
U.S. Government agency obligations$12,869,0002,908
Securities issued by states & political subdivisions$15,437,0001,854
Other domestic debt securities$28,134,000393
Privately issued residential mortgage-backed securities$28,134,000110
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,899,0001,193
Mortgage-backed securities$31,561,0001,546
Certificates of participation in pools of residential mortgages$30,471,0001,010
Issued or guaranteed by U.S.$2,337,0003,061
Privately issued$28,134,00034
Collaterized mortgage obligations$1,090,0002,313
CMOs issued by government agencies or sponsored agencies$1,090,0002,266
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$56,440,0001,795
Total debt securities$56,438,0001,912
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$55,840,0001,957
U.S. Government securities$15,419,0002,890
U.S. Treasury securities$01,363
U.S. Government agency obligations$15,419,0002,730
Securities issued by states & political subdivisions$16,742,0001,735
Other domestic debt securities$23,679,000420
Privately issued residential mortgage-backed securities$23,679,000111
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,305,0001,290
Mortgage-backed securities$26,144,0001,689
Certificates of participation in pools of residential mortgages$24,993,0001,145
Issued or guaranteed by U.S.$1,314,0003,322
Privately issued$23,679,00035
Collaterized mortgage obligations$1,151,0002,304
CMOs issued by government agencies or sponsored agencies$1,151,0002,260
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$55,840,0001,810
Total debt securities$55,838,0001,936
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$55,570,0001,942
U.S. Government securities$15,802,0002,903
U.S. Treasury securities$01,429
U.S. Government agency obligations$15,802,0002,743
Securities issued by states & political subdivisions$16,821,0001,731
Other domestic debt securities$22,947,000405
Privately issued residential mortgage-backed securities$22,947,000103
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,953,0001,251
Mortgage-backed securities$25,534,0001,677
Certificates of participation in pools of residential mortgages$24,281,0001,123
Issued or guaranteed by U.S.$1,334,0003,335
Privately issued$22,947,00034
Collaterized mortgage obligations$1,253,0002,295
CMOs issued by government agencies or sponsored agencies$1,253,0002,252
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$55,570,0001,797
Total debt securities$55,569,0001,921
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$59,868,0001,847
U.S. Government securities$18,681,0002,743
U.S. Treasury securities$01,467
U.S. Government agency obligations$18,681,0002,586
Securities issued by states & political subdivisions$17,094,0001,752
Other domestic debt securities$24,093,000370
Privately issued residential mortgage-backed securities$24,093,00086
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,475,0001,303
Mortgage-backed securities$26,841,0001,613
Certificates of participation in pools of residential mortgages$25,492,0001,076
Issued or guaranteed by U.S.$1,399,0003,330
Privately issued$24,093,00016
Collaterized mortgage obligations$1,349,0002,255
CMOs issued by government agencies or sponsored agencies$1,349,0002,209
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$59,868,0001,718
Total debt securities$59,867,0001,829
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$61,108,0001,850
U.S. Government securities$19,663,0002,706
U.S. Treasury securities$01,516
U.S. Government agency obligations$19,663,0002,555
Securities issued by states & political subdivisions$16,720,0001,825
Other domestic debt securities$24,725,000357
Privately issued residential mortgage-backed securities$24,725,00082
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,138,0001,141
Mortgage-backed securities$27,531,0001,577
Certificates of participation in pools of residential mortgages$26,121,0001,069
Issued or guaranteed by U.S.$1,396,0003,353
Privately issued$24,725,00017
Collaterized mortgage obligations$1,410,0002,238
CMOs issued by government agencies or sponsored agencies$1,410,0002,187
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$61,108,0001,715
Total debt securities$61,106,0001,834
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$56,696,0001,990
U.S. Government securities$20,187,0002,674
U.S. Treasury securities$01,513
U.S. Government agency obligations$20,187,0002,532
Securities issued by states & political subdivisions$15,433,0001,966
Other domestic debt securities$21,076,000390
Privately issued residential mortgage-backed securities$21,076,00091
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,466,0001,212
Mortgage-backed securities$24,009,0001,718
Certificates of participation in pools of residential mortgages$22,516,0001,207
Issued or guaranteed by U.S.$1,440,0003,374
Privately issued$21,076,00017
Collaterized mortgage obligations$1,493,0002,218
CMOs issued by government agencies or sponsored agencies$1,493,0002,167
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$56,696,0001,841
Total debt securities$56,695,0001,974
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$59,047,0001,937
U.S. Government securities$41,717,0001,729
U.S. Treasury securities$01,500
U.S. Government agency obligations$41,717,0001,637
Securities issued by states & political subdivisions$17,330,0001,843
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,817,0001,336
Mortgage-backed securities$24,473,0001,700
Certificates of participation in pools of residential mortgages$22,931,0001,201
Issued or guaranteed by U.S.$22,931,0001,195
Privately issued$0145
Collaterized mortgage obligations$1,542,0002,200
CMOs issued by government agencies or sponsored agencies$1,542,0002,148
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$59,047,0001,784
Total debt securities$59,048,0001,920
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$62,521,0001,896
U.S. Government securities$43,635,0001,655
U.S. Treasury securities$01,475
U.S. Government agency obligations$43,635,0001,563
Securities issued by states & political subdivisions$18,886,0001,778
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,412,0001,138
Mortgage-backed securities$25,750,0001,678
Certificates of participation in pools of residential mortgages$24,094,0001,203
Issued or guaranteed by U.S.$24,094,0001,166
Privately issued$0453
Collaterized mortgage obligations$1,656,0002,191
CMOs issued by government agencies or sponsored agencies$1,656,0002,138
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$62,521,0001,745
Total debt securities$62,524,0001,880
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$61,014,0001,946
U.S. Government securities$42,154,0001,734
U.S. Treasury securities$01,426
U.S. Government agency obligations$42,154,0001,649
Securities issued by states & political subdivisions$18,860,0001,834
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,731,0001,288
Mortgage-backed securities$26,940,0001,611
Certificates of participation in pools of residential mortgages$25,186,0001,192
Issued or guaranteed by U.S.$25,186,0001,189
Privately issued$067
Collaterized mortgage obligations$1,754,0002,159
CMOs issued by government agencies or sponsored agencies$1,754,0002,099
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$61,014,0001,790
Total debt securities$61,014,0001,929
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$56,982,0002,106
U.S. Government securities$39,299,0001,825
U.S. Treasury securities$01,328
U.S. Government agency obligations$39,299,0001,754
Securities issued by states & political subdivisions$17,683,0001,974
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,780,0001,267
Mortgage-backed securities$27,655,0001,598
Certificates of participation in pools of residential mortgages$25,770,0001,188
Issued or guaranteed by U.S.$25,770,0001,187
Privately issued$064
Collaterized mortgage obligations$1,885,0002,106
CMOs issued by government agencies or sponsored agencies$1,885,0002,041
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$56,982,0001,924
Total debt securities$56,979,0002,089
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$56,161,0002,138
U.S. Government securities$41,197,0001,789
U.S. Treasury securities$01,313
U.S. Government agency obligations$41,197,0001,712
Securities issued by states & political subdivisions$14,964,0002,216
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,769,0001,625
Mortgage-backed securities$32,138,0001,464
Certificates of participation in pools of residential mortgages$28,143,0001,136
Issued or guaranteed by U.S.$28,143,0001,134
Privately issued$069
Collaterized mortgage obligations$3,995,0001,705
CMOs issued by government agencies or sponsored agencies$3,995,0001,651
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$56,161,0001,963
Total debt securities$56,161,0002,119
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$56,332,0002,163
U.S. Government securities$41,305,0001,820
U.S. Treasury securities$01,351
U.S. Government agency obligations$41,305,0001,741
Securities issued by states & political subdivisions$15,027,0002,235
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,198,0001,582
Mortgage-backed securities$33,775,0001,423
Certificates of participation in pools of residential mortgages$29,544,0001,118
Issued or guaranteed by U.S.$29,544,0001,117
Privately issued$067
Collaterized mortgage obligations$4,231,0001,697
CMOs issued by government agencies or sponsored agencies$4,231,0001,640
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$56,332,0001,980
Total debt securities$56,332,0002,141
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$53,352,0002,282
U.S. Government securities$39,720,0001,907
U.S. Treasury securities$01,390
U.S. Government agency obligations$39,720,0001,822
Securities issued by states & political subdivisions$13,632,0002,387
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,127,0002,304
Mortgage-backed securities$34,747,0001,429
Certificates of participation in pools of residential mortgages$30,341,0001,127
Issued or guaranteed by U.S.$30,341,0001,126
Privately issued$066
Collaterized mortgage obligations$4,406,0001,685
CMOs issued by government agencies or sponsored agencies$4,406,0001,625
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$53,352,0002,091
Total debt securities$53,352,0002,258
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$44,000,0002,575
U.S. Government securities$31,073,0002,245
U.S. Treasury securities$01,367
U.S. Government agency obligations$31,073,0002,148
Securities issued by states & political subdivisions$12,927,0002,459
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,787,0002,244
Mortgage-backed securities$25,897,0001,744
Certificates of participation in pools of residential mortgages$22,294,0001,423
Issued or guaranteed by U.S.$22,294,0001,422
Privately issued$071
Collaterized mortgage obligations$3,603,0001,805
CMOs issued by government agencies or sponsored agencies$3,603,0001,738
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$44,000,0002,345
Total debt securities$44,000,0002,555
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$46,723,0002,499
U.S. Government securities$31,825,0002,211
U.S. Treasury securities$01,214
U.S. Government agency obligations$31,825,0002,121
Securities issued by states & political subdivisions$14,898,0002,285
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,962,0001,637
Mortgage-backed securities$26,992,0001,717
Certificates of participation in pools of residential mortgages$21,119,0001,499
Issued or guaranteed by U.S.$21,119,0001,499
Privately issued$067
Collaterized mortgage obligations$3,967,0001,756
CMOs issued by government agencies or sponsored agencies$3,967,0001,686
Privately issued$0671
Commercial mortgage-backed securities$1,906,000902
Commercial mortgage pass-through securities$1,906,000579
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$46,723,0002,267
Total debt securities$46,723,0002,472
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$48,759,0002,466
U.S. Government securities$33,151,0002,201
U.S. Treasury securities$01,253
U.S. Government agency obligations$33,151,0002,109
Securities issued by states & political subdivisions$15,608,0002,230
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$40,712,0001,302
Mortgage-backed securities$25,983,0001,759
Certificates of participation in pools of residential mortgages$19,801,0001,571
Issued or guaranteed by U.S.$19,801,0001,566
Privately issued$071
Collaterized mortgage obligations$4,257,0001,727
CMOs issued by government agencies or sponsored agencies$4,257,0001,659
Privately issued$0687
Commercial mortgage-backed securities$1,925,000841
Commercial mortgage pass-through securities$1,925,000527
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$48,759,0002,236
Total debt securities$48,759,0002,444
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$53,364,0002,319
U.S. Government securities$37,989,0002,073
U.S. Treasury securities$01,296
U.S. Government agency obligations$37,989,0001,988
Securities issued by states & political subdivisions$15,375,0002,236
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,438,0001,668
Mortgage-backed securities$26,932,0001,728
Certificates of participation in pools of residential mortgages$20,571,0001,539
Issued or guaranteed by U.S.$20,571,0001,538
Privately issued$066
Collaterized mortgage obligations$4,481,0001,699
CMOs issued by government agencies or sponsored agencies$4,481,0001,631
Privately issued$0699
Commercial mortgage-backed securities$1,880,000833
Commercial mortgage pass-through securities$1,880,000518
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$53,364,0002,108
Total debt securities$53,364,0002,296
Structured notes
Amortized cost$4,000,000402
Fair value$3,953,000428
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$58,266,0002,203
U.S. Government securities$42,140,0001,931
U.S. Treasury securities$01,367
U.S. Government agency obligations$42,140,0001,838
Securities issued by states & political subdivisions$16,126,0002,176
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,605,0001,151
Mortgage-backed securities$18,821,0002,151
Certificates of participation in pools of residential mortgages$12,071,0002,119
Issued or guaranteed by U.S.$12,071,0002,115
Privately issued$066
Collaterized mortgage obligations$4,889,0001,648
CMOs issued by government agencies or sponsored agencies$4,889,0001,586
Privately issued$0704
Commercial mortgage-backed securities$1,861,000800
Commercial mortgage pass-through securities$1,861,000495
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$58,266,0002,001
Total debt securities$58,266,0002,181
Structured notes
Amortized cost$4,000,000460
Fair value$3,981,000475
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$63,525,0002,091
U.S. Government securities$48,111,0001,757
U.S. Treasury securities$01,303
U.S. Government agency obligations$48,111,0001,686
Securities issued by states & political subdivisions$15,414,0002,252
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,360,0001,158
Mortgage-backed securities$13,657,0002,533
Certificates of participation in pools of residential mortgages$6,551,0002,823
Issued or guaranteed by U.S.$6,551,0002,821
Privately issued$065
Collaterized mortgage obligations$5,203,0001,621
CMOs issued by government agencies or sponsored agencies$5,203,0001,560
Privately issued$0721
Commercial mortgage-backed securities$1,903,000767
Commercial mortgage pass-through securities$1,903,000469
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$63,525,0001,901
Total debt securities$63,525,0002,066
Structured notes
Amortized cost$7,998,000311
Fair value$7,931,000311
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$68,082,0002,022
U.S. Government securities$53,953,0001,654
U.S. Treasury securities$01,348
U.S. Government agency obligations$53,953,0001,584
Securities issued by states & political subdivisions$13,152,0002,465
Other domestic debt securities$977,0001,684
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$977,0001,357
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,505,0001,644
Mortgage-backed securities$14,147,0002,541
Certificates of participation in pools of residential mortgages$6,769,0002,877
Issued or guaranteed by U.S.$6,769,0002,875
Privately issued$067
Collaterized mortgage obligations$5,501,0001,643
CMOs issued by government agencies or sponsored agencies$5,501,0001,575
Privately issued$0741
Commercial mortgage-backed securities$1,877,000732
Commercial mortgage pass-through securities$1,877,000449
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$68,082,0001,830
Total debt securities$68,082,0001,997
Structured notes
Amortized cost$9,998,000303
Fair value$9,672,000313
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$69,918,0002,003
U.S. Government securities$55,481,0001,655
U.S. Treasury securities$01,327
U.S. Government agency obligations$55,481,0001,576
Securities issued by states & political subdivisions$13,436,0002,421
Other domestic debt securities$1,001,0001,680
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$1,001,0001,333
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$58,421,0001,034
Mortgage-backed securities$15,085,0002,519
Certificates of participation in pools of residential mortgages$7,214,0002,860
Issued or guaranteed by U.S.$7,214,0002,859
Privately issued$070
Collaterized mortgage obligations$5,936,0001,633
CMOs issued by government agencies or sponsored agencies$5,936,0001,565
Privately issued$0776
Commercial mortgage-backed securities$1,935,000700
Commercial mortgage pass-through securities$1,935,000427
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$69,918,0001,817
Total debt securities$69,918,0001,985
Structured notes
Amortized cost$15,997,000215
Fair value$15,993,000214
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$83,114,0001,722
U.S. Government securities$67,707,0001,388
U.S. Treasury securities$01,361
U.S. Government agency obligations$67,707,0001,328
Securities issued by states & political subdivisions$13,409,0002,437
Other domestic debt securities$1,998,0001,356
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$1,998,0001,057
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$58,782,0001,022
Mortgage-backed securities$15,498,0002,524
Certificates of participation in pools of residential mortgages$7,424,0002,880
Issued or guaranteed by U.S.$7,424,0002,879
Privately issued$075
Collaterized mortgage obligations$6,168,0001,642
CMOs issued by government agencies or sponsored agencies$6,168,0001,579
Privately issued$0785
Commercial mortgage-backed securities$1,906,000695
Commercial mortgage pass-through securities$1,906,000429
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$83,114,0001,535
Total debt securities$83,114,0001,701
Structured notes
Amortized cost$13,997,000238
Fair value$13,872,000239
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$85,370,0001,721
U.S. Government securities$69,328,0001,389
U.S. Treasury securities$01,381
U.S. Government agency obligations$69,328,0001,333
Securities issued by states & political subdivisions$14,056,0002,382
Other domestic debt securities$1,986,0001,417
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$1,986,0001,086
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$58,359,0001,026
Mortgage-backed securities$15,869,0002,577
Certificates of participation in pools of residential mortgages$7,589,0002,937
Issued or guaranteed by U.S.$7,589,0002,935
Privately issued$073
Collaterized mortgage obligations$6,406,0001,645
CMOs issued by government agencies or sponsored agencies$6,406,0001,567
Privately issued$0821
Commercial mortgage-backed securities$1,874,000672
Commercial mortgage pass-through securities$1,874,000430
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$85,370,0001,526
Total debt securities$85,370,0001,695
Structured notes
Amortized cost$15,996,000248
Fair value$15,480,000251
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$86,489,0001,698
U.S. Government securities$70,067,0001,391
U.S. Treasury securities$01,342
U.S. Government agency obligations$70,067,0001,333
Securities issued by states & political subdivisions$14,414,0002,358
Other domestic debt securities$2,008,0001,433
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$2,008,0001,102
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$55,277,0001,075
Mortgage-backed securities$16,535,0002,550
Certificates of participation in pools of residential mortgages$7,909,0002,941
Issued or guaranteed by U.S.$7,909,0002,941
Privately issued$075
Collaterized mortgage obligations$6,738,0001,616
CMOs issued by government agencies or sponsored agencies$6,738,0001,547
Privately issued$0840
Commercial mortgage-backed securities$1,888,000658
Commercial mortgage pass-through securities$1,888,000431
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$86,489,0001,512
Total debt securities$86,489,0001,679
Structured notes
Amortized cost$15,451,000284
Fair value$15,996,000262
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$94,540,0001,582
U.S. Government securities$77,143,0001,289
U.S. Treasury securities$01,198
U.S. Government agency obligations$77,143,0001,242
Securities issued by states & political subdivisions$13,886,0002,412
Other domestic debt securities$3,016,0001,228
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$3,016,000926
Foreign debt securities$495,000241
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,188,0001,266
Mortgage-backed securities$17,195,0002,525
Certificates of participation in pools of residential mortgages$8,376,0002,889
Issued or guaranteed by U.S.$8,376,0002,889
Privately issued$076
Collaterized mortgage obligations$6,962,0001,605
CMOs issued by government agencies or sponsored agencies$6,962,0001,537
Privately issued$0874
Commercial mortgage-backed securities$1,857,000646
Commercial mortgage pass-through securities$1,857,000415
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$9,313,0001,126
Available-for-sale securities (fair market value)$85,227,0001,550
Total debt securities$94,504,0001,565
Structured notes
Amortized cost$15,995,000287
Fair value$14,996,000297
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$84,775,0001,740
U.S. Government securities$67,611,0001,419
U.S. Treasury securities$01,131
U.S. Government agency obligations$67,611,0001,377
Securities issued by states & political subdivisions$13,683,0002,434
Other domestic debt securities$3,481,0001,192
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$3,481,000884
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$46,791,0001,231
Mortgage-backed securities$17,514,0002,510
Certificates of participation in pools of residential mortgages$8,572,0002,860
Issued or guaranteed by U.S.$8,572,0002,859
Privately issued$081
Collaterized mortgage obligations$7,121,0001,604
CMOs issued by government agencies or sponsored agencies$7,121,0001,528
Privately issued$0906
Commercial mortgage-backed securities$1,821,000612
Commercial mortgage pass-through securities$1,821,000382
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$11,384,0001,034
Available-for-sale securities (fair market value)$73,391,0001,774
Total debt securities$84,775,0001,717
Structured notes
Amortized cost$16,495,000266
Fair value$14,983,000275
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$87,444,0001,718
U.S. Government securities$58,786,0001,638
U.S. Treasury securities$01,131
U.S. Government agency obligations$58,786,0001,587
Securities issued by states & political subdivisions$13,759,0002,414
Other domestic debt securities$2,014,0001,541
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$2,014,0001,185
Foreign debt securities$0328
Equity securities$12,885,000132
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,582,0001,207
Mortgage-backed securities$17,690,0002,511
Certificates of participation in pools of residential mortgages$8,458,0002,879
Issued or guaranteed by U.S.$8,458,0002,876
Privately issued$080
Collaterized mortgage obligations$7,401,0001,592
CMOs issued by government agencies or sponsored agencies$7,401,0001,508
Privately issued$0947
Commercial mortgage-backed securities$1,831,000597
Commercial mortgage pass-through securities$1,831,000366
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$87,444,0001,531
Total debt securities$74,559,0001,940
Structured notes
Amortized cost$15,995,000272
Fair value$14,646,000281
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$87,557,0001,706
U.S. Government securities$58,996,0001,630
U.S. Treasury securities$01,152
U.S. Government agency obligations$58,996,0001,581
Securities issued by states & political subdivisions$13,698,0002,408
Other domestic debt securities$1,997,0001,601
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$1,997,0001,235
Foreign debt securities$0316
Equity securities$12,866,000128
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,343,0001,245
Mortgage-backed securities$16,599,0002,608
Certificates of participation in pools of residential mortgages$6,832,0003,118
Issued or guaranteed by U.S.$6,832,0003,116
Privately issued$083
Collaterized mortgage obligations$7,894,0001,572
CMOs issued by government agencies or sponsored agencies$7,894,0001,487
Privately issued$0969
Commercial mortgage-backed securities$1,873,000571
Commercial mortgage pass-through securities$1,873,000359
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$87,557,0001,536
Total debt securities$74,691,0001,921
Structured notes
Amortized cost$15,994,000259
Fair value$12,266,000318
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$88,576,0001,701
U.S. Government securities$59,488,0001,658
U.S. Treasury securities$01,161
U.S. Government agency obligations$59,488,0001,605
Securities issued by states & political subdivisions$14,021,0002,368
Other domestic debt securities$2,058,0001,570
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$2,058,0001,174
Foreign debt securities$0322
Equity securities$13,009,000131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,846,0001,270
Mortgage-backed securities$15,890,0002,683
Certificates of participation in pools of residential mortgages$7,455,0003,045
Issued or guaranteed by U.S.$7,455,0003,044
Privately issued$083
Collaterized mortgage obligations$8,435,0001,575
CMOs issued by government agencies or sponsored agencies$8,435,0001,485
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$88,576,0001,550
Total debt securities$75,567,0001,928
Structured notes
Amortized cost$19,992,000214
Fair value$19,880,000218
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$83,775,0001,743
U.S. Government securities$70,140,0001,415
U.S. Treasury securities$01,135
U.S. Government agency obligations$70,140,0001,371
Securities issued by states & political subdivisions$11,549,0002,624
Other domestic debt securities$2,086,0001,546
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$2,086,0001,147
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$44,141,0001,250
Mortgage-backed securities$14,776,0002,802
Certificates of participation in pools of residential mortgages$5,806,0003,357
Issued or guaranteed by U.S.$5,806,0003,354
Privately issued$085
Collaterized mortgage obligations$8,970,0001,586
CMOs issued by government agencies or sponsored agencies$8,970,0001,487
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$83,775,0001,587
Total debt securities$83,775,0001,722
Structured notes
Amortized cost$47,987,00078
Fair value$48,002,00078
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$88,188,0001,671
U.S. Government securities$75,628,0001,341
U.S. Treasury securities$01,086
U.S. Government agency obligations$75,628,0001,299
Securities issued by states & political subdivisions$10,494,0002,727
Other domestic debt securities$2,066,0001,599
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$2,066,0001,185
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$42,341,0001,283
Mortgage-backed securities$13,614,0003,050
Certificates of participation in pools of residential mortgages$6,192,0003,425
Issued or guaranteed by U.S.$6,192,0003,425
Privately issued$088
Collaterized mortgage obligations$7,422,0001,785
CMOs issued by government agencies or sponsored agencies$7,422,0001,693
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$88,188,0001,521
Total debt securities$88,188,0001,649
Structured notes
Amortized cost$55,985,00060
Fair value$55,941,00059
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$72,887,0001,974
U.S. Government securities$64,549,0001,577
U.S. Treasury securities$01,068
U.S. Government agency obligations$64,549,0001,535
Securities issued by states & political subdivisions$8,338,0003,009
Other domestic debt securities$02,873
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$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,176,0001,405
Mortgage-backed securities$6,146,0004,039
Certificates of participation in pools of residential mortgages$2,096,0004,456
Issued or guaranteed by U.S.$2,096,0004,455
Privately issued$094
Collaterized mortgage obligations$4,050,0002,287
CMOs issued by government agencies or sponsored agencies$4,050,0002,183
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$72,887,0001,796
Total debt securities$72,887,0001,955
Structured notes
Amortized cost$51,992,00068
Fair value$52,344,00067
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$77,477,0001,876
U.S. Government securities$69,483,0001,515
U.S. Treasury securities$01,157
U.S. Government agency obligations$69,483,0001,469
Securities issued by states & political subdivisions$7,994,0002,992
Other domestic debt securities$02,874
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$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,748,0002,153
Mortgage-backed securities$10,0005,869
Certificates of participation in pools of residential mortgages$10,0005,656
Issued or guaranteed by U.S.$10,0005,647
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$77,477,0001,711
Total debt securities$77,477,0001,861
Structured notes
Amortized cost$59,967,00082
Fair value$59,450,00081
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$65,684,0002,092
U.S. Government securities$57,624,0001,682
U.S. Treasury securities$01,076
U.S. Government agency obligations$57,624,0001,642
Securities issued by states & political subdivisions$8,060,0002,937
Other domestic debt securities$02,876
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$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,419,0001,290
Mortgage-backed securities$10,0005,887
Certificates of participation in pools of residential mortgages$10,0005,657
Issued or guaranteed by U.S.$10,0005,645
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$65,684,0001,900
Total debt securities$65,684,0002,076
Structured notes
Amortized cost$48,658,00093
Fair value$48,827,00091
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$62,806,0002,100
U.S. Government securities$58,106,0001,625
U.S. Treasury securities$01,126
U.S. Government agency obligations$58,106,0001,580
Securities issued by states & political subdivisions$4,700,0003,609
Other domestic debt securities$02,858
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$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,661,0001,373
Mortgage-backed securities$11,0005,911
Certificates of participation in pools of residential mortgages$11,0005,675
Issued or guaranteed by U.S.$11,0005,663
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$62,806,0001,898
Total debt securities$62,806,0002,078
Structured notes
Amortized cost$38,681,000120
Fair value$38,871,000120
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$57,287,0002,279
U.S. Government securities$54,027,0001,734
U.S. Treasury securities$01,225
U.S. Government agency obligations$54,027,0001,684
Securities issued by states & political subdivisions$3,260,0003,968
Other domestic debt securities$02,821
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$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,830,0001,372
Mortgage-backed securities$12,0005,941
Certificates of participation in pools of residential mortgages$12,0005,693
Issued or guaranteed by U.S.$12,0005,686
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$57,287,0002,054
Total debt securities$57,287,0002,255
Structured notes
Amortized cost$24,689,000248
Fair value$24,647,000247
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$59,947,0002,176
U.S. Government securities$56,471,0001,677
U.S. Treasury securities$01,272
U.S. Government agency obligations$56,471,0001,622
Securities issued by states & political subdivisions$3,476,0003,870
Other domestic debt securities$02,880
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$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,790,0001,282
Mortgage-backed securities$14,0005,951
Certificates of participation in pools of residential mortgages$14,0005,698
Issued or guaranteed by U.S.$14,0005,687
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$59,947,0001,962
Total debt securities$59,947,0002,156
Structured notes
Amortized cost$26,685,000248
Fair value$25,806,000251
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$58,146,0002,144
U.S. Government securities$54,919,0001,628
U.S. Treasury securities$01,275
U.S. Government agency obligations$54,919,0001,576
Securities issued by states & political subdivisions$3,227,0003,949
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,182,0001,206
Mortgage-backed securities$60,0005,848
Certificates of participation in pools of residential mortgages$15,0005,689
Issued or guaranteed by U.S.$15,0005,678
Privately issued$0141
Collaterized mortgage obligations$45,0003,703
CMOs issued by government agencies or sponsored agencies$45,0003,386
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$58,146,0001,937
Total debt securities$58,146,0002,116
Structured notes
Amortized cost$26,684,000217
Fair value$25,990,000223
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$54,112,0002,234
U.S. Government securities$50,767,0001,711
U.S. Treasury securities$01,180
U.S. Government agency obligations$50,767,0001,649
Securities issued by states & political subdivisions$3,345,0003,846
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,448,0001,132
Mortgage-backed securities$184,0005,730
Certificates of participation in pools of residential mortgages$17,0005,718
Issued or guaranteed by U.S.$17,0005,704
Privately issued$0141
Collaterized mortgage obligations$167,0003,546
CMOs issued by government agencies or sponsored agencies$167,0003,225
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$54,112,0002,004
Total debt securities$54,112,0002,207
Structured notes
Amortized cost$14,697,000426
Fair value$14,842,000426
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$43,209,0002,682
U.S. Government securities$38,695,0002,180
U.S. Treasury securities$01,121
U.S. Government agency obligations$38,695,0002,108
Securities issued by states & political subdivisions$4,514,0003,428
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,340,0001,322
Mortgage-backed securities$206,0005,746
Certificates of participation in pools of residential mortgages$18,0005,764
Issued or guaranteed by U.S.$18,0005,754
Privately issued$0148
Collaterized mortgage obligations$188,0003,446
CMOs issued by government agencies or sponsored agencies$188,0003,128
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$43,209,0002,399
Total debt securities$43,209,0002,656
Structured notes
Amortized cost$2,000,0001,961
Fair value$2,004,0002,075
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$40,122,0002,859
U.S. Government securities$35,199,0002,398
U.S. Treasury securities$01,130
U.S. Government agency obligations$35,199,0002,335
Securities issued by states & political subdivisions$4,923,0003,267
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,317,0001,505
Mortgage-backed securities$230,0005,819
Certificates of participation in pools of residential mortgages$20,0005,858
Issued or guaranteed by U.S.$20,0005,848
Privately issued$0145
Collaterized mortgage obligations$210,0003,419
CMOs issued by government agencies or sponsored agencies$210,0003,084
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$40,122,0002,562
Total debt securities$40,122,0002,837
Structured notes
Amortized cost$2,000,0001,740
Fair value$1,986,0001,878
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$44,952,0002,600
U.S. Government securities$39,010,0002,149
U.S. Treasury securities$01,077
U.S. Government agency obligations$39,010,0002,089
Securities issued by states & political subdivisions$5,942,0003,011
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,660,0001,633
Mortgage-backed securities$371,0005,768
Certificates of participation in pools of residential mortgages$137,0005,644
Issued or guaranteed by U.S.$137,0005,629
Privately issued$0157
Collaterized mortgage obligations$234,0003,410
CMOs issued by government agencies or sponsored agencies$234,0003,063
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$44,952,0002,316
Total debt securities$44,952,0002,574
Structured notes
Amortized cost$4,000,000938
Fair value$3,958,000984
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$54,236,0002,226
U.S. Government securities$48,250,0001,771
U.S. Treasury securities$01,047
U.S. Government agency obligations$48,250,0001,718
Securities issued by states & political subdivisions$5,986,0003,005
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,719,0001,455
Mortgage-backed securities$433,0005,792
Certificates of participation in pools of residential mortgages$171,0005,685
Issued or guaranteed by U.S.$171,0005,666
Privately issued$0171
Collaterized mortgage obligations$262,0003,395
CMOs issued by government agencies or sponsored agencies$262,0003,044
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$54,236,0001,968
Total debt securities$54,236,0002,198
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$46,084,0002,494
U.S. Government securities$40,151,0002,056
U.S. Treasury securities$01,036
U.S. Government agency obligations$40,151,0002,005
Securities issued by states & political subdivisions$5,933,0002,966
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,226,0001,438
Mortgage-backed securities$506,0005,807
Certificates of participation in pools of residential mortgages$216,0005,687
Issued or guaranteed by U.S.$216,0005,668
Privately issued$0181
Collaterized mortgage obligations$290,0003,372
CMOs issued by government agencies or sponsored agencies$290,0003,011
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$46,084,0002,196
Total debt securities$46,084,0002,465
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$36,311,0003,026
U.S. Government securities$31,967,0002,521
U.S. Treasury securities$0981
U.S. Government agency obligations$31,967,0002,464
Securities issued by states & political subdivisions$4,344,0003,336
Other domestic debt securities$03,349
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$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,228,0001,519
Mortgage-backed securities$832,0005,695
Certificates of participation in pools of residential mortgages$512,0005,478
Issued or guaranteed by U.S.$512,0005,462
Privately issued$0191
Collaterized mortgage obligations$320,0003,371
CMOs issued by government agencies or sponsored agencies$320,0003,006
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)$03,516
Available-for-sale securities (fair market value)$36,311,0002,698
Total debt securities$36,311,0002,992
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$34,428,0003,122
U.S. Government securities$30,124,0002,665
U.S. Treasury securities$0973
U.S. Government agency obligations$30,124,0002,613
Securities issued by states & political subdivisions$4,304,0003,313
Other domestic debt securities$03,273
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$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,272,0005,110
Mortgage-backed securities$943,0005,646
Certificates of participation in pools of residential mortgages$586,0005,434
Issued or guaranteed by U.S.$586,0005,417
Privately issued$0188
Collaterized mortgage obligations$357,0003,288
CMOs issued by government agencies or sponsored agencies$357,0002,966
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)$03,539
Available-for-sale securities (fair market value)$34,428,0002,772
Total debt securities$34,428,0003,081
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$35,286,0003,013
U.S. Government securities$31,011,0002,525
U.S. Treasury securities$01,019
U.S. Government agency obligations$31,011,0002,467
Securities issued by states & political subdivisions$4,275,0003,313
Other domestic debt securities$03,233
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$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,273,0005,116
Mortgage-backed securities$1,036,0005,559
Certificates of participation in pools of residential mortgages$655,0005,390
Issued or guaranteed by U.S.$655,0005,373
Privately issued$0192
Collaterized mortgage obligations$381,0003,202
CMOs issued by government agencies or sponsored agencies$381,0002,864
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)$03,569
Available-for-sale securities (fair market value)$35,286,0002,663
Total debt securities$35,286,0002,979
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$35,468,0003,035
U.S. Government securities$31,212,0002,546
U.S. Treasury securities$01,021
U.S. Government agency obligations$31,212,0002,497
Securities issued by states & political subdivisions$4,256,0003,332
Other domestic debt securities$03,200
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$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,275,0005,107
Mortgage-backed securities$1,170,0005,504
Certificates of participation in pools of residential mortgages$754,0005,345
Issued or guaranteed by U.S.$754,0005,322
Privately issued$0202
Collaterized mortgage obligations$416,0003,180
CMOs issued by government agencies or sponsored agencies$416,0002,845
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)$03,596
Available-for-sale securities (fair market value)$35,468,0002,712
Total debt securities$35,468,0002,995
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$39,733,0002,788
U.S. Government securities$35,134,0002,292
U.S. Treasury securities$01,044
U.S. Government agency obligations$35,134,0002,249
Securities issued by states & political subdivisions$4,599,0003,232
Other domestic debt securities$03,172
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$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,346,0002,999
Mortgage-backed securities$1,308,0005,395
Certificates of participation in pools of residential mortgages$834,0005,237
Issued or guaranteed by U.S.$834,0005,210
Privately issued$0205
Collaterized mortgage obligations$474,0003,119
CMOs issued by government agencies or sponsored agencies$474,0002,782
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)$03,628
Available-for-sale securities (fair market value)$39,733,0002,475
Total debt securities$39,733,0002,751
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$34,302,0003,131
U.S. Government securities$29,762,0002,695
U.S. Treasury securities$01,146
U.S. Government agency obligations$29,762,0002,638
Securities issued by states & political subdivisions$4,540,0003,236
Other domestic debt securities$03,016
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$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,110,0002,116
Mortgage-backed securities$1,545,0005,066
Certificates of participation in pools of residential mortgages$1,045,0004,900
Issued or guaranteed by U.S.$1,045,0004,878
Privately issued$0191
Collaterized mortgage obligations$500,0002,987
CMOs issued by government agencies or sponsored agencies$500,0002,667
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)$03,689
Available-for-sale securities (fair market value)$34,302,0002,752
Total debt securities$34,302,0003,087
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$32,149,0003,288
U.S. Government securities$27,655,0002,881
U.S. Treasury securities$01,235
U.S. Government agency obligations$27,655,0002,821
Securities issued by states & political subdivisions$4,494,0003,241
Other domestic debt securities$02,992
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$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,389,0002,012
Mortgage-backed securities$1,690,0004,887
Certificates of participation in pools of residential mortgages$1,163,0004,686
Issued or guaranteed by U.S.$1,163,0004,672
Privately issued$0194
Collaterized mortgage obligations$527,0002,912
CMOs issued by government agencies or sponsored agencies$527,0002,597
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)$03,749
Available-for-sale securities (fair market value)$32,149,0002,887
Total debt securities$32,149,0003,239
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$31,663,0003,302
U.S. Government securities$26,539,0002,989
U.S. Treasury securities$01,362
U.S. Government agency obligations$26,539,0002,916
Securities issued by states & political subdivisions$5,124,0003,040
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,966,0001,888
Mortgage-backed securities$1,830,0004,797
Certificates of participation in pools of residential mortgages$1,268,0004,599
Issued or guaranteed by U.S.$1,268,0004,586
Privately issued$0207
Collaterized mortgage obligations$562,0002,867
CMOs issued by government agencies or sponsored agencies$562,0002,560
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$31,663,0002,895
Total debt securities$31,663,0003,262
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$31,395,0003,340
U.S. Government securities$26,749,0002,960
U.S. Treasury securities$01,448
U.S. Government agency obligations$26,749,0002,881
Securities issued by states & political subdivisions$4,646,0003,183
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,059,0001,886
Mortgage-backed securities$1,963,0004,724
Certificates of participation in pools of residential mortgages$1,354,0004,550
Issued or guaranteed by U.S.$1,354,0004,533
Privately issued$0218
Collaterized mortgage obligations$609,0002,798
CMOs issued by government agencies or sponsored agencies$609,0002,510
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$31,395,0002,911
Total debt securities$31,395,0003,302
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$31,139,0003,379
U.S. Government securities$26,791,0002,985
U.S. Treasury securities$01,498
U.S. Government agency obligations$26,791,0002,905
Securities issued by states & political subdivisions$4,348,0003,323
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,012,0001,893
Mortgage-backed securities$2,066,0004,683
Certificates of participation in pools of residential mortgages$1,418,0004,509
Issued or guaranteed by U.S.$1,418,0004,495
Privately issued$0208
Collaterized mortgage obligations$648,0002,762
CMOs issued by government agencies or sponsored agencies$648,0002,481
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$31,139,0002,941
Total debt securities$31,139,0003,335
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$31,143,0003,420
U.S. Government securities$26,790,0003,025
U.S. Treasury securities$01,574
U.S. Government agency obligations$26,790,0002,938
Securities issued by states & political subdivisions$4,353,0003,296
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,947,0002,460
Mortgage-backed securities$2,165,0004,622
Certificates of participation in pools of residential mortgages$1,488,0004,476
Issued or guaranteed by U.S.$1,488,0004,452
Privately issued$0214
Collaterized mortgage obligations$677,0002,712
CMOs issued by government agencies or sponsored agencies$677,0002,435
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$31,143,0002,963
Total debt securities$31,143,0003,376
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$31,152,0003,397
U.S. Government securities$26,545,0003,046
U.S. Treasury securities$01,634
U.S. Government agency obligations$26,545,0002,954
Securities issued by states & political subdivisions$4,607,0003,196
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,675,0003,661
Mortgage-backed securities$2,302,0004,562
Certificates of participation in pools of residential mortgages$1,589,0004,428
Issued or guaranteed by U.S.$1,589,0004,409
Privately issued$0211
Collaterized mortgage obligations$713,0002,674
CMOs issued by government agencies or sponsored agencies$713,0002,394
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$31,152,0002,952
Total debt securities$31,151,0003,352
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$31,609,0003,426
U.S. Government securities$26,953,0003,035
U.S. Treasury securities$01,715
U.S. Government agency obligations$26,953,0002,942
Securities issued by states & political subdivisions$4,656,0003,197
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,390,0004,813
Mortgage-backed securities$2,499,0004,513
Certificates of participation in pools of residential mortgages$1,735,0004,373
Issued or guaranteed by U.S.$1,735,0004,358
Privately issued$0205
Collaterized mortgage obligations$764,0002,651
CMOs issued by government agencies or sponsored agencies$764,0002,362
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$31,609,0002,967
Total debt securities$31,608,0003,375
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$31,822,0003,399
U.S. Government securities$27,154,0003,031
U.S. Treasury securities$01,737
U.S. Government agency obligations$27,154,0002,929
Securities issued by states & political subdivisions$4,668,0003,193
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,400,0004,795
Mortgage-backed securities$2,640,0004,484
Certificates of participation in pools of residential mortgages$1,833,0004,342
Issued or guaranteed by U.S.$1,833,0004,324
Privately issued$0216
Collaterized mortgage obligations$807,0002,626
CMOs issued by government agencies or sponsored agencies$807,0002,344
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$31,822,0002,939
Total debt securities$31,822,0003,342
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$32,386,0003,339
U.S. Government securities$27,671,0002,947
U.S. Treasury securities$01,786
U.S. Government agency obligations$27,671,0002,855
Securities issued by states & political subdivisions$4,715,0003,159
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,457,0004,785
Mortgage-backed securities$2,879,0004,442
Certificates of participation in pools of residential mortgages$2,026,0004,278
Issued or guaranteed by U.S.$2,026,0004,263
Privately issued$0225
Collaterized mortgage obligations$853,0002,614
CMOs issued by government agencies or sponsored agencies$853,0002,333
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$32,386,0002,884
Total debt securities$32,385,0003,284
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$32,856,0003,358
U.S. Government securities$28,111,0002,941
U.S. Treasury securities$01,839
U.S. Government agency obligations$28,111,0002,839
Securities issued by states & political subdivisions$4,745,0003,128
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,487,0004,752
Mortgage-backed securities$3,162,0004,407
Certificates of participation in pools of residential mortgages$2,269,0004,214
Issued or guaranteed by U.S.$2,269,0004,198
Privately issued$0223
Collaterized mortgage obligations$893,0002,654
CMOs issued by government agencies or sponsored agencies$893,0002,388
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$32,856,0002,891
Total debt securities$32,856,0003,307
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$31,875,0003,459
U.S. Government securities$27,886,0003,016
U.S. Treasury securities$01,963
U.S. Government agency obligations$27,886,0002,902
Securities issued by states & political subdivisions$3,989,0003,399
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,393,0004,816
Mortgage-backed securities$3,412,0004,411
Certificates of participation in pools of residential mortgages$2,496,0004,182
Issued or guaranteed by U.S.$2,496,0004,170
Privately issued$0207
Collaterized mortgage obligations$916,0002,685
CMOs issued by government agencies or sponsored agencies$916,0002,429
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$31,875,0002,984
Total debt securities$31,875,0003,407
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$32,402,0003,430
U.S. Government securities$28,663,0002,948
U.S. Treasury securities$01,963
U.S. Government agency obligations$28,663,0002,841
Securities issued by states & political subdivisions$3,739,0003,522
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,491,0004,775
Mortgage-backed securities$3,652,0004,372
Certificates of participation in pools of residential mortgages$2,693,0004,141
Issued or guaranteed by U.S.$2,693,0004,129
Privately issued$0203
Collaterized mortgage obligations$959,0002,700
CMOs issued by government agencies or sponsored agencies$959,0002,450
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$32,402,0002,959
Total debt securities$32,402,0003,371
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$33,220,0003,361
U.S. Government securities$30,799,0002,789
U.S. Treasury securities$01,990
U.S. Government agency obligations$30,799,0002,679
Securities issued by states & political subdivisions$2,421,0004,098
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,015,0004,604
Mortgage-backed securities$3,919,0004,306
Certificates of participation in pools of residential mortgages$2,934,0004,061
Issued or guaranteed by U.S.$2,934,0004,051
Privately issued$0225
Collaterized mortgage obligations$985,0002,687
CMOs issued by government agencies or sponsored agencies$985,0002,445
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$33,220,0002,888
Total debt securities$33,220,0003,301
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$32,681,0003,440
U.S. Government securities$30,304,0002,845
U.S. Treasury securities$02,098
U.S. Government agency obligations$30,304,0002,734
Securities issued by states & political subdivisions$2,377,0004,129
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,875,0004,639
Mortgage-backed securities$4,133,0004,307
Certificates of participation in pools of residential mortgages$3,140,0004,012
Issued or guaranteed by U.S.$3,140,0004,004
Privately issued$0225
Collaterized mortgage obligations$993,0002,712
CMOs issued by government agencies or sponsored agencies$993,0002,471
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$32,681,0002,958
Total debt securities$32,681,0003,376
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$28,217,0003,836
U.S. Government securities$26,298,0003,147
U.S. Treasury securities$02,082
U.S. Government agency obligations$26,298,0003,044
Securities issued by states & political subdivisions$1,919,0004,402
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,335,0004,083
Mortgage-backed securities$6,484,0003,686
Certificates of participation in pools of residential mortgages$6,484,0003,039
Issued or guaranteed by U.S.$6,484,0003,029
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$28,217,0003,317
Total debt securities$28,217,0003,755
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$29,889,0003,724
U.S. Government securities$28,850,0002,998
U.S. Treasury securities$02,227
U.S. Government agency obligations$28,850,0002,889
Securities issued by states & political subdivisions$1,039,0005,178
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,162,0004,409
Mortgage-backed securities$9,308,0003,125
Certificates of participation in pools of residential mortgages$9,308,0002,525
Issued or guaranteed by U.S.$9,308,0002,513
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$29,889,0003,213
Total debt securities$29,889,0003,663
Structured notes
Amortized cost$2,000,0001,180
Fair value$2,009,0001,203
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$28,270,0003,785
U.S. Government securities$27,241,0003,024
U.S. Treasury securities$02,287
U.S. Government agency obligations$27,241,0002,917
Securities issued by states & political subdivisions$1,029,0005,201
Other domestic debt securities$03,996
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$03,464
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$4,239,0004,723
Mortgage-backed securities$10,752,0002,871
Certificates of participation in pools of residential mortgages$10,752,0002,299
Issued or guaranteed by U.S.$10,752,0002,286
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$28,270,0003,286
Total debt securities$28,270,0003,718
Structured notes
Amortized cost$2,000,0001,004
Fair value$2,013,0001,021
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$19,932,0004,702
U.S. Government securities$18,883,0003,836
U.S. Treasury securities$02,322
U.S. Government agency obligations$18,883,0003,687
Securities issued by states & political subdivisions$1,049,0005,153
Other domestic debt securities$04,051
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$03,493
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$4,140,0004,745
Mortgage-backed securities$13,566,0002,591
Certificates of participation in pools of residential mortgages$13,566,0001,982
Issued or guaranteed by U.S.$13,566,0001,972
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$19,932,0004,087
Total debt securities$19,932,0004,607
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$19,913,0004,684
U.S. Government securities$19,913,0003,711
U.S. Treasury securities$02,382
U.S. Government agency obligations$19,913,0003,548
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
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$03,546
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$5,304,0004,316
Mortgage-backed securities$15,422,0002,395
Certificates of participation in pools of residential mortgages$15,422,0001,794
Issued or guaranteed by U.S.$15,422,0001,788
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$19,913,0004,058
Total debt securities$19,913,0004,587
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$19,756,0004,678
U.S. Government securities$19,756,0003,742
U.S. Treasury securities$02,544
U.S. Government agency obligations$19,756,0003,581
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
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$03,582
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$4,776,0004,501
Mortgage-backed securities$11,399,0002,829
Certificates of participation in pools of residential mortgages$11,399,0002,162
Issued or guaranteed by U.S.$11,399,0002,150
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$19,756,0004,046
Total debt securities$19,756,0004,591
Structured notes
Amortized cost$1,000,000765
Fair value$1,017,000829
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$14,393,0005,498
U.S. Government securities$14,393,0004,486
U.S. Treasury securities$1,032,0001,877
U.S. Government agency obligations$13,361,0004,478
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
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$03,579
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$3,152,0005,247
Mortgage-backed securities$07,553
Certificates of participation in pools of residential mortgages$07,193
Issued or guaranteed by U.S.$07,167
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,019,0003,810
Available-for-sale securities (fair market value)$13,374,0004,891
Total debt securities$14,393,0005,406
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$09,820
U.S. Government securities$09,633
U.S. Treasury securities$04,186
U.S. Government agency obligations$09,486
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$09,343
Total debt securities$09,692
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA