Sanibel Captiva Community Bank, Securities

2023-12-31Rank
Total securities$48,924,0002,632
U.S. Government securities$48,924,0001,901
U.S. Treasury securities$02,754
U.S. Government agency obligations$48,924,0001,627
Securities issued by states & political subdivisions$03,779
Other domestic debt securities$02,337
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$01,860
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$03,946
Mortgage-backed securities$48,924,0001,282
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,088,0002,676
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$44,836,000414
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$48,924,000556
Available-for-sale securities (fair market value)$04,214
Total debt securities$48,924,0002,614
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$50,760,0002,560
U.S. Government securities$50,760,0001,837
U.S. Treasury securities$02,809
U.S. Government agency obligations$50,760,0001,573
Securities issued by states & political subdivisions$03,823
Other domestic debt securities$02,352
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$01,872
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$03,957
Mortgage-backed securities$50,760,0001,226
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,247,0002,649
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$46,513,000397
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$50,760,000553
Available-for-sale securities (fair market value)$04,231
Total debt securities$50,760,0002,544
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$53,054,0002,559
U.S. Government securities$53,054,0001,837
U.S. Treasury securities$02,832
U.S. Government agency obligations$53,054,0001,564
Securities issued by states & political subdivisions$03,857
Other domestic debt securities$02,374
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$01,891
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$03,969
Mortgage-backed securities$53,054,0001,233
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,438,0002,650
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$48,616,000389
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$53,054,000544
Available-for-sale securities (fair market value)$04,256
Total debt securities$53,054,0002,544
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$55,099,0002,599
U.S. Government securities$55,099,0001,875
U.S. Treasury securities$02,901
U.S. Government agency obligations$55,099,0001,543
Securities issued by states & political subdivisions$03,912
Other domestic debt securities$02,426
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$01,925
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$03,989
Mortgage-backed securities$55,099,0001,254
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,652,0002,668
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$50,447,000399
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$55,099,000553
Available-for-sale securities (fair market value)$04,317
Total debt securities$55,099,0002,578
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$56,821,0002,589
U.S. Government securities$56,821,0001,850
U.S. Treasury securities$02,941
U.S. Government agency obligations$56,821,0001,516
Securities issued by states & political subdivisions$03,953
Other domestic debt securities$02,464
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$01,948
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$03,972
Mortgage-backed securities$56,821,0001,231
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,819,0002,660
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$52,002,000404
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$56,821,000553
Available-for-sale securities (fair market value)$04,347
Total debt securities$56,821,0002,567
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$58,867,0002,545
U.S. Government securities$58,867,0001,824
U.S. Treasury securities$02,957
U.S. Government agency obligations$58,867,0001,496
Securities issued by states & political subdivisions$03,993
Other domestic debt securities$02,426
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$01,954
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$03,998
Mortgage-backed securities$58,867,0001,227
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,011,0002,664
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$53,856,000396
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$58,867,000531
Available-for-sale securities (fair market value)$04,389
Total debt securities$58,867,0002,524
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$57,768,0002,601
U.S. Government securities$4,316,0004,223
U.S. Treasury securities$02,920
U.S. Government agency obligations$4,316,0003,852
Securities issued by states & political subdivisions$04,030
Other domestic debt securities$53,452,000368
Privately issued residential mortgage-backed securities$53,452,000104
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
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$04,021
Mortgage-backed securities$57,768,0001,289
Certificates of participation in pools of residential mortgages$4,316,0002,879
Issued or guaranteed by U.S.$4,316,0002,797
Privately issued$0231
Collaterized mortgage obligations$53,452,000447
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$53,452,00090
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$57,768,000487
Available-for-sale securities (fair market value)$04,420
Total debt securities$57,768,0002,588
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$14,298,0003,984
U.S. Government securities$4,689,0004,126
U.S. Treasury securities$02,666
U.S. Government agency obligations$4,689,0003,806
Securities issued by states & political subdivisions$04,051
Other domestic debt securities$9,609,000985
Privately issued residential mortgage-backed securities$9,609,000255
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
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$04,045
Mortgage-backed securities$14,298,0002,489
Certificates of participation in pools of residential mortgages$4,689,0002,842
Issued or guaranteed by U.S.$4,689,0002,764
Privately issued$0238
Collaterized mortgage obligations$9,609,0001,233
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$9,609,000198
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$14,298,000777
Available-for-sale securities (fair market value)$04,435
Total debt securities$14,298,0003,969
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$9,940,0004,149
U.S. Government securities$5,174,0003,980
U.S. Treasury securities$02,212
U.S. Government agency obligations$5,174,0003,732
Securities issued by states & political subdivisions$04,078
Other domestic debt securities$4,766,0001,305
Privately issued residential mortgage-backed securities$4,766,000322
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
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$04,071
Mortgage-backed securities$9,940,0002,767
Certificates of participation in pools of residential mortgages$5,174,0002,775
Issued or guaranteed by U.S.$5,174,0002,688
Privately issued$0246
Collaterized mortgage obligations$4,766,0001,611
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$4,766,000218
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$9,940,000778
Available-for-sale securities (fair market value)$04,480
Total debt securities$9,940,0004,129
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$10,778,0004,095
U.S. Government securities$5,924,0003,896
U.S. Treasury securities$02,008
U.S. Government agency obligations$5,924,0003,672
Securities issued by states & political subdivisions$04,131
Other domestic debt securities$4,854,0001,246
Privately issued residential mortgage-backed securities$4,854,000286
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
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$04,110
Mortgage-backed securities$10,778,0002,725
Certificates of participation in pools of residential mortgages$5,924,0002,708
Issued or guaranteed by U.S.$5,924,0002,635
Privately issued$0234
Collaterized mortgage obligations$4,854,0001,600
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$4,854,000189
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$10,778,000719
Available-for-sale securities (fair market value)$04,538
Total debt securities$10,777,0004,074
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$6,927,0004,317
U.S. Government securities$6,927,0003,769
U.S. Treasury securities$01,913
U.S. Government agency obligations$6,927,0003,543
Securities issued by states & political subdivisions$04,160
Other domestic debt securities$02,200
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$01,761
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$04,151
Mortgage-backed securities$6,927,0003,024
Certificates of participation in pools of residential mortgages$6,927,0002,581
Issued or guaranteed by U.S.$6,927,0002,506
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$6,927,000817
Available-for-sale securities (fair market value)$04,566
Total debt securities$6,927,0004,296
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$8,927,0004,162
U.S. Government securities$8,927,0003,498
U.S. Treasury securities$01,631
U.S. Government agency obligations$8,927,0003,319
Securities issued by states & political subdivisions$04,183
Other domestic debt securities$02,193
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$01,722
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$04,172
Mortgage-backed securities$8,927,0002,809
Certificates of participation in pools of residential mortgages$8,927,0002,299
Issued or guaranteed by U.S.$8,927,0002,230
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$8,927,000720
Available-for-sale securities (fair market value)$04,583
Total debt securities$8,927,0004,137
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$9,811,0004,051
U.S. Government securities$9,811,0003,315
U.S. Treasury securities$01,194
U.S. Government agency obligations$9,811,0003,161
Securities issued by states & political subdivisions$04,200
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,195
Mortgage-backed securities$9,811,0002,669
Certificates of participation in pools of residential mortgages$9,811,0002,107
Issued or guaranteed by U.S.$9,811,0002,052
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$9,811,000673
Available-for-sale securities (fair market value)$04,596
Total debt securities$9,811,0004,024
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$10,399,0003,980
U.S. Government securities$10,399,0003,214
U.S. Treasury securities$01,216
U.S. Government agency obligations$10,399,0003,074
Securities issued by states & political subdivisions$04,198
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,211
Mortgage-backed securities$10,399,0002,605
Certificates of participation in pools of residential mortgages$10,399,0002,030
Issued or guaranteed by U.S.$10,399,0001,970
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$10,399,000645
Available-for-sale securities (fair market value)$04,624
Total debt securities$10,399,0003,956
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$6,839,0004,251
U.S. Government securities$6,839,0003,602
U.S. Treasury securities$01,251
U.S. Government agency obligations$6,839,0003,438
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,254
Mortgage-backed securities$6,839,0002,934
Certificates of participation in pools of residential mortgages$6,839,0002,385
Issued or guaranteed by U.S.$6,839,0002,317
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$6,839,000792
Available-for-sale securities (fair market value)$04,657
Total debt securities$6,839,0004,228
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$7,328,0004,248
U.S. Government securities$7,328,0003,598
U.S. Treasury securities$01,297
U.S. Government agency obligations$7,328,0003,443
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,281
Mortgage-backed securities$7,328,0002,901
Certificates of participation in pools of residential mortgages$7,328,0002,333
Issued or guaranteed by U.S.$7,328,0002,262
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$7,328,000781
Available-for-sale securities (fair market value)$04,717
Total debt securities$7,328,0004,224
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$7,783,0004,265
U.S. Government securities$7,783,0003,641
U.S. Treasury securities$01,363
U.S. Government agency obligations$7,783,0003,487
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$01,972
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$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$7,783,0002,822
Certificates of participation in pools of residential mortgages$7,783,0002,231
Issued or guaranteed by U.S.$7,783,0002,172
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$7,783,000799
Available-for-sale securities (fair market value)$04,777
Total debt securities$7,783,0004,241
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$8,255,0004,294
U.S. Government securities$8,255,0003,653
U.S. Treasury securities$01,429
U.S. Government agency obligations$8,255,0003,490
Securities issued by states & political subdivisions$04,311
Other domestic debt securities$02,026
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$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,426
Mortgage-backed securities$8,255,0002,765
Certificates of participation in pools of residential mortgages$8,255,0002,153
Issued or guaranteed by U.S.$8,255,0002,089
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$8,255,000829
Available-for-sale securities (fair market value)$04,859
Total debt securities$8,255,0004,271
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$8,718,0004,322
U.S. Government securities$8,718,0003,652
U.S. Treasury securities$01,467
U.S. Government agency obligations$8,718,0003,487
Securities issued by states & political subdivisions$04,367
Other domestic debt securities$02,012
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$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,470
Mortgage-backed securities$8,718,0002,720
Certificates of participation in pools of residential mortgages$8,718,0002,091
Issued or guaranteed by U.S.$8,718,0002,049
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$8,718,000832
Available-for-sale securities (fair market value)$04,907
Total debt securities$8,718,0004,300
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$9,185,0004,321
U.S. Government securities$9,185,0003,626
U.S. Treasury securities$01,516
U.S. Government agency obligations$9,185,0003,454
Securities issued by states & political subdivisions$04,430
Other domestic debt securities$02,025
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$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,517
Mortgage-backed securities$9,185,0002,683
Certificates of participation in pools of residential mortgages$9,185,0002,068
Issued or guaranteed by U.S.$9,185,0002,022
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$9,185,000835
Available-for-sale securities (fair market value)$04,952
Total debt securities$9,185,0004,300
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$9,567,0004,338
U.S. Government securities$9,567,0003,622
U.S. Treasury securities$01,513
U.S. Government agency obligations$9,567,0003,465
Securities issued by states & political subdivisions$04,477
Other domestic debt securities$02,028
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$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,567
Mortgage-backed securities$9,567,0002,655
Certificates of participation in pools of residential mortgages$9,567,0002,038
Issued or guaranteed by U.S.$9,567,0002,007
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$9,567,000855
Available-for-sale securities (fair market value)$04,997
Total debt securities$9,567,0004,317
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$10,009,0004,349
U.S. Government securities$10,009,0003,620
U.S. Treasury securities$01,500
U.S. Government agency obligations$10,009,0003,476
Securities issued by states & political subdivisions$04,529
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,627
Mortgage-backed securities$10,009,0002,621
Certificates of participation in pools of residential mortgages$10,009,0002,021
Issued or guaranteed by U.S.$10,009,0002,007
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$10,009,000855
Available-for-sale securities (fair market value)$05,066
Total debt securities$10,009,0004,322
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$10,492,0004,374
U.S. Government securities$10,492,0003,571
U.S. Treasury securities$01,475
U.S. Government agency obligations$10,492,0003,426
Securities issued by states & political subdivisions$04,577
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,680
Mortgage-backed securities$10,492,0002,610
Certificates of participation in pools of residential mortgages$10,492,0002,024
Issued or guaranteed by U.S.$10,492,0001,936
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$10,492,000854
Available-for-sale securities (fair market value)$05,125
Total debt securities$10,492,0004,350
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$7,225,0004,690
U.S. Government securities$7,225,0004,029
U.S. Treasury securities$01,426
U.S. Government agency obligations$7,225,0003,878
Securities issued by states & political subdivisions$04,627
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,746
Mortgage-backed securities$7,225,0002,940
Certificates of participation in pools of residential mortgages$7,225,0002,410
Issued or guaranteed by U.S.$7,225,0002,407
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$7,225,0001,004
Available-for-sale securities (fair market value)$05,183
Total debt securities$7,225,0004,669
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$7,569,0004,715
U.S. Government securities$7,569,0004,023
U.S. Treasury securities$01,328
U.S. Government agency obligations$7,569,0003,887
Securities issued by states & political subdivisions$04,692
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,818
Mortgage-backed securities$7,569,0002,932
Certificates of participation in pools of residential mortgages$7,569,0002,409
Issued or guaranteed by U.S.$7,569,0002,407
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$7,569,0001,003
Available-for-sale securities (fair market value)$05,251
Total debt securities$7,569,0004,691
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$7,956,0004,736
U.S. Government securities$7,956,0004,022
U.S. Treasury securities$01,313
U.S. Government agency obligations$7,956,0003,885
Securities issued by states & political subdivisions$04,737
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,886
Mortgage-backed securities$7,956,0002,931
Certificates of participation in pools of residential mortgages$7,956,0002,397
Issued or guaranteed by U.S.$7,956,0002,395
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$7,956,0001,015
Available-for-sale securities (fair market value)$05,300
Total debt securities$7,956,0004,709
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$8,374,0004,743
U.S. Government securities$8,374,0004,018
U.S. Treasury securities$01,351
U.S. Government agency obligations$8,374,0003,878
Securities issued by states & political subdivisions$04,790
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,931
Mortgage-backed securities$8,374,0002,915
Certificates of participation in pools of residential mortgages$8,374,0002,385
Issued or guaranteed by U.S.$8,374,0002,383
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
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)$8,374,0001,017
Available-for-sale securities (fair market value)$05,348
Total debt securities$8,374,0004,715
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$8,768,0004,774
U.S. Government securities$8,768,0004,009
U.S. Treasury securities$01,390
U.S. Government agency obligations$8,768,0003,868
Securities issued by states & political subdivisions$04,850
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,985
Mortgage-backed securities$8,768,0002,910
Certificates of participation in pools of residential mortgages$8,768,0002,383
Issued or guaranteed by U.S.$8,768,0002,382
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
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)$8,768,0001,014
Available-for-sale securities (fair market value)$05,415
Total debt securities$8,768,0004,748
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$9,181,0004,752
U.S. Government securities$9,181,0003,945
U.S. Treasury securities$01,367
U.S. Government agency obligations$9,181,0003,798
Securities issued by states & political subdivisions$04,898
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,033
Mortgage-backed securities$9,181,0002,864
Certificates of participation in pools of residential mortgages$9,181,0002,331
Issued or guaranteed by U.S.$9,181,0002,328
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
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)$9,181,0001,004
Available-for-sale securities (fair market value)$05,466
Total debt securities$9,181,0004,728
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$9,654,0004,724
U.S. Government securities$9,654,0003,891
U.S. Treasury securities$01,214
U.S. Government agency obligations$9,654,0003,768
Securities issued by states & political subdivisions$04,929
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,116
Mortgage-backed securities$9,654,0002,831
Certificates of participation in pools of residential mortgages$9,654,0002,301
Issued or guaranteed by U.S.$9,654,0002,301
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
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)$9,654,000992
Available-for-sale securities (fair market value)$05,526
Total debt securities$9,654,0004,700
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$5,477,0005,238
U.S. Government securities$5,477,0004,621
U.S. Treasury securities$01,253
U.S. Government agency obligations$5,477,0004,495
Securities issued by states & political subdivisions$04,973
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,199
Mortgage-backed securities$5,477,0003,407
Certificates of participation in pools of residential mortgages$5,477,0002,960
Issued or guaranteed by U.S.$5,477,0002,958
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
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)$5,477,0001,248
Available-for-sale securities (fair market value)$05,605
Total debt securities$5,477,0005,217
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$5,777,0005,265
U.S. Government securities$5,777,0004,660
U.S. Treasury securities$01,296
U.S. Government agency obligations$5,777,0004,546
Securities issued by states & political subdivisions$05,013
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,255
Mortgage-backed securities$5,777,0003,363
Certificates of participation in pools of residential mortgages$5,777,0002,918
Issued or guaranteed by U.S.$5,777,0002,918
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
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)$5,777,0001,262
Available-for-sale securities (fair market value)$05,655
Total debt securities$5,777,0005,248
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$6,062,0005,288
U.S. Government securities$6,062,0004,668
U.S. Treasury securities$01,367
U.S. Government agency obligations$6,062,0004,553
Securities issued by states & political subdivisions$05,056
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,301
Mortgage-backed securities$6,062,0003,332
Certificates of participation in pools of residential mortgages$6,062,0002,865
Issued or guaranteed by U.S.$6,062,0002,863
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
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)$6,062,0001,260
Available-for-sale securities (fair market value)$05,708
Total debt securities$6,062,0005,269
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$6,370,0005,349
U.S. Government securities$6,370,0004,728
U.S. Treasury securities$01,303
U.S. Government agency obligations$6,370,0004,609
Securities issued by states & political subdivisions$05,124
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,371
Mortgage-backed securities$6,370,0003,335
Certificates of participation in pools of residential mortgages$6,370,0002,852
Issued or guaranteed by U.S.$6,370,0002,850
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
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)$6,370,0001,240
Available-for-sale securities (fair market value)$05,787
Total debt securities$6,370,0005,330
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$6,742,0005,407
U.S. Government securities$6,742,0004,788
U.S. Treasury securities$01,348
U.S. Government agency obligations$6,742,0004,678
Securities issued by states & political subdivisions$05,164
Other domestic debt securities$02,307
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$01,813
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$05,428
Mortgage-backed securities$6,742,0003,365
Certificates of participation in pools of residential mortgages$6,742,0002,880
Issued or guaranteed by U.S.$6,742,0002,878
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
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)$6,742,0001,235
Available-for-sale securities (fair market value)$05,863
Total debt securities$6,742,0005,385
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$4,763,0005,687
U.S. Government securities$4,763,0005,181
U.S. Treasury securities$01,327
U.S. Government agency obligations$4,763,0005,072
Securities issued by states & political subdivisions$05,179
Other domestic debt securities$02,369
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$01,846
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$05,487
Mortgage-backed securities$4,763,0003,739
Certificates of participation in pools of residential mortgages$4,763,0003,275
Issued or guaranteed by U.S.$4,763,0003,273
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
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)$4,763,0001,412
Available-for-sale securities (fair market value)$05,927
Total debt securities$4,763,0005,663
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$4,992,0005,758
U.S. Government securities$4,992,0005,233
U.S. Treasury securities$01,361
U.S. Government agency obligations$4,992,0005,115
Securities issued by states & political subdivisions$05,261
Other domestic debt securities$02,403
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$01,865
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$05,563
Mortgage-backed securities$4,992,0003,767
Certificates of participation in pools of residential mortgages$4,992,0003,285
Issued or guaranteed by U.S.$4,992,0003,281
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
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)$4,992,0001,409
Available-for-sale securities (fair market value)$06,022
Total debt securities$4,992,0005,738
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$5,291,0005,799
U.S. Government securities$5,291,0005,262
U.S. Treasury securities$01,381
U.S. Government agency obligations$5,291,0005,140
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$02,460
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$01,894
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$05,639
Mortgage-backed securities$5,291,0003,786
Certificates of participation in pools of residential mortgages$5,291,0003,304
Issued or guaranteed by U.S.$5,291,0003,301
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
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)$5,291,0001,389
Available-for-sale securities (fair market value)$06,094
Total debt securities$5,291,0005,777
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$5,629,0005,827
U.S. Government securities$5,629,0005,303
U.S. Treasury securities$01,342
U.S. Government agency obligations$5,629,0005,184
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$02,520
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$01,954
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$05,698
Mortgage-backed securities$5,629,0003,795
Certificates of participation in pools of residential mortgages$5,629,0003,300
Issued or guaranteed by U.S.$5,629,0003,299
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
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)$5,629,0001,389
Available-for-sale securities (fair market value)$06,156
Total debt securities$5,629,0005,810
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$5,982,0005,845
U.S. Government securities$5,982,0005,262
U.S. Treasury securities$01,198
U.S. Government agency obligations$5,982,0005,157
Securities issued by states & political subdivisions$05,432
Other domestic debt securities$02,593
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$02,008
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$05,749
Mortgage-backed securities$5,982,0003,758
Certificates of participation in pools of residential mortgages$5,982,0003,262
Issued or guaranteed by U.S.$5,982,0003,260
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
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)$5,982,0001,360
Available-for-sale securities (fair market value)$06,227
Total debt securities$5,982,0005,820
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$6,262,0005,848
U.S. Government securities$6,262,0005,207
U.S. Treasury securities$01,131
U.S. Government agency obligations$6,262,0005,105
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$02,651
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$02,056
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$05,833
Mortgage-backed securities$6,262,0003,715
Certificates of participation in pools of residential mortgages$6,262,0003,228
Issued or guaranteed by U.S.$6,262,0003,224
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
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)$6,262,0001,331
Available-for-sale securities (fair market value)$06,303
Total debt securities$6,262,0005,826
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$6,680,0005,861
U.S. Government securities$6,680,0005,191
U.S. Treasury securities$01,131
U.S. Government agency obligations$6,680,0005,098
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$02,731
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$02,104
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$05,888
Mortgage-backed securities$6,680,0003,681
Certificates of participation in pools of residential mortgages$6,680,0003,161
Issued or guaranteed by U.S.$6,680,0003,158
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
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)$6,680,0001,262
Available-for-sale securities (fair market value)$06,372
Total debt securities$6,680,0005,834
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$5,168,0006,060
U.S. Government securities$5,168,0005,476
U.S. Treasury securities$01,152
U.S. Government agency obligations$5,168,0005,365
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$02,792
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$02,151
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$05,912
Mortgage-backed securities$5,168,0003,994
Certificates of participation in pools of residential mortgages$5,168,0003,442
Issued or guaranteed by U.S.$5,168,0003,438
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$5,168,0005,679
Total debt securities$5,168,0006,034
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$5,756,0006,030
U.S. Government securities$5,756,0005,408
U.S. Treasury securities$01,161
U.S. Government agency obligations$5,756,0005,294
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,985
Mortgage-backed securities$5,756,0003,942
Certificates of participation in pools of residential mortgages$5,756,0003,360
Issued or guaranteed by U.S.$5,756,0003,356
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$5,756,0005,669
Total debt securities$5,756,0006,002
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$6,232,0006,012
U.S. Government securities$6,232,0005,327
U.S. Treasury securities$01,135
U.S. Government agency obligations$6,232,0005,213
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$02,785
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$02,093
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$06,039
Mortgage-backed securities$6,232,0003,864
Certificates of participation in pools of residential mortgages$6,232,0003,259
Issued or guaranteed by U.S.$6,232,0003,257
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$6,232,0005,631
Total debt securities$6,232,0005,980
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$6,878,0006,024
U.S. Government securities$6,878,0005,319
U.S. Treasury securities$01,086
U.S. Government agency obligations$6,878,0005,222
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$02,872
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$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,124
Mortgage-backed securities$6,878,0003,887
Certificates of participation in pools of residential mortgages$6,878,0003,298
Issued or guaranteed by U.S.$6,878,0003,297
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$6,878,0005,637
Total debt securities$6,878,0005,998
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$7,331,0006,023
U.S. Government securities$7,331,0005,347
U.S. Treasury securities$01,068
U.S. Government agency obligations$7,331,0005,244
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,201
Mortgage-backed securities$7,331,0003,852
Certificates of participation in pools of residential mortgages$7,331,0003,239
Issued or guaranteed by U.S.$7,331,0003,239
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$7,331,0005,629
Total debt securities$7,331,0005,998
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$7,960,0005,991
U.S. Government securities$7,960,0005,330
U.S. Treasury securities$01,157
U.S. Government agency obligations$7,960,0005,227
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,234
Mortgage-backed securities$7,960,0003,794
Certificates of participation in pools of residential mortgages$7,960,0003,127
Issued or guaranteed by U.S.$7,960,0003,125
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$7,960,0005,582
Total debt securities$7,960,0005,965
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$8,423,0005,940
U.S. Government securities$8,423,0005,214
U.S. Treasury securities$01,076
U.S. Government agency obligations$8,423,0005,118
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,423,0003,481
Mortgage-backed securities$8,423,0003,647
Certificates of participation in pools of residential mortgages$8,423,0002,947
Issued or guaranteed by U.S.$8,423,0002,947
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$8,423,0005,518
Total debt securities$8,423,0005,908
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$8,983,0005,877
U.S. Government securities$8,983,0005,094
U.S. Treasury securities$01,126
U.S. Government agency obligations$8,983,0004,991
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,335,0005,368
Mortgage-backed securities$8,983,0003,513
Certificates of participation in pools of residential mortgages$8,983,0002,811
Issued or guaranteed by U.S.$8,983,0002,807
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$8,983,0005,440
Total debt securities$8,983,0005,839
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$9,240,0005,930
U.S. Government securities$9,240,0005,173
U.S. Treasury securities$01,225
U.S. Government agency obligations$9,240,0005,062
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,369,0005,381
Mortgage-backed securities$9,240,0003,441
Certificates of participation in pools of residential mortgages$9,240,0002,744
Issued or guaranteed by U.S.$9,240,0002,737
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$9,240,0005,476
Total debt securities$9,240,0005,894
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$9,492,0005,880
U.S. Government securities$9,492,0005,119
U.S. Treasury securities$01,272
U.S. Government agency obligations$9,492,0004,997
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,440,0005,399
Mortgage-backed securities$9,492,0003,349
Certificates of participation in pools of residential mortgages$9,492,0002,644
Issued or guaranteed by U.S.$9,492,0002,639
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$9,492,0005,431
Total debt securities$9,492,0005,847
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$9,800,0005,737
U.S. Government securities$9,800,0004,881
U.S. Treasury securities$01,275
U.S. Government agency obligations$9,800,0004,758
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0005,631
Mortgage-backed securities$9,800,0003,182
Certificates of participation in pools of residential mortgages$9,800,0002,477
Issued or guaranteed by U.S.$9,800,0002,472
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$9,800,0005,292
Total debt securities$9,800,0005,700
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$10,360,0005,611
U.S. Government securities$10,360,0004,767
U.S. Treasury securities$01,180
U.S. Government agency obligations$10,360,0004,644
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,199
Mortgage-backed securities$10,360,0003,104
Certificates of participation in pools of residential mortgages$10,360,0002,356
Issued or guaranteed by U.S.$10,360,0002,353
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$10,360,0005,164
Total debt securities$10,360,0005,578
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$10,442,0005,658
U.S. Government securities$10,442,0004,843
U.S. Treasury securities$01,121
U.S. Government agency obligations$10,442,0004,731
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,254
Mortgage-backed securities$10,442,0003,095
Certificates of participation in pools of residential mortgages$10,442,0002,368
Issued or guaranteed by U.S.$10,442,0002,362
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$10,442,0005,194
Total debt securities$10,442,0005,617
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$3,870,0006,926
U.S. Government securities$3,870,0006,424
U.S. Treasury securities$01,130
U.S. Government agency obligations$3,870,0006,311
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,343
Mortgage-backed securities$3,870,0004,378
Certificates of participation in pools of residential mortgages$3,870,0003,766
Issued or guaranteed by U.S.$3,870,0003,760
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
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)$3,870,0001,686
Available-for-sale securities (fair market value)$07,234
Total debt securities$3,870,0006,885
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$4,210,0006,879
U.S. Government securities$4,210,0006,308
U.S. Treasury securities$01,077
U.S. Government agency obligations$4,210,0006,212
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,398
Mortgage-backed securities$4,210,0004,345
Certificates of participation in pools of residential mortgages$4,210,0003,739
Issued or guaranteed by U.S.$4,210,0003,732
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
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)$4,210,0001,642
Available-for-sale securities (fair market value)$07,286
Total debt securities$4,210,0006,839
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$4,567,0006,874
U.S. Government securities$4,567,0006,269
U.S. Treasury securities$01,047
U.S. Government agency obligations$4,567,0006,182
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,412
Mortgage-backed securities$4,567,0004,355
Certificates of participation in pools of residential mortgages$4,567,0003,748
Issued or guaranteed by U.S.$4,567,0003,737
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
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)$4,567,0001,631
Available-for-sale securities (fair market value)$07,355
Total debt securities$4,567,0006,833
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$5,097,0006,785
U.S. Government securities$5,097,0006,130
U.S. Treasury securities$01,036
U.S. Government agency obligations$5,097,0006,042
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,448,0004,948
Mortgage-backed securities$5,097,0004,268
Certificates of participation in pools of residential mortgages$5,097,0003,654
Issued or guaranteed by U.S.$5,097,0003,643
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
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)$5,097,0001,587
Available-for-sale securities (fair market value)$07,425
Total debt securities$5,097,0006,744
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$5,703,0006,721
U.S. Government securities$5,703,0006,098
U.S. Treasury securities$0981
U.S. Government agency obligations$5,703,0006,018
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,424,0005,012
Mortgage-backed securities$5,703,0004,198
Certificates of participation in pools of residential mortgages$5,703,0003,584
Issued or guaranteed by U.S.$5,703,0003,574
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,703,0001,542
Available-for-sale securities (fair market value)$07,481
Total debt securities$5,703,0006,682
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$6,182,0006,673
U.S. Government securities$6,182,0006,073
U.S. Treasury securities$0973
U.S. Government agency obligations$6,182,0005,985
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,521,0005,807
Mortgage-backed securities$6,182,0004,032
Certificates of participation in pools of residential mortgages$6,182,0003,440
Issued or guaranteed by U.S.$6,182,0003,428
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
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)$6,182,0001,490
Available-for-sale securities (fair market value)$07,524
Total debt securities$6,182,0006,633
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$6,473,0006,603
U.S. Government securities$6,473,0005,976
U.S. Treasury securities$01,019
U.S. Government agency obligations$6,473,0005,889
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,187,0005,981
Mortgage-backed securities$6,473,0003,876
Certificates of participation in pools of residential mortgages$6,473,0003,291
Issued or guaranteed by U.S.$6,473,0003,280
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
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)$6,473,0001,455
Available-for-sale securities (fair market value)$07,569
Total debt securities$6,473,0006,562
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$6,778,0006,586
U.S. Government securities$6,778,0005,934
U.S. Treasury securities$01,021
U.S. Government agency obligations$6,778,0005,852
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,783,0004,935
Mortgage-backed securities$6,778,0003,797
Certificates of participation in pools of residential mortgages$6,778,0003,209
Issued or guaranteed by U.S.$6,778,0003,194
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
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)$6,778,0001,418
Available-for-sale securities (fair market value)$07,617
Total debt securities$6,778,0006,521
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$4,907,0007,034
U.S. Government securities$4,907,0006,500
U.S. Treasury securities$01,044
U.S. Government agency obligations$4,907,0006,405
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,407,0005,019
Mortgage-backed securities$4,907,0004,131
Certificates of participation in pools of residential mortgages$4,907,0003,552
Issued or guaranteed by U.S.$4,907,0003,537
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
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)$4,907,0001,672
Available-for-sale securities (fair market value)$07,643
Total debt securities$4,907,0006,971
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$5,206,0007,033
U.S. Government securities$5,206,0006,522
U.S. Treasury securities$01,146
U.S. Government agency obligations$5,206,0006,417
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,762,0005,799
Mortgage-backed securities$5,206,0003,777
Certificates of participation in pools of residential mortgages$5,206,0003,170
Issued or guaranteed by U.S.$5,206,0003,155
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
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)$5,206,0001,680
Available-for-sale securities (fair market value)$07,657
Total debt securities$5,206,0006,979
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$5,540,0007,021
U.S. Government securities$5,540,0006,524
U.S. Treasury securities$01,235
U.S. Government agency obligations$5,540,0006,415
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,258,0005,556
Mortgage-backed securities$5,540,0003,556
Certificates of participation in pools of residential mortgages$5,540,0002,948
Issued or guaranteed by U.S.$5,540,0002,932
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,540,0001,668
Available-for-sale securities (fair market value)$07,682
Total debt securities$5,540,0006,972
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$5,957,0006,969
U.S. Government securities$5,957,0006,437
U.S. Treasury securities$01,362
U.S. Government agency obligations$5,957,0006,318
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,595,0004,695
Mortgage-backed securities$5,957,0003,405
Certificates of participation in pools of residential mortgages$5,957,0002,766
Issued or guaranteed by U.S.$5,957,0002,753
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
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)$5,957,0001,645
Available-for-sale securities (fair market value)$07,721
Total debt securities$5,957,0006,917
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$6,222,0006,952
U.S. Government securities$6,222,0006,399
U.S. Treasury securities$01,448
U.S. Government agency obligations$6,222,0006,277
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,202,0004,827
Mortgage-backed securities$6,222,0003,315
Certificates of participation in pools of residential mortgages$6,222,0002,696
Issued or guaranteed by U.S.$6,222,0002,686
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,222,0001,628
Available-for-sale securities (fair market value)$07,742
Total debt securities$6,222,0006,907
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$6,504,0006,916
U.S. Government securities$6,504,0006,368
U.S. Treasury securities$01,498
U.S. Government agency obligations$6,504,0006,230
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,305,0005,609
Mortgage-backed securities$6,504,0003,256
Certificates of participation in pools of residential mortgages$6,504,0002,642
Issued or guaranteed by U.S.$6,504,0002,630
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,504,0001,628
Available-for-sale securities (fair market value)$07,796
Total debt securities$6,504,0006,866
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$6,721,0006,958
U.S. Government securities$6,721,0006,348
U.S. Treasury securities$01,574
U.S. Government agency obligations$6,721,0006,217
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,461,0006,093
Mortgage-backed securities$6,721,0003,201
Certificates of participation in pools of residential mortgages$6,721,0002,611
Issued or guaranteed by U.S.$6,721,0002,597
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,721,0001,666
Available-for-sale securities (fair market value)$07,856
Total debt securities$6,721,0006,905
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$7,064,0006,890
U.S. Government securities$7,064,0006,256
U.S. Treasury securities$01,634
U.S. Government agency obligations$7,064,0006,128
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,776,0005,049
Mortgage-backed securities$7,064,0003,121
Certificates of participation in pools of residential mortgages$7,064,0002,556
Issued or guaranteed by U.S.$7,064,0002,544
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
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)$7,064,0001,654
Available-for-sale securities (fair market value)$07,901
Total debt securities$7,064,0006,832
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$7,521,0006,833
U.S. Government securities$7,521,0006,197
U.S. Treasury securities$01,715
U.S. Government agency obligations$7,521,0006,049
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,921,0004,044
Mortgage-backed securities$7,521,0003,061
Certificates of participation in pools of residential mortgages$7,521,0002,523
Issued or guaranteed by U.S.$7,521,0002,513
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
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)$7,521,0001,617
Available-for-sale securities (fair market value)$07,929
Total debt securities$7,521,0006,783
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$7,863,0006,793
U.S. Government securities$7,863,0006,104
U.S. Treasury securities$01,737
U.S. Government agency obligations$7,863,0005,966
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,258,0004,854
Mortgage-backed securities$7,863,0003,036
Certificates of participation in pools of residential mortgages$7,863,0002,474
Issued or guaranteed by U.S.$7,863,0002,465
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
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)$7,863,0001,614
Available-for-sale securities (fair market value)$07,975
Total debt securities$7,863,0006,741
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$7,310,0006,936
U.S. Government securities$7,310,0006,256
U.S. Treasury securities$01,786
U.S. Government agency obligations$7,310,0006,123
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,253,0005,713
Mortgage-backed securities$7,310,0003,178
Certificates of participation in pools of residential mortgages$7,310,0002,617
Issued or guaranteed by U.S.$7,310,0002,605
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
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)$7,310,0001,684
Available-for-sale securities (fair market value)$08,010
Total debt securities$7,310,0006,877
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$7,777,0006,874
U.S. Government securities$7,777,0006,190
U.S. Treasury securities$01,839
U.S. Government agency obligations$7,777,0006,046
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,492,0003,883
Mortgage-backed securities$7,777,0003,157
Certificates of participation in pools of residential mortgages$7,777,0002,593
Issued or guaranteed by U.S.$7,777,0002,584
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
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)$7,777,0001,647
Available-for-sale securities (fair market value)$08,027
Total debt securities$7,777,0006,816
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$8,239,0006,825
U.S. Government securities$8,239,0006,129
U.S. Treasury securities$01,963
U.S. Government agency obligations$8,239,0005,977
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,006,0004,975
Mortgage-backed securities$8,239,0003,153
Certificates of participation in pools of residential mortgages$8,239,0002,584
Issued or guaranteed by U.S.$8,239,0002,575
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
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)$8,239,0001,611
Available-for-sale securities (fair market value)$08,105
Total debt securities$8,239,0006,768
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$5,449,0007,526
U.S. Government securities$5,449,0006,952
U.S. Treasury securities$01,963
U.S. Government agency obligations$5,449,0006,801
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$967,0006,553
Mortgage-backed securities$5,449,0003,798
Certificates of participation in pools of residential mortgages$5,449,0003,167
Issued or guaranteed by U.S.$5,449,0003,158
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
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)$5,449,0001,963
Available-for-sale securities (fair market value)$08,136
Total debt securities$5,449,0007,457
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$5,790,0007,483
U.S. Government securities$5,790,0006,883
U.S. Treasury securities$01,990
U.S. Government agency obligations$5,790,0006,724
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,002,0006,520
Mortgage-backed securities$5,790,0003,765
Certificates of participation in pools of residential mortgages$5,790,0003,127
Issued or guaranteed by U.S.$5,790,0003,121
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
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)$5,790,0001,943
Available-for-sale securities (fair market value)$08,182
Total debt securities$5,790,0007,412
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$5,183,0007,705
U.S. Government securities$5,183,0007,147
U.S. Treasury securities$02,098
U.S. Government agency obligations$5,183,0006,985
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,823,0004,662
Mortgage-backed securities$5,183,0003,953
Certificates of participation in pools of residential mortgages$5,183,0003,342
Issued or guaranteed by U.S.$5,183,0003,335
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
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)$5,183,0002,031
Available-for-sale securities (fair market value)$08,240
Total debt securities$5,183,0007,637
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$4,699,0007,825
U.S. Government securities$4,699,0007,265
U.S. Treasury securities$02,082
U.S. Government agency obligations$4,699,0007,108
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,692,0004,660
Mortgage-backed securities$4,699,0004,160
Certificates of participation in pools of residential mortgages$4,699,0003,524
Issued or guaranteed by U.S.$4,699,0003,513
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,699,0002,094
Available-for-sale securities (fair market value)$08,255
Total debt securities$4,699,0007,747
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$5,099,0007,785
U.S. Government securities$5,099,0007,198
U.S. Treasury securities$02,227
U.S. Government agency obligations$5,099,0007,010
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,506,0005,066
Mortgage-backed securities$5,099,0004,025
Certificates of participation in pools of residential mortgages$5,099,0003,387
Issued or guaranteed by U.S.$5,099,0003,376
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,099,0002,058
Available-for-sale securities (fair market value)$08,321
Total debt securities$5,099,0007,702
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$4,570,0007,878
U.S. Government securities$4,570,0007,275
U.S. Treasury securities$02,287
U.S. Government agency obligations$4,570,0007,097
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,238,0004,724
Mortgage-backed securities$4,570,0004,188
Certificates of participation in pools of residential mortgages$4,570,0003,553
Issued or guaranteed by U.S.$4,570,0003,540
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,570,0002,153
Available-for-sale securities (fair market value)$08,370
Total debt securities$4,570,0007,792
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$4,506,0007,896
U.S. Government securities$4,506,0007,260
U.S. Treasury securities$02,322
U.S. Government agency obligations$4,506,0007,080
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,950,0005,317
Mortgage-backed securities$4,506,0004,279
Certificates of participation in pools of residential mortgages$4,506,0003,590
Issued or guaranteed by U.S.$4,506,0003,580
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,506,0002,182
Available-for-sale securities (fair market value)$08,383
Total debt securities$4,506,0007,813
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$4,110,0008,052
U.S. Government securities$4,110,0007,479
U.S. Treasury securities$02,382
U.S. Government agency obligations$4,110,0007,284
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,097,0005,256
Mortgage-backed securities$4,110,0004,464
Certificates of participation in pools of residential mortgages$4,110,0003,725
Issued or guaranteed by U.S.$4,110,0003,714
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,110,0002,304
Available-for-sale securities (fair market value)$08,426
Total debt securities$4,110,0007,967
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