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Newtown Savings Bank, Securities

2023-12-31Rank
Total securities$395,563,000533
U.S. Government securities$337,760,000420
U.S. Treasury securities$164,724,000170
U.S. Government agency obligations$173,036,000637
Securities issued by states & political subdivisions$38,730,0001,112
Other domestic debt securities$13,215,000886
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$13,215,000546
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$210,013,000497
Mortgage-backed securities$133,270,000614
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$46,527,000871
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$47,179,000399
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$16,590,000338
Other commercial mortgage-backed securities$22,974,000291
Held to maturity securities (book value)$149,632,000295
Available-for-sale securities (fair market value)$240,073,000701
Total debt securities$389,705,000531
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 contracts$0164
2023-09-30Rank
Total securities$411,776,000511
U.S. Government securities$355,739,000400
U.S. Treasury securities$183,443,000165
U.S. Government agency obligations$172,296,000647
Securities issued by states & political subdivisions$36,809,0001,140
Other domestic debt securities$13,668,000863
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$13,668,000524
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$215,017,000481
Mortgage-backed securities$128,301,000621
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$41,187,000935
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$46,712,000396
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$16,651,000325
Other commercial mortgage-backed securities$23,751,000291
Held to maturity securities (book value)$173,862,000275
Available-for-sale securities (fair market value)$232,354,000706
Total debt securities$406,215,000507
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 contracts$0162
2023-06-30Rank
Total securities$448,537,000476
U.S. Government securities$390,867,000368
U.S. Treasury securities$207,925,000153
U.S. Government agency obligations$182,942,000628
Securities issued by states & political subdivisions$38,327,0001,159
Other domestic debt securities$13,643,000864
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$13,643,000526
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$5,957,0003,198
Mortgage-backed securities$133,511,000622
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$38,945,0001,002
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$49,227,000385
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$19,946,000289
Other commercial mortgage-backed securities$25,393,000281
Held to maturity securities (book value)$205,833,000248
Available-for-sale securities (fair market value)$237,004,000717
Total debt securities$442,832,000470
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 contracts$0160
2023-03-31Rank
Total securities$452,328,000500
U.S. Government securities$395,448,000386
U.S. Treasury securities$206,865,000158
U.S. Government agency obligations$188,583,000605
Securities issued by states & political subdivisions$39,278,0001,171
Other domestic debt securities$11,845,000976
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$11,845,000605
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$6,594,0003,098
Mortgage-backed securities$138,912,000635
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$41,377,0001,006
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$51,576,000393
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$20,428,000303
Other commercial mortgage-backed securities$25,531,000292
Held to maturity securities (book value)$204,752,000257
Available-for-sale securities (fair market value)$241,819,000732
Total debt securities$446,571,000499
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 contracts$0121
2022-12-31Rank
Total securities$551,646,000432
U.S. Government securities$495,283,000329
U.S. Treasury securities$305,139,000120
U.S. Government agency obligations$190,144,000598
Securities issued by states & political subdivisions$38,606,0001,210
Other domestic debt securities$12,120,000979
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$12,120,000608
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$6,386,0003,030
Mortgage-backed securities$141,016,000634
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$42,268,0001,001
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$51,888,000405
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$20,800,000299
Other commercial mortgage-backed securities$26,060,000287
Held to maturity securities (book value)$203,686,000267
Available-for-sale securities (fair market value)$342,323,000551
Total debt securities$545,999,000430
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 contracts$0126
2022-09-30Rank
Total securities$508,466,000459
U.S. Government securities$453,791,000347
U.S. Treasury securities$269,082,000130
U.S. Government agency obligations$184,709,000621
Securities issued by states & political subdivisions$36,957,0001,256
Other domestic debt securities$12,121,000946
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$12,121,000600
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$6,004,0003,030
Mortgage-backed securities$145,678,000626
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$43,324,000990
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$53,169,000401
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$21,103,000302
Other commercial mortgage-backed securities$28,082,000305
Held to maturity securities (book value)$157,472,000307
Available-for-sale securities (fair market value)$345,397,000550
Total debt securities$502,869,000454
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 contracts$0130
2022-06-30Rank
Total securities$447,129,000536
U.S. Government securities$390,792,000410
U.S. Treasury securities$198,268,000169
U.S. Government agency obligations$192,524,000616
Securities issued by states & political subdivisions$37,661,0001,288
Other domestic debt securities$12,857,000880
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$12,857,000592
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$5,447,0003,097
Mortgage-backed securities$155,533,000601
Certificates of participation in pools of residential mortgages$47,913,000962
Issued or guaranteed by U.S.$47,913,000945
Privately issued$0231
Collaterized mortgage obligations$54,570,000439
CMOs issued by government agencies or sponsored agencies$54,570,000400
Privately issued$0553
Commercial mortgage-backed securities$53,050,000351
Commercial mortgage pass-through securities$25,367,000266
Other commercial mortgage-backed securities$27,683,000337
Held to maturity securities (book value)$83,210,000405
Available-for-sale securities (fair market value)$358,100,000567
Total debt securities$441,313,000533
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 contracts$0133
2022-03-31Rank
Total securities$337,993,000682
U.S. Government securities$282,847,000547
U.S. Treasury securities$101,845,000275
U.S. Government agency obligations$181,002,000648
Securities issued by states & political subdivisions$38,085,0001,313
Other domestic debt securities$11,060,000919
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$11,060,000640
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$5,715,0003,047
Mortgage-backed securities$150,904,000641
Certificates of participation in pools of residential mortgages$44,661,0001,049
Issued or guaranteed by U.S.$44,661,0001,035
Privately issued$0238
Collaterized mortgage obligations$48,828,000477
CMOs issued by government agencies or sponsored agencies$48,828,000437
Privately issued$0536
Commercial mortgage-backed securities$57,415,000334
Commercial mortgage pass-through securities$28,483,000251
Other commercial mortgage-backed securities$28,932,000330
Held to maturity securities (book value)$8,711,000926
Available-for-sale securities (fair market value)$323,281,000618
Total debt securities$331,983,000683
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 contracts$0137
2021-12-31Rank
Total securities$246,155,000866
U.S. Government securities$190,847,000697
U.S. Treasury securities$2,530,0001,679
U.S. Government agency obligations$188,317,000625
Securities issued by states & political subdivisions$40,119,0001,310
Other domestic debt securities$8,912,0001,002
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$8,912,000703
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$5,368,0003,093
Mortgage-backed securities$156,845,000610
Certificates of participation in pools of residential mortgages$46,432,0001,004
Issued or guaranteed by U.S.$46,432,000987
Privately issued$0246
Collaterized mortgage obligations$47,432,000472
CMOs issued by government agencies or sponsored agencies$47,432,000440
Privately issued$0500
Commercial mortgage-backed securities$62,981,000323
Commercial mortgage pass-through securities$31,886,000235
Other commercial mortgage-backed securities$31,095,000320
Held to maturity securities (book value)$9,045,000806
Available-for-sale securities (fair market value)$230,833,000839
Total debt securities$239,878,000877
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 contracts$0137
2021-09-30Rank
Total securities$245,035,000822
U.S. Government securities$190,948,000664
U.S. Treasury securities$2,562,0001,454
U.S. Government agency obligations$188,386,000612
Securities issued by states & political subdivisions$39,829,0001,280
Other domestic debt securities$8,939,000950
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$8,939,000654
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$4,342,0003,239
Mortgage-backed securities$158,598,000588
Certificates of participation in pools of residential mortgages$47,406,000958
Issued or guaranteed by U.S.$47,406,000940
Privately issued$0234
Collaterized mortgage obligations$48,633,000455
CMOs issued by government agencies or sponsored agencies$48,633,000427
Privately issued$0491
Commercial mortgage-backed securities$62,559,000316
Commercial mortgage pass-through securities$27,932,000251
Other commercial mortgage-backed securities$34,627,000301
Held to maturity securities (book value)$9,950,000746
Available-for-sale securities (fair market value)$229,766,000786
Total debt securities$239,707,000825
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 contracts$0137
2021-06-30Rank
Total securities$251,270,000772
U.S. Government securities$194,903,000611
U.S. Treasury securities$2,575,0001,354
U.S. Government agency obligations$192,328,000574
Securities issued by states & political subdivisions$41,609,0001,203
Other domestic debt securities$9,429,000895
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$9,429,000590
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$3,090,0003,441
Mortgage-backed securities$162,513,000551
Certificates of participation in pools of residential mortgages$51,599,000870
Issued or guaranteed by U.S.$51,599,000851
Privately issued$0247
Collaterized mortgage obligations$47,125,000449
CMOs issued by government agencies or sponsored agencies$47,125,000420
Privately issued$0478
Commercial mortgage-backed securities$63,789,000293
Commercial mortgage pass-through securities$28,295,000242
Other commercial mortgage-backed securities$35,494,000293
Held to maturity securities (book value)$10,192,000719
Available-for-sale securities (fair market value)$235,749,000742
Total debt securities$245,941,000777
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 contracts$0139
2021-03-31Rank
Total securities$256,050,000693
U.S. Government securities$202,608,000550
U.S. Treasury securities$2,559,0001,047
U.S. Government agency obligations$200,049,000523
Securities issued by states & political subdivisions$40,887,0001,166
Other domestic debt securities$7,256,000976
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$7,256,000639
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$3,106,0003,420
Mortgage-backed securities$170,353,000501
Certificates of participation in pools of residential mortgages$54,710,000802
Issued or guaranteed by U.S.$54,710,000781
Privately issued$0261
Collaterized mortgage obligations$50,220,000413
CMOs issued by government agencies or sponsored agencies$50,220,000378
Privately issued$0475
Commercial mortgage-backed securities$65,423,000282
Commercial mortgage pass-through securities$28,545,000233
Other commercial mortgage-backed securities$36,878,000263
Held to maturity securities (book value)$11,156,000654
Available-for-sale securities (fair market value)$239,595,000664
Total debt securities$250,745,000692
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 contracts$0137
2020-12-31Rank
Total securities$170,517,000922
U.S. Government securities$115,948,000778
U.S. Treasury securities$2,650,000743
U.S. Government agency obligations$113,298,000763
Securities issued by states & political subdivisions$42,112,0001,087
Other domestic debt securities$7,082,000926
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$7,082,000617
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$3,679,0003,326
Mortgage-backed securities$95,801,000725
Certificates of participation in pools of residential mortgages$46,661,000818
Issued or guaranteed by U.S.$46,661,000805
Privately issued$0245
Collaterized mortgage obligations$19,964,000760
CMOs issued by government agencies or sponsored agencies$19,964,000725
Privately issued$0474
Commercial mortgage-backed securities$29,176,000412
Commercial mortgage pass-through securities$29,176,000218
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$12,282,000601
Available-for-sale securities (fair market value)$152,860,000933
Total debt securities$165,142,000952
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 contracts$0137
2020-09-30Rank
Total securities$164,633,000885
U.S. Government securities$114,752,000755
U.S. Treasury securities$01,216
U.S. Government agency obligations$114,752,000710
Securities issued by states & political subdivisions$38,300,0001,090
Other domestic debt securities$6,212,000933
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$6,212,000628
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$4,159,0003,266
Mortgage-backed securities$106,749,000642
Certificates of participation in pools of residential mortgages$53,322,000691
Issued or guaranteed by U.S.$53,322,000677
Privately issued$0251
Collaterized mortgage obligations$22,194,000716
CMOs issued by government agencies or sponsored agencies$22,194,000683
Privately issued$0464
Commercial mortgage-backed securities$31,233,000385
Commercial mortgage pass-through securities$31,233,000196
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$13,333,000572
Available-for-sale securities (fair market value)$145,931,000911
Total debt securities$159,263,000898
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 contracts$0131
2020-06-30Rank
Total securities$151,407,000919
U.S. Government securities$108,229,000774
U.S. Treasury securities$01,251
U.S. Government agency obligations$108,229,000730
Securities issued by states & political subdivisions$33,252,0001,144
Other domestic debt securities$4,579,0001,019
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$4,579,000712
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$2,903,0003,531
Mortgage-backed securities$107,224,000630
Certificates of participation in pools of residential mortgages$57,192,000630
Issued or guaranteed by U.S.$57,192,000617
Privately issued$0251
Collaterized mortgage obligations$21,518,000759
CMOs issued by government agencies or sponsored agencies$21,518,000723
Privately issued$0454
Commercial mortgage-backed securities$28,514,000404
Commercial mortgage pass-through securities$28,514,000197
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$14,232,000564
Available-for-sale securities (fair market value)$131,828,000958
Total debt securities$146,058,000942
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 contracts$0132
2020-03-31Rank
Total securities$152,671,000892
U.S. Government securities$111,713,000766
U.S. Treasury securities$01,297
U.S. Government agency obligations$111,713,000719
Securities issued by states & political subdivisions$32,091,0001,072
Other domestic debt securities$4,578,000974
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$4,578,000651
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$2,910,0003,535
Mortgage-backed securities$110,717,000629
Certificates of participation in pools of residential mortgages$62,290,000594
Issued or guaranteed by U.S.$62,290,000578
Privately issued$0267
Collaterized mortgage obligations$21,039,000784
CMOs issued by government agencies or sponsored agencies$21,039,000756
Privately issued$0460
Commercial mortgage-backed securities$27,388,000411
Commercial mortgage pass-through securities$27,388,000197
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$15,191,000563
Available-for-sale securities (fair market value)$133,191,000915
Total debt securities$148,379,000903
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 contracts$0129
2019-12-31Rank
Total securities$154,454,000868
U.S. Government securities$113,256,000765
U.S. Treasury securities$01,363
U.S. Government agency obligations$113,256,000718
Securities issued by states & political subdivisions$32,851,0001,007
Other domestic debt securities$4,148,000973
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$4,148,000648
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$2,857,0003,613
Mortgage-backed securities$108,756,000624
Certificates of participation in pools of residential mortgages$60,584,000590
Issued or guaranteed by U.S.$60,584,000576
Privately issued$0249
Collaterized mortgage obligations$21,538,000777
CMOs issued by government agencies or sponsored agencies$21,538,000749
Privately issued$0457
Commercial mortgage-backed securities$26,634,000410
Commercial mortgage pass-through securities$26,634,000206
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$16,466,000574
Available-for-sale securities (fair market value)$133,789,000890
Total debt securities$150,253,000876
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 contracts$0128
2019-09-30Rank
Total securities$150,001,000881
U.S. Government securities$110,723,000781
U.S. Treasury securities$01,429
U.S. Government agency obligations$110,723,000737
Securities issued by states & political subdivisions$32,208,0001,009
Other domestic debt securities$3,873,0001,008
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$3,873,000699
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$1,765,0003,915
Mortgage-backed securities$106,224,000615
Certificates of participation in pools of residential mortgages$62,054,000567
Issued or guaranteed by U.S.$62,054,000553
Privately issued$0287
Collaterized mortgage obligations$14,469,000961
CMOs issued by government agencies or sponsored agencies$14,469,000927
Privately issued$0463
Commercial mortgage-backed securities$29,701,000384
Commercial mortgage pass-through securities$29,701,000191
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$16,969,000601
Available-for-sale securities (fair market value)$129,835,000910
Total debt securities$146,803,000888
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 contracts$0127
2019-06-30Rank
Total securities$137,477,000964
U.S. Government securities$98,398,000871
U.S. Treasury securities$01,467
U.S. Government agency obligations$98,398,000824
Securities issued by states & political subdivisions$32,663,0001,015
Other domestic debt securities$3,262,0001,066
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$3,262,000747
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$4,409,0003,423
Mortgage-backed securities$98,398,000642
Certificates of participation in pools of residential mortgages$55,044,000626
Issued or guaranteed by U.S.$55,044,000621
Privately issued$0244
Collaterized mortgage obligations$13,755,000978
CMOs issued by government agencies or sponsored agencies$13,755,000939
Privately issued$0476
Commercial mortgage-backed securities$29,599,000372
Commercial mortgage pass-through securities$29,599,000191
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$17,647,000611
Available-for-sale securities (fair market value)$116,676,0001,004
Total debt securities$134,323,000978
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 contracts$0135
2019-03-31Rank
Total securities$134,334,000990
U.S. Government securities$97,074,000887
U.S. Treasury securities$3,081,000842
U.S. Government agency obligations$93,993,000855
Securities issued by states & political subdivisions$31,954,0001,077
Other domestic debt securities$2,215,0001,221
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$2,215,000880
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$6,397,0003,168
Mortgage-backed securities$93,993,000658
Certificates of participation in pools of residential mortgages$52,878,000645
Issued or guaranteed by U.S.$52,878,000642
Privately issued$0248
Collaterized mortgage obligations$11,905,0001,065
CMOs issued by government agencies or sponsored agencies$11,905,0001,025
Privately issued$0499
Commercial mortgage-backed securities$29,210,000354
Commercial mortgage pass-through securities$29,210,000183
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$9,670,000817
Available-for-sale securities (fair market value)$121,573,000971
Total debt securities$131,244,0001,005
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 contracts$0138
2018-12-31Rank
Total securities$132,020,0001,009
U.S. Government securities$93,928,000908
U.S. Treasury securities$3,050,000848
U.S. Government agency obligations$90,878,000892
Securities issued by states & political subdivisions$32,807,0001,070
Other domestic debt securities$2,250,0001,197
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$2,250,000877
Foreign debt securities$0330
Equity securities$3,035,000137
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,983,0001,596
Mortgage-backed securities$90,878,000680
Certificates of participation in pools of residential mortgages$50,748,000669
Issued or guaranteed by U.S.$50,748,000666
Privately issued$0211
Collaterized mortgage obligations$10,707,0001,126
CMOs issued by government agencies or sponsored agencies$10,707,0001,089
Privately issued$0498
Commercial mortgage-backed securities$29,423,000345
Commercial mortgage pass-through securities$29,423,000171
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$8,235,000901
Available-for-sale securities (fair market value)$123,785,000953
Total debt securities$128,985,0001,022
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 contracts$0138
2018-09-30Rank
Total securities$126,911,0001,039
U.S. Government securities$89,615,000950
U.S. Treasury securities$01,500
U.S. Government agency obligations$89,615,000903
Securities issued by states & political subdivisions$33,036,0001,065
Other domestic debt securities$1,254,0001,391
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$1,254,0001,090
Foreign debt securities$0330
Equity securities$3,006,000148
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,995,0001,267
Mortgage-backed securities$89,615,000685
Certificates of participation in pools of residential mortgages$52,646,000649
Issued or guaranteed by U.S.$52,646,000646
Privately issued$0145
Collaterized mortgage obligations$11,046,0001,088
CMOs issued by government agencies or sponsored agencies$11,046,0001,050
Privately issued$0515
Commercial mortgage-backed securities$25,923,000368
Commercial mortgage pass-through securities$25,923,000196
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$8,681,000907
Available-for-sale securities (fair market value)$118,230,000996
Total debt securities$123,904,0001,048
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 contracts$0141
2018-06-30Rank
Total securities$117,852,0001,133
U.S. Government securities$81,947,0001,030
U.S. Treasury securities$01,475
U.S. Government agency obligations$81,947,000982
Securities issued by states & political subdivisions$31,907,0001,152
Other domestic debt securities$1,005,0001,622
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$1,005,0001,150
Foreign debt securities$0330
Equity securities$2,993,000154
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,991,0001,204
Mortgage-backed securities$81,947,000746
Certificates of participation in pools of residential mortgages$53,407,000672
Issued or guaranteed by U.S.$53,407,000662
Privately issued$0453
Collaterized mortgage obligations$10,157,0001,147
CMOs issued by government agencies or sponsored agencies$10,157,0001,106
Privately issued$0544
Commercial mortgage-backed securities$18,383,000436
Commercial mortgage pass-through securities$18,383,000250
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$9,222,000904
Available-for-sale securities (fair market value)$108,630,0001,098
Total debt securities$114,859,0001,145
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 contracts$0145
2018-03-31Rank
Total securities$113,899,0001,183
U.S. Government securities$77,849,0001,089
U.S. Treasury securities$01,426
U.S. Government agency obligations$77,849,0001,042
Securities issued by states & political subdivisions$32,051,0001,164
Other domestic debt securities$1,000,0001,465
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$1,000,0001,170
Foreign debt securities$0319
Equity securities$2,999,000168
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,052,0001,279
Mortgage-backed securities$76,351,000772
Certificates of participation in pools of residential mortgages$55,993,000664
Issued or guaranteed by U.S.$55,993,000664
Privately issued$067
Collaterized mortgage obligations$8,100,0001,275
CMOs issued by government agencies or sponsored agencies$8,100,0001,226
Privately issued$0557
Commercial mortgage-backed securities$12,258,000484
Commercial mortgage pass-through securities$12,258,000257
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$9,423,000900
Available-for-sale securities (fair market value)$104,476,0001,144
Total debt securities$110,900,0001,191
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 contracts$0146
2017-12-31Rank
Total securities$106,746,0001,258
U.S. Government securities$69,820,0001,178
U.S. Treasury securities$01,328
U.S. Government agency obligations$69,820,0001,121
Securities issued by states & political subdivisions$32,891,0001,181
Other domestic debt securities$1,003,0001,475
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$1,003,0001,201
Foreign debt securities$0316
Equity securities$3,032,000298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,430,0001,296
Mortgage-backed securities$65,325,000879
Certificates of participation in pools of residential mortgages$51,743,000720
Issued or guaranteed by U.S.$51,743,000720
Privately issued$064
Collaterized mortgage obligations$7,603,0001,285
CMOs issued by government agencies or sponsored agencies$7,603,0001,241
Privately issued$0573
Commercial mortgage-backed securities$5,979,000667
Commercial mortgage pass-through securities$5,979,000397
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$10,638,000877
Available-for-sale securities (fair market value)$96,108,0001,232
Total debt securities$103,714,0001,275
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 contracts$0146
2017-09-30Rank
Total securities$105,630,0001,276
U.S. Government securities$69,412,0001,211
U.S. Treasury securities$01,313
U.S. Government agency obligations$69,412,0001,157
Securities issued by states & political subdivisions$33,180,0001,180
Other domestic debt securities$1,002,0001,502
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$1,002,0001,242
Foreign debt securities$0334
Equity securities$2,036,000377
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,845,0001,583
Mortgage-backed securities$63,419,000913
Certificates of participation in pools of residential mortgages$54,344,000698
Issued or guaranteed by U.S.$54,344,000698
Privately issued$069
Collaterized mortgage obligations$8,094,0001,249
CMOs issued by government agencies or sponsored agencies$8,094,0001,205
Privately issued$0584
Commercial mortgage-backed securities$981,0001,219
Commercial mortgage pass-through securities$981,000829
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$11,354,000883
Available-for-sale securities (fair market value)$94,276,0001,270
Total debt securities$103,594,0001,285
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 contracts$0144
2017-06-30Rank
Total securities$93,222,0001,464
U.S. Government securities$57,302,0001,421
U.S. Treasury securities$01,351
U.S. Government agency obligations$57,302,0001,364
Securities issued by states & political subdivisions$33,395,0001,188
Other domestic debt securities$502,0001,753
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$502,0001,457
Foreign debt securities$0346
Equity securities$2,023,000373
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,769,0001,468
Mortgage-backed securities$50,312,0001,116
Certificates of participation in pools of residential mortgages$43,229,000866
Issued or guaranteed by U.S.$43,229,000866
Privately issued$067
Collaterized mortgage obligations$7,083,0001,333
CMOs issued by government agencies or sponsored agencies$7,083,0001,286
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)$11,607,000894
Available-for-sale securities (fair market value)$81,615,0001,482
Total debt securities$91,199,0001,472
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 contracts$0145
2017-03-31Rank
Total securities$91,044,0001,519
U.S. Government securities$56,348,0001,475
U.S. Treasury securities$01,390
U.S. Government agency obligations$56,348,0001,406
Securities issued by states & political subdivisions$32,197,0001,241
Other domestic debt securities$498,0001,852
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$498,0001,536
Foreign debt securities$0350
Equity securities$2,001,000377
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,162,0001,437
Mortgage-backed securities$49,358,0001,144
Certificates of participation in pools of residential mortgages$41,897,000900
Issued or guaranteed by U.S.$41,897,000900
Privately issued$066
Collaterized mortgage obligations$7,461,0001,318
CMOs issued by government agencies or sponsored agencies$7,461,0001,257
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)$11,846,000912
Available-for-sale securities (fair market value)$79,198,0001,528
Total debt securities$89,043,0001,521
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 contracts$0142
2016-12-31Rank
Total securities$88,202,0001,549
U.S. Government securities$54,310,0001,491
U.S. Treasury securities$01,367
U.S. Government agency obligations$54,310,0001,420
Securities issued by states & political subdivisions$31,403,0001,281
Other domestic debt securities$499,0001,867
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$499,0001,540
Foreign debt securities$0347
Equity securities$1,990,000380
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,317,0001,356
Mortgage-backed securities$46,314,0001,191
Certificates of participation in pools of residential mortgages$38,431,000951
Issued or guaranteed by U.S.$38,431,000951
Privately issued$071
Collaterized mortgage obligations$7,883,0001,267
CMOs issued by government agencies or sponsored agencies$7,883,0001,207
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)$12,082,000906
Available-for-sale securities (fair market value)$76,120,0001,580
Total debt securities$86,212,0001,549
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$88,120,0001,537
U.S. Government securities$55,479,0001,451
U.S. Treasury securities$01,214
U.S. Government agency obligations$55,479,0001,390
Securities issued by states & political subdivisions$30,100,0001,338
Other domestic debt securities$499,0001,883
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$499,0001,548
Foreign debt securities$0338
Equity securities$2,042,000388
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,479,0001,188
Mortgage-backed securities$47,468,0001,171
Certificates of participation in pools of residential mortgages$38,892,000949
Issued or guaranteed by U.S.$38,892,000949
Privately issued$067
Collaterized mortgage obligations$8,576,0001,240
CMOs issued by government agencies or sponsored agencies$8,576,0001,182
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$12,406,000892
Available-for-sale securities (fair market value)$75,714,0001,577
Total debt securities$86,078,0001,542
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$87,048,0001,571
U.S. Government securities$55,657,0001,484
U.S. Treasury securities$01,253
U.S. Government agency obligations$55,657,0001,419
Securities issued by states & political subdivisions$28,856,0001,391
Other domestic debt securities$495,0001,921
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$495,0001,564
Foreign debt securities$0339
Equity securities$2,040,000399
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,830,0001,405
Mortgage-backed securities$47,630,0001,174
Certificates of participation in pools of residential mortgages$38,429,000971
Issued or guaranteed by U.S.$38,429,000967
Privately issued$071
Collaterized mortgage obligations$9,201,0001,222
CMOs issued by government agencies or sponsored agencies$9,201,0001,159
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$12,735,000911
Available-for-sale securities (fair market value)$74,313,0001,607
Total debt securities$85,008,0001,576
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$85,136,0001,611
U.S. Government securities$55,089,0001,542
U.S. Treasury securities$01,296
U.S. Government agency obligations$55,089,0001,470
Securities issued by states & political subdivisions$28,536,0001,386
Other domestic debt securities$494,0001,932
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$494,0001,566
Foreign debt securities$0334
Equity securities$1,017,000531
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,760,0001,401
Mortgage-backed securities$47,072,0001,186
Certificates of participation in pools of residential mortgages$37,382,000981
Issued or guaranteed by U.S.$37,382,000981
Privately issued$066
Collaterized mortgage obligations$9,690,0001,189
CMOs issued by government agencies or sponsored agencies$9,690,0001,127
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$13,480,000916
Available-for-sale securities (fair market value)$71,656,0001,691
Total debt securities$84,119,0001,601
Structured notes
Amortized cost$01,470
Fair value$01,471
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$84,936,0001,625
U.S. Government securities$55,318,0001,558
U.S. Treasury securities$01,367
U.S. Government agency obligations$55,318,0001,482
Securities issued by states & political subdivisions$28,128,0001,406
Other domestic debt securities$492,0001,923
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$492,0001,564
Foreign debt securities$0322
Equity securities$998,000549
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,951,0001,356
Mortgage-backed securities$47,346,0001,190
Certificates of participation in pools of residential mortgages$37,315,000993
Issued or guaranteed by U.S.$37,315,000992
Privately issued$066
Collaterized mortgage obligations$10,031,0001,163
CMOs issued by government agencies or sponsored agencies$10,031,0001,110
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$14,113,000922
Available-for-sale securities (fair market value)$70,823,0001,740
Total debt securities$83,938,0001,624
Structured notes
Amortized cost$01,623
Fair value$01,624
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$82,838,0001,662
U.S. Government securities$54,799,0001,582
U.S. Treasury securities$01,303
U.S. Government agency obligations$54,799,0001,515
Securities issued by states & political subdivisions$27,543,0001,426
Other domestic debt securities$496,0001,932
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$496,0001,562
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$31,115,0001,612
Mortgage-backed securities$46,781,0001,201
Certificates of participation in pools of residential mortgages$39,183,000946
Issued or guaranteed by U.S.$39,183,000946
Privately issued$065
Collaterized mortgage obligations$7,598,0001,384
CMOs issued by government agencies or sponsored agencies$7,598,0001,320
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$14,375,000916
Available-for-sale securities (fair market value)$68,463,0001,779
Total debt securities$82,838,0001,637
Structured notes
Amortized cost$01,824
Fair value$01,825
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$82,158,0001,712
U.S. Government securities$54,775,0001,631
U.S. Treasury securities$01,348
U.S. Government agency obligations$54,775,0001,556
Securities issued by states & political subdivisions$26,883,0001,434
Other domestic debt securities$500,0001,896
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$500,0001,525
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$21,444,0002,111
Mortgage-backed securities$46,774,0001,243
Certificates of participation in pools of residential mortgages$40,391,000958
Issued or guaranteed by U.S.$40,391,000957
Privately issued$067
Collaterized mortgage obligations$6,383,0001,545
CMOs issued by government agencies or sponsored agencies$6,383,0001,481
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$14,693,000910
Available-for-sale securities (fair market value)$67,465,0001,843
Total debt securities$82,158,0001,692
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$72,109,0001,944
U.S. Government securities$44,915,0001,970
U.S. Treasury securities$01,327
U.S. Government agency obligations$44,915,0001,891
Securities issued by states & political subdivisions$26,697,0001,424
Other domestic debt securities$497,0002,006
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$497,0001,612
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$20,827,0002,179
Mortgage-backed securities$36,901,0001,488
Certificates of participation in pools of residential mortgages$35,152,0001,070
Issued or guaranteed by U.S.$35,152,0001,069
Privately issued$070
Collaterized mortgage obligations$1,749,0002,450
CMOs issued by government agencies or sponsored agencies$1,749,0002,376
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$15,036,000901
Available-for-sale securities (fair market value)$57,073,0002,119
Total debt securities$72,109,0001,925
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$54,981,0002,413
U.S. Government securities$33,659,0002,453
U.S. Treasury securities$01,361
U.S. Government agency obligations$33,659,0002,374
Securities issued by states & political subdivisions$20,825,0001,765
Other domestic debt securities$497,0002,018
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$497,0001,633
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$25,260,0001,921
Mortgage-backed securities$24,706,0001,974
Certificates of participation in pools of residential mortgages$23,121,0001,513
Issued or guaranteed by U.S.$23,121,0001,510
Privately issued$075
Collaterized mortgage obligations$1,585,0002,546
CMOs issued by government agencies or sponsored agencies$1,585,0002,473
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$16,291,000869
Available-for-sale securities (fair market value)$38,690,0002,808
Total debt securities$54,981,0002,395
Structured notes
Amortized cost$02,200
Fair value$02,202
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$78,691,0001,840
U.S. Government securities$59,584,0001,589
U.S. Treasury securities$01,381
U.S. Government agency obligations$59,584,0001,526
Securities issued by states & political subdivisions$18,612,0001,954
Other domestic debt securities$495,0002,092
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$495,0001,676
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,899,0002,109
Mortgage-backed securities$44,709,0001,358
Certificates of participation in pools of residential mortgages$41,499,000992
Issued or guaranteed by U.S.$41,499,000991
Privately issued$073
Collaterized mortgage obligations$3,210,0002,151
CMOs issued by government agencies or sponsored agencies$3,210,0002,071
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$16,554,000867
Available-for-sale securities (fair market value)$62,137,0002,023
Total debt securities$78,691,0001,815
Structured notes
Amortized cost$02,301
Fair value$02,301
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$79,808,0001,821
U.S. Government securities$60,603,0001,577
U.S. Treasury securities$01,342
U.S. Government agency obligations$60,603,0001,514
Securities issued by states & political subdivisions$18,713,0001,963
Other domestic debt securities$492,0002,142
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$492,0001,727
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$16,057,0002,556
Mortgage-backed securities$47,661,0001,307
Certificates of participation in pools of residential mortgages$44,142,000956
Issued or guaranteed by U.S.$44,142,000955
Privately issued$075
Collaterized mortgage obligations$3,519,0002,112
CMOs issued by government agencies or sponsored agencies$3,519,0002,037
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$17,412,000845
Available-for-sale securities (fair market value)$62,396,0002,009
Total debt securities$79,808,0001,793
Structured notes
Amortized cost$02,363
Fair value$02,363
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$76,775,0001,908
U.S. Government securities$58,989,0001,629
U.S. Treasury securities$01,198
U.S. Government agency obligations$58,989,0001,573
Securities issued by states & political subdivisions$17,298,0002,077
Other domestic debt securities$488,0002,201
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$488,0001,771
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,943,0001,705
Mortgage-backed securities$46,128,0001,341
Certificates of participation in pools of residential mortgages$42,365,0001,001
Issued or guaranteed by U.S.$42,365,0001,000
Privately issued$076
Collaterized mortgage obligations$3,763,0002,064
CMOs issued by government agencies or sponsored agencies$3,763,0001,989
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$17,797,000832
Available-for-sale securities (fair market value)$58,978,0002,137
Total debt securities$76,775,0001,884
Structured notes
Amortized cost$02,410
Fair value$02,410
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$82,183,0001,785
U.S. Government securities$62,979,0001,519
U.S. Treasury securities$01,131
U.S. Government agency obligations$62,979,0001,469
Securities issued by states & political subdivisions$18,204,0001,993
Other domestic debt securities$1,000,0001,876
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$1,000,0001,471
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$30,668,0001,661
Mortgage-backed securities$49,139,0001,264
Certificates of participation in pools of residential mortgages$45,171,000932
Issued or guaranteed by U.S.$45,171,000932
Privately issued$081
Collaterized mortgage obligations$3,968,0002,025
CMOs issued by government agencies or sponsored agencies$3,968,0001,945
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$18,145,000816
Available-for-sale securities (fair market value)$64,038,0001,989
Total debt securities$82,183,0001,766
Structured notes
Amortized cost$02,397
Fair value$02,397
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$87,814,0001,707
U.S. Government securities$66,857,0001,475
U.S. Treasury securities$01,131
U.S. Government agency obligations$66,857,0001,433
Securities issued by states & political subdivisions$19,557,0001,890
Other domestic debt securities$1,400,0001,757
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$1,400,0001,358
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,737,0001,594
Mortgage-backed securities$47,878,0001,326
Certificates of participation in pools of residential mortgages$46,664,000914
Issued or guaranteed by U.S.$46,664,000912
Privately issued$080
Collaterized mortgage obligations$1,214,0002,806
CMOs issued by government agencies or sponsored agencies$1,214,0002,696
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$19,016,000775
Available-for-sale securities (fair market value)$68,798,0001,884
Total debt securities$87,814,0001,680
Structured notes
Amortized cost$02,389
Fair value$02,389
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$90,994,0001,636
U.S. Government securities$69,958,0001,412
U.S. Treasury securities$01,152
U.S. Government agency obligations$69,958,0001,370
Securities issued by states & political subdivisions$19,629,0001,866
Other domestic debt securities$1,407,0001,800
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$1,407,0001,388
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,402,0001,607
Mortgage-backed securities$50,946,0001,253
Certificates of participation in pools of residential mortgages$49,450,000864
Issued or guaranteed by U.S.$49,450,000863
Privately issued$083
Collaterized mortgage obligations$1,496,0002,732
CMOs issued by government agencies or sponsored agencies$1,496,0002,618
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$19,532,000710
Available-for-sale securities (fair market value)$71,462,0001,832
Total debt securities$90,994,0001,617
Structured notes
Amortized cost$02,378
Fair value$02,378
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$76,092,0001,940
U.S. Government securities$52,978,0001,808
U.S. Treasury securities$01,161
U.S. Government agency obligations$52,978,0001,758
Securities issued by states & political subdivisions$21,445,0001,709
Other domestic debt securities$1,669,0001,702
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$1,669,0001,291
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,143,0001,574
Mortgage-backed securities$36,087,0001,670
Certificates of participation in pools of residential mortgages$34,184,0001,194
Issued or guaranteed by U.S.$34,184,0001,192
Privately issued$083
Collaterized mortgage obligations$1,903,0002,654
CMOs issued by government agencies or sponsored agencies$1,903,0002,546
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)$20,246,000656
Available-for-sale securities (fair market value)$55,846,0002,282
Total debt securities$76,092,0001,911
Structured notes
Amortized cost$02,420
Fair value$02,419
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$67,194,0002,109
U.S. Government securities$42,508,0002,119
U.S. Treasury securities$01,135
U.S. Government agency obligations$42,508,0002,067
Securities issued by states & political subdivisions$22,022,0001,649
Other domestic debt securities$2,664,0001,382
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$2,664,0001,008
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$39,193,0001,380
Mortgage-backed securities$37,197,0001,624
Certificates of participation in pools of residential mortgages$34,840,0001,169
Issued or guaranteed by U.S.$34,840,0001,168
Privately issued$085
Collaterized mortgage obligations$2,357,0002,564
CMOs issued by government agencies or sponsored agencies$2,357,0002,464
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)$16,940,000737
Available-for-sale securities (fair market value)$50,254,0002,428
Total debt securities$67,194,0002,087
Structured notes
Amortized cost$02,454
Fair value$02,454
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$71,834,0002,002
U.S. Government securities$45,641,0002,050
U.S. Treasury securities$01,086
U.S. Government agency obligations$45,641,0002,001
Securities issued by states & political subdivisions$23,466,0001,507
Other domestic debt securities$2,727,0001,417
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$2,727,0001,045
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$47,005,0001,182
Mortgage-backed securities$39,297,0001,644
Certificates of participation in pools of residential mortgages$36,458,0001,191
Issued or guaranteed by U.S.$36,458,0001,190
Privately issued$088
Collaterized mortgage obligations$2,839,0002,529
CMOs issued by government agencies or sponsored agencies$2,839,0002,424
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)$15,039,000801
Available-for-sale securities (fair market value)$56,795,0002,203
Total debt securities$71,834,0001,983
Structured notes
Amortized cost$02,644
Fair value$02,644
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$70,284,0002,025
U.S. Government securities$49,123,0001,941
U.S. Treasury securities$01,068
U.S. Government agency obligations$49,123,0001,892
Securities issued by states & political subdivisions$17,586,0001,898
Other domestic debt securities$3,575,0001,250
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$850,000185
Other domestic debt securities - All other$2,725,0001,051
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$32,652,0001,585
Mortgage-backed securities$34,818,0001,816
Certificates of participation in pools of residential mortgages$31,522,0001,358
Issued or guaranteed by U.S.$31,522,0001,357
Privately issued$094
Collaterized mortgage obligations$3,296,0002,441
CMOs issued by government agencies or sponsored agencies$3,296,0002,327
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)$3,911,0001,436
Available-for-sale securities (fair market value)$66,373,0001,935
Total debt securities$69,433,0002,032
Structured notes
Amortized cost$02,893
Fair value$02,893
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$75,210,0001,915
U.S. Government securities$61,366,0001,677
U.S. Treasury securities$01,157
U.S. Government agency obligations$61,366,0001,636
Securities issued by states & political subdivisions$10,239,0002,634
Other domestic debt securities$3,605,0001,239
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$858,000187
Other domestic debt securities - All other$2,747,0001,026
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$35,191,0001,495
Mortgage-backed securities$34,610,0001,816
Certificates of participation in pools of residential mortgages$30,877,0001,369
Issued or guaranteed by U.S.$30,877,0001,368
Privately issued$094
Collaterized mortgage obligations$3,733,0002,364
CMOs issued by government agencies or sponsored agencies$3,733,0002,248
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)$4,350,0001,404
Available-for-sale securities (fair market value)$70,860,0001,837
Total debt securities$74,354,0001,920
Structured notes
Amortized cost$03,105
Fair value$03,105
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$76,008,0001,849
U.S. Government securities$61,505,0001,606
U.S. Treasury securities$01,076
U.S. Government agency obligations$61,505,0001,561
Securities issued by states & political subdivisions$10,939,0002,496
Other domestic debt securities$3,564,0001,231
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$858,000175
Other domestic debt securities - All other$2,706,000959
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$44,062,0001,180
Mortgage-backed securities$35,639,0001,709
Certificates of participation in pools of residential mortgages$31,503,0001,281
Issued or guaranteed by U.S.$31,503,0001,279
Privately issued$0121
Collaterized mortgage obligations$4,136,0002,262
CMOs issued by government agencies or sponsored agencies$4,136,0002,080
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)$4,788,0001,391
Available-for-sale securities (fair market value)$71,220,0001,771
Total debt securities$75,151,0001,843
Structured notes
Amortized cost$02,967
Fair value$02,967
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$79,467,0001,728
U.S. Government securities$65,515,0001,467
U.S. Treasury securities$01,126
U.S. Government agency obligations$65,515,0001,421
Securities issued by states & political subdivisions$10,246,0002,533
Other domestic debt securities$3,706,0001,220
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$993,000168
Other domestic debt securities - All other$2,713,000941
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$45,329,0001,140
Mortgage-backed securities$34,414,0001,704
Certificates of participation in pools of residential mortgages$29,822,0001,282
Issued or guaranteed by U.S.$29,822,0001,278
Privately issued$0132
Collaterized mortgage obligations$4,592,0002,159
CMOs issued by government agencies or sponsored agencies$4,592,0001,973
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)$5,032,0001,372
Available-for-sale securities (fair market value)$74,435,0001,670
Total debt securities$78,474,0001,727
Structured notes
Amortized cost$03,032
Fair value$03,032
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$78,744,0001,725
U.S. Government securities$65,268,0001,500
U.S. Treasury securities$2,508,000651
U.S. Government agency obligations$62,760,0001,518
Securities issued by states & political subdivisions$9,678,0002,564
Other domestic debt securities$3,798,0001,152
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$993,000178
Other domestic debt securities - All other$2,805,000866
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$32,279,0001,507
Mortgage-backed securities$28,691,0001,877
Certificates of participation in pools of residential mortgages$23,828,0001,463
Issued or guaranteed by U.S.$23,828,0001,459
Privately issued$0125
Collaterized mortgage obligations$4,863,0002,072
CMOs issued by government agencies or sponsored agencies$4,863,0001,887
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)$7,806,0001,153
Available-for-sale securities (fair market value)$70,938,0001,721
Total debt securities$77,750,0001,731
Structured notes
Amortized cost$03,156
Fair value$03,156
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$86,260,0001,591
U.S. Government securities$72,742,0001,358
U.S. Treasury securities$8,058,000385
U.S. Government agency obligations$64,684,0001,452
Securities issued by states & political subdivisions$9,750,0002,524
Other domestic debt securities$3,768,0001,198
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$960,000178
Other domestic debt securities - All other$2,808,000883
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$36,546,0001,365
Mortgage-backed securities$29,636,0001,801
Certificates of participation in pools of residential mortgages$24,578,0001,389
Issued or guaranteed by U.S.$24,578,0001,383
Privately issued$0136
Collaterized mortgage obligations$5,058,0001,991
CMOs issued by government agencies or sponsored agencies$5,058,0001,807
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)$14,108,000856
Available-for-sale securities (fair market value)$72,152,0001,678
Total debt securities$85,300,0001,586
Structured notes
Amortized cost$03,198
Fair value$03,198
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$88,916,0001,500
U.S. Government securities$74,998,0001,241
U.S. Treasury securities$8,107,000385
U.S. Government agency obligations$66,891,0001,322
Securities issued by states & political subdivisions$10,147,0002,438
Other domestic debt securities$3,771,0001,273
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$960,000180
Other domestic debt securities - All other$2,811,000877
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$29,146,0001,630
Mortgage-backed securities$31,548,0001,668
Certificates of participation in pools of residential mortgages$26,095,0001,291
Issued or guaranteed by U.S.$26,095,0001,279
Privately issued$0141
Collaterized mortgage obligations$5,453,0001,920
CMOs issued by government agencies or sponsored agencies$5,453,0001,711
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)$14,827,000833
Available-for-sale securities (fair market value)$74,089,0001,568
Total debt securities$87,955,0001,487
Structured notes
Amortized cost$03,095
Fair value$03,095
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$87,118,0001,499
U.S. Government securities$73,296,0001,245
U.S. Treasury securities$8,157,000355
U.S. Government agency obligations$65,139,0001,327
Securities issued by states & political subdivisions$10,290,0002,334
Other domestic debt securities$3,532,0001,349
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$687,000217
Other domestic debt securities - All other$2,845,000862
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$36,254,0001,369
Mortgage-backed securities$28,363,0001,794
Certificates of participation in pools of residential mortgages$22,247,0001,412
Issued or guaranteed by U.S.$22,247,0001,408
Privately issued$0141
Collaterized mortgage obligations$6,116,0001,827
CMOs issued by government agencies or sponsored agencies$6,116,0001,611
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)$15,807,000816
Available-for-sale securities (fair market value)$71,311,0001,567
Total debt securities$86,431,0001,487
Structured notes
Amortized cost$03,132
Fair value$03,132
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$79,062,0001,628
U.S. Government securities$65,461,0001,393
U.S. Treasury securities$8,207,000330
U.S. Government agency obligations$57,254,0001,510
Securities issued by states & political subdivisions$10,126,0002,255
Other domestic debt securities$3,475,0001,372
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$687,000228
Other domestic debt securities - All other$2,788,000841
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$23,695,0001,928
Mortgage-backed securities$26,251,0001,848
Certificates of participation in pools of residential mortgages$19,707,0001,571
Issued or guaranteed by U.S.$19,707,0001,563
Privately issued$0148
Collaterized mortgage obligations$6,544,0001,715
CMOs issued by government agencies or sponsored agencies$6,544,0001,491
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)$16,670,000806
Available-for-sale securities (fair market value)$62,392,0001,766
Total debt securities$78,375,0001,625
Structured notes
Amortized cost$03,207
Fair value$03,207
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$84,386,0001,543
U.S. Government securities$68,763,0001,346
U.S. Treasury securities$8,257,000327
U.S. Government agency obligations$60,506,0001,456
Securities issued by states & political subdivisions$11,512,0002,046
Other domestic debt securities$4,111,0001,303
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$356,000282
Other domestic debt securities - All other$3,755,000726
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$67,702,000831
Mortgage-backed securities$27,878,0001,811
Certificates of participation in pools of residential mortgages$21,112,0001,561
Issued or guaranteed by U.S.$21,112,0001,557
Privately issued$0145
Collaterized mortgage obligations$6,766,0001,654
CMOs issued by government agencies or sponsored agencies$6,766,0001,419
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)$17,797,000770
Available-for-sale securities (fair market value)$66,589,0001,677
Total debt securities$84,030,0001,524
Structured notes
Amortized cost$03,015
Fair value$03,015
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$80,881,0001,566
U.S. Government securities$65,303,0001,372
U.S. Treasury securities$8,306,000288
U.S. Government agency obligations$56,997,0001,514
Securities issued by states & political subdivisions$11,542,0002,041
Other domestic debt securities$4,036,0001,355
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$356,000288
Other domestic debt securities - All other$3,680,000749
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$65,303,000861
Mortgage-backed securities$24,509,0002,021
Certificates of participation in pools of residential mortgages$19,033,0001,745
Issued or guaranteed by U.S.$19,033,0001,739
Privately issued$0157
Collaterized mortgage obligations$5,476,0001,780
CMOs issued by government agencies or sponsored agencies$5,476,0001,514
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)$18,946,000753
Available-for-sale securities (fair market value)$61,935,0001,772
Total debt securities$80,527,0001,550
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$73,064,0001,723
U.S. Government securities$47,351,0001,794
U.S. Treasury securities$8,355,000279
U.S. Government agency obligations$38,996,0002,080
Securities issued by states & political subdivisions$19,699,0001,272
Other domestic debt securities$5,309,0001,256
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$567,000272
Other domestic debt securities - All other$4,742,000668
Foreign debt securities$0175
Equity securities$705,000817
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,351,0001,146
Mortgage-backed securities$20,907,0002,271
Certificates of participation in pools of residential mortgages$19,317,0001,777
Issued or guaranteed by U.S.$19,317,0001,772
Privately issued$0171
Collaterized mortgage obligations$1,590,0002,617
CMOs issued by government agencies or sponsored agencies$1,590,0002,264
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)$20,824,000736
Available-for-sale securities (fair market value)$52,240,0002,030
Total debt securities$71,790,0001,729
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$84,027,0001,484
U.S. Government securities$56,728,0001,509
U.S. Treasury securities$8,404,000257
U.S. Government agency obligations$48,324,0001,673
Securities issued by states & political subdivisions$18,774,0001,276
Other domestic debt securities$4,940,0001,350
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$311,000339
Other domestic debt securities - All other$4,629,000707
Foreign debt securities$0183
Equity securities$3,585,000439
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,728,000957
Mortgage-backed securities$30,346,0001,773
Certificates of participation in pools of residential mortgages$28,484,0001,351
Issued or guaranteed by U.S.$28,484,0001,342
Privately issued$0181
Collaterized mortgage obligations$1,862,0002,534
CMOs issued by government agencies or sponsored agencies$1,862,0002,174
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)$22,206,000698
Available-for-sale securities (fair market value)$61,821,0001,723
Total debt securities$80,442,0001,526
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$74,908,0001,652
U.S. Government securities$48,142,0001,737
U.S. Treasury securities$0981
U.S. Government agency obligations$48,142,0001,698
Securities issued by states & political subdivisions$18,736,0001,212
Other domestic debt securities$4,407,0001,331
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$4,407,000721
Foreign debt securities$0181
Equity securities$3,623,000441
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,053,0002,444
Mortgage-backed securities$37,601,0001,547
Certificates of participation in pools of residential mortgages$35,454,0001,162
Issued or guaranteed by U.S.$35,454,0001,151
Privately issued$0191
Collaterized mortgage obligations$2,147,0002,467
CMOs issued by government agencies or sponsored agencies$2,147,0002,097
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)$15,569,000883
Available-for-sale securities (fair market value)$59,339,0001,769
Total debt securities$71,285,0001,697
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$72,094,0001,680
U.S. Government securities$42,914,0001,944
U.S. Treasury securities$0973
U.S. Government agency obligations$42,914,0001,907
Securities issued by states & political subdivisions$18,743,0001,180
Other domestic debt securities$6,189,0001,082
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$6,189,000559
Foreign debt securities$0172
Equity securities$4,248,000360
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,129,0001,778
Mortgage-backed securities$26,489,0001,944
Certificates of participation in pools of residential mortgages$24,261,0001,530
Issued or guaranteed by U.S.$24,261,0001,521
Privately issued$0188
Collaterized mortgage obligations$2,228,0002,361
CMOs issued by government agencies or sponsored agencies$2,228,0002,039
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)$2,829,0001,985
Available-for-sale securities (fair market value)$69,265,0001,536
Total debt securities$67,846,0001,752
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$72,637,0001,636
U.S. Government securities$42,831,0001,906
U.S. Treasury securities$01,019
U.S. Government agency obligations$42,831,0001,868
Securities issued by states & political subdivisions$17,818,0001,234
Other domestic debt securities$6,257,0001,059
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$6,257,000538
Foreign debt securities$0181
Equity securities$5,731,000301
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,264,0002,043
Mortgage-backed securities$26,655,0001,842
Certificates of participation in pools of residential mortgages$24,356,0001,456
Issued or guaranteed by U.S.$24,356,0001,445
Privately issued$0192
Collaterized mortgage obligations$2,299,0002,261
CMOs issued by government agencies or sponsored agencies$2,299,0001,925
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)$2,869,0001,997
Available-for-sale securities (fair market value)$69,768,0001,470
Total debt securities$66,906,0001,726
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$74,896,0001,605
U.S. Government securities$45,403,0001,823
U.S. Treasury securities$01,021
U.S. Government agency obligations$45,403,0001,791
Securities issued by states & political subdivisions$16,638,0001,342
Other domestic debt securities$6,642,0001,079
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$6,642,000581
Foreign debt securities$0189
Equity securities$6,213,000400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,536,0001,797
Mortgage-backed securities$22,035,0002,102
Certificates of participation in pools of residential mortgages$19,615,0001,718
Issued or guaranteed by U.S.$19,615,0001,709
Privately issued$0202
Collaterized mortgage obligations$2,420,0002,230
CMOs issued by government agencies or sponsored agencies$2,420,0001,897
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)$2,929,0001,986
Available-for-sale securities (fair market value)$71,967,0001,446
Total debt securities$68,683,0001,712
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$73,510,0001,617
U.S. Government securities$44,034,0001,872
U.S. Treasury securities$01,044
U.S. Government agency obligations$44,034,0001,836
Securities issued by states & political subdivisions$15,895,0001,413
Other domestic debt securities$7,179,0001,011
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$7,179,000548
Foreign debt securities$0199
Equity securities$6,402,000436
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,446,0001,634
Mortgage-backed securities$19,374,0002,216
Certificates of participation in pools of residential mortgages$16,773,0001,838
Issued or guaranteed by U.S.$16,773,0001,828
Privately issued$0205
Collaterized mortgage obligations$2,601,0002,157
CMOs issued by government agencies or sponsored agencies$2,601,0001,832
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)$3,137,0001,957
Available-for-sale securities (fair market value)$70,373,0001,477
Total debt securities$67,108,0001,719
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$71,722,0001,644
U.S. Government securities$42,650,0001,927
U.S. Treasury securities$01,146
U.S. Government agency obligations$42,650,0001,888
Securities issued by states & political subdivisions$15,809,0001,395
Other domestic debt securities$6,550,0001,007
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$6,550,000570
Foreign debt securities$0202
Equity securities$6,713,000391
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,227,0001,847
Mortgage-backed securities$14,387,0002,391
Certificates of participation in pools of residential mortgages$11,718,0002,089
Issued or guaranteed by U.S.$11,718,0002,079
Privately issued$0191
Collaterized mortgage obligations$2,669,0002,042
CMOs issued by government agencies or sponsored agencies$2,669,0001,740
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)$1,673,0002,400
Available-for-sale securities (fair market value)$70,049,0001,464
Total debt securities$65,009,0001,758
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$77,580,0001,536
U.S. Government securities$48,354,0001,734
U.S. Treasury securities$01,235
U.S. Government agency obligations$48,354,0001,697
Securities issued by states & political subdivisions$13,682,0001,561
Other domestic debt securities$5,249,0001,058
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$5,249,000629
Foreign debt securities$0200
Equity securities$10,295,000277
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,865,0001,570
Mortgage-backed securities$8,567,0002,973
Certificates of participation in pools of residential mortgages$5,806,0002,888
Issued or guaranteed by U.S.$5,806,0002,873
Privately issued$0194
Collaterized mortgage obligations$2,761,0001,958
CMOs issued by government agencies or sponsored agencies$2,761,0001,669
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)$1,674,0002,451
Available-for-sale securities (fair market value)$75,906,0001,354
Total debt securities$67,285,0001,721
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$79,328,0001,493
U.S. Government securities$50,331,0001,680
U.S. Treasury securities$01,362
U.S. Government agency obligations$50,331,0001,635
Securities issued by states & political subdivisions$13,517,0001,555
Other domestic debt securities$5,228,000997
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$5,228,000594
Foreign debt securities$0201
Equity securities$10,252,000270
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,530,0001,570
Mortgage-backed securities$9,015,0002,837
Certificates of participation in pools of residential mortgages$6,148,0002,725
Issued or guaranteed by U.S.$6,148,0002,711
Privately issued$0207
Collaterized mortgage obligations$2,867,0001,903
CMOs issued by government agencies or sponsored agencies$2,867,0001,627
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)$1,675,0002,478
Available-for-sale securities (fair market value)$77,653,0001,320
Total debt securities$69,076,0001,657
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$79,395,0001,498
U.S. Government securities$52,011,0001,647
U.S. Treasury securities$01,448
U.S. Government agency obligations$52,011,0001,602
Securities issued by states & political subdivisions$12,289,0001,685
Other domestic debt securities$5,273,0001,000
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$5,273,000615
Foreign debt securities$0207
Equity securities$9,822,000287
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,752,0001,531
Mortgage-backed securities$9,591,0002,707
Certificates of participation in pools of residential mortgages$6,556,0002,633
Issued or guaranteed by U.S.$6,556,0002,624
Privately issued$0218
Collaterized mortgage obligations$3,035,0001,845
CMOs issued by government agencies or sponsored agencies$3,035,0001,576
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)$1,701,0002,509
Available-for-sale securities (fair market value)$77,694,0001,327
Total debt securities$69,573,0001,657
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$79,880,0001,524
U.S. Government securities$53,267,0001,653
U.S. Treasury securities$01,498
U.S. Government agency obligations$53,267,0001,611
Securities issued by states & political subdivisions$10,731,0001,878
Other domestic debt securities$6,271,000920
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$6,271,000559
Foreign debt securities$0210
Equity securities$9,611,000299
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,739,0001,733
Mortgage-backed securities$10,026,0002,644
Certificates of participation in pools of residential mortgages$6,884,0002,568
Issued or guaranteed by U.S.$6,884,0002,555
Privately issued$0208
Collaterized mortgage obligations$3,142,0001,821
CMOs issued by government agencies or sponsored agencies$3,142,0001,568
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)$1,701,0002,568
Available-for-sale securities (fair market value)$78,179,0001,356
Total debt securities$70,269,0001,659
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$79,220,0001,538
U.S. Government securities$55,691,0001,607
U.S. Treasury securities$01,574
U.S. Government agency obligations$55,691,0001,563
Securities issued by states & political subdivisions$7,856,0002,408
Other domestic debt securities$6,286,000918
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$6,286,000574
Foreign debt securities$0214
Equity securities$9,387,000300
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,820,0001,643
Mortgage-backed securities$10,510,0002,579
Certificates of participation in pools of residential mortgages$7,215,0002,519
Issued or guaranteed by U.S.$7,215,0002,505
Privately issued$0214
Collaterized mortgage obligations$3,295,0001,766
CMOs issued by government agencies or sponsored agencies$3,295,0001,529
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)$781,0003,045
Available-for-sale securities (fair market value)$78,439,0001,342
Total debt securities$69,833,0001,687
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$80,873,0001,508
U.S. Government securities$57,461,0001,564
U.S. Treasury securities$01,634
U.S. Government agency obligations$57,461,0001,520
Securities issued by states & political subdivisions$7,590,0002,435
Other domestic debt securities$6,725,000883
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$6,725,000565
Foreign debt securities$0223
Equity securities$9,097,000307
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,727,0001,884
Mortgage-backed securities$10,835,0002,527
Certificates of participation in pools of residential mortgages$7,417,0002,488
Issued or guaranteed by U.S.$7,417,0002,478
Privately issued$0211
Collaterized mortgage obligations$3,418,0001,723
CMOs issued by government agencies or sponsored agencies$3,418,0001,498
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)$782,0003,070
Available-for-sale securities (fair market value)$80,091,0001,302
Total debt securities$71,778,0001,640
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$81,458,0001,507
U.S. Government securities$59,453,0001,546
U.S. Treasury securities$01,715
U.S. Government agency obligations$59,453,0001,493
Securities issued by states & political subdivisions$4,949,0003,105
Other domestic debt securities$7,769,000847
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$7,769,000527
Foreign debt securities$0226
Equity securities$9,287,000308
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,958,0001,812
Mortgage-backed securities$11,613,0002,478
Certificates of participation in pools of residential mortgages$7,983,0002,433
Issued or guaranteed by U.S.$7,983,0002,421
Privately issued$0205
Collaterized mortgage obligations$3,630,0001,679
CMOs issued by government agencies or sponsored agencies$3,630,0001,447
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)$802,0003,122
Available-for-sale securities (fair market value)$80,656,0001,313
Total debt securities$72,172,0001,650
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$91,632,0001,351
U.S. Government securities$72,470,0001,247
U.S. Treasury securities$01,737
U.S. Government agency obligations$72,470,0001,202
Securities issued by states & political subdivisions$3,183,0003,749
Other domestic debt securities$6,796,000917
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$6,796,000595
Foreign debt securities$0223
Equity securities$9,183,000318
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,301,0001,342
Mortgage-backed securities$12,303,0002,430
Certificates of participation in pools of residential mortgages$8,475,0002,381
Issued or guaranteed by U.S.$8,475,0002,372
Privately issued$0216
Collaterized mortgage obligations$3,828,0001,650
CMOs issued by government agencies or sponsored agencies$3,828,0001,426
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)$803,0003,194
Available-for-sale securities (fair market value)$90,829,0001,150
Total debt securities$82,450,0001,449
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$106,420,0001,165
U.S. Government securities$86,794,0001,040
U.S. Treasury securities$01,786
U.S. Government agency obligations$86,794,0001,005
Securities issued by states & political subdivisions$381,0005,762
Other domestic debt securities$9,501,000771
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$9,501,000478
Foreign debt securities$0234
Equity securities$9,744,000309
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,684,0001,270
Mortgage-backed securities$13,422,0002,317
Certificates of participation in pools of residential mortgages$9,246,0002,295
Issued or guaranteed by U.S.$9,246,0002,284
Privately issued$0225
Collaterized mortgage obligations$4,176,0001,598
CMOs issued by government agencies or sponsored agencies$4,176,0001,381
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)$381,0003,576
Available-for-sale securities (fair market value)$106,039,000994
Total debt securities$96,676,0001,238
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$87,927,0001,405
U.S. Government securities$68,402,0001,330
U.S. Treasury securities$01,839
U.S. Government agency obligations$68,402,0001,278
Securities issued by states & political subdivisions$381,0005,770
Other domestic debt securities$10,090,000756
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$10,090,000476
Foreign debt securities$0234
Equity securities$9,054,000333
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,310,0001,973
Mortgage-backed securities$14,440,0002,277
Certificates of participation in pools of residential mortgages$9,885,0002,285
Issued or guaranteed by U.S.$9,885,0002,274
Privately issued$0223
Collaterized mortgage obligations$4,555,0001,582
CMOs issued by government agencies or sponsored agencies$4,555,0001,378
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)$381,0003,637
Available-for-sale securities (fair market value)$87,546,0001,203
Total debt securities$78,873,0001,515
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$80,383,0001,554
U.S. Government securities$60,427,0001,528
U.S. Treasury securities$01,963
U.S. Government agency obligations$60,427,0001,468
Securities issued by states & political subdivisions$400,0005,763
Other domestic debt securities$10,597,000745
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$10,597,000481
Foreign debt securities$0247
Equity securities$8,959,000342
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,008,0001,628
Mortgage-backed securities$15,167,0002,287
Certificates of participation in pools of residential mortgages$10,283,0002,291
Issued or guaranteed by U.S.$10,283,0002,281
Privately issued$0207
Collaterized mortgage obligations$4,884,0001,560
CMOs issued by government agencies or sponsored agencies$4,884,0001,366
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)$400,0003,666
Available-for-sale securities (fair market value)$79,983,0001,321
Total debt securities$71,424,0001,685
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$81,290,0001,555
U.S. Government securities$60,981,0001,522
U.S. Treasury securities$01,963
U.S. Government agency obligations$60,981,0001,462
Securities issued by states & political subdivisions$400,0005,809
Other domestic debt securities$10,750,000773
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$10,750,000514
Foreign debt securities$0244
Equity securities$9,159,000357
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,582,0001,690
Mortgage-backed securities$16,105,0002,242
Certificates of participation in pools of residential mortgages$10,865,0002,257
Issued or guaranteed by U.S.$10,865,0002,248
Privately issued$0203
Collaterized mortgage obligations$5,240,0001,524
CMOs issued by government agencies or sponsored agencies$5,240,0001,336
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)$400,0003,725
Available-for-sale securities (fair market value)$80,890,0001,332
Total debt securities$72,131,0001,686
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$84,408,0001,509
U.S. Government securities$64,001,0001,436
U.S. Treasury securities$01,990
U.S. Government agency obligations$64,001,0001,377
Securities issued by states & political subdivisions$424,0005,809
Other domestic debt securities$11,331,000750
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$11,331,000499
Foreign debt securities$0248
Equity securities$8,652,000394
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,994,0001,572
Mortgage-backed securities$16,973,0002,165
Certificates of participation in pools of residential mortgages$11,377,0002,181
Issued or guaranteed by U.S.$11,377,0002,172
Privately issued$0225
Collaterized mortgage obligations$5,596,0001,477
CMOs issued by government agencies or sponsored agencies$5,596,0001,301
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)$424,0003,771
Available-for-sale securities (fair market value)$83,984,0001,291
Total debt securities$75,756,0001,614
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$89,510,0001,463
U.S. Government securities$64,908,0001,458
U.S. Treasury securities$02,098
U.S. Government agency obligations$64,908,0001,409
Securities issued by states & political subdivisions$424,0005,858
Other domestic debt securities$11,803,000744
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$11,803,000504
Foreign debt securities$0251
Equity securities$12,375,000299
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,288,0002,893
Mortgage-backed securities$17,699,0002,135
Certificates of participation in pools of residential mortgages$11,786,0002,175
Issued or guaranteed by U.S.$11,786,0002,166
Privately issued$0225
Collaterized mortgage obligations$5,913,0001,452
CMOs issued by government agencies or sponsored agencies$5,913,0001,288
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)$424,0003,804
Available-for-sale securities (fair market value)$89,086,0001,247
Total debt securities$77,135,0001,613
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$88,197,0001,484
U.S. Government securities$62,116,0001,517
U.S. Treasury securities$02,082
U.S. Government agency obligations$62,116,0001,460
Securities issued by states & political subdivisions$444,0005,849
Other domestic debt securities$13,295,000741
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$13,295,000500
Foreign debt securities$0264
Equity securities$12,342,000334
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,221,0002,486
Mortgage-backed securities$16,521,0002,277
Certificates of participation in pools of residential mortgages$9,593,0002,474
Issued or guaranteed by U.S.$9,593,0002,466
Privately issued$0230
Collaterized mortgage obligations$6,928,0001,378
CMOs issued by government agencies or sponsored agencies$6,928,0001,219
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)$444,0003,826
Available-for-sale securities (fair market value)$87,753,0001,276
Total debt securities$75,855,0001,640
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$98,958,0001,375
U.S. Government securities$72,681,0001,353
U.S. Treasury securities$02,227
U.S. Government agency obligations$72,681,0001,302
Securities issued by states & political subdivisions$444,0005,895
Other domestic debt securities$13,427,000714
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$13,427,000526
Foreign debt securities$0283
Equity securities$12,406,000313
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,334,0002,297
Mortgage-backed securities$17,268,0002,200
Certificates of participation in pools of residential mortgages$10,066,0002,415
Issued or guaranteed by U.S.$10,066,0002,405
Privately issued$0248
Collaterized mortgage obligations$7,202,0001,330
CMOs issued by government agencies or sponsored agencies$7,202,0001,242
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)$444,0003,884
Available-for-sale securities (fair market value)$98,514,0001,184
Total debt securities$86,552,0001,492
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$105,226,0001,264
U.S. Government securities$76,113,0001,285
U.S. Treasury securities$02,287
U.S. Government agency obligations$76,113,0001,236
Securities issued by states & political subdivisions$444,0005,935
Other domestic debt securities$14,571,000696
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$14,571,000525
Foreign debt securities$0291
Equity securities$14,098,000306
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,451,0001,708
Mortgage-backed securities$19,107,0002,066
Certificates of participation in pools of residential mortgages$11,188,0002,249
Issued or guaranteed by U.S.$11,188,0002,239
Privately issued$0253
Collaterized mortgage obligations$7,919,0001,284
CMOs issued by government agencies or sponsored agencies$7,919,0001,187
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)$444,0003,926
Available-for-sale securities (fair market value)$104,782,0001,086
Total debt securities$91,128,0001,407
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$118,090,0001,112
U.S. Government securities$88,028,0001,069
U.S. Treasury securities$02,322
U.S. Government agency obligations$88,028,0001,027
Securities issued by states & political subdivisions$444,0005,921
Other domestic debt securities$15,720,000692
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$15,720,000514
Foreign debt securities$0294
Equity securities$13,898,000330
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,178,0002,830
Mortgage-backed securities$22,685,0001,881
Certificates of participation in pools of residential mortgages$14,469,0001,904
Issued or guaranteed by U.S.$14,469,0001,893
Privately issued$0256
Collaterized mortgage obligations$8,216,0001,353
CMOs issued by government agencies or sponsored agencies$8,216,0001,261
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)$444,0003,965
Available-for-sale securities (fair market value)$117,646,000946
Total debt securities$104,192,0001,211
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$130,638,000997
U.S. Government securities$102,258,000933
U.S. Treasury securities$02,382
U.S. Government agency obligations$102,258,000889
Securities issued by states & political subdivisions$444,0005,892
Other domestic debt securities$14,696,000739
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$14,696,000537
Foreign debt securities$0294
Equity securities$13,240,000338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,568,0002,501
Mortgage-backed securities$28,863,0001,568
Certificates of participation in pools of residential mortgages$20,477,0001,473
Issued or guaranteed by U.S.$20,477,0001,469
Privately issued$0257
Collaterized mortgage obligations$8,386,0001,392
CMOs issued by government agencies or sponsored agencies$8,386,0001,298
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)$444,0004,020
Available-for-sale securities (fair market value)$130,194,000861
Total debt securities$117,398,0001,059
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$121,198,0001,029
U.S. Government securities$91,065,0001,009
U.S. Treasury securities$501,0002,090
U.S. Government agency obligations$90,564,000969
Securities issued by states & political subdivisions$444,0005,909
Other domestic debt securities$16,492,000680
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$16,492,000495
Foreign debt securities$0302
Equity securities$13,197,000337
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,668,0002,463
Mortgage-backed securities$31,491,0001,457
Certificates of participation in pools of residential mortgages$26,234,0001,196
Issued or guaranteed by U.S.$26,234,0001,188
Privately issued$0252
Collaterized mortgage obligations$5,257,0001,786
CMOs issued by government agencies or sponsored agencies$5,257,0001,693
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)$444,0004,113
Available-for-sale securities (fair market value)$120,754,000884
Total debt securities$108,001,0001,105
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$94,997,0001,194
U.S. Government securities$59,670,0001,363
U.S. Treasury securities$514,0002,450
U.S. Government agency obligations$59,156,0001,304
Securities issued by states & political subdivisions$3,011,0003,734
Other domestic debt securities$19,548,000613
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$19,548,000437
Foreign debt securities$0319
Equity securities$12,768,000335
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,510,0005,639
Mortgage-backed securities$12,085,0002,582
Certificates of participation in pools of residential mortgages$7,754,0002,474
Issued or guaranteed by U.S.$7,754,0002,460
Privately issued$0260
Collaterized mortgage obligations$4,331,0002,006
CMOs issued by government agencies or sponsored agencies$4,331,0001,885
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)$443,0004,358
Available-for-sale securities (fair market value)$94,554,0001,003
Total debt securities$82,229,0001,330
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$74,388,0001,481
U.S. Government securities$46,091,0001,739
U.S. Treasury securities$499,0003,515
U.S. Government agency obligations$45,592,0001,625
Securities issued by states & political subdivisions$2,969,0003,730
Other domestic debt securities$12,432,000709
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$12,432,000574
Foreign debt securities$0313
Equity securities$12,896,000416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,390,0006,046
Mortgage-backed securities$15,217,0001,789
Certificates of participation in pools of residential mortgages$9,683,0001,779
Issued or guaranteed by U.S.$9,683,0001,768
Privately issued$0308
Collaterized mortgage obligations$5,534,0001,428
CMOs issued by government agencies or sponsored agencies$5,534,0001,305
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)$448,0004,991
Available-for-sale securities (fair market value)$73,940,0001,162
Total debt securities$61,492,0001,705
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 contracts$060
1999-12-31Rank
Total securities$72,107,0001,590
U.S. Government securities$45,883,0001,824
U.S. Treasury securities$496,0004,630
U.S. Government agency obligations$45,387,0001,663
Securities issued by states & political subdivisions$3,273,0003,736
Other domestic debt securities$10,762,000797
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,762,000638
Foreign debt securities$0343
Equity securities$12,189,000433
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$496,0007,737
Mortgage-backed securities$14,793,0001,980
Certificates of participation in pools of residential mortgages$9,198,0001,986
Issued or guaranteed by U.S.$9,198,0001,976
Privately issued$0307
Collaterized mortgage obligations$5,595,0001,517
CMOs issued by government agencies or sponsored agencies$5,595,0001,394
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$448,0005,416
Available-for-sale securities (fair market value)$71,659,0001,218
Total debt securities$59,918,0001,834
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$73,212,0001,612
U.S. Government securities$40,938,0002,125
U.S. Treasury securities$510,0005,813
U.S. Government agency obligations$40,428,0001,819
Securities issued by states & political subdivisions$2,694,0004,196
Other domestic debt securities$15,219,000598
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,219,000449
Foreign debt securities$0363
Equity securities$14,361,000386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0007,158
Mortgage-backed securities$17,020,0001,903
Certificates of participation in pools of residential mortgages$11,964,0001,720
Issued or guaranteed by U.S.$11,964,0001,711
Privately issued$0349
Collaterized mortgage obligations$5,056,0001,757
CMOs issued by government agencies or sponsored agencies$5,056,0001,642
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$73,212,0001,196
Total debt securities$58,851,0001,900
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$49,849,0002,291
U.S. Government securities$30,773,0002,854
U.S. Treasury securities$502,0007,127
U.S. Government agency obligations$30,271,0002,281
Securities issued by states & political subdivisions$2,777,0003,985
Other domestic debt securities$2,582,0001,190
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,582,000933
Foreign debt securities$0390
Equity securities$13,717,000336
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0007,512
Mortgage-backed securities$14,456,0002,078
Certificates of participation in pools of residential mortgages$6,246,0002,579
Issued or guaranteed by U.S.$6,246,0002,569
Privately issued$0394
Collaterized mortgage obligations$8,210,0001,281
CMOs issued by government agencies or sponsored agencies$8,210,0001,221
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,000,0005,599
Available-for-sale securities (fair market value)$47,849,0001,681
Total debt securities$36,132,0003,023
Structured notes
Amortized cost$1,000,0001,189
Fair value$995,0001,333
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$35,298,0003,429
U.S. Government securities$23,836,0003,884
U.S. Treasury securities$490,0008,213
U.S. Government agency obligations$23,346,0002,956
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$243,0003,280
Privately issued residential mortgage-backed securities$243,0001,246
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$11,219,000373
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0008,521
Mortgage-backed securities$7,417,0003,445
Certificates of participation in pools of residential mortgages$2,159,0004,631
Issued or guaranteed by U.S.$2,159,0004,608
Privately issued$0472
Collaterized mortgage obligations$5,258,0001,866
CMOs issued by government agencies or sponsored agencies$5,015,0001,835
Privately issued$243,0001,008
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,000,0005,670
Available-for-sale securities (fair market value)$32,298,0002,566
Total debt securities$24,464,0004,476
Structured notes
Amortized cost$1,000,0001,681
Fair value$980,0001,915
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$46,331,0002,730
U.S. Government securities$32,999,0003,068
U.S. Treasury securities$3,515,0005,616
U.S. Government agency obligations$29,484,0002,374
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$818,0002,701
Privately issued residential mortgage-backed securities$319,0001,375
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$499,0002,529
Foreign debt securities$0553
Equity securities$12,514,000322
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$507,0008,778
Mortgage-backed securities$6,431,0003,995
Certificates of participation in pools of residential mortgages$1,380,0005,577
Issued or guaranteed by U.S.$1,380,0005,547
Privately issued$0558
Collaterized mortgage obligations$5,051,0002,171
CMOs issued by government agencies or sponsored agencies$4,732,0002,126
Privately issued$319,0001,104
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,000,0005,011
Available-for-sale securities (fair market value)$41,331,0002,051
Total debt securities$33,889,0003,620
Structured notes
Amortized cost$3,000,0001,179
Fair value$2,988,0001,184
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$46,134,0002,836
U.S. Government securities$31,515,0003,307
U.S. Treasury securities$3,467,0006,693
U.S. Government agency obligations$28,048,0002,407
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$3,846,0001,368
Privately issued residential mortgage-backed securities$375,0001,462
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,471,0001,139
Foreign debt securities$0600
Equity securities$10,773,000340
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$507,0009,177
Mortgage-backed securities$5,806,0004,395
Certificates of participation in pools of residential mortgages$988,0006,447
Issued or guaranteed by U.S.$988,0006,423
Privately issued$0564
Collaterized mortgage obligations$4,818,0002,362
CMOs issued by government agencies or sponsored agencies$4,443,0002,358
Privately issued$375,0001,201
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,998,0007,441
Available-for-sale securities (fair market value)$40,136,0001,419
Total debt securities$36,969,0003,475
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$56,229,0002,459
U.S. Government securities$39,299,0002,787
U.S. Treasury securities$10,966,0003,275
U.S. Government agency obligations$28,333,0002,423
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$6,037,0001,236
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,037,000916
Foreign debt securities$0649
Equity securities$10,893,000365
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$507,0009,442
Mortgage-backed securities$1,339,0007,989
Certificates of participation in pools of residential mortgages$1,339,0006,558
Issued or guaranteed by U.S.$1,339,0006,510
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$45,336,0002,980
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$47,245,0002,882
U.S. Government securities$28,544,0003,752
U.S. Treasury securities$11,970,0003,046
U.S. Government agency obligations$16,574,0003,805
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$10,744,000992
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,744,000670
Foreign debt securities$100,000418
Equity securities$7,857,000434
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$101,00010,707
Mortgage-backed securities$1,823,0007,863
Certificates of participation in pools of residential mortgages$1,823,0006,366
Issued or guaranteed by U.S.$1,823,0006,298
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$39,388,0003,405
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA