Slovenian Savings and Loan Association of Franklin-Conemaugh, Securities

2021-12-31Rank
Total securities$66,268,0002,323
U.S. Government securities$23,775,0002,740
U.S. Treasury securities$02,212
U.S. Government agency obligations$23,775,0002,487
Securities issued by states & political subdivisions$37,557,0001,374
Other domestic debt securities$4,430,0001,331
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$4,430,0001,017
Foreign debt securities$502,000229
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,247,0003,552
Mortgage-backed securities$21,320,0002,151
Certificates of participation in pools of residential mortgages$10,427,0002,238
Issued or guaranteed by U.S.$10,427,0002,176
Privately issued$0246
Collaterized mortgage obligations$1,913,0002,057
CMOs issued by government agencies or sponsored agencies$1,913,0002,000
Privately issued$0500
Commercial mortgage-backed securities$8,980,000913
Commercial mortgage pass-through securities$1,493,0001,102
Other commercial mortgage-backed securities$7,487,000679
Held to maturity securities (book value)$11,023,000741
Available-for-sale securities (fair market value)$55,241,0002,402
Total debt securities$66,264,0002,309
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$70,631,0002,155
U.S. Government securities$25,091,0002,601
U.S. Treasury securities$02,008
U.S. Government agency obligations$25,091,0002,410
Securities issued by states & political subdivisions$40,079,0001,273
Other domestic debt securities$4,953,0001,240
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$4,953,000916
Foreign debt securities$504,000217
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,456,0003,539
Mortgage-backed securities$22,617,0002,085
Certificates of participation in pools of residential mortgages$11,197,0002,189
Issued or guaranteed by U.S.$11,197,0002,134
Privately issued$0234
Collaterized mortgage obligations$1,994,0002,063
CMOs issued by government agencies or sponsored agencies$1,994,0002,012
Privately issued$0491
Commercial mortgage-backed securities$9,426,000892
Commercial mortgage pass-through securities$1,509,0001,102
Other commercial mortgage-backed securities$7,917,000655
Held to maturity securities (book value)$15,030,000634
Available-for-sale securities (fair market value)$55,597,0002,337
Total debt securities$70,627,0002,140
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$71,753,0002,085
U.S. Government securities$22,977,0002,649
U.S. Treasury securities$01,913
U.S. Government agency obligations$22,977,0002,466
Securities issued by states & political subdivisions$42,296,0001,181
Other domestic debt securities$5,967,0001,114
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$5,967,000787
Foreign debt securities$505,000210
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,464,0003,547
Mortgage-backed securities$21,455,0002,093
Certificates of participation in pools of residential mortgages$11,948,0002,109
Issued or guaranteed by U.S.$11,948,0002,052
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$9,507,000878
Commercial mortgage pass-through securities$1,521,0001,101
Other commercial mortgage-backed securities$7,986,000630
Held to maturity securities (book value)$19,361,000544
Available-for-sale securities (fair market value)$52,384,0002,350
Total debt securities$71,746,0002,068
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$63,647,0002,109
U.S. Government securities$15,831,0002,940
U.S. Treasury securities$01,631
U.S. Government agency obligations$15,831,0002,770
Securities issued by states & political subdivisions$41,331,0001,148
Other domestic debt securities$6,474,0001,024
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$6,474,000678
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$2,490,0003,548
Mortgage-backed securities$14,331,0002,408
Certificates of participation in pools of residential mortgages$6,267,0002,590
Issued or guaranteed by U.S.$6,267,0002,515
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$8,064,000906
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$8,064,000602
Held to maturity securities (book value)$21,828,000476
Available-for-sale securities (fair market value)$41,808,0002,533
Total debt securities$63,637,0002,090
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$45,799,0002,455
U.S. Government securities$11,120,0003,187
U.S. Treasury securities$01,194
U.S. Government agency obligations$11,120,0003,041
Securities issued by states & political subdivisions$28,177,0001,513
Other domestic debt securities$5,982,0001,000
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$5,982,000678
Foreign debt securities$507,000213
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$9,620,0002,689
Certificates of participation in pools of residential mortgages$5,545,0002,618
Issued or guaranteed by U.S.$5,545,0002,547
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$4,075,0001,145
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$4,075,000757
Held to maturity securities (book value)$24,807,000427
Available-for-sale securities (fair market value)$20,979,0003,167
Total debt securities$45,784,0002,429
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$37,708,0002,625
U.S. Government securities$6,735,0003,599
U.S. Treasury securities$01,216
U.S. Government agency obligations$6,735,0003,437
Securities issued by states & political subdivisions$12,464,0002,281
Other domestic debt securities$18,499,000543
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$18,499,000339
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$5,235,0003,128
Certificates of participation in pools of residential mortgages$5,235,0002,650
Issued or guaranteed by U.S.$5,235,0002,571
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)$37,698,000328
Available-for-sale securities (fair market value)$04,624
Total debt securities$37,698,0002,602
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$49,204,0002,192
U.S. Government securities$7,384,0003,542
U.S. Treasury securities$01,251
U.S. Government agency obligations$7,384,0003,388
Securities issued by states & political subdivisions$12,820,0002,181
Other domestic debt securities$28,988,000407
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$28,988,000229
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$5,884,0003,048
Certificates of participation in pools of residential mortgages$5,884,0002,531
Issued or guaranteed by U.S.$5,884,0002,455
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)$49,192,000278
Available-for-sale securities (fair market value)$04,657
Total debt securities$49,192,0002,171
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$46,427,0002,210
U.S. Government securities$5,412,0003,834
U.S. Treasury securities$01,297
U.S. Government agency obligations$5,412,0003,665
Securities issued by states & political subdivisions$13,073,0002,047
Other domestic debt securities$27,934,000395
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$27,934,000224
Foreign debt securities$0300
Equity securities$8,000268
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,281
Mortgage-backed securities$2,425,0003,540
Certificates of participation in pools of residential mortgages$2,425,0003,136
Issued or guaranteed by U.S.$2,425,0003,041
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)$46,419,000291
Available-for-sale securities (fair market value)$8,0004,702
Total debt securities$46,419,0002,190
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$46,697,0002,211
U.S. Government securities$12,668,0003,132
U.S. Treasury securities$01,363
U.S. Government agency obligations$12,668,0002,977
Securities issued by states & political subdivisions$13,553,0001,973
Other domestic debt securities$20,460,000440
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$20,460,000263
Foreign debt securities$0278
Equity securities$16,000298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$438,0003,963
Certificates of participation in pools of residential mortgages$438,0003,743
Issued or guaranteed by U.S.$438,0003,665
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)$46,681,000305
Available-for-sale securities (fair market value)$16,0004,758
Total debt securities$46,681,0002,193
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$46,630,0002,204
U.S. Government securities$15,182,0002,950
U.S. Treasury securities$01,429
U.S. Government agency obligations$15,182,0002,788
Securities issued by states & political subdivisions$14,471,0001,906
Other domestic debt securities$16,957,000479
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$16,957,000304
Foreign debt securities$0294
Equity securities$20,000379
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,426
Mortgage-backed securities$457,0004,000
Certificates of participation in pools of residential mortgages$457,0003,772
Issued or guaranteed by U.S.$457,0003,695
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)$46,610,000329
Available-for-sale securities (fair market value)$20,0004,839
Total debt securities$46,610,0002,187
Structured notes
Amortized cost$500,000667
Fair value$499,000711
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$48,162,0002,194
U.S. Government securities$16,211,0002,917
U.S. Treasury securities$01,467
U.S. Government agency obligations$16,211,0002,751
Securities issued by states & political subdivisions$14,474,0001,943
Other domestic debt securities$17,463,000452
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$17,463,000290
Foreign debt securities$0311
Equity securities$14,000422
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,470
Mortgage-backed securities$486,0004,004
Certificates of participation in pools of residential mortgages$486,0003,774
Issued or guaranteed by U.S.$486,0003,704
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)$48,148,000342
Available-for-sale securities (fair market value)$14,0004,888
Total debt securities$48,148,0002,181
Structured notes
Amortized cost$500,000736
Fair value$496,000786
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$43,595,0002,385
U.S. Government securities$16,480,0002,930
U.S. Treasury securities$01,516
U.S. Government agency obligations$16,480,0002,766
Securities issued by states & political subdivisions$14,390,0002,014
Other domestic debt securities$12,710,000539
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$12,710,000360
Foreign debt securities$0327
Equity securities$15,000431
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,517
Mortgage-backed securities$506,0004,030
Certificates of participation in pools of residential mortgages$506,0003,798
Issued or guaranteed by U.S.$506,0003,715
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)$43,580,000367
Available-for-sale securities (fair market value)$15,0004,926
Total debt securities$43,580,0002,368
Structured notes
Amortized cost$500,000744
Fair value$492,000799
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$43,868,0002,403
U.S. Government securities$16,503,0002,942
U.S. Treasury securities$01,513
U.S. Government agency obligations$16,503,0002,779
Securities issued by states & political subdivisions$14,893,0002,006
Other domestic debt securities$12,466,000530
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$12,466,000359
Foreign debt securities$0330
Equity securities$6,000635
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,567
Mortgage-backed securities$529,0004,049
Certificates of participation in pools of residential mortgages$529,0003,817
Issued or guaranteed by U.S.$529,0003,750
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)$43,862,000385
Available-for-sale securities (fair market value)$6,0004,982
Total debt securities$43,862,0002,385
Structured notes
Amortized cost$500,000771
Fair value$479,000835
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$39,946,0002,573
U.S. Government securities$16,537,0002,968
U.S. Treasury securities$01,500
U.S. Government agency obligations$16,537,0002,816
Securities issued by states & political subdivisions$15,417,0001,995
Other domestic debt securities$7,984,000651
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$7,984,000475
Foreign debt securities$0330
Equity securities$8,000659
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,627
Mortgage-backed securities$563,0004,090
Certificates of participation in pools of residential mortgages$563,0003,853
Issued or guaranteed by U.S.$563,0003,827
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)$39,938,000420
Available-for-sale securities (fair market value)$8,0005,052
Total debt securities$39,938,0002,553
Structured notes
Amortized cost$500,000750
Fair value$473,000807
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$37,074,0002,716
U.S. Government securities$16,570,0002,962
U.S. Treasury securities$01,475
U.S. Government agency obligations$16,570,0002,812
Securities issued by states & political subdivisions$16,002,0002,002
Other domestic debt securities$4,493,000992
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$4,493,000642
Foreign debt securities$0330
Equity securities$9,000690
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,680
Mortgage-backed securities$597,0004,131
Certificates of participation in pools of residential mortgages$597,0003,890
Issued or guaranteed by U.S.$597,0003,729
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)$37,065,000441
Available-for-sale securities (fair market value)$9,0005,109
Total debt securities$37,065,0002,698
Structured notes
Amortized cost$500,000749
Fair value$472,000816
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$35,026,0002,837
U.S. Government securities$16,606,0003,046
U.S. Treasury securities$01,426
U.S. Government agency obligations$16,606,0002,907
Securities issued by states & political subdivisions$16,107,0002,030
Other domestic debt securities$2,306,0001,140
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$2,306,000883
Foreign debt securities$0319
Equity securities$7,000738
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,746
Mortgage-backed securities$633,0004,164
Certificates of participation in pools of residential mortgages$633,0003,921
Issued or guaranteed by U.S.$633,0003,914
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)$35,019,000462
Available-for-sale securities (fair market value)$7,0005,169
Total debt securities$35,020,0002,820
Structured notes
Amortized cost$500,000718
Fair value$482,000770
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$35,075,0002,862
U.S. Government securities$16,640,0003,058
U.S. Treasury securities$01,328
U.S. Government agency obligations$16,640,0002,920
Securities issued by states & political subdivisions$16,113,0002,090
Other domestic debt securities$2,308,0001,134
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$2,308,000890
Foreign debt securities$0316
Equity securities$14,000983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,818
Mortgage-backed securities$667,0004,182
Certificates of participation in pools of residential mortgages$667,0003,949
Issued or guaranteed by U.S.$667,0003,943
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)$35,061,000465
Available-for-sale securities (fair market value)$14,0005,228
Total debt securities$35,061,0002,845
Structured notes
Amortized cost$500,000725
Fair value$493,000761
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$35,373,0002,890
U.S. Government securities$16,678,0003,095
U.S. Treasury securities$01,313
U.S. Government agency obligations$16,678,0002,971
Securities issued by states & political subdivisions$16,369,0002,099
Other domestic debt securities$2,310,0001,159
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$2,310,000922
Foreign debt securities$0334
Equity securities$16,000981
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,886
Mortgage-backed securities$706,0004,217
Certificates of participation in pools of residential mortgages$706,0003,978
Issued or guaranteed by U.S.$706,0003,973
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)$35,357,000487
Available-for-sale securities (fair market value)$16,0005,278
Total debt securities$35,357,0002,867
Structured notes
Amortized cost$500,000753
Fair value$494,000803
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$37,068,0002,851
U.S. Government securities$18,230,0002,997
U.S. Treasury securities$01,351
U.S. Government agency obligations$18,230,0002,877
Securities issued by states & political subdivisions$17,270,0002,048
Other domestic debt securities$1,556,0001,366
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$1,556,0001,113
Foreign debt securities$0346
Equity securities$12,0001,001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,931
Mortgage-backed securities$758,0004,236
Certificates of participation in pools of residential mortgages$758,0003,997
Issued or guaranteed by U.S.$758,0003,991
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)$37,056,000486
Available-for-sale securities (fair market value)$12,0005,327
Total debt securities$37,056,0002,833
Structured notes
Amortized cost$500,000804
Fair value$496,000855
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$35,062,0002,981
U.S. Government securities$16,510,0003,185
U.S. Treasury securities$01,390
U.S. Government agency obligations$16,510,0003,062
Securities issued by states & political subdivisions$18,538,0001,976
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$14,000995
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,985
Mortgage-backed securities$788,0004,294
Certificates of participation in pools of residential mortgages$788,0004,053
Issued or guaranteed by U.S.$788,0004,049
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)$35,048,000512
Available-for-sale securities (fair market value)$14,0005,390
Total debt securities$35,048,0002,962
Structured notes
Amortized cost$500,000851
Fair value$488,000918
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$35,232,0002,956
U.S. Government securities$16,043,0003,210
U.S. Treasury securities$01,367
U.S. Government agency obligations$16,043,0003,087
Securities issued by states & political subdivisions$19,169,0001,930
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$20,000978
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,033
Mortgage-backed securities$821,0004,311
Certificates of participation in pools of residential mortgages$821,0004,065
Issued or guaranteed by U.S.$821,0004,059
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)$35,212,000513
Available-for-sale securities (fair market value)$20,0005,437
Total debt securities$35,212,0002,940
Structured notes
Amortized cost$500,000851
Fair value$472,000928
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$35,000,0002,942
U.S. Government securities$16,819,0003,143
U.S. Treasury securities$01,214
U.S. Government agency obligations$16,819,0003,032
Securities issued by states & political subdivisions$18,172,0002,009
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$9,0001,024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,116
Mortgage-backed securities$849,0004,353
Certificates of participation in pools of residential mortgages$849,0004,095
Issued or guaranteed by U.S.$849,0004,092
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)$34,991,000515
Available-for-sale securities (fair market value)$9,0005,502
Total debt securities$34,991,0002,927
Structured notes
Amortized cost$500,000832
Fair value$499,000879
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$34,062,0003,056
U.S. Government securities$19,457,0003,000
U.S. Treasury securities$01,253
U.S. Government agency obligations$19,457,0002,882
Securities issued by states & political subdivisions$14,595,0002,316
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$10,0001,039
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,199
Mortgage-backed securities$886,0004,397
Certificates of participation in pools of residential mortgages$886,0004,126
Issued or guaranteed by U.S.$886,0004,121
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)$34,052,000536
Available-for-sale securities (fair market value)$10,0005,578
Total debt securities$34,052,0003,035
Structured notes
Amortized cost$11,000,000141
Fair value$10,883,000142
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$35,546,0003,037
U.S. Government securities$22,237,0002,865
U.S. Treasury securities$01,296
U.S. Government agency obligations$22,237,0002,760
Securities issued by states & political subdivisions$13,302,0002,416
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$7,0001,072
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,255
Mortgage-backed securities$922,0004,418
Certificates of participation in pools of residential mortgages$922,0004,150
Issued or guaranteed by U.S.$922,0004,146
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)$35,539,000544
Available-for-sale securities (fair market value)$7,0005,629
Total debt securities$35,539,0003,020
Structured notes
Amortized cost$12,500,000145
Fair value$12,355,000145
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$35,538,0003,065
U.S. Government securities$22,766,0002,861
U.S. Treasury securities$01,367
U.S. Government agency obligations$22,766,0002,760
Securities issued by states & political subdivisions$12,763,0002,496
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$9,0001,061
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,301
Mortgage-backed securities$955,0004,433
Certificates of participation in pools of residential mortgages$955,0004,171
Issued or guaranteed by U.S.$955,0004,168
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)$35,529,000557
Available-for-sale securities (fair market value)$9,0005,683
Total debt securities$35,529,0003,044
Structured notes
Amortized cost$13,600,000157
Fair value$13,283,000158
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$35,570,0003,098
U.S. Government securities$23,843,0002,841
U.S. Treasury securities$01,303
U.S. Government agency obligations$23,843,0002,751
Securities issued by states & political subdivisions$11,715,0002,608
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$12,0001,056
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,371
Mortgage-backed securities$992,0004,479
Certificates of participation in pools of residential mortgages$992,0004,214
Issued or guaranteed by U.S.$992,0004,209
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)$35,558,000551
Available-for-sale securities (fair market value)$12,0005,759
Total debt securities$35,558,0003,072
Structured notes
Amortized cost$16,150,000166
Fair value$15,891,000170
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$35,895,0003,146
U.S. Government securities$24,469,0002,893
U.S. Treasury securities$01,348
U.S. Government agency obligations$24,469,0002,812
Securities issued by states & political subdivisions$11,414,0002,665
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$12,0001,065
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,428
Mortgage-backed securities$1,027,0004,549
Certificates of participation in pools of residential mortgages$1,027,0004,277
Issued or guaranteed by U.S.$1,027,0004,273
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)$35,883,000550
Available-for-sale securities (fair market value)$12,0005,833
Total debt securities$35,883,0003,119
Structured notes
Amortized cost$18,250,000173
Fair value$17,774,000174
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$35,079,0003,235
U.S. Government securities$24,473,0002,933
U.S. Treasury securities$01,327
U.S. Government agency obligations$24,473,0002,858
Securities issued by states & political subdivisions$10,594,0002,740
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$12,0001,062
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,487
Mortgage-backed securities$1,083,0004,601
Certificates of participation in pools of residential mortgages$1,083,0004,322
Issued or guaranteed by U.S.$1,083,0004,315
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)$35,067,000558
Available-for-sale securities (fair market value)$12,0005,898
Total debt securities$35,067,0003,210
Structured notes
Amortized cost$18,200,000185
Fair value$17,983,000187
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$36,003,0003,210
U.S. Government securities$25,146,0002,933
U.S. Treasury securities$01,361
U.S. Government agency obligations$25,146,0002,837
Securities issued by states & political subdivisions$10,595,0002,759
Other domestic debt securities$251,0002,167
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$251,0001,744
Foreign debt securities$0316
Equity securities$11,0001,067
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,563
Mortgage-backed securities$1,109,0004,673
Certificates of participation in pools of residential mortgages$1,109,0004,383
Issued or guaranteed by U.S.$1,109,0004,376
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)$35,992,000549
Available-for-sale securities (fair market value)$11,0005,994
Total debt securities$35,992,0003,188
Structured notes
Amortized cost$18,350,000183
Fair value$17,812,000187
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$36,290,0003,282
U.S. Government securities$25,429,0002,993
U.S. Treasury securities$01,381
U.S. Government agency obligations$25,429,0002,891
Securities issued by states & political subdivisions$10,596,0002,789
Other domestic debt securities$251,0002,231
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$251,0001,775
Foreign debt securities$0309
Equity securities$14,0001,081
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,639
Mortgage-backed securities$1,145,0004,743
Certificates of participation in pools of residential mortgages$1,145,0004,448
Issued or guaranteed by U.S.$1,145,0004,445
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)$36,276,000548
Available-for-sale securities (fair market value)$14,0006,066
Total debt securities$36,276,0003,258
Structured notes
Amortized cost$18,600,000208
Fair value$17,811,000214
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$35,167,0003,371
U.S. Government securities$24,729,0003,092
U.S. Treasury securities$01,342
U.S. Government agency obligations$24,729,0003,000
Securities issued by states & political subdivisions$10,165,0002,869
Other domestic debt securities$252,0002,286
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$252,0001,833
Foreign debt securities$0311
Equity securities$21,0001,060
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,698
Mortgage-backed securities$1,194,0004,787
Certificates of participation in pools of residential mortgages$1,194,0004,481
Issued or guaranteed by U.S.$1,194,0004,479
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)$35,146,000552
Available-for-sale securities (fair market value)$21,0006,116
Total debt securities$35,146,0003,344
Structured notes
Amortized cost$18,850,000230
Fair value$17,336,000244
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$36,308,0003,332
U.S. Government securities$25,276,0003,061
U.S. Treasury securities$01,198
U.S. Government agency obligations$25,276,0002,985
Securities issued by states & political subdivisions$10,508,0002,815
Other domestic debt securities$503,0002,133
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$503,0001,696
Foreign debt securities$0314
Equity securities$21,0001,077
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,749
Mortgage-backed securities$1,243,0004,811
Certificates of participation in pools of residential mortgages$1,243,0004,497
Issued or guaranteed by U.S.$1,243,0004,493
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)$36,287,000527
Available-for-sale securities (fair market value)$21,0006,185
Total debt securities$36,287,0003,307
Structured notes
Amortized cost$18,850,000243
Fair value$17,411,000253
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$36,339,0003,322
U.S. Government securities$25,313,0003,045
U.S. Treasury securities$01,131
U.S. Government agency obligations$25,313,0002,975
Securities issued by states & political subdivisions$10,507,0002,823
Other domestic debt securities$503,0002,188
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$503,0001,732
Foreign debt securities$0320
Equity securities$16,0001,123
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,833
Mortgage-backed securities$1,281,0004,824
Certificates of participation in pools of residential mortgages$1,281,0004,505
Issued or guaranteed by U.S.$1,281,0004,499
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)$36,323,000510
Available-for-sale securities (fair market value)$16,0006,268
Total debt securities$36,323,0003,296
Structured notes
Amortized cost$18,850,000240
Fair value$16,641,000252
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$36,365,0003,341
U.S. Government securities$25,348,0003,081
U.S. Treasury securities$01,131
U.S. Government agency obligations$25,348,0003,003
Securities issued by states & political subdivisions$10,506,0002,837
Other domestic debt securities$504,0002,242
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$504,0001,764
Foreign debt securities$0328
Equity securities$7,0001,210
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,888
Mortgage-backed securities$1,317,0004,860
Certificates of participation in pools of residential mortgages$1,317,0004,532
Issued or guaranteed by U.S.$1,317,0004,527
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)$36,358,000494
Available-for-sale securities (fair market value)$7,0006,341
Total debt securities$36,358,0003,308
Structured notes
Amortized cost$18,850,000236
Fair value$17,130,000245
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$36,919,0003,297
U.S. Government securities$25,402,0003,065
U.S. Treasury securities$01,152
U.S. Government agency obligations$25,402,0002,987
Securities issued by states & political subdivisions$10,505,0002,814
Other domestic debt securities$1,005,0001,965
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$1,005,0001,520
Foreign debt securities$0316
Equity securities$7,0001,213
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,912
Mortgage-backed securities$1,372,0004,846
Certificates of participation in pools of residential mortgages$1,372,0004,480
Issued or guaranteed by U.S.$1,372,0004,476
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)$36,912,000458
Available-for-sale securities (fair market value)$7,0006,390
Total debt securities$36,912,0003,261
Structured notes
Amortized cost$18,850,000228
Fair value$18,122,000233
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$37,211,0003,298
U.S. Government securities$25,443,0003,095
U.S. Treasury securities$01,161
U.S. Government agency obligations$25,443,0003,024
Securities issued by states & political subdivisions$10,503,0002,787
Other domestic debt securities$1,261,0001,856
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$1,261,0001,405
Foreign debt securities$0322
Equity securities$4,0001,255
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0005,556
Mortgage-backed securities$1,413,0004,879
Certificates of participation in pools of residential mortgages$1,413,0004,508
Issued or guaranteed by U.S.$1,413,0004,506
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)$37,207,000437
Available-for-sale securities (fair market value)$4,0006,468
Total debt securities$37,207,0003,266
Structured notes
Amortized cost$18,850,000237
Fair value$18,715,000239
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$36,635,0003,273
U.S. Government securities$25,914,0002,997
U.S. Treasury securities$01,135
U.S. Government agency obligations$25,914,0002,932
Securities issued by states & political subdivisions$9,709,0002,888
Other domestic debt securities$1,011,0001,968
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$1,011,0001,483
Foreign debt securities$0317
Equity securities$1,0001,300
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0005,586
Mortgage-backed securities$1,450,0004,899
Certificates of participation in pools of residential mortgages$1,450,0004,514
Issued or guaranteed by U.S.$1,450,0004,513
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)$36,634,000431
Available-for-sale securities (fair market value)$1,0006,532
Total debt securities$36,634,0003,237
Structured notes
Amortized cost$20,471,000219
Fair value$20,485,000219
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$37,325,0003,272
U.S. Government securities$26,965,0002,982
U.S. Treasury securities$01,086
U.S. Government agency obligations$26,965,0002,928
Securities issued by states & political subdivisions$9,343,0002,914
Other domestic debt securities$1,016,0002,021
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$1,016,0001,519
Foreign debt securities$0302
Equity securities$1,0001,322
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0005,668
Mortgage-backed securities$1,495,0004,997
Certificates of participation in pools of residential mortgages$1,495,0004,620
Issued or guaranteed by U.S.$1,495,0004,618
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)$37,324,000426
Available-for-sale securities (fair market value)$1,0006,617
Total debt securities$37,324,0003,244
Structured notes
Amortized cost$18,482,000251
Fair value$18,570,000249
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$35,678,0003,372
U.S. Government securities$26,335,0003,087
U.S. Treasury securities$01,068
U.S. Government agency obligations$26,335,0003,024
Securities issued by states & political subdivisions$9,342,0002,851
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$1,0001,326
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0005,741
Mortgage-backed securities$1,547,0005,033
Certificates of participation in pools of residential mortgages$1,547,0004,638
Issued or guaranteed by U.S.$1,547,0004,636
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)$35,677,000447
Available-for-sale securities (fair market value)$1,0006,676
Total debt securities$35,677,0003,350
Structured notes
Amortized cost$17,299,000280
Fair value$17,382,000278
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$35,923,0003,371
U.S. Government securities$26,596,0003,112
U.S. Treasury securities$01,157
U.S. Government agency obligations$26,596,0003,054
Securities issued by states & political subdivisions$9,326,0002,774
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$1,0001,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0005,761
Mortgage-backed securities$1,584,0005,045
Certificates of participation in pools of residential mortgages$1,584,0004,643
Issued or guaranteed by U.S.$1,584,0004,639
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)$35,922,000452
Available-for-sale securities (fair market value)$1,0006,729
Total debt securities$35,922,0003,349
Structured notes
Amortized cost$17,024,000349
Fair value$17,056,000349
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$30,697,0003,628
U.S. Government securities$21,459,0003,494
U.S. Treasury securitiesNANA
U.S. Government agency obligations$21,459,0003,413
Securities issued by states & political subdivisions$9,237,0002,760
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,125
Foreign debt securitiesNANA
Equity securities$1,0001,348
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,721,0004,978
Certificates of participation in pools of residential mortgages$1,721,0004,535
Issued or guaranteed by U.S.$1,721,0004,528
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,696,000506
Available-for-sale securities (fair market value)$1,0006,750
Total debt securities$30,696,0003,602
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$30,165,0003,598
U.S. Government securities$23,005,0003,282
U.S. Treasury securitiesNANA
U.S. Government agency obligations$23,005,0003,199
Securities issued by states & political subdivisions$7,159,0003,045
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,094
Foreign debt securitiesNANA
Equity securities$1,0001,395
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,766,0004,953
Certificates of participation in pools of residential mortgages$1,766,0004,499
Issued or guaranteed by U.S.$1,766,0004,486
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,164,000502
Available-for-sale securities (fair market value)$1,0006,812
Total debt securities$30,164,0003,568
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$28,655,0003,724
U.S. Government securities$26,656,0003,049
U.S. Treasury securitiesNANA
U.S. Government agency obligations$26,656,0002,965
Securities issued by states & political subdivisions$1,997,0004,448
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,028
Foreign debt securitiesNANA
Equity securities$2,0001,369
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,818,0004,914
Certificates of participation in pools of residential mortgages$1,818,0004,447
Issued or guaranteed by U.S.$1,818,0004,437
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$28,653,000520
Available-for-sale securities (fair market value)$2,0006,882
Total debt securities$28,653,0003,695
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$25,998,0003,945
U.S. Government securities$25,092,0003,155
U.S. Treasury securitiesNANA
U.S. Government agency obligations$25,092,0003,064
Securities issued by states & political subdivisions$904,0004,993
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,072
Foreign debt securitiesNANA
Equity securities$2,0001,400
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,872,0004,867
Certificates of participation in pools of residential mortgages$1,872,0004,383
Issued or guaranteed by U.S.$1,872,0004,373
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,996,000559
Available-for-sale securities (fair market value)$2,0006,938
Total debt securities$25,996,0003,913
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$23,063,0004,077
U.S. Government securities$22,157,0003,254
U.S. Treasury securitiesNANA
U.S. Government agency obligations$22,157,0003,155
Securities issued by states & political subdivisions$904,0005,009
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,087
Foreign debt securitiesNANA
Equity securities$2,0001,402
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,930,0004,798
Certificates of participation in pools of residential mortgages$1,930,0004,264
Issued or guaranteed by U.S.$1,930,0004,258
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,061,000592
Available-for-sale securities (fair market value)$2,0006,986
Total debt securities$23,061,0004,043
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$17,380,0004,661
U.S. Government securities$16,474,0003,847
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,474,0003,740
Securities issued by states & political subdivisions$904,0004,937
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,145
Foreign debt securitiesNANA
Equity securities$2,0001,451
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,989,0004,807
Certificates of participation in pools of residential mortgages$1,989,0004,240
Issued or guaranteed by U.S.$1,989,0004,233
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,378,000768
Available-for-sale securities (fair market value)$2,0007,066
Total debt securities$17,378,0004,620
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$16,241,0004,842
U.S. Government securities$15,334,0004,046
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,334,0003,941
Securities issued by states & political subdivisions$905,0004,913
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,114
Foreign debt securitiesNANA
Equity securities$2,0001,501
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,049,0004,805
Certificates of participation in pools of residential mortgages$2,049,0004,275
Issued or guaranteed by U.S.$2,049,0004,266
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,239,000817
Available-for-sale securities (fair market value)$2,0007,127
Total debt securities$16,239,0004,801
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$11,331,0005,558
U.S. Government securities$10,419,0004,919
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,419,0004,813
Securities issued by states & political subdivisions$905,0004,921
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,133
Foreign debt securitiesNANA
Equity securities$7,0001,468
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,123,0004,866
Certificates of participation in pools of residential mortgages$2,123,0004,356
Issued or guaranteed by U.S.$2,123,0004,349
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,324,0001,024
Available-for-sale securities (fair market value)$7,0007,204
Total debt securities$11,324,0005,520
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$7,879,0006,168
U.S. Government securities$6,966,0005,611
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,966,0005,511
Securities issued by states & political subdivisions$905,0004,962
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,182
Foreign debt securitiesNANA
Equity securities$8,0001,507
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,216,0004,911
Certificates of participation in pools of residential mortgages$2,216,0004,406
Issued or guaranteed by U.S.$2,216,0004,400
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,871,0001,219
Available-for-sale securities (fair market value)$8,0007,253
Total debt securities$7,871,0006,125
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$9,047,0005,995
U.S. Government securities$8,132,0005,370
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,132,0005,274
Securities issued by states & political subdivisions$905,0004,996
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,284
Foreign debt securitiesNANA
Equity securities$10,0001,556
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,382,0004,944
Certificates of participation in pools of residential mortgages$2,382,0004,448
Issued or guaranteed by U.S.$2,382,0004,441
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,037,0001,199
Available-for-sale securities (fair market value)$10,0007,319
Total debt securities$9,037,0005,955
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$6,682,0006,459
U.S. Government securities$5,773,0005,965
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,773,0005,876
Securities issued by states & political subdivisions$905,0005,000
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,390
Foreign debt securitiesNANA
Equity securities$4,0001,666
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,523,0004,952
Certificates of participation in pools of residential mortgages$2,523,0004,462
Issued or guaranteed by U.S.$2,523,0004,450
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,678,0001,412
Available-for-sale securities (fair market value)$4,0007,401
Total debt securities$6,678,0006,413
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$11,110,0005,686
U.S. Government securities$11,106,0004,877
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,106,0004,789
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securitiesNANA
Equity securities$4,0001,681
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,326,0005,096
Certificates of participation in pools of residential mortgages$2,326,0004,619
Issued or guaranteed by U.S.$2,326,0004,608
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)$11,106,0001,091
Available-for-sale securities (fair market value)$4,0007,458
Total debt securities$11,106,0005,643
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$14,940,0005,129
U.S. Government securities$14,936,0004,253
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,936,0004,178
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securitiesNANA
Equity securities$4,0001,682
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,409,0005,052
Certificates of participation in pools of residential mortgages$2,409,0004,569
Issued or guaranteed by U.S.$2,409,0004,557
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)$14,936,000921
Available-for-sale securities (fair market value)$4,0007,499
Total debt securities$14,936,0005,088
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$17,369,0004,707
U.S. Government securities$17,360,0003,848
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,360,0003,771
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securitiesNANA
Equity securities$9,0001,748
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,513,0004,973
Certificates of participation in pools of residential mortgages$2,513,0004,476
Issued or guaranteed by U.S.$2,513,0004,463
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)$17,360,000824
Available-for-sale securities (fair market value)$9,0007,537
Total debt securities$17,360,0004,669
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$18,989,0004,574
U.S. Government securities$18,899,0003,681
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,899,0003,606
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securitiesNANA
Equity securities$90,0001,683
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,802,0004,869
Certificates of participation in pools of residential mortgages$2,802,0004,364
Issued or guaranteed by U.S.$2,802,0004,348
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)$18,899,000774
Available-for-sale securities (fair market value)$90,0007,542
Total debt securities$18,899,0004,537
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$20,230,0004,406
U.S. Government securities$20,092,0003,512
U.S. Treasury securitiesNANA
U.S. Government agency obligations$20,092,0003,450
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securitiesNANA
Equity securities$138,0001,615
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,734,0004,811
Certificates of participation in pools of residential mortgages$2,734,0004,307
Issued or guaranteed by U.S.$2,734,0004,290
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)$20,092,000723
Available-for-sale securities (fair market value)$138,0007,556
Total debt securities$20,092,0004,359
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$24,334,0003,948
U.S. Government securities$24,147,0003,138
U.S. Treasury securitiesNANA
U.S. Government agency obligations$24,147,0003,071
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securitiesNANA
Equity securities$187,0001,517
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,036,0004,457
Certificates of participation in pools of residential mortgages$3,036,0003,887
Issued or guaranteed by U.S.$3,036,0003,871
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)$24,147,000665
Available-for-sale securities (fair market value)$187,0007,559
Total debt securities$24,147,0003,918
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$26,208,0003,761
U.S. Government securities$25,885,0003,026
U.S. Treasury securitiesNANA
U.S. Government agency obligations$25,885,0002,964
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securitiesNANA
Equity securities$323,0001,356
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,952,0004,372
Certificates of participation in pools of residential mortgages$2,952,0003,775
Issued or guaranteed by U.S.$2,952,0003,760
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)$25,886,000652
Available-for-sale securities (fair market value)$322,0007,554
Total debt securities$25,885,0003,740
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$30,282,0003,413
U.S. Government securities$29,950,0002,682
U.S. Treasury securitiesNANA
U.S. Government agency obligations$29,950,0002,617
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securitiesNANA
Equity securities$332,0001,348
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,367,0004,166
Certificates of participation in pools of residential mortgages$3,367,0003,548
Issued or guaranteed by U.S.$3,367,0003,534
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)$29,950,000591
Available-for-sale securities (fair market value)$332,0007,589
Total debt securities$29,950,0003,389
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$28,648,0003,549
U.S. Government securities$28,323,0002,823
U.S. Treasury securitiesNANA
U.S. Government agency obligations$28,323,0002,757
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securitiesNANA
Equity securities$325,0001,374
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,773,0004,001
Certificates of participation in pools of residential mortgages$3,773,0003,391
Issued or guaranteed by U.S.$3,773,0003,372
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)$28,323,000628
Available-for-sale securities (fair market value)$325,0007,605
Total debt securities$28,323,0003,542
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$27,182,0003,714
U.S. Government securities$26,811,0002,981
U.S. Treasury securitiesNANA
U.S. Government agency obligations$26,811,0002,903
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securitiesNANA
Equity securities$371,0001,375
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,201,0003,864
Certificates of participation in pools of residential mortgages$4,201,0003,250
Issued or guaranteed by U.S.$4,201,0003,236
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)$26,811,000671
Available-for-sale securities (fair market value)$371,0007,647
Total debt securities$26,811,0003,693
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$28,396,0003,635
U.S. Government securities$28,033,0002,913
U.S. Treasury securitiesNANA
U.S. Government agency obligations$28,033,0002,832
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securitiesNANA
Equity securities$363,0001,415
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,702,0003,709
Certificates of participation in pools of residential mortgages$4,702,0003,096
Issued or guaranteed by U.S.$4,702,0003,081
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)$28,033,000675
Available-for-sale securities (fair market value)$363,0007,707
Total debt securities$28,033,0003,616
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$29,326,0003,557
U.S. Government securities$29,014,0002,826
U.S. Treasury securitiesNANA
U.S. Government agency obligations$29,014,0002,741
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securitiesNANA
Equity securities$312,0001,462
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,004,0003,607
Certificates of participation in pools of residential mortgages$5,004,0003,020
Issued or guaranteed by U.S.$5,004,0003,008
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)$29,014,000656
Available-for-sale securities (fair market value)$312,0007,756
Total debt securities$29,014,0003,518
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$24,490,0004,087
U.S. Government securities$24,157,0003,329
U.S. Treasury securitiesNANA
U.S. Government agency obligations$24,157,0003,207
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securitiesNANA
Equity securities$333,0001,468
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,618,0003,495
Certificates of participation in pools of residential mortgages$5,618,0002,917
Issued or guaranteed by U.S.$5,618,0002,902
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)$24,157,000773
Available-for-sale securities (fair market value)$333,0007,785
Total debt securities$24,157,0004,058
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$21,913,0004,380
U.S. Government securities$21,556,0003,591
U.S. Treasury securitiesNANA
U.S. Government agency obligations$21,556,0003,458
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securitiesNANA
Equity securities$357,0001,481
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,146,0003,419
Certificates of participation in pools of residential mortgages$6,146,0002,823
Issued or guaranteed by U.S.$6,146,0002,814
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)$21,556,000878
Available-for-sale securities (fair market value)$357,0007,822
Total debt securities$21,556,0004,357
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$19,052,0004,746
U.S. Government securities$18,743,0003,930
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,743,0003,808
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securitiesNANA
Equity securities$309,0001,525
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,903,0003,271
Certificates of participation in pools of residential mortgages$6,903,0002,693
Issued or guaranteed by U.S.$6,903,0002,681
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)$18,743,000963
Available-for-sale securities (fair market value)$309,0007,866
Total debt securities$18,743,0004,741
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$17,913,0004,950
U.S. Government securities$17,556,0004,146
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,556,0004,019
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securitiesNANA
Equity securities$357,0001,513
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,963,0003,121
Certificates of participation in pools of residential mortgages$7,963,0002,557
Issued or guaranteed by U.S.$7,963,0002,548
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)$17,556,0001,017
Available-for-sale securities (fair market value)$357,0007,878
Total debt securities$17,556,0004,962
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$17,497,0005,071
U.S. Government securities$17,152,0004,274
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,152,0004,138
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securitiesNANA
Equity securities$345,0001,563
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,810,0003,066
Certificates of participation in pools of residential mortgages$8,810,0002,489
Issued or guaranteed by U.S.$8,810,0002,482
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)$17,152,0001,057
Available-for-sale securities (fair market value)$345,0007,961
Total debt securities$17,152,0005,060
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$16,904,0005,187
U.S. Government securities$16,501,0004,361
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,501,0004,229
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securitiesNANA
Equity securities$403,0001,561
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9,460,0003,025
Certificates of participation in pools of residential mortgages$9,460,0002,444
Issued or guaranteed by U.S.$9,460,0002,437
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)$16,501,0001,086
Available-for-sale securities (fair market value)$403,0007,975
Total debt securities$16,501,0005,184
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$17,687,0005,067
U.S. Government securities$17,330,0004,193
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,330,0004,059
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securitiesNANA
Equity securities$357,0001,596
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9,642,0003,011
Certificates of participation in pools of residential mortgages$9,642,0002,430
Issued or guaranteed by U.S.$9,642,0002,420
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)$17,330,0001,052
Available-for-sale securities (fair market value)$357,0008,036
Total debt securities$17,330,0005,044
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$15,903,0005,407
U.S. Government securities$15,557,0004,587
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,557,0004,426
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securitiesNANA
Equity securities$346,0001,649
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,811,0003,356
Certificates of participation in pools of residential mortgages$7,811,0002,757
Issued or guaranteed by U.S.$7,811,0002,748
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)$15,557,0001,128
Available-for-sale securities (fair market value)$346,0008,088
Total debt securities$15,557,0005,394
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$11,767,0006,189
U.S. Government securities$11,438,0005,397
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,438,0005,245
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securitiesNANA
Equity securities$329,0001,698
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,690,0003,641
Certificates of participation in pools of residential mortgages$6,690,0002,993
Issued or guaranteed by U.S.$6,690,0002,983
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)$11,438,0001,342
Available-for-sale securities (fair market value)$329,0008,111
Total debt securities$11,438,0006,183
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$13,614,0005,863
U.S. Government securities$12,975,0005,081
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,975,0004,931
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securitiesNANA
Equity securities$639,0001,494
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,726,0003,608
Certificates of participation in pools of residential mortgages$6,726,0003,008
Issued or guaranteed by U.S.$6,726,0002,994
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,975,0001,257
Available-for-sale securities (fair market value)$639,0008,082
Total debt securities$12,975,0005,911
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$12,137,0006,093
U.S. Government securities$11,563,0005,256
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,563,0005,097
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securitiesNANA
Equity securities$574,0001,580
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,864,0003,790
Certificates of participation in pools of residential mortgages$5,864,0003,185
Issued or guaranteed by U.S.$5,864,0003,169
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,563,0001,340
Available-for-sale securities (fair market value)$574,0008,138
Total debt securities$11,563,0006,126
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$9,766,0006,552
U.S. Government securities$9,209,0005,752
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,209,0005,571
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securitiesNANA
Equity securities$557,0001,601
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,924,0004,149
Certificates of participation in pools of residential mortgages$4,924,0003,458
Issued or guaranteed by U.S.$4,924,0003,447
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,209,0001,517
Available-for-sale securities (fair market value)$557,0008,162
Total debt securities$9,209,0006,573
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$8,712,0006,785
U.S. Government securities$8,130,0006,083
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,130,0005,902
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securitiesNANA
Equity securities$582,0001,583
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,180,0004,793
Certificates of participation in pools of residential mortgages$3,180,0004,087
Issued or guaranteed by U.S.$3,180,0004,072
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,130,0001,648
Available-for-sale securities (fair market value)$582,0008,189
Total debt securities$8,130,0006,839
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$9,043,0006,741
U.S. Government securities$8,396,0006,058
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,396,0005,849
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securitiesNANA
Equity securities$647,0001,559
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,446,0004,683
Certificates of participation in pools of residential mortgages$3,446,0003,962
Issued or guaranteed by U.S.$3,446,0003,948
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,396,0001,646
Available-for-sale securities (fair market value)$647,0008,189
Total debt securities$8,396,0006,809
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$5,873,0007,669
U.S. Government securities$4,443,0007,464
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,443,0007,201
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securitiesNANA
Equity securities$1,430,0001,169
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,943,0005,305
Certificates of participation in pools of residential mortgages$1,943,0004,526
Issued or guaranteed by U.S.$1,943,0004,506
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,443,0002,402
Available-for-sale securities (fair market value)$1,430,0008,114
Total debt securities$4,443,0008,000
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$11,434,0006,374
U.S. Government securities$9,928,0005,877
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,928,0005,553
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$1,506,0001,904
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,374,0005,220
Certificates of participation in pools of residential mortgages$1,374,0004,451
Issued or guaranteed by U.S.$1,374,0004,430
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,928,0001,906
Available-for-sale securities (fair market value)$1,506,0008,330
Total debt securities$9,928,0006,685
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$10,772,0006,845
U.S. Government securities$9,743,0006,180
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,743,0005,678
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$1,029,0002,352
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,745,0005,254
Certificates of participation in pools of residential mortgages$1,745,0004,386
Issued or guaranteed by U.S.$1,745,0004,367
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,743,0002,153
Available-for-sale securities (fair market value)$1,029,0008,757
Total debt securities$9,743,0007,034
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$7,965,0007,717
U.S. Government securities$6,556,0007,322
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,556,0006,484
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$1,409,0001,895
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,306,0005,118
Certificates of participation in pools of residential mortgages$2,306,0004,178
Issued or guaranteed by U.S.$2,306,0004,160
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,556,0002,974
Available-for-sale securities (fair market value)$1,409,0008,694
Total debt securities$6,556,0008,055
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$9,923,0007,434
U.S. Government securities$9,006,0006,855
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,006,0005,587
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$917,0002,465
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,982,0004,789
Certificates of participation in pools of residential mortgages$2,982,0003,760
Issued or guaranteed by U.S.$2,982,0003,746
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,006,0002,995
Available-for-sale securities (fair market value)$917,0009,256
Total debt securities$9,006,0007,618
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$6,876,0009,031
U.S. Government securities$6,263,0008,547
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,263,0006,995
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$603,0003,136
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$-10,000812
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,032,0005,187
Certificates of participation in pools of residential mortgages$3,032,0004,067
Issued or guaranteed by U.S.$3,032,0004,047
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,273,0004,190
Available-for-sale securities (fair market value)$603,0009,741
Total debt securities$6,263,0009,172
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$6,741,0009,491
U.S. Government securities$6,233,0008,959
U.S. Treasury securities$200,0009,974
U.S. Government agency obligations$6,033,0007,146
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$497,0003,319
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$-11,000857
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,632,0006,603
Certificates of participation in pools of residential mortgages$1,632,0005,294
Issued or guaranteed by U.S.$1,632,0005,262
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,244,0004,503
Available-for-sale securities (fair market value)$497,00010,284
Total debt securities$6,233,0009,573
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$9,343,0008,985
U.S. Government securities$8,974,0008,201
U.S. Treasury securities$3,336,0006,817
U.S. Government agency obligations$5,638,0007,357
Securities issued by states & political subdivisions$225,0008,565
Other domestic debt securities$101,0005,013
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$101,0003,959
Foreign debt securitiesNANA
Equity securities$30,0007,452
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$-13,000932
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,841,0006,805
Certificates of participation in pools of residential mortgages$1,841,0005,358
Issued or guaranteed by U.S.$1,841,0005,334
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,343,0005,930
Available-for-sale securities (fair market value)$011,262
Total debt securities$9,300,0008,903
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$9,868,0009,141
U.S. Government securities$8,743,0008,563
U.S. Treasury securities$2,489,0007,947
U.S. Government agency obligations$6,254,0007,197
Securities issued by states & political subdivisions$325,0008,385
Other domestic debt securities$771,0003,675
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$771,0002,832
Foreign debt securitiesNANA
Equity securities$30,0007,311
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$1,000380
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,704,0007,591
Certificates of participation in pools of residential mortgages$1,704,0006,088
Issued or guaranteed by U.S.$1,704,0006,037
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$9,839,0009,015
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$6,292,00010,918
U.S. Government securities$3,351,00011,869
U.S. Treasury securities$299,00011,717
U.S. Government agency obligations$3,052,0009,494
Securities issued by states & political subdivisions$165,0008,908
Other domestic debt securities$2,748,0002,474
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,748,0001,726
Foreign debt securitiesNANA
Equity securities$30,0007,071
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$2,000542
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,849,0007,829
Certificates of participation in pools of residential mortgages$1,849,0006,331
Issued or guaranteed by U.S.$1,849,0006,266
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$6,264,00010,791
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA