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Walden Savings Bank, Securities

2021-12-31Rank
Total securities$252,383,000844
U.S. Government securities$194,357,000687
U.S. Treasury securities$25,232,000584
U.S. Government agency obligations$169,125,000689
Securities issued by states & political subdivisions$47,820,0001,121
Other domestic debt securities$10,206,000941
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$10,148,000651
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$13,789,0002,384
Mortgage-backed securities$114,695,000789
Certificates of participation in pools of residential mortgages$66,905,000781
Issued or guaranteed by U.S.$66,905,000769
Privately issued$0246
Collaterized mortgage obligations$46,307,000484
CMOs issued by government agencies or sponsored agencies$46,307,000451
Privately issued$0500
Commercial mortgage-backed securities$1,483,0001,569
Commercial mortgage pass-through securities$58,0001,491
Other commercial mortgage-backed securities$1,425,0001,104
Held to maturity securities (book value)$58,0001,598
Available-for-sale securities (fair market value)$252,325,000764
Total debt securities$252,383,000833
Structured notes
Amortized cost$177,000962
Fair value$177,000961
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$258,792,000778
U.S. Government securities$202,121,000628
U.S. Treasury securities$25,470,000469
U.S. Government agency obligations$176,651,000640
Securities issued by states & political subdivisions$47,866,0001,083
Other domestic debt securities$8,805,000959
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$8,746,000666
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$14,044,0002,342
Mortgage-backed securities$118,689,000731
Certificates of participation in pools of residential mortgages$64,065,000783
Issued or guaranteed by U.S.$64,065,000770
Privately issued$0234
Collaterized mortgage obligations$52,068,000439
CMOs issued by government agencies or sponsored agencies$52,068,000411
Privately issued$0491
Commercial mortgage-backed securities$2,556,0001,405
Commercial mortgage pass-through securities$59,0001,505
Other commercial mortgage-backed securities$2,497,000975
Held to maturity securities (book value)$59,0001,618
Available-for-sale securities (fair market value)$258,733,000706
Total debt securities$258,791,000769
Structured notes
Amortized cost$191,000851
Fair value$192,000853
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$241,469,000795
U.S. Government securities$189,773,000631
U.S. Treasury securities$25,678,000404
U.S. Government agency obligations$164,095,000646
Securities issued by states & political subdivisions$43,862,0001,136
Other domestic debt securities$7,834,000984
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$7,774,000665
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$14,644,0002,280
Mortgage-backed securities$106,927,000767
Certificates of participation in pools of residential mortgages$56,681,000818
Issued or guaranteed by U.S.$56,681,000802
Privately issued$0247
Collaterized mortgage obligations$47,216,000447
CMOs issued by government agencies or sponsored agencies$47,216,000419
Privately issued$0478
Commercial mortgage-backed securities$3,030,0001,335
Commercial mortgage pass-through securities$60,0001,514
Other commercial mortgage-backed securities$2,970,000906
Held to maturity securities (book value)$60,0001,601
Available-for-sale securities (fair market value)$241,409,000728
Total debt securities$241,469,000785
Structured notes
Amortized cost$209,000781
Fair value$211,000783
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$204,169,000850
U.S. Government securities$155,204,000681
U.S. Treasury securities$01,631
U.S. Government agency obligations$155,204,000634
Securities issued by states & political subdivisions$44,673,0001,065
Other domestic debt securities$4,292,0001,213
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$4,228,000863
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$16,004,0002,173
Mortgage-backed securities$95,514,000786
Certificates of participation in pools of residential mortgages$29,009,0001,239
Issued or guaranteed by U.S.$29,009,0001,206
Privately issued$0261
Collaterized mortgage obligations$47,330,000432
CMOs issued by government agencies or sponsored agencies$47,330,000397
Privately issued$0475
Commercial mortgage-backed securities$19,175,000566
Commercial mortgage pass-through securities$64,0001,510
Other commercial mortgage-backed securities$19,111,000384
Held to maturity securities (book value)$64,0001,597
Available-for-sale securities (fair market value)$204,105,000769
Total debt securities$204,168,000840
Structured notes
Amortized cost$224,000577
Fair value$227,000573
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$158,760,0001,000
U.S. Government securities$121,773,000748
U.S. Treasury securities$01,194
U.S. Government agency obligations$121,773,000712
Securities issued by states & political subdivisions$36,922,0001,216
Other domestic debt securities$65,0002,091
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$16,859,0002,092
Mortgage-backed securities$76,207,000865
Certificates of participation in pools of residential mortgages$6,730,0002,449
Issued or guaranteed by U.S.$6,730,0002,378
Privately issued$0245
Collaterized mortgage obligations$43,953,000446
CMOs issued by government agencies or sponsored agencies$43,953,000414
Privately issued$0474
Commercial mortgage-backed securities$25,524,000452
Commercial mortgage pass-through securities$65,0001,460
Other commercial mortgage-backed securities$25,459,000308
Held to maturity securities (book value)$65,0001,589
Available-for-sale securities (fair market value)$158,695,000909
Total debt securities$158,760,000986
Structured notes
Amortized cost$238,000335
Fair value$241,000335
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$146,384,000995
U.S. Government securities$119,094,000728
U.S. Treasury securities$01,216
U.S. Government agency obligations$119,094,000684
Securities issued by states & political subdivisions$27,222,0001,435
Other domestic debt securities$68,0002,067
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$17,059,0002,052
Mortgage-backed securities$83,735,000772
Certificates of participation in pools of residential mortgages$7,562,0002,336
Issued or guaranteed by U.S.$7,562,0002,263
Privately issued$0251
Collaterized mortgage obligations$49,984,000419
CMOs issued by government agencies or sponsored agencies$49,984,000388
Privately issued$0464
Commercial mortgage-backed securities$26,189,000420
Commercial mortgage pass-through securities$68,0001,449
Other commercial mortgage-backed securities$26,121,000288
Held to maturity securities (book value)$68,0001,589
Available-for-sale securities (fair market value)$146,316,000910
Total debt securities$146,384,000985
Structured notes
Amortized cost$253,000309
Fair value$257,000310
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$101,442,0001,289
U.S. Government securities$83,377,000935
U.S. Treasury securities$01,251
U.S. Government agency obligations$83,377,000871
Securities issued by states & political subdivisions$17,995,0001,816
Other domestic debt securities$70,0002,009
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$17,248,0002,049
Mortgage-backed securities$56,853,0001,051
Certificates of participation in pools of residential mortgages$8,432,0002,199
Issued or guaranteed by U.S.$8,432,0002,141
Privately issued$0251
Collaterized mortgage obligations$33,735,000551
CMOs issued by government agencies or sponsored agencies$33,735,000515
Privately issued$0454
Commercial mortgage-backed securities$14,686,000596
Commercial mortgage pass-through securities$70,0001,448
Other commercial mortgage-backed securities$14,616,000394
Held to maturity securities (book value)$70,0001,603
Available-for-sale securities (fair market value)$101,372,0001,197
Total debt securities$101,442,0001,276
Structured notes
Amortized cost$269,000342
Fair value$273,000342
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$77,043,0001,536
U.S. Government securities$66,451,0001,153
U.S. Treasury securities$01,297
U.S. Government agency obligations$66,451,0001,090
Securities issued by states & political subdivisions$10,519,0002,256
Other domestic debt securities$73,0001,951
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$10,923,0002,466
Mortgage-backed securities$38,812,0001,357
Certificates of participation in pools of residential mortgages$9,167,0002,126
Issued or guaranteed by U.S.$9,167,0002,065
Privately issued$0267
Collaterized mortgage obligations$12,284,0001,058
CMOs issued by government agencies or sponsored agencies$12,284,0001,024
Privately issued$0460
Commercial mortgage-backed securities$17,361,000543
Commercial mortgage pass-through securities$73,0001,411
Other commercial mortgage-backed securities$17,288,000362
Held to maturity securities (book value)$73,0001,614
Available-for-sale securities (fair market value)$76,970,0001,426
Total debt securities$77,043,0001,523
Structured notes
Amortized cost$282,000498
Fair value$287,000497
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$80,445,0001,494
U.S. Government securities$71,229,0001,102
U.S. Treasury securities$01,363
U.S. Government agency obligations$71,229,0001,028
Securities issued by states & political subdivisions$9,140,0002,382
Other domestic debt securities$76,0001,915
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$76,000176
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$12,198,0002,394
Mortgage-backed securities$47,732,0001,151
Certificates of participation in pools of residential mortgages$10,370,0001,956
Issued or guaranteed by U.S.$10,370,0001,902
Privately issued$0249
Collaterized mortgage obligations$19,947,000808
CMOs issued by government agencies or sponsored agencies$19,947,000780
Privately issued$0457
Commercial mortgage-backed securities$17,415,000528
Commercial mortgage pass-through securities$76,0001,409
Other commercial mortgage-backed securities$17,339,000345
Held to maturity securities (book value)$76,0001,654
Available-for-sale securities (fair market value)$80,369,0001,381
Total debt securities$80,445,0001,481
Structured notes
Amortized cost$294,000629
Fair value$294,000629
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$87,196,0001,401
U.S. Government securities$77,912,0001,032
U.S. Treasury securities$01,429
U.S. Government agency obligations$77,912,000974
Securities issued by states & political subdivisions$9,206,0002,391
Other domestic debt securities$78,0001,965
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$78,000179
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$13,264,0002,326
Mortgage-backed securities$52,032,0001,067
Certificates of participation in pools of residential mortgages$11,394,0001,859
Issued or guaranteed by U.S.$11,394,0001,804
Privately issued$0287
Collaterized mortgage obligations$22,048,000767
CMOs issued by government agencies or sponsored agencies$22,048,000734
Privately issued$0463
Commercial mortgage-backed securities$18,590,000500
Commercial mortgage pass-through securities$78,0001,401
Other commercial mortgage-backed securities$18,512,000326
Held to maturity securities (book value)$78,0001,724
Available-for-sale securities (fair market value)$87,118,0001,285
Total debt securities$87,196,0001,386
Structured notes
Amortized cost$305,000778
Fair value$304,000777
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$89,027,0001,401
U.S. Government securities$77,155,0001,062
U.S. Treasury securities$01,467
U.S. Government agency obligations$77,155,0001,004
Securities issued by states & political subdivisions$11,789,0002,179
Other domestic debt securities$83,0001,946
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$83,000175
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$11,710,0002,530
Mortgage-backed securities$61,899,000918
Certificates of participation in pools of residential mortgages$19,096,0001,328
Issued or guaranteed by U.S.$19,096,0001,310
Privately issued$0244
Collaterized mortgage obligations$24,004,000699
CMOs issued by government agencies or sponsored agencies$24,004,000668
Privately issued$0476
Commercial mortgage-backed securities$18,799,000481
Commercial mortgage pass-through securities$313,0001,324
Other commercial mortgage-backed securities$18,486,000316
Held to maturity securities (book value)$83,0001,763
Available-for-sale securities (fair market value)$88,944,0001,273
Total debt securities$89,028,0001,387
Structured notes
Amortized cost$321,000839
Fair value$319,000838
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$81,705,0001,496
U.S. Government securities$67,211,0001,175
U.S. Treasury securities$01,516
U.S. Government agency obligations$67,211,0001,115
Securities issued by states & political subdivisions$14,410,0002,012
Other domestic debt securities$84,0001,954
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$84,000169
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$11,485,0002,582
Mortgage-backed securities$63,333,000901
Certificates of participation in pools of residential mortgages$20,552,0001,273
Issued or guaranteed by U.S.$20,552,0001,258
Privately issued$0248
Collaterized mortgage obligations$25,705,000654
CMOs issued by government agencies or sponsored agencies$25,705,000623
Privately issued$0499
Commercial mortgage-backed securities$17,076,000487
Commercial mortgage pass-through securities$4,632,000616
Other commercial mortgage-backed securities$12,444,000347
Held to maturity securities (book value)$84,0001,787
Available-for-sale securities (fair market value)$81,621,0001,370
Total debt securities$81,704,0001,483
Structured notes
Amortized cost$335,000851
Fair value$329,000851
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$85,261,0001,473
U.S. Government securities$71,399,0001,138
U.S. Treasury securities$01,513
U.S. Government agency obligations$71,399,0001,078
Securities issued by states & political subdivisions$13,776,0002,111
Other domestic debt securities$86,0001,948
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$86,000158
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$11,618,0002,595
Mortgage-backed securities$69,160,000838
Certificates of participation in pools of residential mortgages$22,851,0001,193
Issued or guaranteed by U.S.$22,851,0001,184
Privately issued$0211
Collaterized mortgage obligations$28,260,000602
CMOs issued by government agencies or sponsored agencies$28,260,000577
Privately issued$0498
Commercial mortgage-backed securities$18,049,000465
Commercial mortgage pass-through securities$4,546,000616
Other commercial mortgage-backed securities$13,503,000324
Held to maturity securities (book value)$86,0001,836
Available-for-sale securities (fair market value)$85,175,0001,356
Total debt securities$85,259,0001,459
Structured notes
Amortized cost$348,000873
Fair value$340,000869
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$89,069,0001,425
U.S. Government securities$75,370,0001,092
U.S. Treasury securities$01,500
U.S. Government agency obligations$75,370,0001,028
Securities issued by states & political subdivisions$13,604,0002,147
Other domestic debt securities$95,0001,924
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$95,000147
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$11,893,0002,552
Mortgage-backed securities$73,126,000798
Certificates of participation in pools of residential mortgages$24,397,0001,158
Issued or guaranteed by U.S.$24,397,0001,152
Privately issued$0145
Collaterized mortgage obligations$29,952,000563
CMOs issued by government agencies or sponsored agencies$29,952,000538
Privately issued$0515
Commercial mortgage-backed securities$18,777,000447
Commercial mortgage pass-through securities$5,079,000570
Other commercial mortgage-backed securities$13,698,000320
Held to maturity securities (book value)$95,0001,870
Available-for-sale securities (fair market value)$88,974,0001,303
Total debt securities$89,068,0001,405
Structured notes
Amortized cost$371,000844
Fair value$359,000842
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$82,347,0001,520
U.S. Government securities$74,514,0001,103
U.S. Treasury securities$01,475
U.S. Government agency obligations$74,514,0001,047
Securities issued by states & political subdivisions$7,736,0002,857
Other domestic debt securities$97,0002,125
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$97,000142
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$12,319,0002,552
Mortgage-backed securities$72,253,000817
Certificates of participation in pools of residential mortgages$23,789,0001,213
Issued or guaranteed by U.S.$23,789,0001,176
Privately issued$0453
Collaterized mortgage obligations$30,355,000563
CMOs issued by government agencies or sponsored agencies$30,355,000536
Privately issued$0544
Commercial mortgage-backed securities$18,109,000438
Commercial mortgage pass-through securities$4,286,000594
Other commercial mortgage-backed securities$13,823,000304
Held to maturity securities (book value)$97,0001,900
Available-for-sale securities (fair market value)$82,250,0001,395
Total debt securities$82,348,0001,503
Structured notes
Amortized cost$392,000844
Fair value$381,000841
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$80,986,0001,561
U.S. Government securities$74,414,0001,124
U.S. Treasury securities$01,426
U.S. Government agency obligations$74,414,0001,067
Securities issued by states & political subdivisions$6,471,0003,067
Other domestic debt securities$101,0001,941
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$101,000144
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$12,745,0002,556
Mortgage-backed securities$71,137,000817
Certificates of participation in pools of residential mortgages$24,438,0001,216
Issued or guaranteed by U.S.$24,438,0001,213
Privately issued$067
Collaterized mortgage obligations$31,209,000555
CMOs issued by government agencies or sponsored agencies$31,209,000525
Privately issued$0557
Commercial mortgage-backed securities$15,490,000420
Commercial mortgage pass-through securities$1,305,000767
Other commercial mortgage-backed securities$14,185,000288
Held to maturity securities (book value)$101,0001,921
Available-for-sale securities (fair market value)$80,885,0001,418
Total debt securities$80,987,0001,546
Structured notes
Amortized cost$414,000798
Fair value$405,000798
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$86,510,0001,505
U.S. Government securities$79,736,0001,074
U.S. Treasury securities$01,328
U.S. Government agency obligations$79,736,0001,023
Securities issued by states & political subdivisions$6,665,0003,113
Other domestic debt securities$109,0001,942
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$109,000141
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$11,087,0002,754
Mortgage-backed securities$76,437,000785
Certificates of participation in pools of residential mortgages$26,332,0001,170
Issued or guaranteed by U.S.$26,332,0001,169
Privately issued$064
Collaterized mortgage obligations$34,086,000526
CMOs issued by government agencies or sponsored agencies$34,086,000501
Privately issued$0573
Commercial mortgage-backed securities$16,019,000400
Commercial mortgage pass-through securities$1,341,000766
Other commercial mortgage-backed securities$14,678,000271
Held to maturity securities (book value)$109,0001,943
Available-for-sale securities (fair market value)$86,401,0001,370
Total debt securities$86,509,0001,483
Structured notes
Amortized cost$437,000809
Fair value$432,000809
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$92,987,0001,435
U.S. Government securities$86,295,0001,012
U.S. Treasury securities$01,313
U.S. Government agency obligations$86,295,000969
Securities issued by states & political subdivisions$6,581,0003,163
Other domestic debt securities$111,0001,963
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$111,000142
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$11,027,0002,782
Mortgage-backed securities$82,956,000742
Certificates of participation in pools of residential mortgages$28,167,0001,134
Issued or guaranteed by U.S.$28,167,0001,132
Privately issued$069
Collaterized mortgage obligations$36,259,000511
CMOs issued by government agencies or sponsored agencies$36,259,000480
Privately issued$0584
Commercial mortgage-backed securities$18,530,000362
Commercial mortgage pass-through securities$1,349,000766
Other commercial mortgage-backed securities$17,181,000248
Held to maturity securities (book value)$111,0001,994
Available-for-sale securities (fair market value)$92,876,0001,295
Total debt securities$92,987,0001,417
Structured notes
Amortized cost$466,000834
Fair value$464,000831
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$94,345,0001,440
U.S. Government securities$88,907,0001,002
U.S. Treasury securities$01,351
U.S. Government agency obligations$88,907,000960
Securities issued by states & political subdivisions$5,324,0003,395
Other domestic debt securities$114,0002,002
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$114,000133
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$10,842,0002,814
Mortgage-backed securities$84,540,000740
Certificates of participation in pools of residential mortgages$30,159,0001,106
Issued or guaranteed by U.S.$30,159,0001,105
Privately issued$067
Collaterized mortgage obligations$37,492,000505
CMOs issued by government agencies or sponsored agencies$37,492,000477
Privately issued$0606
Commercial mortgage-backed securities$16,889,000378
Commercial mortgage pass-through securities$1,354,000745
Other commercial mortgage-backed securities$15,535,000255
Held to maturity securities (book value)$114,0002,019
Available-for-sale securities (fair market value)$94,231,0001,288
Total debt securities$94,345,0001,422
Structured notes
Amortized cost$501,000803
Fair value$499,000826
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$94,830,0001,459
U.S. Government securities$90,028,0001,010
U.S. Treasury securities$01,390
U.S. Government agency obligations$90,028,000966
Securities issued by states & political subdivisions$4,686,0003,542
Other domestic debt securities$116,0002,057
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$116,000142
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$11,627,0002,782
Mortgage-backed securities$85,623,000749
Certificates of participation in pools of residential mortgages$30,952,0001,109
Issued or guaranteed by U.S.$30,952,0001,108
Privately issued$066
Collaterized mortgage obligations$38,926,000501
CMOs issued by government agencies or sponsored agencies$38,926,000469
Privately issued$0642
Commercial mortgage-backed securities$15,745,000381
Commercial mortgage pass-through securities$116,000958
Other commercial mortgage-backed securities$15,629,000248
Held to maturity securities (book value)$116,0002,054
Available-for-sale securities (fair market value)$94,714,0001,299
Total debt securities$94,831,0001,441
Structured notes
Amortized cost$538,000840
Fair value$537,000839
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$101,230,0001,353
U.S. Government securities$96,424,000928
U.S. Treasury securities$01,367
U.S. Government agency obligations$96,424,000884
Securities issued by states & political subdivisions$4,684,0003,567
Other domestic debt securities$122,0002,072
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$122,000133
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$11,540,0002,778
Mortgage-backed securities$91,984,000694
Certificates of participation in pools of residential mortgages$33,087,0001,049
Issued or guaranteed by U.S.$33,087,0001,048
Privately issued$071
Collaterized mortgage obligations$41,654,000485
CMOs issued by government agencies or sponsored agencies$41,654,000448
Privately issued$0666
Commercial mortgage-backed securities$17,243,000345
Commercial mortgage pass-through securities$122,000925
Other commercial mortgage-backed securities$17,121,000228
Held to maturity securities (book value)$122,0002,074
Available-for-sale securities (fair market value)$101,108,0001,206
Total debt securities$101,232,0001,331
Structured notes
Amortized cost$582,000828
Fair value$582,000827
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$109,336,0001,239
U.S. Government securities$107,022,000844
U.S. Treasury securities$01,214
U.S. Government agency obligations$107,022,000810
Securities issued by states & political subdivisions$2,186,0004,117
Other domestic debt securities$128,0002,076
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$128,000125
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$12,356,0002,699
Mortgage-backed securities$102,508,000636
Certificates of participation in pools of residential mortgages$37,077,000985
Issued or guaranteed by U.S.$37,077,000984
Privately issued$067
Collaterized mortgage obligations$47,616,000445
CMOs issued by government agencies or sponsored agencies$47,616,000407
Privately issued$0671
Commercial mortgage-backed securities$17,815,000332
Commercial mortgage pass-through securities$128,000849
Other commercial mortgage-backed securities$17,687,000208
Held to maturity securities (book value)$128,0002,095
Available-for-sale securities (fair market value)$109,208,0001,099
Total debt securities$109,335,0001,218
Structured notes
Amortized cost$622,000802
Fair value$624,000800
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$113,211,0001,225
U.S. Government securities$110,425,000836
U.S. Treasury securities$01,253
U.S. Government agency obligations$110,425,000802
Securities issued by states & political subdivisions$2,651,0004,029
Other domestic debt securities$135,0002,110
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$135,000136
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$11,710,0002,829
Mortgage-backed securities$105,860,000627
Certificates of participation in pools of residential mortgages$39,540,000947
Issued or guaranteed by U.S.$39,540,000944
Privately issued$071
Collaterized mortgage obligations$51,430,000436
CMOs issued by government agencies or sponsored agencies$51,430,000401
Privately issued$0687
Commercial mortgage-backed securities$14,890,000345
Commercial mortgage pass-through securities$135,000804
Other commercial mortgage-backed securities$14,755,000217
Held to maturity securities (book value)$135,0002,134
Available-for-sale securities (fair market value)$113,076,0001,080
Total debt securities$113,212,0001,199
Structured notes
Amortized cost$667,000922
Fair value$675,000920
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$108,397,0001,288
U.S. Government securities$105,019,000883
U.S. Treasury securities$01,296
U.S. Government agency obligations$105,019,000847
Securities issued by states & political subdivisions$3,239,0003,904
Other domestic debt securities$139,0002,126
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$139,000143
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$11,651,0002,879
Mortgage-backed securities$100,420,000662
Certificates of participation in pools of residential mortgages$41,805,000902
Issued or guaranteed by U.S.$41,805,000902
Privately issued$066
Collaterized mortgage obligations$46,217,000467
CMOs issued by government agencies or sponsored agencies$46,217,000437
Privately issued$0699
Commercial mortgage-backed securities$12,398,000371
Commercial mortgage pass-through securities$139,000790
Other commercial mortgage-backed securities$12,259,000229
Held to maturity securities (book value)$139,0002,176
Available-for-sale securities (fair market value)$108,258,0001,135
Total debt securities$108,398,0001,267
Structured notes
Amortized cost$714,0001,078
Fair value$725,0001,075
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$107,643,0001,304
U.S. Government securities$102,666,000927
U.S. Treasury securities$01,367
U.S. Government agency obligations$102,666,000882
Securities issued by states & political subdivisions$4,827,0003,612
Other domestic debt securities$150,0002,110
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$150,000121
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$12,176,0002,840
Mortgage-backed securities$98,105,000661
Certificates of participation in pools of residential mortgages$47,925,000824
Issued or guaranteed by U.S.$47,925,000823
Privately issued$066
Collaterized mortgage obligations$39,118,000528
CMOs issued by government agencies or sponsored agencies$39,118,000491
Privately issued$0704
Commercial mortgage-backed securities$11,062,000379
Commercial mortgage pass-through securities$150,000761
Other commercial mortgage-backed securities$10,912,000227
Held to maturity securities (book value)$150,0002,205
Available-for-sale securities (fair market value)$107,493,0001,146
Total debt securities$107,643,0001,284
Structured notes
Amortized cost$765,0001,165
Fair value$764,0001,164
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$99,220,0001,422
U.S. Government securities$94,222,000992
U.S. Treasury securities$01,303
U.S. Government agency obligations$94,222,000946
Securities issued by states & political subdivisions$4,841,0003,643
Other domestic debt securities$157,0002,150
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$157,000130
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$12,968,0002,779
Mortgage-backed securities$89,541,000698
Certificates of participation in pools of residential mortgages$43,889,000869
Issued or guaranteed by U.S.$43,889,000869
Privately issued$065
Collaterized mortgage obligations$35,705,000556
CMOs issued by government agencies or sponsored agencies$35,705,000522
Privately issued$0721
Commercial mortgage-backed securities$9,947,000373
Commercial mortgage pass-through securities$1,177,000530
Other commercial mortgage-backed securities$8,770,000236
Held to maturity securities (book value)$157,0002,210
Available-for-sale securities (fair market value)$99,063,0001,253
Total debt securities$99,220,0001,402
Structured notes
Amortized cost$832,0001,305
Fair value$840,0001,302
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$87,130,0001,623
U.S. Government securities$81,584,0001,175
U.S. Treasury securities$01,348
U.S. Government agency obligations$81,584,0001,119
Securities issued by states & political subdivisions$5,381,0003,540
Other domestic debt securities$165,0002,165
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$165,000114
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$12,695,0002,819
Mortgage-backed securities$75,870,000825
Certificates of participation in pools of residential mortgages$34,307,0001,096
Issued or guaranteed by U.S.$34,307,0001,095
Privately issued$067
Collaterized mortgage obligations$31,272,000598
CMOs issued by government agencies or sponsored agencies$31,272,000566
Privately issued$0741
Commercial mortgage-backed securities$10,291,000335
Commercial mortgage pass-through securities$1,169,000505
Other commercial mortgage-backed securities$9,122,000221
Held to maturity securities (book value)$165,0002,247
Available-for-sale securities (fair market value)$86,965,0001,451
Total debt securities$87,128,0001,601
Structured notes
Amortized cost$913,0001,439
Fair value$919,0001,437
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$80,811,0001,755
U.S. Government securities$74,799,0001,271
U.S. Treasury securities$01,327
U.S. Government agency obligations$74,799,0001,208
Securities issued by states & political subdivisions$5,845,0003,459
Other domestic debt securities$167,0002,225
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$167,000108
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$13,037,0002,833
Mortgage-backed securities$65,986,000928
Certificates of participation in pools of residential mortgages$31,851,0001,153
Issued or guaranteed by U.S.$31,851,0001,152
Privately issued$070
Collaterized mortgage obligations$23,122,000775
CMOs issued by government agencies or sponsored agencies$23,122,000738
Privately issued$0776
Commercial mortgage-backed securities$11,013,000311
Commercial mortgage pass-through securities$1,180,000488
Other commercial mortgage-backed securities$9,833,000201
Held to maturity securities (book value)$167,0002,247
Available-for-sale securities (fair market value)$80,644,0001,586
Total debt securities$80,812,0001,729
Structured notes
Amortized cost$997,0001,486
Fair value$1,007,0001,340
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$78,194,0001,810
U.S. Government securities$71,876,0001,314
U.S. Treasury securities$01,361
U.S. Government agency obligations$71,876,0001,256
Securities issued by states & political subdivisions$6,132,0003,438
Other domestic debt securities$186,0002,240
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$186,000110
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$13,770,0002,769
Mortgage-backed securities$60,605,0001,016
Certificates of participation in pools of residential mortgages$30,567,0001,212
Issued or guaranteed by U.S.$30,567,0001,210
Privately issued$075
Collaterized mortgage obligations$22,270,000811
CMOs issued by government agencies or sponsored agencies$22,270,000773
Privately issued$0785
Commercial mortgage-backed securities$7,768,000381
Commercial mortgage pass-through securities$186,000675
Other commercial mortgage-backed securities$7,582,000221
Held to maturity securities (book value)$186,0002,263
Available-for-sale securities (fair market value)$78,008,0001,634
Total debt securities$78,195,0001,790
Structured notes
Amortized cost$1,069,0001,408
Fair value$1,077,0001,407
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$76,356,0001,887
U.S. Government securities$68,655,0001,401
U.S. Treasury securities$500,0001,210
U.S. Government agency obligations$68,155,0001,349
Securities issued by states & political subdivisions$7,511,0003,242
Other domestic debt securities$190,0002,305
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$190,000130
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$12,855,0002,874
Mortgage-backed securities$56,849,0001,110
Certificates of participation in pools of residential mortgages$26,334,0001,397
Issued or guaranteed by U.S.$26,334,0001,397
Privately issued$073
Collaterized mortgage obligations$28,333,000712
CMOs issued by government agencies or sponsored agencies$28,333,000676
Privately issued$0821
Commercial mortgage-backed securities$2,182,000616
Commercial mortgage pass-through securities$190,000665
Other commercial mortgage-backed securities$1,992,000402
Held to maturity securities (book value)$690,0002,065
Available-for-sale securities (fair market value)$75,666,0001,709
Total debt securities$76,354,0001,865
Structured notes
Amortized cost$1,167,0001,486
Fair value$1,164,0001,487
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$72,283,0001,996
U.S. Government securities$64,743,0001,502
U.S. Treasury securities$500,0001,169
U.S. Government agency obligations$64,243,0001,442
Securities issued by states & political subdivisions$7,540,0003,275
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$12,187,0002,975
Mortgage-backed securities$52,608,0001,196
Certificates of participation in pools of residential mortgages$22,655,0001,609
Issued or guaranteed by U.S.$22,655,0001,608
Privately issued$075
Collaterized mortgage obligations$27,755,000728
CMOs issued by government agencies or sponsored agencies$27,755,000690
Privately issued$0840
Commercial mortgage-backed securities$2,198,000616
Commercial mortgage pass-through securities$194,000659
Other commercial mortgage-backed securities$2,004,000386
Held to maturity securities (book value)$694,0002,077
Available-for-sale securities (fair market value)$71,589,0001,811
Total debt securities$72,283,0001,976
Structured notes
Amortized cost$1,291,0001,494
Fair value$1,286,0001,492
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$60,930,0002,316
U.S. Government securities$52,809,0001,790
U.S. Treasury securities$500,0001,038
U.S. Government agency obligations$52,309,0001,746
Securities issued by states & political subdivisions$8,121,0003,197
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$12,053,0003,016
Mortgage-backed securities$38,606,0001,539
Certificates of participation in pools of residential mortgages$20,591,0001,746
Issued or guaranteed by U.S.$20,591,0001,746
Privately issued$076
Collaterized mortgage obligations$17,812,000980
CMOs issued by government agencies or sponsored agencies$17,812,000928
Privately issued$0874
Commercial mortgage-backed securities$203,000920
Commercial mortgage pass-through securities$203,000652
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$703,0002,079
Available-for-sale securities (fair market value)$60,227,0002,110
Total debt securities$60,928,0002,297
Structured notes
Amortized cost$1,431,0001,473
Fair value$1,424,0001,448
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$64,288,0002,197
U.S. Government securities$56,169,0001,687
U.S. Treasury securities$500,000977
U.S. Government agency obligations$55,669,0001,644
Securities issued by states & political subdivisions$8,119,0003,196
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$12,590,0002,946
Mortgage-backed securities$40,844,0001,476
Certificates of participation in pools of residential mortgages$21,769,0001,667
Issued or guaranteed by U.S.$21,769,0001,666
Privately issued$081
Collaterized mortgage obligations$18,867,000951
CMOs issued by government agencies or sponsored agencies$18,867,000893
Privately issued$0906
Commercial mortgage-backed securities$208,000859
Commercial mortgage pass-through securities$208,000599
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$708,0002,075
Available-for-sale securities (fair market value)$63,580,0002,007
Total debt securities$64,289,0002,175
Structured notes
Amortized cost$1,605,0001,373
Fair value$1,597,0001,370
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$69,449,0002,075
U.S. Government securities$61,298,0001,579
U.S. Treasury securities$500,000973
U.S. Government agency obligations$60,798,0001,537
Securities issued by states & political subdivisions$8,151,0003,200
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$13,108,0002,847
Mortgage-backed securities$43,682,0001,425
Certificates of participation in pools of residential mortgages$23,079,0001,610
Issued or guaranteed by U.S.$23,079,0001,607
Privately issued$080
Collaterized mortgage obligations$20,386,000927
CMOs issued by government agencies or sponsored agencies$20,386,000874
Privately issued$0947
Commercial mortgage-backed securities$217,000845
Commercial mortgage pass-through securities$217,000575
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$717,0002,065
Available-for-sale securities (fair market value)$68,732,0001,888
Total debt securities$69,443,0002,055
Structured notes
Amortized cost$1,859,0001,316
Fair value$1,850,0001,284
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$64,684,0002,201
U.S. Government securities$56,517,0001,686
U.S. Treasury securities$500,000987
U.S. Government agency obligations$56,017,0001,646
Securities issued by states & political subdivisions$8,167,0003,194
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$14,190,0002,715
Mortgage-backed securities$41,800,0001,449
Certificates of participation in pools of residential mortgages$18,686,0001,877
Issued or guaranteed by U.S.$18,686,0001,875
Privately issued$083
Collaterized mortgage obligations$22,886,000868
CMOs issued by government agencies or sponsored agencies$22,886,000820
Privately issued$0969
Commercial mortgage-backed securities$228,000819
Commercial mortgage pass-through securities$228,000574
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$728,0002,006
Available-for-sale securities (fair market value)$63,956,0002,018
Total debt securities$64,685,0002,178
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$63,333,0002,247
U.S. Government securities$54,647,0001,763
U.S. Treasury securities$500,0001,008
U.S. Government agency obligations$54,147,0001,723
Securities issued by states & political subdivisions$8,686,0003,068
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$16,394,0002,529
Mortgage-backed securities$40,649,0001,536
Certificates of participation in pools of residential mortgages$16,683,0002,034
Issued or guaranteed by U.S.$16,683,0002,032
Privately issued$083
Collaterized mortgage obligations$23,728,000888
CMOs issued by government agencies or sponsored agencies$23,728,000840
Privately issued$01,005
Commercial mortgage-backed securities$238,000729
Commercial mortgage pass-through securities$238,000527
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$738,0001,989
Available-for-sale securities (fair market value)$62,595,0002,079
Total debt securities$63,332,0002,226
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$61,044,0002,262
U.S. Government securities$52,205,0001,792
U.S. Treasury securities$500,000976
U.S. Government agency obligations$51,705,0001,763
Securities issued by states & political subdivisions$8,839,0003,015
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$13,185,0002,860
Mortgage-backed securities$40,196,0001,532
Certificates of participation in pools of residential mortgages$18,081,0001,899
Issued or guaranteed by U.S.$18,081,0001,896
Privately issued$085
Collaterized mortgage obligations$21,865,000954
CMOs issued by government agencies or sponsored agencies$21,865,000889
Privately issued$01,025
Commercial mortgage-backed securities$250,000613
Commercial mortgage pass-through securities$250,000457
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$750,0002,011
Available-for-sale securities (fair market value)$60,294,0002,105
Total debt securities$61,042,0002,237
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$55,529,0002,465
U.S. Government securities$46,626,0002,019
U.S. Treasury securities$500,000929
U.S. Government agency obligations$46,126,0001,986
Securities issued by states & political subdivisions$8,903,0002,983
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$14,052,0002,775
Mortgage-backed securities$41,100,0001,583
Certificates of participation in pools of residential mortgages$19,428,0001,886
Issued or guaranteed by U.S.$19,428,0001,884
Privately issued$088
Collaterized mortgage obligations$21,412,0001,014
CMOs issued by government agencies or sponsored agencies$21,412,000947
Privately issued$01,068
Commercial mortgage-backed securities$260,000584
Commercial mortgage pass-through securities$260,000423
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$760,0002,041
Available-for-sale securities (fair market value)$54,769,0002,281
Total debt securities$55,529,0002,442
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$52,622,0002,571
U.S. Government securities$44,900,0002,073
U.S. Treasury securities$500,000907
U.S. Government agency obligations$44,400,0002,049
Securities issued by states & political subdivisions$7,722,0003,127
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$19,344,0002,320
Mortgage-backed securities$36,206,0001,764
Certificates of participation in pools of residential mortgages$16,556,0002,141
Issued or guaranteed by U.S.$16,556,0002,140
Privately issued$094
Collaterized mortgage obligations$19,386,0001,096
CMOs issued by government agencies or sponsored agencies$19,386,0001,018
Privately issued$01,117
Commercial mortgage-backed securities$264,000546
Commercial mortgage pass-through securities$264,000382
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$764,0002,053
Available-for-sale securities (fair market value)$51,858,0002,392
Total debt securities$52,621,0002,549
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$40,912,0003,104
U.S. Government securities$32,893,0002,705
U.S. Treasury securities$500,000988
U.S. Government agency obligations$32,393,0002,673
Securities issued by states & political subdivisions$7,752,0003,031
Other domestic debt securities$267,0002,567
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$267,000116
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$20,528,0002,225
Mortgage-backed securities$25,454,0002,213
Certificates of participation in pools of residential mortgages$11,012,0002,716
Issued or guaranteed by U.S.$11,012,0002,714
Privately issued$094
Collaterized mortgage obligations$14,175,0001,366
CMOs issued by government agencies or sponsored agencies$14,175,0001,266
Privately issued$01,155
Commercial mortgage-backed securities$267,000508
Commercial mortgage pass-through securities$267,000354
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$767,0002,100
Available-for-sale securities (fair market value)$40,145,0002,898
Total debt securities$40,912,0003,077
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$45,666,0002,793
U.S. Government securities$35,820,0002,429
U.S. Treasury securitiesNANA
U.S. Government agency obligations$35,820,0002,370
Securities issued by states & political subdivisions$7,810,0002,979
Other domestic debt securities$278,0002,549
Privately issued residential mortgage-backed securities$278,0001,027
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,125
Foreign debt securitiesNANA
Equity securities$1,758,000437
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$27,372,0002,031
Certificates of participation in pools of residential mortgages$12,263,0002,453
Issued or guaranteed by U.S.$11,985,0002,483
Privately issued$278,00093
Collaterized mortgage obligations$15,109,0001,289
CMOs issued by government agencies or sponsored agencies$15,109,0001,142
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,022,0001,606
Available-for-sale securities (fair market value)$42,644,0002,690
Total debt securities$43,908,0002,861
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$47,625,0002,632
U.S. Government securities$37,969,0002,269
U.S. Treasury securitiesNANA
U.S. Government agency obligations$37,969,0002,204
Securities issued by states & political subdivisions$7,717,0002,941
Other domestic debt securities$283,0002,535
Privately issued residential mortgage-backed securities$283,0001,055
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,094
Foreign debt securitiesNANA
Equity securities$1,656,000459
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$29,513,0001,883
Certificates of participation in pools of residential mortgages$13,355,0002,272
Issued or guaranteed by U.S.$13,072,0002,290
Privately issued$283,000103
Collaterized mortgage obligations$16,158,0001,218
CMOs issued by government agencies or sponsored agencies$16,158,0001,077
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,963,0001,640
Available-for-sale securities (fair market value)$44,662,0002,512
Total debt securities$45,969,0002,663
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$40,205,0002,998
U.S. Government securities$30,505,0002,768
U.S. Treasury securitiesNANA
U.S. Government agency obligations$30,505,0002,688
Securities issued by states & political subdivisions$7,612,0002,901
Other domestic debt securities$290,0002,481
Privately issued residential mortgage-backed securities$290,0001,074
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,028
Foreign debt securitiesNANA
Equity securities$1,798,000448
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$22,593,0002,193
Certificates of participation in pools of residential mortgages$12,227,0002,343
Issued or guaranteed by U.S.$11,937,0002,375
Privately issued$290,000101
Collaterized mortgage obligations$10,366,0001,535
CMOs issued by government agencies or sponsored agencies$10,366,0001,354
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,776,0001,696
Available-for-sale securities (fair market value)$37,429,0002,892
Total debt securities$38,407,0003,083
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$36,403,0003,171
U.S. Government securities$26,699,0003,035
U.S. Treasury securitiesNANA
U.S. Government agency obligations$26,699,0002,942
Securities issued by states & political subdivisions$7,641,0002,851
Other domestic debt securities$292,0002,521
Privately issued residential mortgage-backed securities$292,0001,111
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,072
Foreign debt securitiesNANA
Equity securities$1,771,000457
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$19,379,0002,346
Certificates of participation in pools of residential mortgages$12,026,0002,302
Issued or guaranteed by U.S.$11,734,0002,333
Privately issued$292,000103
Collaterized mortgage obligations$7,353,0001,743
CMOs issued by government agencies or sponsored agencies$7,353,0001,562
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,486,0001,760
Available-for-sale securities (fair market value)$33,917,0003,057
Total debt securities$34,632,0003,261
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$34,922,0003,168
U.S. Government securities$25,420,0002,964
U.S. Treasury securitiesNANA
U.S. Government agency obligations$25,420,0002,877
Securities issued by states & political subdivisions$7,416,0002,908
Other domestic debt securities$294,0002,671
Privately issued residential mortgage-backed securities$294,0001,162
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,087
Foreign debt securitiesNANA
Equity securities$1,792,000458
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$16,072,0002,519
Certificates of participation in pools of residential mortgages$10,929,0002,336
Issued or guaranteed by U.S.$10,635,0002,374
Privately issued$294,000105
Collaterized mortgage obligations$5,143,0001,964
CMOs issued by government agencies or sponsored agencies$5,143,0001,758
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,362,0001,811
Available-for-sale securities (fair market value)$32,560,0003,034
Total debt securities$33,130,0003,247
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$37,844,0002,983
U.S. Government securities$27,147,0002,823
U.S. Treasury securitiesNANA
U.S. Government agency obligations$27,147,0002,729
Securities issued by states & political subdivisions$7,719,0002,760
Other domestic debt securities$1,287,0002,002
Privately issued residential mortgage-backed securities$282,0001,245
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,005,0001,394
Foreign debt securitiesNANA
Equity securities$1,691,000505
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$17,721,0002,372
Certificates of participation in pools of residential mortgages$12,167,0002,156
Issued or guaranteed by U.S.$11,885,0002,187
Privately issued$282,000108
Collaterized mortgage obligations$5,554,0001,889
CMOs issued by government agencies or sponsored agencies$5,554,0001,677
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,820,0001,766
Available-for-sale securities (fair market value)$35,024,0002,858
Total debt securities$36,153,0003,049
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$31,580,0003,364
U.S. Government securities$20,155,0003,477
U.S. Treasury securitiesNANA
U.S. Government agency obligations$20,155,0003,390
Securities issued by states & political subdivisions$7,549,0002,672
Other domestic debt securities$2,315,0001,615
Privately issued residential mortgage-backed securities$284,0001,285
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,031,000987
Foreign debt securitiesNANA
Equity securities$1,561,000542
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$17,769,0002,357
Certificates of participation in pools of residential mortgages$12,074,0002,196
Issued or guaranteed by U.S.$11,790,0002,216
Privately issued$284,000111
Collaterized mortgage obligations$5,695,0001,807
CMOs issued by government agencies or sponsored agencies$5,695,0001,572
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,478,0001,901
Available-for-sale securities (fair market value)$29,102,0003,232
Total debt securities$30,019,0003,444
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$25,989,0003,827
U.S. Government securities$10,922,0004,812
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,922,0004,697
Securities issued by states & political subdivisions$9,939,0002,236
Other domestic debt securities$3,350,0001,430
Privately issued residential mortgage-backed securities$278,0001,328
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,072,000819
Foreign debt securitiesNANA
Equity securities$1,778,000520
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,568,0003,416
Certificates of participation in pools of residential mortgages$6,448,0003,132
Issued or guaranteed by U.S.$6,170,0003,185
Privately issued$278,000113
Collaterized mortgage obligations$2,120,0002,445
CMOs issued by government agencies or sponsored agencies$2,120,0002,154
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,503,0001,913
Available-for-sale securities (fair market value)$23,486,0003,687
Total debt securities$24,211,0003,949
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$25,659,0003,828
U.S. Government securities$10,632,0004,852
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,632,0004,753
Securities issued by states & political subdivisions$9,946,0002,248
Other domestic debt securities$3,377,0001,469
Privately issued residential mortgage-backed securities$262,0001,375
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,115,000823
Foreign debt securitiesNANA
Equity securities$1,704,000542
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,272,0003,518
Certificates of participation in pools of residential mortgages$6,197,0003,250
Issued or guaranteed by U.S.$5,935,0003,291
Privately issued$262,000120
Collaterized mortgage obligations$2,075,0002,442
CMOs issued by government agencies or sponsored agencies$2,075,0002,130
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,375,0002,227
Available-for-sale securities (fair market value)$24,284,0003,576
Total debt securities$23,955,0003,950
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$23,832,0004,027
U.S. Government securities$7,990,0005,418
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,990,0005,321
Securities issued by states & political subdivisions$9,736,0002,311
Other domestic debt securities$4,404,0001,377
Privately issued residential mortgage-backed securities$250,0001,430
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,154,000733
Foreign debt securitiesNANA
Equity securities$1,702,000587
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,620,0004,339
Certificates of participation in pools of residential mortgages$250,0005,588
Issued or guaranteed by U.S.$06,192
Privately issued$250,000130
Collaterized mortgage obligations$4,370,0001,947
CMOs issued by government agencies or sponsored agencies$4,370,0001,637
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,748,0001,966
Available-for-sale securities (fair market value)$21,084,0003,908
Total debt securities$22,130,0004,160
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$26,592,0003,741
U.S. Government securities$10,386,0004,924
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,386,0004,835
Securities issued by states & political subdivisions$9,217,0002,326
Other domestic debt securities$5,428,0001,282
Privately issued residential mortgage-backed securities$258,0001,446
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,170,000648
Foreign debt securitiesNANA
Equity securities$1,561,000664
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,997,0004,287
Certificates of participation in pools of residential mortgages$258,0005,638
Issued or guaranteed by U.S.$06,247
Privately issued$258,000136
Collaterized mortgage obligations$4,739,0001,873
CMOs issued by government agencies or sponsored agencies$4,739,0001,563
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,087,0002,117
Available-for-sale securities (fair market value)$24,505,0003,526
Total debt securities$25,031,0003,831
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$23,688,0004,017
U.S. Government securities$10,961,0004,902
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,961,0004,815
Securities issued by states & political subdivisions$9,110,0002,280
Other domestic debt securities$2,246,0001,789
Privately issued residential mortgage-backed securities$235,0001,483
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,011,0001,135
Foreign debt securitiesNANA
Equity securities$1,371,000685
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,500,0004,243
Certificates of participation in pools of residential mortgages$235,0005,720
Issued or guaranteed by U.S.$06,315
Privately issued$235,000144
Collaterized mortgage obligations$5,265,0001,800
CMOs issued by government agencies or sponsored agencies$5,265,0001,479
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)$1,582,0002,297
Available-for-sale securities (fair market value)$22,106,0003,752
Total debt securities$22,317,0004,122
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$24,138,0003,980
U.S. Government securities$12,336,0004,704
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,336,0004,619
Securities issued by states & political subdivisions$9,115,0002,227
Other domestic debt securities$1,223,0002,156
Privately issued residential mortgage-backed securities$221,0001,448
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,002,0001,498
Foreign debt securitiesNANA
Equity securities$1,464,000651
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,805,0004,126
Certificates of participation in pools of residential mortgages$221,0005,747
Issued or guaranteed by U.S.$06,354
Privately issued$221,000143
Collaterized mortgage obligations$5,584,0001,708
CMOs issued by government agencies or sponsored agencies$5,584,0001,424
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)$1,115,0002,481
Available-for-sale securities (fair market value)$23,023,0003,644
Total debt securities$22,674,0004,092
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$27,754,0003,577
U.S. Government securities$14,261,0004,306
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,261,0004,232
Securities issued by states & political subdivisions$8,694,0002,276
Other domestic debt securities$3,188,0001,485
Privately issued residential mortgage-backed securities$196,0001,432
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,992,000875
Foreign debt securitiesNANA
Equity securities$1,611,000630
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,868,0003,997
Certificates of participation in pools of residential mortgages$196,0005,789
Issued or guaranteed by U.S.$06,391
Privately issued$196,000146
Collaterized mortgage obligations$5,672,0001,630
CMOs issued by government agencies or sponsored agencies$5,672,0001,335
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)$699,0002,735
Available-for-sale securities (fair market value)$27,055,0003,215
Total debt securities$26,143,0003,678
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$31,525,0003,317
U.S. Government securities$16,589,0003,995
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,589,0003,934
Securities issued by states & political subdivisions$8,994,0002,251
Other domestic debt securities$4,207,0001,342
Privately issued residential mortgage-backed securities$189,0001,407
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,018,000792
Foreign debt securitiesNANA
Equity securities$1,735,000826
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,152,0003,916
Certificates of participation in pools of residential mortgages$189,0005,823
Issued or guaranteed by U.S.$06,414
Privately issued$189,000161
Collaterized mortgage obligations$5,963,0001,601
CMOs issued by government agencies or sponsored agencies$5,963,0001,307
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)$1,733,0002,289
Available-for-sale securities (fair market value)$29,792,0003,076
Total debt securities$29,790,0003,424
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$36,295,0002,988
U.S. Government securities$19,220,0003,621
U.S. Treasury securitiesNANA
U.S. Government agency obligations$19,220,0003,553
Securities issued by states & political subdivisions$9,214,0002,194
Other domestic debt securities$6,215,0001,085
Privately issued residential mortgage-backed securities$182,0001,399
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,033,000615
Foreign debt securitiesNANA
Equity securities$1,646,000879
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,654,0003,730
Certificates of participation in pools of residential mortgages$182,0005,837
Issued or guaranteed by U.S.$06,412
Privately issued$182,000164
Collaterized mortgage obligations$6,472,0001,516
CMOs issued by government agencies or sponsored agencies$6,472,0001,235
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)$2,238,0002,178
Available-for-sale securities (fair market value)$34,057,0002,792
Total debt securities$34,649,0003,048
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$50,460,0002,282
U.S. Government securities$30,419,0002,640
U.S. Treasury securitiesNANA
U.S. Government agency obligations$30,419,0002,581
Securities issued by states & political subdivisions$9,178,0002,200
Other domestic debt securities$9,142,000842
Privately issued residential mortgage-backed securities$156,0001,308
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,986,000468
Foreign debt securitiesNANA
Equity securities$1,721,000826
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,989,0003,616
Certificates of participation in pools of residential mortgages$156,0005,761
Issued or guaranteed by U.S.$06,379
Privately issued$156,000153
Collaterized mortgage obligations$5,833,0001,522
CMOs issued by government agencies or sponsored agencies$5,833,0001,263
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,745,0002,385
Available-for-sale securities (fair market value)$48,715,0002,048
Total debt securities$48,739,0002,299
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$53,199,0002,174
U.S. Government securities$31,281,0002,597
U.S. Treasury securitiesNANA
U.S. Government agency obligations$31,281,0002,544
Securities issued by states & political subdivisions$9,115,0002,179
Other domestic debt securities$11,081,000697
Privately issued residential mortgage-backed securities$144,0001,278
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,937,000385
Foreign debt securitiesNANA
Equity securities$1,722,000810
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,074,0003,433
Certificates of participation in pools of residential mortgages$144,0005,722
Issued or guaranteed by U.S.$06,345
Privately issued$144,000161
Collaterized mortgage obligations$5,930,0001,466
CMOs issued by government agencies or sponsored agencies$5,930,0001,219
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,868,0002,400
Available-for-sale securities (fair market value)$51,331,0001,933
Total debt securities$51,477,0002,190
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$54,512,0002,106
U.S. Government securities$34,109,0002,399
U.S. Treasury securitiesNANA
U.S. Government agency obligations$34,109,0002,334
Securities issued by states & political subdivisions$8,155,0002,340
Other domestic debt securities$12,053,000635
Privately issued residential mortgage-backed securities$147,0001,237
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,906,000337
Foreign debt securitiesNANA
Equity securities$195,0001,473
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,219,0003,874
Certificates of participation in pools of residential mortgages$147,0005,732
Issued or guaranteed by U.S.$06,389
Privately issued$147,000171
Collaterized mortgage obligations$4,072,0001,682
CMOs issued by government agencies or sponsored agencies$4,072,0001,416
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)$348,0003,160
Available-for-sale securities (fair market value)$54,164,0001,827
Total debt securities$54,317,0002,069
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$56,717,0002,041
U.S. Government securities$35,284,0002,354
U.S. Treasury securities$501,0001,135
U.S. Government agency obligations$34,783,0002,316
Securities issued by states & political subdivisions$8,304,0002,322
Other domestic debt securities$13,033,000626
Privately issued residential mortgage-backed securities$120,0001,204
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,913,000335
Foreign debt securities$0207
Equity securities$96,0001,609
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,501,0002,882
Mortgage-backed securities$2,327,0004,566
Certificates of participation in pools of residential mortgages$2,327,0004,007
Issued or guaranteed by U.S.$2,207,0004,042
Privately issued$120,000181
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$621,0003,007
Available-for-sale securities (fair market value)$56,096,0001,773
Total debt securities$56,621,0002,006
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$59,647,0001,974
U.S. Government securities$37,270,0002,289
U.S. Treasury securities$501,0001,173
U.S. Government agency obligations$36,769,0002,260
Securities issued by states & political subdivisions$8,301,0002,319
Other domestic debt securities$13,985,000587
Privately issued residential mortgage-backed securities$101,0001,196
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,884,000322
Foreign debt securities$0210
Equity securities$91,0001,655
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,501,0002,875
Mortgage-backed securities$2,409,0004,523
Certificates of participation in pools of residential mortgages$2,409,0003,971
Issued or guaranteed by U.S.$2,308,0004,002
Privately issued$101,000173
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$602,0003,082
Available-for-sale securities (fair market value)$59,045,0001,724
Total debt securities$59,556,0001,944
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$61,267,0001,952
U.S. Government securities$39,283,0002,199
U.S. Treasury securities$501,0001,244
U.S. Government agency obligations$38,782,0002,159
Securities issued by states & political subdivisions$7,902,0002,396
Other domestic debt securities$13,985,000584
Privately issued residential mortgage-backed securities$96,0001,184
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,889,000317
Foreign debt securities$0214
Equity securities$97,0001,694
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,500,0002,864
Mortgage-backed securities$2,519,0004,472
Certificates of participation in pools of residential mortgages$2,519,0003,908
Issued or guaranteed by U.S.$2,423,0003,928
Privately issued$96,000182
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$597,0003,154
Available-for-sale securities (fair market value)$60,670,0001,685
Total debt securities$61,170,0001,914
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$58,889,0002,032
U.S. Government securities$37,986,0002,260
U.S. Treasury securities$501,0001,282
U.S. Government agency obligations$37,485,0002,216
Securities issued by states & political subdivisions$5,953,0002,809
Other domestic debt securities$14,860,000575
Privately issued residential mortgage-backed securities$69,0001,194
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,791,000311
Foreign debt securities$0223
Equity securities$90,0001,732
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,500,0002,867
Mortgage-backed securities$2,592,0004,434
Certificates of participation in pools of residential mortgages$2,592,0003,870
Issued or guaranteed by U.S.$2,523,0003,887
Privately issued$69,000186
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$570,0003,211
Available-for-sale securities (fair market value)$58,319,0001,741
Total debt securities$58,799,0001,991
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$58,477,0002,054
U.S. Government securities$39,012,0002,249
U.S. Treasury securities$1,248,0001,038
U.S. Government agency obligations$37,764,0002,248
Securities issued by states & political subdivisions$4,428,0003,267
Other domestic debt securities$14,923,000578
Privately issued residential mortgage-backed securities$70,0001,179
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,853,000324
Foreign debt securities$0226
Equity securities$114,0001,716
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,250,0002,888
Mortgage-backed securities$2,752,0004,400
Certificates of participation in pools of residential mortgages$2,752,0003,830
Issued or guaranteed by U.S.$2,682,0003,852
Privately issued$70,000179
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$320,0003,512
Available-for-sale securities (fair market value)$58,157,0001,753
Total debt securities$58,363,0002,016
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$61,459,0001,965
U.S. Government securities$40,325,0002,172
U.S. Treasury securities$2,240,000834
U.S. Government agency obligations$38,085,0002,215
Securities issued by states & political subdivisions$4,036,0003,412
Other domestic debt securities$17,001,000556
Privately issued residential mortgage-backed securities$47,0001,187
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$16,954,000306
Foreign debt securities$0223
Equity securities$97,0001,776
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,931,0002,901
Mortgage-backed securities$2,881,0004,384
Certificates of participation in pools of residential mortgages$2,881,0003,792
Issued or guaranteed by U.S.$2,834,0003,793
Privately issued$47,000193
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$298,0003,619
Available-for-sale securities (fair market value)$61,161,0001,691
Total debt securities$61,362,0001,928
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$63,380,0001,899
U.S. Government securities$41,105,0002,110
U.S. Treasury securities$2,231,000842
U.S. Government agency obligations$38,874,0002,157
Securities issued by states & political subdivisions$4,053,0003,395
Other domestic debt securities$18,125,000543
Privately issued residential mortgage-backed securities$53,0001,165
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,072,000301
Foreign debt securities$0234
Equity securities$97,0001,780
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,993,0002,876
Mortgage-backed securities$3,503,0004,191
Certificates of participation in pools of residential mortgages$3,503,0003,597
Issued or guaranteed by U.S.$3,450,0003,607
Privately issued$53,000196
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$304,0003,666
Available-for-sale securities (fair market value)$63,076,0001,609
Total debt securities$63,283,0001,854
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$66,387,0001,827
U.S. Government securities$42,828,0002,066
U.S. Treasury securities$2,228,000866
U.S. Government agency obligations$40,600,0002,103
Securities issued by states & political subdivisions$4,133,0003,345
Other domestic debt securities$19,324,000543
Privately issued residential mortgage-backed securities$54,0001,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,270,000304
Foreign debt securities$0234
Equity securities$102,0001,788
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0006,941
Mortgage-backed securities$3,799,0004,178
Certificates of participation in pools of residential mortgages$3,799,0003,582
Issued or guaranteed by U.S.$3,745,0003,600
Privately issued$54,000199
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$305,0003,712
Available-for-sale securities (fair market value)$66,082,0001,558
Total debt securities$66,285,0001,788
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$70,513,0001,744
U.S. Government securities$45,564,0001,989
U.S. Treasury securities$2,221,000939
U.S. Government agency obligations$43,343,0002,007
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$24,853,000463
Privately issued residential mortgage-backed securities$55,0001,124
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,798,000254
Foreign debt securities$0247
Equity securities$96,0001,844
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0006,986
Mortgage-backed securities$4,001,0004,205
Certificates of participation in pools of residential mortgages$4,001,0003,603
Issued or guaranteed by U.S.$3,946,0003,610
Privately issued$55,000181
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$306,0003,760
Available-for-sale securities (fair market value)$70,207,0001,487
Total debt securities$70,417,0001,708
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$73,676,0001,699
U.S. Government securities$47,576,0001,929
U.S. Treasury securities$2,228,000961
U.S. Government agency obligations$45,348,0001,942
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$25,230,000470
Privately issued residential mortgage-backed securities$15,0001,186
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$25,215,000257
Foreign debt securities$0244
Equity securities$870,0001,279
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0007,004
Mortgage-backed securities$4,232,0004,172
Certificates of participation in pools of residential mortgages$4,232,0003,550
Issued or guaranteed by U.S.$4,217,0003,549
Privately issued$15,000193
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$267,0003,872
Available-for-sale securities (fair market value)$73,409,0001,446
Total debt securities$72,806,0001,675
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$73,176,0001,706
U.S. Government securities$38,988,0002,257
U.S. Treasury securities$2,237,000946
U.S. Government agency obligations$36,751,0002,301
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$29,095,000421
Privately issued residential mortgage-backed securities$15,0001,156
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$29,080,000241
Foreign debt securities$0248
Equity securities$5,093,000563
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0007,050
Mortgage-backed securities$3,498,0004,456
Certificates of participation in pools of residential mortgages$3,498,0003,853
Issued or guaranteed by U.S.$3,483,0003,854
Privately issued$15,000208
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$267,0003,942
Available-for-sale securities (fair market value)$72,909,0001,449
Total debt securities$68,083,0001,773
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$83,125,0001,558
U.S. Government securities$35,585,0002,487
U.S. Treasury securities$1,978,0001,120
U.S. Government agency obligations$33,607,0002,511
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$45,168,000314
Privately issued residential mortgage-backed securities$15,0001,154
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$45,153,000156
Foreign debt securities$986,00094
Equity securities$1,386,0001,101
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,245
Mortgage-backed securities$3,724,0004,446
Certificates of participation in pools of residential mortgages$3,724,0003,838
Issued or guaranteed by U.S.$3,709,0003,832
Privately issued$15,000206
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,0004,479
Available-for-sale securities (fair market value)$83,107,0001,325
Total debt securities$81,739,0001,535
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$79,372,0001,630
U.S. Government securities$37,381,0002,364
U.S. Treasury securities$250,0001,903
U.S. Government agency obligations$37,131,0002,305
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$38,930,000358
Privately issued residential mortgage-backed securities$16,0001,217
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$38,914,000194
Foreign debt securities$1,007,00098
Equity securities$2,054,0001,015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0007,095
Mortgage-backed securities$4,193,0004,319
Certificates of participation in pools of residential mortgages$4,193,0003,700
Issued or guaranteed by U.S.$4,177,0003,696
Privately issued$16,000217
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$269,0004,029
Available-for-sale securities (fair market value)$79,103,0001,393
Total debt securities$77,318,0001,612
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$80,147,0001,661
U.S. Government securities$39,238,0002,338
U.S. Treasury securities$250,0002,024
U.S. Government agency obligations$38,988,0002,262
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$39,815,000329
Privately issued residential mortgage-backed securities$18,0001,075
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$39,797,000208
Foreign debt securities$997,000106
Equity securities$97,0002,007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$251,0007,108
Mortgage-backed securities$4,450,0004,219
Certificates of participation in pools of residential mortgages$4,450,0003,589
Issued or guaranteed by U.S.$4,432,0003,583
Privately issued$18,000231
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$271,0004,081
Available-for-sale securities (fair market value)$79,876,0001,433
Total debt securities$80,050,0001,615
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$86,420,0001,521
U.S. Government securities$41,033,0002,196
U.S. Treasury securities$250,0002,081
U.S. Government agency obligations$40,783,0002,135
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$41,284,000327
Privately issued residential mortgage-backed securities$18,0001,155
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$41,266,000215
Foreign debt securities$1,004,000104
Equity securities$3,099,000871
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0007,138
Mortgage-backed securities$4,869,0004,094
Certificates of participation in pools of residential mortgages$4,869,0003,458
Issued or guaranteed by U.S.$4,851,0003,447
Privately issued$18,000239
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$272,0004,108
Available-for-sale securities (fair market value)$86,148,0001,302
Total debt securities$83,321,0001,524
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$76,776,0001,633
U.S. Government securities$29,962,0002,742
U.S. Treasury securities$250,0002,120
U.S. Government agency obligations$29,712,0002,652
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$40,701,000348
Privately issued residential mortgage-backed securities$48,0001,146
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$40,653,000219
Foreign debt securities$1,010,000105
Equity securities$5,103,000683
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0007,165
Mortgage-backed securities$4,901,0004,153
Certificates of participation in pools of residential mortgages$4,901,0003,467
Issued or guaranteed by U.S.$4,853,0003,471
Privately issued$48,000225
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$304,0004,110
Available-for-sale securities (fair market value)$76,472,0001,403
Total debt securities$71,673,0001,689
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$64,632,0001,890
U.S. Government securities$28,825,0002,783
U.S. Treasury securities$250,0002,174
U.S. Government agency obligations$28,575,0002,690
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$30,705,000432
Privately issued residential mortgage-backed securities$35,0001,192
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$30,670,000297
Foreign debt securities$0294
Equity securities$5,102,000677
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0007,192
Mortgage-backed securities$3,862,0004,554
Certificates of participation in pools of residential mortgages$3,862,0003,823
Issued or guaranteed by U.S.$3,827,0003,818
Privately issued$35,000231
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$291,0004,198
Available-for-sale securities (fair market value)$64,341,0001,608
Total debt securities$59,530,0001,964
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$55,986,0002,123
U.S. Government securities$25,681,0003,052
U.S. Treasury securities$250,0002,322
U.S. Government agency obligations$25,431,0002,921
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$25,227,000498
Privately issued residential mortgage-backed securities$93,0001,147
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$25,134,000350
Foreign debt securities$0302
Equity securities$5,078,000680
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0007,220
Mortgage-backed securities$4,742,0004,238
Certificates of participation in pools of residential mortgages$4,742,0003,484
Issued or guaranteed by U.S.$4,649,0003,495
Privately issued$93,000210
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,350,0003,345
Available-for-sale securities (fair market value)$54,636,0001,823
Total debt securities$50,908,0002,238
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$37,749,0002,792
U.S. Government securities$25,714,0002,884
U.S. Treasury securities$250,0002,876
U.S. Government agency obligations$25,464,0002,758
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$11,968,000850
Privately issued residential mortgage-backed securities$119,0001,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,849,000649
Foreign debt securities$0319
Equity securities$67,0002,081
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0007,414
Mortgage-backed securities$6,987,0003,468
Certificates of participation in pools of residential mortgages$6,987,0002,627
Issued or guaranteed by U.S.$6,868,0002,637
Privately issued$119,000214
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,386,0002,206
Available-for-sale securities (fair market value)$32,363,0002,639
Total debt securities$37,682,0002,725
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$35,796,0002,974
U.S. Government securities$26,241,0002,948
U.S. Treasury securities$1,250,0002,426
U.S. Government agency obligations$24,991,0002,856
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$8,776,000871
Privately issued residential mortgage-backed securities$224,0001,085
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,552,000718
Foreign debt securities$0313
Equity securities$779,0002,959
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0007,719
Mortgage-backed securities$2,186,0004,665
Certificates of participation in pools of residential mortgages$2,186,0003,839
Issued or guaranteed by U.S.$1,962,0003,972
Privately issued$224,000226
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,524,0001,948
Available-for-sale securities (fair market value)$26,272,0003,083
Total debt securities$35,017,0002,922
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$52,096,0002,164
U.S. Government securities$40,225,0002,086
U.S. Treasury securities$5,249,0001,494
U.S. Government agency obligations$34,976,0002,136
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$11,269,000772
Privately issued residential mortgage-backed securities$108,0001,209
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,161,000614
Foreign debt securities$0343
Equity securities$602,0003,335
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0007,934
Mortgage-backed securities$2,702,0004,647
Certificates of participation in pools of residential mortgages$2,702,0003,756
Issued or guaranteed by U.S.$2,594,0003,801
Privately issued$108,000240
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
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)$15,048,0001,581
Available-for-sale securities (fair market value)$37,048,0002,326
Total debt securities$51,494,0002,120
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$57,209,0002,021
U.S. Government securities$46,257,0001,894
U.S. Treasury securities$15,490,000852
U.S. Government agency obligations$30,767,0002,322
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$10,280,000752
Privately issued residential mortgage-backed securities$134,0001,174
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,146,000573
Foreign debt securities$0363
Equity securities$672,0003,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0008,077
Mortgage-backed securities$3,447,0004,511
Certificates of participation in pools of residential mortgages$3,447,0003,588
Issued or guaranteed by U.S.$3,313,0003,639
Privately issued$134,000267
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
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)$20,547,0001,339
Available-for-sale securities (fair market value)$36,662,0002,299
Total debt securities$56,537,0001,974
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$48,257,0002,370
U.S. Government securities$39,400,0002,277
U.S. Treasury securities$22,296,000847
U.S. Government agency obligations$17,104,0003,651
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$8,235,000641
Privately issued residential mortgage-backed securities$189,0001,068
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,046,000489
Foreign debt securities$0390
Equity securities$622,0003,161
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0008,506
Mortgage-backed securities$5,216,0003,765
Certificates of participation in pools of residential mortgages$5,216,0002,849
Issued or guaranteed by U.S.$5,027,0002,890
Privately issued$189,000301
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
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)$23,450,0001,469
Available-for-sale securities (fair market value)$24,807,0003,072
Total debt securities$47,635,0002,335
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$50,763,0002,417
U.S. Government securities$45,509,0002,141
U.S. Treasury securities$31,616,000741
U.S. Government agency obligations$13,893,0004,427
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$4,685,000936
Privately issued residential mortgage-backed securities$158,0001,399
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,527,000666
Foreign debt securities$0466
Equity securities$569,0003,261
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0008,918
Mortgage-backed securities$4,105,0004,640
Certificates of participation in pools of residential mortgages$4,105,0003,549
Issued or guaranteed by U.S.$3,947,0003,605
Privately issued$158,000376
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
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)$23,829,0001,652
Available-for-sale securities (fair market value)$26,934,0002,998
Total debt securities$50,235,0002,364
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$44,192,0002,852
U.S. Government securities$37,903,0002,671
U.S. Treasury securities$30,660,000908
U.S. Government agency obligations$7,243,0006,592
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$3,640,0001,292
Privately issued residential mortgage-backed securities$90,0001,925
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,550,000988
Foreign debt securities$2,523,000115
Equity securities$126,0005,840
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,0009,509
Mortgage-backed securities$2,018,0006,243
Certificates of participation in pools of residential mortgages$2,018,0004,892
Issued or guaranteed by U.S.$1,928,0004,942
Privately issued$90,000459
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,112,0001,769
Available-for-sale securities (fair market value)$21,080,0003,787
Total debt securities$43,998,0002,796
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$45,797,0002,859
U.S. Government securities$40,422,0002,587
U.S. Treasury securities$34,950,000990
U.S. Government agency obligations$5,472,0007,446
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$5,149,0001,153
Privately issued residential mortgage-backed securities$9,0002,791
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,140,000873
Foreign debt securitiesNANA
Equity securities$226,0004,561
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,0009,982
Mortgage-backed securities$1,015,0007,721
Certificates of participation in pools of residential mortgages$1,015,0006,403
Issued or guaranteed by U.S.$1,006,0006,394
Privately issued$9,000553
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,168,0002,851
Available-for-sale securities (fair market value)$20,629,0002,743
Total debt securities$46,679,0002,725
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$43,454,0003,212
U.S. Government securities$39,596,0002,773
U.S. Treasury securities$36,483,0001,031
U.S. Government agency obligations$3,113,0009,289
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$3,730,0001,673
Privately issued residential mortgage-backed securities$14,0003,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,716,0001,275
Foreign debt securitiesNANA
Equity securities$128,0005,255
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,00010,397
Mortgage-backed securities$63,00010,389
Certificates of participation in pools of residential mortgages$63,0009,566
Issued or guaranteed by U.S.$49,0009,588
Privately issued$14,000705
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$43,326,0003,132
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$38,947,0003,550
U.S. Government securities$35,160,0003,066
U.S. Treasury securities$32,106,0001,150
U.S. Government agency obligations$3,054,0009,493
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$3,667,0002,060
Privately issued residential mortgage-backed securities$21,0003,968
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,646,0001,463
Foreign debt securitiesNANA
Equity securities$120,0004,774
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,00010,714
Mortgage-backed securities$83,00010,827
Certificates of participation in pools of residential mortgages$83,0009,872
Issued or guaranteed by U.S.$62,0009,879
Privately issued$21,000793
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$38,827,0003,467
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