The Bank of Carbondale, Securities

2021-12-31Rank
Total securities$50,283,0002,678
U.S. Government securities$50,283,0001,852
U.S. Treasury securities$40,092,000423
U.S. Government agency obligations$10,191,0003,294
Securities issued by states & political subdivisions$04,078
Other domestic debt securities$02,243
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$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,571,0001,163
Mortgage-backed securities$10,191,0002,748
Certificates of participation in pools of residential mortgages$03,982
Issued or guaranteed by U.S.$03,918
Privately issued$0246
Collaterized mortgage obligations$9,332,0001,225
CMOs issued by government agencies or sponsored agencies$9,332,0001,176
Privately issued$0500
Commercial mortgage-backed securities$859,0001,744
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$859,0001,231
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$50,283,0002,512
Total debt securities$50,283,0002,658
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$116,725,0001,521
U.S. Government securities$103,012,0001,088
U.S. Treasury securities$19,861,000572
U.S. Government agency obligations$83,151,0001,155
Securities issued by states & political subdivisions$13,713,0002,398
Other domestic debt securities$02,200
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$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,487,0001,066
Mortgage-backed securities$81,134,000988
Certificates of participation in pools of residential mortgages$69,900,000732
Issued or guaranteed by U.S.$69,900,000718
Privately issued$0234
Collaterized mortgage obligations$10,284,0001,156
CMOs issued by government agencies or sponsored agencies$10,284,0001,115
Privately issued$0491
Commercial mortgage-backed securities$950,0001,738
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$950,0001,225
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$116,725,0001,415
Total debt securities$116,725,0001,505
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$94,168,0001,711
U.S. Government securities$86,490,0001,204
U.S. Treasury securities$44,996,000256
U.S. Government agency obligations$41,494,0001,812
Securities issued by states & political subdivisions$7,678,0002,904
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,363,0001,256
Mortgage-backed securities$41,494,0001,482
Certificates of participation in pools of residential mortgages$30,624,0001,248
Issued or guaranteed by U.S.$30,624,0001,220
Privately issued$0247
Collaterized mortgage obligations$9,705,0001,141
CMOs issued by government agencies or sponsored agencies$9,705,0001,111
Privately issued$0478
Commercial mortgage-backed securities$1,165,0001,643
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$1,165,0001,132
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$94,168,0001,592
Total debt securities$94,168,0001,693
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$97,608,0001,559
U.S. Government securities$60,555,0001,429
U.S. Treasury securities$01,631
U.S. Government agency obligations$60,555,0001,327
Securities issued by states & political subdivisions$37,053,0001,264
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,387,000931
Mortgage-backed securities$49,670,0001,273
Certificates of participation in pools of residential mortgages$25,834,0001,346
Issued or guaranteed by U.S.$25,834,0001,307
Privately issued$0261
Collaterized mortgage obligations$15,388,000883
CMOs issued by government agencies or sponsored agencies$15,388,000847
Privately issued$0475
Commercial mortgage-backed securities$8,448,000886
Commercial mortgage pass-through securities$7,079,000567
Other commercial mortgage-backed securities$1,369,0001,069
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$97,608,0001,446
Total debt securities$97,608,0001,541
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$94,867,0001,473
U.S. Government securities$58,560,0001,336
U.S. Treasury securities$4,411,000619
U.S. Government agency obligations$54,149,0001,337
Securities issued by states & political subdivisions$36,307,0001,238
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,819,0001,025
Mortgage-backed securities$44,354,0001,294
Certificates of participation in pools of residential mortgages$21,933,0001,377
Issued or guaranteed by U.S.$21,933,0001,346
Privately issued$0245
Collaterized mortgage obligations$16,515,000855
CMOs issued by government agencies or sponsored agencies$16,515,000819
Privately issued$0474
Commercial mortgage-backed securities$5,906,000995
Commercial mortgage pass-through securities$5,260,000623
Other commercial mortgage-backed securities$646,0001,201
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$94,867,0001,374
Total debt securities$94,867,0001,461
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$77,752,0001,625
U.S. Government securities$52,588,0001,401
U.S. Treasury securities$9,443,000432
U.S. Government agency obligations$43,145,0001,530
Securities issued by states & political subdivisions$25,164,0001,522
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,305,0001,039
Mortgage-backed securities$30,034,0001,619
Certificates of participation in pools of residential mortgages$18,167,0001,509
Issued or guaranteed by U.S.$18,167,0001,471
Privately issued$0251
Collaterized mortgage obligations$4,646,0001,601
CMOs issued by government agencies or sponsored agencies$4,646,0001,563
Privately issued$0464
Commercial mortgage-backed securities$7,221,000895
Commercial mortgage pass-through securities$6,572,000540
Other commercial mortgage-backed securities$649,0001,170
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$77,752,0001,511
Total debt securities$77,752,0001,606
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$84,248,0001,487
U.S. Government securities$69,345,0001,097
U.S. Treasury securities$19,998,000295
U.S. Government agency obligations$49,347,0001,352
Securities issued by states & political subdivisions$14,903,0002,025
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,765,0001,119
Mortgage-backed securities$47,163,0001,186
Certificates of participation in pools of residential mortgages$33,965,000936
Issued or guaranteed by U.S.$33,965,000917
Privately issued$0251
Collaterized mortgage obligations$5,866,0001,496
CMOs issued by government agencies or sponsored agencies$5,866,0001,459
Privately issued$0454
Commercial mortgage-backed securities$7,332,000865
Commercial mortgage pass-through securities$6,683,000536
Other commercial mortgage-backed securities$649,0001,148
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$84,248,0001,384
Total debt securities$84,248,0001,472
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$69,236,0001,662
U.S. Government securities$60,376,0001,238
U.S. Treasury securities$20,071,000278
U.S. Government agency obligations$40,305,0001,599
Securities issued by states & political subdivisions$8,860,0002,440
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,218,0001,206
Mortgage-backed securities$38,104,0001,376
Certificates of participation in pools of residential mortgages$27,451,0001,101
Issued or guaranteed by U.S.$27,451,0001,071
Privately issued$0267
Collaterized mortgage obligations$4,688,0001,652
CMOs issued by government agencies or sponsored agencies$4,688,0001,610
Privately issued$0460
Commercial mortgage-backed securities$5,965,000923
Commercial mortgage pass-through securities$5,965,000554
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$69,236,0001,540
Total debt securities$69,236,0001,644
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$50,555,0002,081
U.S. Government securities$48,118,0001,505
U.S. Treasury securities$38,008,000189
U.S. Government agency obligations$10,110,0003,219
Securities issued by states & political subdivisions$2,437,0003,462
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,379,0001,209
Mortgage-backed securities$10,110,0002,601
Certificates of participation in pools of residential mortgages$10,110,0001,977
Issued or guaranteed by U.S.$10,110,0001,923
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)$01,765
Available-for-sale securities (fair market value)$50,555,0001,935
Total debt securities$50,555,0002,060
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$52,917,0002,018
U.S. Government securities$52,797,0001,391
U.S. Treasury securities$52,797,000143
U.S. Government agency obligations$04,859
Securities issued by states & political subdivisions$120,0004,271
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,285,0001,170
Mortgage-backed securities$04,333
Certificates of participation in pools of residential mortgages$04,185
Issued or guaranteed by U.S.$04,115
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)$01,838
Available-for-sale securities (fair market value)$52,917,0001,862
Total debt securities$52,917,0001,995
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$54,673,0001,988
U.S. Government securities$35,643,0001,894
U.S. Treasury securities$7,981,000535
U.S. Government agency obligations$27,662,0002,102
Securities issued by states & political subdivisions$19,030,0001,609
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,034,0001,345
Mortgage-backed securities$26,576,0001,621
Certificates of participation in pools of residential mortgages$8,749,0002,086
Issued or guaranteed by U.S.$8,749,0002,045
Privately issued$0244
Collaterized mortgage obligations$17,827,000832
CMOs issued by government agencies or sponsored agencies$17,827,000799
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$54,673,0001,841
Total debt securities$54,674,0001,970
Structured notes
Amortized cost$87,000918
Fair value$86,000918
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$60,754,0001,859
U.S. Government securities$38,145,0001,831
U.S. Treasury securities$9,943,000472
U.S. Government agency obligations$28,202,0002,089
Securities issued by states & political subdivisions$22,609,0001,479
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,814,0001,361
Mortgage-backed securities$27,125,0001,594
Certificates of participation in pools of residential mortgages$8,239,0002,165
Issued or guaranteed by U.S.$8,239,0002,118
Privately issued$0248
Collaterized mortgage obligations$18,886,000802
CMOs issued by government agencies or sponsored agencies$18,886,000770
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$60,754,0001,726
Total debt securities$60,754,0001,843
Structured notes
Amortized cost$90,000938
Fair value$87,000938
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$57,004,0001,980
U.S. Government securities$34,924,0001,956
U.S. Treasury securities$5,227,000645
U.S. Government agency obligations$29,697,0002,037
Securities issued by states & political subdivisions$22,080,0001,543
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,510,0001,235
Mortgage-backed securities$28,637,0001,541
Certificates of participation in pools of residential mortgages$8,769,0002,115
Issued or guaranteed by U.S.$8,769,0002,081
Privately issued$0211
Collaterized mortgage obligations$19,868,000772
CMOs issued by government agencies or sponsored agencies$19,868,000737
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$57,004,0001,832
Total debt securities$57,004,0001,963
Structured notes
Amortized cost$94,000958
Fair value$91,000956
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$61,086,0001,888
U.S. Government securities$38,874,0001,826
U.S. Treasury securities$7,131,000541
U.S. Government agency obligations$31,743,0001,973
Securities issued by states & political subdivisions$22,212,0001,536
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,069,0001,376
Mortgage-backed securities$30,700,0001,482
Certificates of participation in pools of residential mortgages$9,589,0002,061
Issued or guaranteed by U.S.$9,589,0002,048
Privately issued$0145
Collaterized mortgage obligations$21,111,000725
CMOs issued by government agencies or sponsored agencies$21,111,000692
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$61,086,0001,741
Total debt securities$61,086,0001,873
Structured notes
Amortized cost$100,000935
Fair value$97,000936
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$64,192,0001,848
U.S. Government securities$41,500,0001,716
U.S. Treasury securities$7,148,000518
U.S. Government agency obligations$34,352,0001,869
Securities issued by states & political subdivisions$22,692,0001,552
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,493,0001,328
Mortgage-backed securities$33,284,0001,426
Certificates of participation in pools of residential mortgages$10,448,0002,025
Issued or guaranteed by U.S.$10,448,0001,937
Privately issued$0453
Collaterized mortgage obligations$22,836,000694
CMOs issued by government agencies or sponsored agencies$22,836,000657
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$64,192,0001,700
Total debt securities$64,192,0001,833
Structured notes
Amortized cost$106,000938
Fair value$103,000938
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$67,129,0001,813
U.S. Government securities$44,199,0001,685
U.S. Treasury securities$7,149,000498
U.S. Government agency obligations$37,050,0001,825
Securities issued by states & political subdivisions$22,930,0001,598
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,903,0001,281
Mortgage-backed securities$35,957,0001,357
Certificates of participation in pools of residential mortgages$11,297,0001,983
Issued or guaranteed by U.S.$11,297,0001,980
Privately issued$067
Collaterized mortgage obligations$24,660,000648
CMOs issued by government agencies or sponsored agencies$24,660,000618
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$67,129,0001,666
Total debt securities$67,129,0001,796
Structured notes
Amortized cost$112,000901
Fair value$109,000903
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$69,665,0001,793
U.S. Government securities$46,368,0001,637
U.S. Treasury securities$7,268,000468
U.S. Government agency obligations$39,100,0001,761
Securities issued by states & political subdivisions$23,297,0001,625
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,777,0001,239
Mortgage-backed securities$37,999,0001,308
Certificates of participation in pools of residential mortgages$12,314,0001,922
Issued or guaranteed by U.S.$12,314,0001,920
Privately issued$064
Collaterized mortgage obligations$25,685,000633
CMOs issued by government agencies or sponsored agencies$25,685,000602
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$69,665,0001,656
Total debt securities$69,661,0001,778
Structured notes
Amortized cost$118,000913
Fair value$117,000914
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$58,431,0002,077
U.S. Government securities$33,854,0002,068
U.S. Treasury securities$3,346,000683
U.S. Government agency obligations$30,508,0002,125
Securities issued by states & political subdivisions$24,577,0001,570
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,194,0001,465
Mortgage-backed securities$30,383,0001,509
Certificates of participation in pools of residential mortgages$13,372,0001,866
Issued or guaranteed by U.S.$13,372,0001,865
Privately issued$069
Collaterized mortgage obligations$17,011,000808
CMOs issued by government agencies or sponsored agencies$17,011,000769
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$58,431,0001,898
Total debt securities$58,431,0002,060
Structured notes
Amortized cost$126,000945
Fair value$125,000945
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$60,338,0002,066
U.S. Government securities$36,179,0002,000
U.S. Treasury securities$3,374,000701
U.S. Government agency obligations$32,805,0002,057
Securities issued by states & political subdivisions$24,159,0001,614
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,435,0001,571
Mortgage-backed securities$32,670,0001,462
Certificates of participation in pools of residential mortgages$15,275,0001,770
Issued or guaranteed by U.S.$15,275,0001,769
Privately issued$067
Collaterized mortgage obligations$17,395,000800
CMOs issued by government agencies or sponsored agencies$17,395,000763
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$60,338,0001,888
Total debt securities$60,338,0002,044
Structured notes
Amortized cost$135,0001,016
Fair value$135,0001,017
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$59,321,0002,118
U.S. Government securities$35,288,0002,076
U.S. Treasury securities$3,278,000736
U.S. Government agency obligations$32,010,0002,117
Securities issued by states & political subdivisions$24,033,0001,637
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,890,0001,532
Mortgage-backed securities$31,866,0001,513
Certificates of participation in pools of residential mortgages$16,377,0001,751
Issued or guaranteed by U.S.$16,377,0001,751
Privately issued$066
Collaterized mortgage obligations$15,489,000876
CMOs issued by government agencies or sponsored agencies$15,489,000845
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$59,321,0001,946
Total debt securities$59,321,0002,099
Structured notes
Amortized cost$145,0001,090
Fair value$145,0001,091
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$61,876,0002,043
U.S. Government securities$37,705,0001,960
U.S. Treasury securities$3,242,000714
U.S. Government agency obligations$34,463,0001,991
Securities issued by states & political subdivisions$24,171,0001,618
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,634,0001,497
Mortgage-backed securities$34,306,0001,419
Certificates of participation in pools of residential mortgages$18,418,0001,631
Issued or guaranteed by U.S.$18,418,0001,630
Privately issued$071
Collaterized mortgage obligations$15,888,000862
CMOs issued by government agencies or sponsored agencies$15,888,000822
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$61,876,0001,877
Total debt securities$61,876,0002,019
Structured notes
Amortized cost$157,0001,084
Fair value$157,0001,084
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$60,083,0002,082
U.S. Government securities$33,968,0002,109
U.S. Treasury securities$01,214
U.S. Government agency obligations$33,968,0002,020
Securities issued by states & political subdivisions$26,115,0001,515
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,068,0001,630
Mortgage-backed securities$33,800,0001,458
Certificates of participation in pools of residential mortgages$20,320,0001,545
Issued or guaranteed by U.S.$20,320,0001,545
Privately issued$067
Collaterized mortgage obligations$13,480,000968
CMOs issued by government agencies or sponsored agencies$13,480,000917
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)$02,275
Available-for-sale securities (fair market value)$60,083,0001,907
Total debt securities$60,083,0002,062
Structured notes
Amortized cost$168,0001,066
Fair value$168,0001,069
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$53,499,0002,279
U.S. Government securities$27,891,0002,473
U.S. Treasury securities$01,253
U.S. Government agency obligations$27,891,0002,372
Securities issued by states & political subdivisions$25,608,0001,550
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,254,0002,123
Mortgage-backed securities$27,710,0001,694
Certificates of participation in pools of residential mortgages$22,017,0001,470
Issued or guaranteed by U.S.$22,017,0001,466
Privately issued$071
Collaterized mortgage obligations$5,693,0001,534
CMOs issued by government agencies or sponsored agencies$5,693,0001,465
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)$02,328
Available-for-sale securities (fair market value)$53,499,0002,080
Total debt securities$53,499,0002,255
Structured notes
Amortized cost$180,0001,201
Fair value$181,0001,203
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$50,778,0002,413
U.S. Government securities$30,037,0002,420
U.S. Treasury securities$01,296
U.S. Government agency obligations$30,037,0002,331
Securities issued by states & political subdivisions$20,741,0001,808
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,190,0002,214
Mortgage-backed securities$29,842,0001,618
Certificates of participation in pools of residential mortgages$23,589,0001,403
Issued or guaranteed by U.S.$23,589,0001,402
Privately issued$066
Collaterized mortgage obligations$6,253,0001,488
CMOs issued by government agencies or sponsored agencies$6,253,0001,418
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)$02,372
Available-for-sale securities (fair market value)$50,778,0002,193
Total debt securities$50,778,0002,383
Structured notes
Amortized cost$193,0001,383
Fair value$195,0001,382
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$53,527,0002,342
U.S. Government securities$33,281,0002,284
U.S. Treasury securities$01,367
U.S. Government agency obligations$33,281,0002,201
Securities issued by states & political subdivisions$20,246,0001,855
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,965,0001,654
Mortgage-backed securities$33,075,0001,512
Certificates of participation in pools of residential mortgages$25,352,0001,327
Issued or guaranteed by U.S.$25,352,0001,326
Privately issued$066
Collaterized mortgage obligations$7,723,0001,357
CMOs issued by government agencies or sponsored agencies$7,723,0001,300
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)$02,417
Available-for-sale securities (fair market value)$53,527,0002,130
Total debt securities$53,527,0002,321
Structured notes
Amortized cost$207,0001,525
Fair value$206,0001,529
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$56,959,0002,261
U.S. Government securities$36,006,0002,200
U.S. Treasury securities$01,303
U.S. Government agency obligations$36,006,0002,116
Securities issued by states & political subdivisions$20,953,0001,802
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,939,0001,618
Mortgage-backed securities$35,780,0001,447
Certificates of participation in pools of residential mortgages$27,345,0001,244
Issued or guaranteed by U.S.$27,345,0001,244
Privately issued$065
Collaterized mortgage obligations$8,435,0001,303
CMOs issued by government agencies or sponsored agencies$8,435,0001,242
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)$02,442
Available-for-sale securities (fair market value)$56,959,0002,061
Total debt securities$56,959,0002,241
Structured notes
Amortized cost$225,0001,702
Fair value$226,0001,704
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$59,097,0002,235
U.S. Government securities$38,718,0002,164
U.S. Treasury securities$01,348
U.S. Government agency obligations$38,718,0002,081
Securities issued by states & political subdivisions$20,379,0001,811
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,862,0002,018
Mortgage-backed securities$37,970,0001,428
Certificates of participation in pools of residential mortgages$28,758,0001,250
Issued or guaranteed by U.S.$28,758,0001,250
Privately issued$067
Collaterized mortgage obligations$9,212,0001,312
CMOs issued by government agencies or sponsored agencies$9,212,0001,253
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)$02,482
Available-for-sale securities (fair market value)$59,097,0002,026
Total debt securities$59,097,0002,211
Structured notes
Amortized cost$747,0001,499
Fair value$748,0001,481
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$54,769,0002,411
U.S. Government securities$36,142,0002,311
U.S. Treasury securities$01,327
U.S. Government agency obligations$36,142,0002,229
Securities issued by states & political subdivisions$18,627,0001,922
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,325,0001,981
Mortgage-backed securities$35,370,0001,524
Certificates of participation in pools of residential mortgages$26,735,0001,321
Issued or guaranteed by U.S.$26,735,0001,321
Privately issued$070
Collaterized mortgage obligations$8,635,0001,402
CMOs issued by government agencies or sponsored agencies$8,635,0001,333
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)$02,501
Available-for-sale securities (fair market value)$54,769,0002,197
Total debt securities$54,769,0002,386
Structured notes
Amortized cost$770,0001,566
Fair value$772,0001,569
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$62,274,0002,224
U.S. Government securities$42,930,0002,069
U.S. Treasury securities$4,983,000570
U.S. Government agency obligations$37,947,0002,171
Securities issued by states & political subdivisions$19,344,0001,867
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,406,0001,855
Mortgage-backed securities$37,658,0001,506
Certificates of participation in pools of residential mortgages$28,383,0001,287
Issued or guaranteed by U.S.$28,383,0001,285
Privately issued$075
Collaterized mortgage obligations$9,275,0001,376
CMOs issued by government agencies or sponsored agencies$9,275,0001,312
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)$02,532
Available-for-sale securities (fair market value)$62,274,0002,006
Total debt securities$62,274,0002,201
Structured notes
Amortized cost$289,0001,990
Fair value$290,0001,992
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$61,040,0002,270
U.S. Government securities$40,807,0002,203
U.S. Treasury securities$493,0001,244
U.S. Government agency obligations$40,314,0002,134
Securities issued by states & political subdivisions$20,233,0001,821
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,367,0001,260
Mortgage-backed securities$39,999,0001,473
Certificates of participation in pools of residential mortgages$30,044,0001,277
Issued or guaranteed by U.S.$30,044,0001,276
Privately issued$073
Collaterized mortgage obligations$9,955,0001,347
CMOs issued by government agencies or sponsored agencies$9,955,0001,279
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)$02,572
Available-for-sale securities (fair market value)$61,040,0002,051
Total debt securities$61,047,0002,254
Structured notes
Amortized cost$315,0002,072
Fair value$315,0002,073
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$60,641,0002,293
U.S. Government securities$41,829,0002,180
U.S. Treasury securities$493,0001,208
U.S. Government agency obligations$41,336,0002,123
Securities issued by states & political subdivisions$18,812,0001,953
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,833,0002,128
Mortgage-backed securities$40,991,0001,472
Certificates of participation in pools of residential mortgages$30,249,0001,301
Issued or guaranteed by U.S.$30,249,0001,301
Privately issued$075
Collaterized mortgage obligations$10,742,0001,311
CMOs issued by government agencies or sponsored agencies$10,742,0001,246
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)$02,609
Available-for-sale securities (fair market value)$60,641,0002,063
Total debt securities$60,641,0002,277
Structured notes
Amortized cost$349,0002,115
Fair value$346,0002,116
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$54,374,0002,514
U.S. Government securities$35,630,0002,465
U.S. Treasury securities$491,0001,072
U.S. Government agency obligations$35,139,0002,420
Securities issued by states & political subdivisions$18,744,0001,949
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,472,0001,774
Mortgage-backed securities$34,755,0001,658
Certificates of participation in pools of residential mortgages$24,851,0001,506
Issued or guaranteed by U.S.$24,851,0001,505
Privately issued$076
Collaterized mortgage obligations$9,904,0001,366
CMOs issued by government agencies or sponsored agencies$9,904,0001,300
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)$02,629
Available-for-sale securities (fair market value)$54,374,0002,289
Total debt securities$54,374,0002,495
Structured notes
Amortized cost$387,0002,144
Fair value$384,0002,143
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$59,166,0002,340
U.S. Government securities$41,042,0002,213
U.S. Treasury securities$3,979,000503
U.S. Government agency obligations$37,063,0002,315
Securities issued by states & political subdivisions$18,124,0001,998
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,344,0001,755
Mortgage-backed securities$36,634,0001,599
Certificates of participation in pools of residential mortgages$26,141,0001,476
Issued or guaranteed by U.S.$26,141,0001,475
Privately issued$081
Collaterized mortgage obligations$10,493,0001,332
CMOs issued by government agencies or sponsored agencies$10,493,0001,263
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)$02,650
Available-for-sale securities (fair market value)$59,166,0002,120
Total debt securities$59,166,0002,321
Structured notes
Amortized cost$434,0002,116
Fair value$430,0002,113
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$58,981,0002,359
U.S. Government securities$39,399,0002,283
U.S. Treasury securities$01,131
U.S. Government agency obligations$39,399,0002,224
Securities issued by states & political subdivisions$19,582,0001,887
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,707,0001,428
Mortgage-backed securities$38,905,0001,540
Certificates of participation in pools of residential mortgages$27,713,0001,414
Issued or guaranteed by U.S.$27,713,0001,412
Privately issued$080
Collaterized mortgage obligations$11,192,0001,295
CMOs issued by government agencies or sponsored agencies$11,192,0001,232
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)$02,651
Available-for-sale securities (fair market value)$58,981,0002,141
Total debt securities$58,981,0002,341
Structured notes
Amortized cost$502,0001,942
Fair value$494,0001,998
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$59,845,0002,327
U.S. Government securities$41,145,0002,183
U.S. Treasury securities$01,152
U.S. Government agency obligations$41,145,0002,122
Securities issued by states & political subdivisions$18,700,0001,958
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,358,0002,180
Mortgage-backed securities$40,536,0001,488
Certificates of participation in pools of residential mortgages$29,987,0001,313
Issued or guaranteed by U.S.$29,987,0001,313
Privately issued$083
Collaterized mortgage obligations$10,549,0001,353
CMOs issued by government agencies or sponsored agencies$10,549,0001,283
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$59,845,0002,121
Total debt securities$59,835,0002,305
Structured notes
Amortized cost$612,0001,864
Fair value$609,0001,862
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$62,159,0002,278
U.S. Government securities$44,829,0002,063
U.S. Treasury securities$01,161
U.S. Government agency obligations$44,829,0002,009
Securities issued by states & political subdivisions$17,330,0002,048
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,949,0002,241
Mortgage-backed securities$44,082,0001,429
Certificates of participation in pools of residential mortgages$33,066,0001,235
Issued or guaranteed by U.S.$33,066,0001,233
Privately issued$083
Collaterized mortgage obligations$11,016,0001,371
CMOs issued by government agencies or sponsored agencies$11,016,0001,297
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$62,159,0002,091
Total debt securities$62,159,0002,257
Structured notes
Amortized cost$745,0001,850
Fair value$747,0001,846
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$60,531,0002,283
U.S. Government securities$43,154,0002,102
U.S. Treasury securities$01,135
U.S. Government agency obligations$43,154,0002,045
Securities issued by states & political subdivisions$17,377,0002,016
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,926,0002,032
Mortgage-backed securities$42,274,0001,475
Certificates of participation in pools of residential mortgages$31,410,0001,285
Issued or guaranteed by U.S.$31,410,0001,282
Privately issued$085
Collaterized mortgage obligations$10,864,0001,433
CMOs issued by government agencies or sponsored agencies$10,864,0001,343
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$60,531,0002,095
Total debt securities$60,531,0002,260
Structured notes
Amortized cost$877,0001,833
Fair value$880,0001,837
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$55,246,0002,475
U.S. Government securities$39,776,0002,290
U.S. Treasury securities$01,086
U.S. Government agency obligations$39,776,0002,240
Securities issued by states & political subdivisions$15,470,0002,151
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,235,0002,085
Mortgage-backed securities$38,255,0001,678
Certificates of participation in pools of residential mortgages$29,296,0001,409
Issued or guaranteed by U.S.$29,296,0001,407
Privately issued$088
Collaterized mortgage obligations$8,959,0001,663
CMOs issued by government agencies or sponsored agencies$8,959,0001,566
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$55,246,0002,265
Total debt securities$55,246,0002,453
Structured notes
Amortized cost$1,515,0001,537
Fair value$1,521,0001,538
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$57,407,0002,388
U.S. Government securities$45,009,0002,070
U.S. Treasury securities$01,068
U.S. Government agency obligations$45,009,0002,020
Securities issued by states & political subdivisions$12,398,0002,439
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,978,0002,070
Mortgage-backed securities$43,264,0001,538
Certificates of participation in pools of residential mortgages$26,538,0001,551
Issued or guaranteed by U.S.$26,538,0001,549
Privately issued$094
Collaterized mortgage obligations$16,726,0001,205
CMOs issued by government agencies or sponsored agencies$16,726,0001,115
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$57,407,0002,194
Total debt securities$57,407,0002,367
Structured notes
Amortized cost$1,500,0001,729
Fair value$1,503,0001,758
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$60,896,0002,297
U.S. Government securities$48,422,0002,013
U.S. Treasury securities$01,157
U.S. Government agency obligations$48,422,0001,966
Securities issued by states & political subdivisions$12,474,0002,356
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,589,0001,993
Mortgage-backed securities$45,149,0001,499
Certificates of participation in pools of residential mortgages$28,696,0001,433
Issued or guaranteed by U.S.$28,696,0001,430
Privately issued$094
Collaterized mortgage obligations$16,453,0001,241
CMOs issued by government agencies or sponsored agencies$16,453,0001,162
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$60,896,0002,096
Total debt securities$60,898,0002,277
Structured notes
Amortized cost$2,501,0001,523
Fair value$2,502,0001,536
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$47,197,0002,719
U.S. Government securities$34,778,0002,493
U.S. Treasury securities$01,076
U.S. Government agency obligations$34,778,0002,435
Securities issued by states & political subdivisions$12,419,0002,325
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,280,0001,775
Mortgage-backed securities$32,471,0001,839
Certificates of participation in pools of residential mortgages$20,410,0001,756
Issued or guaranteed by U.S.$20,410,0001,755
Privately issued$0121
Collaterized mortgage obligations$12,061,0001,449
CMOs issued by government agencies or sponsored agencies$12,061,0001,296
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$47,197,0002,474
Total debt securities$47,197,0002,688
Structured notes
Amortized cost$1,000,0002,154
Fair value$1,008,0002,169
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$42,751,0002,845
U.S. Government securities$30,836,0002,681
U.S. Treasury securities$01,126
U.S. Government agency obligations$30,836,0002,614
Securities issued by states & political subdivisions$11,915,0002,312
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,068,0001,858
Mortgage-backed securities$25,987,0002,035
Certificates of participation in pools of residential mortgages$17,536,0001,913
Issued or guaranteed by U.S.$17,536,0001,908
Privately issued$0132
Collaterized mortgage obligations$8,451,0001,707
CMOs issued by government agencies or sponsored agencies$8,451,0001,546
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$42,751,0002,606
Total debt securities$42,751,0002,822
Structured notes
Amortized cost$3,500,0001,321
Fair value$3,517,0001,327
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$41,870,0002,907
U.S. Government securities$30,342,0002,785
U.S. Treasury securities$01,225
U.S. Government agency obligations$30,342,0002,702
Securities issued by states & political subdivisions$11,528,0002,314
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,117,0001,964
Mortgage-backed securities$22,965,0002,175
Certificates of participation in pools of residential mortgages$14,378,0002,118
Issued or guaranteed by U.S.$14,378,0002,115
Privately issued$0125
Collaterized mortgage obligations$8,587,0001,683
CMOs issued by government agencies or sponsored agencies$8,587,0001,500
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$41,870,0002,649
Total debt securities$41,870,0002,887
Structured notes
Amortized cost$6,499,000970
Fair value$6,529,000965
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$40,142,0002,971
U.S. Government securities$28,921,0002,853
U.S. Treasury securities$01,272
U.S. Government agency obligations$28,921,0002,765
Securities issued by states & political subdivisions$11,221,0002,318
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,297,0002,092
Mortgage-backed securities$19,062,0002,379
Certificates of participation in pools of residential mortgages$10,614,0002,474
Issued or guaranteed by U.S.$10,614,0002,469
Privately issued$0136
Collaterized mortgage obligations$8,448,0001,652
CMOs issued by government agencies or sponsored agencies$8,448,0001,464
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$40,142,0002,700
Total debt securities$40,142,0002,949
Structured notes
Amortized cost$6,999,000976
Fair value$6,988,000969
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$41,865,0002,801
U.S. Government securities$31,664,0002,532
U.S. Treasury securities$01,275
U.S. Government agency obligations$31,664,0002,456
Securities issued by states & political subdivisions$10,201,0002,429
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,678,0001,790
Mortgage-backed securities$16,834,0002,444
Certificates of participation in pools of residential mortgages$12,423,0002,173
Issued or guaranteed by U.S.$12,423,0002,167
Privately issued$0141
Collaterized mortgage obligations$4,411,0002,071
CMOs issued by government agencies or sponsored agencies$4,411,0001,860
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$41,865,0002,531
Total debt securities$41,865,0002,776
Structured notes
Amortized cost$10,447,000638
Fair value$10,433,000630
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$42,161,0002,749
U.S. Government securities$32,464,0002,462
U.S. Treasury securities$01,180
U.S. Government agency obligations$32,464,0002,382
Securities issued by states & political subdivisions$9,697,0002,425
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,700,0002,076
Mortgage-backed securities$18,926,0002,278
Certificates of participation in pools of residential mortgages$13,468,0002,005
Issued or guaranteed by U.S.$13,468,0001,998
Privately issued$0141
Collaterized mortgage obligations$5,458,0001,899
CMOs issued by government agencies or sponsored agencies$5,458,0001,686
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$42,161,0002,471
Total debt securities$42,161,0002,718
Structured notes
Amortized cost$8,499,000725
Fair value$8,565,000723
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$40,862,0002,795
U.S. Government securities$35,960,0002,314
U.S. Treasury securities$01,121
U.S. Government agency obligations$35,960,0002,241
Securities issued by states & political subdivisions$4,902,0003,319
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,017,0001,848
Mortgage-backed securities$19,469,0002,242
Certificates of participation in pools of residential mortgages$14,190,0001,964
Issued or guaranteed by U.S.$14,190,0001,959
Privately issued$0148
Collaterized mortgage obligations$5,279,0001,865
CMOs issued by government agencies or sponsored agencies$5,279,0001,621
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$40,862,0002,504
Total debt securities$40,862,0002,768
Structured notes
Amortized cost$8,385,000796
Fair value$8,445,000791
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$44,346,0002,651
U.S. Government securities$40,213,0002,148
U.S. Treasury securities$01,130
U.S. Government agency obligations$40,213,0002,072
Securities issued by states & political subdivisions$4,133,0003,513
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,633,0001,819
Mortgage-backed securities$22,766,0002,079
Certificates of participation in pools of residential mortgages$15,895,0001,908
Issued or guaranteed by U.S.$15,895,0001,905
Privately issued$0145
Collaterized mortgage obligations$6,871,0001,642
CMOs issued by government agencies or sponsored agencies$6,871,0001,407
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$44,346,0002,367
Total debt securities$44,346,0002,623
Structured notes
Amortized cost$8,397,000634
Fair value$8,449,000632
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$44,115,0002,645
U.S. Government securities$39,499,0002,127
U.S. Treasury securities$01,077
U.S. Government agency obligations$39,499,0002,066
Securities issued by states & political subdivisions$4,616,0003,368
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,879,0001,768
Mortgage-backed securities$23,846,0002,048
Certificates of participation in pools of residential mortgages$14,913,0002,075
Issued or guaranteed by U.S.$14,913,0002,067
Privately issued$0157
Collaterized mortgage obligations$8,933,0001,433
CMOs issued by government agencies or sponsored agencies$8,933,0001,199
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$44,115,0002,358
Total debt securities$44,115,0002,621
Structured notes
Amortized cost$7,355,000575
Fair value$7,342,000573
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$43,057,0002,698
U.S. Government securities$38,725,0002,157
U.S. Treasury securities$01,047
U.S. Government agency obligations$38,725,0002,096
Securities issued by states & political subdivisions$4,332,0003,458
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,649,0001,987
Mortgage-backed securities$26,389,0001,947
Certificates of participation in pools of residential mortgages$16,187,0002,015
Issued or guaranteed by U.S.$16,187,0002,005
Privately issued$0171
Collaterized mortgage obligations$10,202,0001,363
CMOs issued by government agencies or sponsored agencies$10,202,0001,110
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$43,057,0002,392
Total debt securities$43,057,0002,667
Structured notes
Amortized cost$2,500,000957
Fair value$2,505,000972
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$29,671,0003,482
U.S. Government securities$26,349,0002,884
U.S. Treasury securities$01,036
U.S. Government agency obligations$26,349,0002,821
Securities issued by states & political subdivisions$3,322,0003,759
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,595,0001,930
Mortgage-backed securities$22,860,0002,170
Certificates of participation in pools of residential mortgages$14,980,0002,164
Issued or guaranteed by U.S.$14,980,0002,153
Privately issued$0181
Collaterized mortgage obligations$7,880,0001,533
CMOs issued by government agencies or sponsored agencies$7,880,0001,244
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$29,671,0003,111
Total debt securities$29,671,0003,447
Structured notes
Amortized cost$500,0001,532
Fair value$500,0001,569
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$29,969,0003,479
U.S. Government securities$26,616,0002,917
U.S. Treasury securities$0981
U.S. Government agency obligations$26,616,0002,852
Securities issued by states & political subdivisions$3,353,0003,674
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,513,0002,587
Mortgage-backed securities$19,598,0002,430
Certificates of participation in pools of residential mortgages$11,374,0002,581
Issued or guaranteed by U.S.$11,374,0002,566
Privately issued$0191
Collaterized mortgage obligations$8,224,0001,498
CMOs issued by government agencies or sponsored agencies$8,224,0001,197
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$29,969,0003,103
Total debt securities$29,968,0003,454
Structured notes
Amortized cost$981,0001,062
Fair value$988,0001,038
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$32,005,0003,307
U.S. Government securities$28,227,0002,794
U.S. Treasury securities$0973
U.S. Government agency obligations$28,227,0002,736
Securities issued by states & political subdivisions$3,778,0003,491
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,490,0002,614
Mortgage-backed securities$19,738,0002,375
Certificates of participation in pools of residential mortgages$10,988,0002,608
Issued or guaranteed by U.S.$10,988,0002,593
Privately issued$0188
Collaterized mortgage obligations$8,750,0001,400
CMOs issued by government agencies or sponsored agencies$8,750,0001,130
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$32,005,0002,940
Total debt securities$32,005,0003,268
Structured notes
Amortized cost$1,027,000925
Fair value$1,034,000935
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$24,197,0003,889
U.S. Government securities$20,433,0003,450
U.S. Treasury securities$01,019
U.S. Government agency obligations$20,433,0003,382
Securities issued by states & political subdivisions$3,764,0003,468
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,181,0002,253
Mortgage-backed securities$11,212,0003,101
Certificates of participation in pools of residential mortgages$5,458,0003,520
Issued or guaranteed by U.S.$5,458,0003,508
Privately issued$0192
Collaterized mortgage obligations$5,754,0001,621
CMOs issued by government agencies or sponsored agencies$5,754,0001,327
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$24,197,0003,470
Total debt securities$24,197,0003,859
Structured notes
Amortized cost$1,527,000759
Fair value$1,524,000760
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$22,354,0004,157
U.S. Government securities$18,582,0003,722
U.S. Treasury securities$01,021
U.S. Government agency obligations$18,582,0003,652
Securities issued by states & political subdivisions$3,772,0003,475
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,178,0002,562
Mortgage-backed securities$7,178,0003,713
Certificates of participation in pools of residential mortgages$2,634,0004,438
Issued or guaranteed by U.S.$2,634,0004,422
Privately issued$0202
Collaterized mortgage obligations$4,544,0001,784
CMOs issued by government agencies or sponsored agencies$4,544,0001,484
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$22,354,0003,693
Total debt securities$22,354,0004,116
Structured notes
Amortized cost$1,531,000794
Fair value$1,526,000796
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$25,376,0003,843
U.S. Government securities$21,523,0003,342
U.S. Treasury securities$01,044
U.S. Government agency obligations$21,523,0003,285
Securities issued by states & political subdivisions$3,853,0003,477
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,843,0002,232
Mortgage-backed securities$5,720,0003,952
Certificates of participation in pools of residential mortgages$2,403,0004,436
Issued or guaranteed by U.S.$2,403,0004,418
Privately issued$0205
Collaterized mortgage obligations$3,317,0001,994
CMOs issued by government agencies or sponsored agencies$3,317,0001,673
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$25,376,0003,432
Total debt securities$25,376,0003,791
Structured notes
Amortized cost$2,731,000560
Fair value$2,739,000558
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$25,287,0003,855
U.S. Government securities$21,380,0003,411
U.S. Treasury securities$01,146
U.S. Government agency obligations$21,380,0003,346
Securities issued by states & political subdivisions$3,907,0003,444
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,478,0002,351
Mortgage-backed securities$2,680,0004,603
Certificates of participation in pools of residential mortgages$213,0005,676
Issued or guaranteed by U.S.$213,0005,656
Privately issued$0191
Collaterized mortgage obligations$2,467,0002,097
CMOs issued by government agencies or sponsored agencies$2,467,0001,795
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$25,287,0003,417
Total debt securities$25,287,0003,798
Structured notes
Amortized cost$998,0001,642
Fair value$1,002,0001,538
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$27,938,0003,606
U.S. Government securities$24,045,0003,188
U.S. Treasury securities$01,235
U.S. Government agency obligations$24,045,0003,121
Securities issued by states & political subdivisions$3,893,0003,439
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,334,0001,947
Mortgage-backed securities$1,347,0005,074
Certificates of participation in pools of residential mortgages$252,0005,550
Issued or guaranteed by U.S.$252,0005,528
Privately issued$0194
Collaterized mortgage obligations$1,095,0002,538
CMOs issued by government agencies or sponsored agencies$1,095,0002,237
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$27,938,0003,187
Total debt securities$27,938,0003,566
Structured notes
Amortized cost$1,000,0001,697
Fair value$1,000,0001,732
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$25,827,0003,800
U.S. Government securities$21,980,0003,413
U.S. Treasury securities$01,362
U.S. Government agency obligations$21,980,0003,325
Securities issued by states & political subdivisions$3,847,0003,451
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,293,0002,432
Mortgage-backed securities$1,408,0005,029
Certificates of participation in pools of residential mortgages$288,0005,508
Issued or guaranteed by U.S.$288,0005,488
Privately issued$0207
Collaterized mortgage obligations$1,120,0002,493
CMOs issued by government agencies or sponsored agencies$1,120,0002,205
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$25,827,0003,350
Total debt securities$25,833,0003,750
Structured notes
Amortized cost$1,500,0001,520
Fair value$1,497,0001,521
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$21,827,0004,259
U.S. Government securities$17,917,0003,963
U.S. Treasury securities$01,448
U.S. Government agency obligations$17,917,0003,863
Securities issued by states & political subdivisions$3,910,0003,446
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,917,0002,464
Mortgage-backed securities$1,505,0004,983
Certificates of participation in pools of residential mortgages$319,0005,471
Issued or guaranteed by U.S.$319,0005,445
Privately issued$0218
Collaterized mortgage obligations$1,186,0002,426
CMOs issued by government agencies or sponsored agencies$1,186,0002,150
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$21,827,0003,739
Total debt securities$21,827,0004,209
Structured notes
Amortized cost$1,500,0001,599
Fair value$1,496,0001,605
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$23,866,0004,057
U.S. Government securities$20,450,0003,660
U.S. Treasury securities$01,498
U.S. Government agency obligations$20,450,0003,564
Securities issued by states & political subdivisions$3,416,0003,646
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,947,0002,287
Mortgage-backed securities$1,574,0004,940
Certificates of participation in pools of residential mortgages$337,0005,453
Issued or guaranteed by U.S.$337,0005,432
Privately issued$0208
Collaterized mortgage obligations$1,237,0002,400
CMOs issued by government agencies or sponsored agencies$1,237,0002,123
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$23,866,0003,549
Total debt securities$23,866,0004,003
Structured notes
Amortized cost$1,500,0001,699
Fair value$1,493,0001,711
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$28,884,0003,590
U.S. Government securities$25,480,0003,141
U.S. Treasury securities$01,574
U.S. Government agency obligations$25,480,0003,058
Securities issued by states & political subdivisions$3,404,0003,610
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,993,0001,953
Mortgage-backed securities$1,665,0004,895
Certificates of participation in pools of residential mortgages$368,0005,432
Issued or guaranteed by U.S.$368,0005,406
Privately issued$0214
Collaterized mortgage obligations$1,297,0002,348
CMOs issued by government agencies or sponsored agencies$1,297,0002,070
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$28,884,0003,124
Total debt securities$28,884,0003,542
Structured notes
Amortized cost$2,500,0001,345
Fair value$2,487,0001,349
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$22,089,0004,285
U.S. Government securities$19,401,0003,847
U.S. Treasury securities$01,634
U.S. Government agency obligations$19,401,0003,731
Securities issued by states & political subdivisions$2,688,0003,912
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,675,0002,598
Mortgage-backed securities$1,725,0004,866
Certificates of participation in pools of residential mortgages$397,0005,438
Issued or guaranteed by U.S.$397,0005,413
Privately issued$0211
Collaterized mortgage obligations$1,328,0002,318
CMOs issued by government agencies or sponsored agencies$1,328,0002,039
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$22,089,0003,723
Total debt securities$22,085,0004,222
Structured notes
Amortized cost$3,250,0001,191
Fair value$3,184,0001,188
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$24,935,0004,034
U.S. Government securities$22,574,0003,476
U.S. Treasury securities$01,715
U.S. Government agency obligations$22,574,0003,363
Securities issued by states & political subdivisions$2,361,0004,124
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,746,0002,366
Mortgage-backed securities$1,857,0004,838
Certificates of participation in pools of residential mortgages$440,0005,412
Issued or guaranteed by U.S.$440,0005,390
Privately issued$0205
Collaterized mortgage obligations$1,417,0002,291
CMOs issued by government agencies or sponsored agencies$1,417,0002,017
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$24,935,0003,509
Total debt securities$24,935,0003,972
Structured notes
Amortized cost$4,749,000925
Fair value$4,693,000919
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$21,780,0004,401
U.S. Government securities$20,219,0003,757
U.S. Treasury securities$01,737
U.S. Government agency obligations$20,219,0003,626
Securities issued by states & political subdivisions$1,561,0004,645
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,411,0002,390
Mortgage-backed securities$1,467,0005,103
Certificates of participation in pools of residential mortgages$481,0005,394
Issued or guaranteed by U.S.$481,0005,370
Privately issued$0216
Collaterized mortgage obligations$986,0002,509
CMOs issued by government agencies or sponsored agencies$986,0002,236
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$21,780,0003,791
Total debt securities$21,780,0004,333
Structured notes
Amortized cost$4,749,000929
Fair value$4,694,000930
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$19,022,0004,750
U.S. Government securities$18,326,0003,990
U.S. Treasury securities$01,786
U.S. Government agency obligations$18,326,0003,867
Securities issued by states & political subdivisions$696,0005,386
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,967,0002,403
Mortgage-backed securities$545,0005,805
Certificates of participation in pools of residential mortgages$530,0005,375
Issued or guaranteed by U.S.$530,0005,355
Privately issued$0225
Collaterized mortgage obligations$15,0003,603
CMOs issued by government agencies or sponsored agencies$15,0003,254
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$19,022,0004,111
Total debt securities$19,022,0004,694
Structured notes
Amortized cost$4,749,000910
Fair value$4,700,000910
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$19,486,0004,711
U.S. Government securities$18,460,0004,004
U.S. Treasury securities$01,839
U.S. Government agency obligations$18,460,0003,878
Securities issued by states & political subdivisions$1,026,0005,050
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,059,0002,474
Mortgage-backed securities$632,0005,777
Certificates of participation in pools of residential mortgages$614,0005,342
Issued or guaranteed by U.S.$614,0005,319
Privately issued$0223
Collaterized mortgage obligations$18,0003,613
CMOs issued by government agencies or sponsored agencies$18,0003,273
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$19,486,0004,089
Total debt securities$19,486,0004,645
Structured notes
Amortized cost$4,749,000901
Fair value$4,717,000898
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$20,483,0004,651
U.S. Government securities$19,456,0003,955
U.S. Treasury securities$01,963
U.S. Government agency obligations$19,456,0003,819
Securities issued by states & political subdivisions$1,027,0005,080
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,986,0002,272
Mortgage-backed securities$694,0005,808
Certificates of participation in pools of residential mortgages$676,0005,360
Issued or guaranteed by U.S.$676,0005,343
Privately issued$0207
Collaterized mortgage obligations$18,0003,662
CMOs issued by government agencies or sponsored agencies$18,0003,326
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$20,483,0004,035
Total debt securities$20,483,0004,590
Structured notes
Amortized cost$4,748,000907
Fair value$4,690,000904
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$21,804,0004,498
U.S. Government securities$19,947,0003,884
U.S. Treasury securities$01,963
U.S. Government agency obligations$19,947,0003,750
Securities issued by states & political subdivisions$1,119,0005,015
Other domestic debt securities$738,0002,534
Privately issued residential mortgage-backed securities$738,000815
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,136,0002,152
Mortgage-backed securities$758,0005,801
Certificates of participation in pools of residential mortgages$738,0005,344
Issued or guaranteed by U.S.$06,892
Privately issued$738,000115
Collaterized mortgage obligations$20,0003,688
CMOs issued by government agencies or sponsored agencies$20,0003,351
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$21,804,0003,909
Total debt securities$21,804,0004,429
Structured notes
Amortized cost$5,249,000776
Fair value$5,223,000778
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$25,314,0004,066
U.S. Government securities$24,088,0003,371
U.S. Treasury securities$01,990
U.S. Government agency obligations$24,088,0003,247
Securities issued by states & political subdivisions$1,226,0004,946
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,096,0002,637
Mortgage-backed securities$853,0005,762
Certificates of participation in pools of residential mortgages$831,0005,290
Issued or guaranteed by U.S.$831,0005,276
Privately issued$0225
Collaterized mortgage obligations$22,0003,704
CMOs issued by government agencies or sponsored agencies$22,0003,370
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$25,314,0003,524
Total debt securities$25,314,0003,995
Structured notes
Amortized cost$5,000,000815
Fair value$4,983,000846
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$29,361,0003,715
U.S. Government securities$28,135,0003,003
U.S. Treasury securities$02,098
U.S. Government agency obligations$28,135,0002,887
Securities issued by states & political subdivisions$1,226,0004,948
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,122,0002,384
Mortgage-backed securities$960,0005,750
Certificates of participation in pools of residential mortgages$933,0005,273
Issued or guaranteed by U.S.$933,0005,257
Privately issued$0225
Collaterized mortgage obligations$27,0003,757
CMOs issued by government agencies or sponsored agencies$27,0003,431
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$29,361,0003,209
Total debt securities$29,361,0003,650
Structured notes
Amortized cost$5,001,000803
Fair value$4,937,000814
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$27,457,0003,907
U.S. Government securities$25,715,0003,209
U.S. Treasury securities$02,082
U.S. Government agency obligations$25,715,0003,103
Securities issued by states & political subdivisions$1,239,0004,944
Other domestic debt securities$503,0003,010
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$503,0002,594
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,332,0002,336
Mortgage-backed securities$1,161,0005,643
Certificates of participation in pools of residential mortgages$1,130,0005,149
Issued or guaranteed by U.S.$1,130,0005,133
Privately issued$0230
Collaterized mortgage obligations$31,0003,813
CMOs issued by government agencies or sponsored agencies$31,0003,477
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$27,457,0003,377
Total debt securities$27,457,0003,831
Structured notes
Amortized cost$2,001,0001,292
Fair value$2,006,0001,348
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$32,435,0003,498
U.S. Government securities$30,731,0002,855
U.S. Treasury securities$02,227
U.S. Government agency obligations$30,731,0002,755
Securities issued by states & political subdivisions$1,195,0005,024
Other domestic debt securities$509,0003,045
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$509,0002,709
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,500,0002,171
Mortgage-backed securities$164,0006,642
Certificates of participation in pools of residential mortgages$128,0006,342
Issued or guaranteed by U.S.$128,0006,317
Privately issued$0248
Collaterized mortgage obligations$36,0003,857
CMOs issued by government agencies or sponsored agencies$36,0003,676
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$32,435,0003,020
Total debt securities$32,440,0003,437
Structured notes
Amortized cost$6,002,000523
Fair value$6,008,000527
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$27,604,0003,860
U.S. Government securities$25,858,0003,151
U.S. Treasury securities$02,287
U.S. Government agency obligations$25,858,0003,041
Securities issued by states & political subdivisions$1,233,0005,009
Other domestic debt securities$513,0003,151
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$513,0002,813
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,068,0002,225
Mortgage-backed securities$179,0006,667
Certificates of participation in pools of residential mortgages$136,0006,366
Issued or guaranteed by U.S.$136,0006,338
Privately issued$0253
Collaterized mortgage obligations$43,0003,933
CMOs issued by government agencies or sponsored agencies$43,0003,736
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$27,604,0003,345
Total debt securities$27,604,0003,788
Structured notes
Amortized cost$4,008,000605
Fair value$4,018,000615
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$13,698,0005,739
U.S. Government securities$11,934,0005,095
U.S. Treasury securities$02,322
U.S. Government agency obligations$11,934,0004,937
Securities issued by states & political subdivisions$1,246,0004,963
Other domestic debt securities$518,0003,223
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$518,0002,868
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,739,0002,754
Mortgage-backed securities$207,0006,672
Certificates of participation in pools of residential mortgages$142,0006,381
Issued or guaranteed by U.S.$142,0006,360
Privately issued$0256
Collaterized mortgage obligations$65,0004,056
CMOs issued by government agencies or sponsored agencies$65,0003,860
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$13,698,0005,007
Total debt securities$13,698,0005,642
Structured notes
Amortized cost$1,016,0001,162
Fair value$1,016,0001,227
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$20,267,0004,637
U.S. Government securities$17,941,0003,992
U.S. Treasury securities$02,382
U.S. Government agency obligations$17,941,0003,833
Securities issued by states & political subdivisions$1,307,0004,852
Other domestic debt securities$1,019,0002,775
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,019,0002,442
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,257,0002,002
Mortgage-backed securities$281,0006,595
Certificates of participation in pools of residential mortgages$151,0006,373
Issued or guaranteed by U.S.$151,0006,353
Privately issued$0257
Collaterized mortgage obligations$130,0004,006
CMOs issued by government agencies or sponsored agencies$130,0003,824
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$20,267,0004,004
Total debt securities$20,267,0004,537
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$22,685,0004,285
U.S. Government securities$20,124,0003,684
U.S. Treasury securities$02,544
U.S. Government agency obligations$20,124,0003,515
Securities issued by states & political subdivisions$1,541,0004,640
Other domestic debt securities$1,020,0002,793
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,020,0002,461
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,642,0001,797
Mortgage-backed securities$346,0006,519
Certificates of participation in pools of residential mortgages$162,0006,340
Issued or guaranteed by U.S.$162,0006,320
Privately issued$0252
Collaterized mortgage obligations$184,0003,972
CMOs issued by government agencies or sponsored agencies$184,0003,799
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$22,685,0003,676
Total debt securities$22,685,0004,192
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$32,880,0003,117
U.S. Government securities$31,447,0002,441
U.S. Treasury securities$03,182
U.S. Government agency obligations$31,447,0002,306
Securities issued by states & political subdivisions$1,433,0004,792
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,357,0001,372
Mortgage-backed securities$477,0006,387
Certificates of participation in pools of residential mortgages$234,0006,167
Issued or guaranteed by U.S.$234,0006,144
Privately issued$0260
Collaterized mortgage obligations$243,0004,064
CMOs issued by government agencies or sponsored agencies$243,0003,885
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$32,880,0002,601
Total debt securities$32,880,0003,064
Structured notes
Amortized cost$1,000,000323
Fair value$1,003,000359
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$40,690,0002,655
U.S. Government securities$38,335,0002,086
U.S. Treasury securities$04,186
U.S. Government agency obligations$38,335,0001,933
Securities issued by states & political subdivisions$1,629,0004,700
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$726,0003,088
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,289,0001,118
Mortgage-backed securities$595,0005,972
Certificates of participation in pools of residential mortgages$271,0005,890
Issued or guaranteed by U.S.$271,0005,869
Privately issued$0308
Collaterized mortgage obligations$324,0003,583
CMOs issued by government agencies or sponsored agencies$324,0003,408
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$40,690,0002,107
Total debt securities$39,964,0002,601
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$43,400,0002,599
U.S. Government securities$40,233,0002,085
U.S. Treasury securities$05,412
U.S. Government agency obligations$40,233,0001,878
Securities issued by states & political subdivisions$2,479,0004,254
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$688,0003,077
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,419,0001,245
Mortgage-backed securities$679,0006,212
Certificates of participation in pools of residential mortgages$331,0006,068
Issued or guaranteed by U.S.$331,0006,053
Privately issued$0307
Collaterized mortgage obligations$348,0003,762
CMOs issued by government agencies or sponsored agencies$348,0003,594
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$43,400,0002,004
Total debt securities$42,712,0002,557
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$12,928,0006,301
U.S. Government securities$10,141,0006,058
U.S. Treasury securities$304,0006,335
U.S. Government agency obligations$9,837,0005,329
Securities issued by states & political subdivisions$2,045,0004,670
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$742,0002,853
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,236,0004,169
Mortgage-backed securities$449,0006,765
Certificates of participation in pools of residential mortgages$402,0006,157
Issued or guaranteed by U.S.$402,0006,139
Privately issued$0349
Collaterized mortgage obligations$47,0004,632
CMOs issued by government agencies or sponsored agencies$47,0004,414
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$12,928,0005,048
Total debt securities$12,186,0006,364
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$8,732,0007,840
U.S. Government securities$6,696,0007,798
U.S. Treasury securities$1,302,0005,964
U.S. Government agency obligations$5,394,0007,098
Securities issued by states & political subdivisions$1,692,0004,916
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$344,0004,358
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,325,0005,426
Mortgage-backed securities$1,024,0006,291
Certificates of participation in pools of residential mortgages$561,0006,042
Issued or guaranteed by U.S.$561,0006,023
Privately issued$0394
Collaterized mortgage obligations$463,0004,094
CMOs issued by government agencies or sponsored agencies$463,0003,954
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$8,732,0006,132
Total debt securities$8,388,0007,829
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$6,490,0009,204
U.S. Government securities$4,809,0009,259
U.S. Treasury securities$1,241,0006,881
U.S. Government agency obligations$3,568,0008,469
Securities issued by states & political subdivisions$1,210,0005,767
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$471,0003,654
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,404,0004,926
Mortgage-backed securities$1,963,0005,907
Certificates of participation in pools of residential mortgages$682,0006,324
Issued or guaranteed by U.S.$682,0006,308
Privately issued$0472
Collaterized mortgage obligations$1,281,0003,558
CMOs issued by government agencies or sponsored agencies$1,281,0003,421
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$6,490,0007,177
Total debt securities$6,019,0009,257
Structured notes
Amortized cost$300,0003,044
Fair value$298,0003,084
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$7,184,0009,299
U.S. Government securities$5,659,0009,231
U.S. Treasury securities$1,243,0008,091
U.S. Government agency obligations$4,416,0008,062
Securities issued by states & political subdivisions$1,161,0006,069
Other domestic debt securities$70,0004,659
Privately issued residential mortgage-backed securities$70,0002,016
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$294,0004,287
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,796,0004,814
Mortgage-backed securities$3,130,0005,444
Certificates of participation in pools of residential mortgages$872,0006,279
Issued or guaranteed by U.S.$872,0006,247
Privately issued$0558
Collaterized mortgage obligations$2,258,0003,251
CMOs issued by government agencies or sponsored agencies$2,188,0003,140
Privately issued$70,0001,700
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$7,184,0007,068
Total debt securities$6,890,0009,331
Structured notes
Amortized cost$799,0003,090
Fair value$789,0003,073
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$8,926,0009,157
U.S. Government securities$7,554,0008,864
U.S. Treasury securities$1,491,0008,932
U.S. Government agency obligations$6,063,0007,124
Securities issued by states & political subdivisions$1,154,0006,368
Other domestic debt securities$85,0005,194
Privately issued residential mortgage-backed securities$85,0002,237
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$133,0005,518
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,745,0006,303
Mortgage-backed securities$3,782,0005,354
Certificates of participation in pools of residential mortgages$1,017,0006,398
Issued or guaranteed by U.S.$1,017,0006,373
Privately issued$0564
Collaterized mortgage obligations$2,765,0003,165
CMOs issued by government agencies or sponsored agencies$2,680,0003,056
Privately issued$85,0001,928
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,453,00010,438
Available-for-sale securities (fair market value)$7,473,0005,671
Total debt securities$8,793,0009,099
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$10,006,0009,084
U.S. Government securities$8,647,0008,609
U.S. Treasury securities$1,249,0009,525
U.S. Government agency obligations$7,398,0006,625
Securities issued by states & political subdivisions$875,0007,070
Other domestic debt securities$484,0004,357
Privately issued residential mortgage-backed securities$484,0001,745
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,417,0006,542
Mortgage-backed securities$7,381,0004,320
Certificates of participation in pools of residential mortgages$6,324,0003,297
Issued or guaranteed by U.S.$6,324,0003,265
Privately issued$0731
Collaterized mortgage obligations$1,057,0004,854
CMOs issued by government agencies or sponsored agencies$573,0005,300
Privately issued$484,0001,407
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$10,006,0008,950
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$6,350,00010,887
U.S. Government securities$5,095,00010,725
U.S. Treasury securities$245,00011,837
U.S. Government agency obligations$4,850,0008,088
Securities issued by states & political subdivisions$680,0007,253
Other domestic debt securities$575,0004,876
Privately issued residential mortgage-backed securities$575,0002,243
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,643,0006,346
Mortgage-backed securities$5,075,0005,435
Certificates of participation in pools of residential mortgages$3,533,0004,759
Issued or guaranteed by U.S.$3,533,0004,707
Privately issued$0831
Collaterized mortgage obligations$1,542,0004,416
CMOs issued by government agencies or sponsored agencies$967,0004,779
Privately issued$575,0001,868
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$6,350,00010,754
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