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Yampa Valley Bank, Securities

2021-12-31Rank
Total securities$160,038,0001,261
U.S. Government securities$74,451,0001,465
U.S. Treasury securities$48,006,000370
U.S. Government agency obligations$26,445,0002,369
Securities issued by states & political subdivisions$58,289,000937
Other domestic debt securities$27,298,000544
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,155,000272
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,177,0002,715
Mortgage-backed securities$43,076,0001,510
Certificates of participation in pools of residential mortgages$9,909,0002,289
Issued or guaranteed by U.S.$9,909,0002,226
Privately issued$0246
Collaterized mortgage obligations$12,679,0001,056
CMOs issued by government agencies or sponsored agencies$12,679,0001,009
Privately issued$0500
Commercial mortgage-backed securities$20,488,000602
Commercial mortgage pass-through securities$1,485,0001,105
Other commercial mortgage-backed securities$19,003,000426
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$160,038,0001,153
Total debt securities$160,038,0001,244
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$105,539,0001,643
U.S. Government securities$45,527,0001,917
U.S. Treasury securities$17,655,000621
U.S. Government agency obligations$27,872,0002,289
Securities issued by states & political subdivisions$42,527,0001,214
Other domestic debt securities$17,485,000665
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,403,000266
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,302,0002,715
Mortgage-backed securities$34,252,0001,708
Certificates of participation in pools of residential mortgages$10,579,0002,244
Issued or guaranteed by U.S.$10,579,0002,189
Privately issued$0234
Collaterized mortgage obligations$13,104,0001,029
CMOs issued by government agencies or sponsored agencies$13,104,000985
Privately issued$0491
Commercial mortgage-backed securities$10,569,000851
Commercial mortgage pass-through securities$1,579,0001,089
Other commercial mortgage-backed securities$8,990,000618
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$105,539,0001,529
Total debt securities$105,540,0001,625
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$85,323,0001,842
U.S. Government securities$35,659,0002,121
U.S. Treasury securities$15,717,000574
U.S. Government agency obligations$19,942,0002,638
Securities issued by states & political subdivisions$40,195,0001,240
Other domestic debt securities$9,469,000892
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,469,000268
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,335,0002,697
Mortgage-backed securities$18,069,0002,259
Certificates of participation in pools of residential mortgages$7,260,0002,548
Issued or guaranteed by U.S.$7,260,0002,472
Privately issued$0247
Collaterized mortgage obligations$8,208,0001,231
CMOs issued by government agencies or sponsored agencies$8,208,0001,196
Privately issued$0478
Commercial mortgage-backed securities$2,601,0001,384
Commercial mortgage pass-through securities$1,590,0001,084
Other commercial mortgage-backed securities$1,011,0001,176
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$85,323,0001,727
Total debt securities$85,324,0001,827
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$87,113,0001,685
U.S. Government securities$37,117,0001,963
U.S. Treasury securities$15,783,000427
U.S. Government agency obligations$21,334,0002,430
Securities issued by states & political subdivisions$39,353,0001,209
Other domestic debt securities$10,643,000803
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,583,000261
Structured financial products - Total$0158
Other domestic debt securities - All other$1,060,0001,342
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$9,082,0002,712
Mortgage-backed securities$19,176,0002,117
Certificates of participation in pools of residential mortgages$7,777,0002,422
Issued or guaranteed by U.S.$7,777,0002,348
Privately issued$0261
Collaterized mortgage obligations$8,634,0001,179
CMOs issued by government agencies or sponsored agencies$8,634,0001,140
Privately issued$0475
Commercial mortgage-backed securities$2,765,0001,347
Commercial mortgage pass-through securities$1,728,0001,050
Other commercial mortgage-backed securities$1,037,0001,139
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$87,113,0001,560
Total debt securities$87,113,0001,671
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$87,458,0001,555
U.S. Government securities$19,989,0002,523
U.S. Treasury securities$3,187,000695
U.S. Government agency obligations$16,802,0002,593
Securities issued by states & political subdivisions$40,726,0001,119
Other domestic debt securities$26,743,000455
Privately issued residential mortgage-backed securities$6,238,000230
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$20,505,000168
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$9,524,0002,649
Mortgage-backed securities$20,477,0001,992
Certificates of participation in pools of residential mortgages$8,370,0002,245
Issued or guaranteed by U.S.$2,132,0003,127
Privately issued$6,238,00089
Collaterized mortgage obligations$9,217,0001,161
CMOs issued by government agencies or sponsored agencies$9,217,0001,122
Privately issued$0474
Commercial mortgage-backed securities$2,890,0001,283
Commercial mortgage pass-through securities$1,799,000994
Other commercial mortgage-backed securities$1,091,0001,085
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$87,458,0001,451
Total debt securities$87,461,0001,543
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$81,647,0001,556
U.S. Government securities$36,332,0001,778
U.S. Treasury securities$3,205,000684
U.S. Government agency obligations$33,127,0001,797
Securities issued by states & political subdivisions$38,754,0001,074
Other domestic debt securities$6,561,000911
Privately issued residential mortgage-backed securities$6,561,000224
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$9,677,0002,641
Mortgage-backed securities$19,731,0002,004
Certificates of participation in pools of residential mortgages$8,754,0002,192
Issued or guaranteed by U.S.$2,193,0003,096
Privately issued$6,561,00090
Collaterized mortgage obligations$9,796,0001,134
CMOs issued by government agencies or sponsored agencies$9,796,0001,100
Privately issued$0464
Commercial mortgage-backed securities$1,181,0001,565
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$1,181,0001,043
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$81,647,0001,460
Total debt securities$81,648,0001,544
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$61,662,0001,871
U.S. Government securities$28,020,0002,081
U.S. Treasury securities$3,207,000719
U.S. Government agency obligations$24,813,0002,123
Securities issued by states & political subdivisions$32,681,0001,157
Other domestic debt securities$961,0001,642
Privately issued residential mortgage-backed securities$961,000391
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$17,263,0002,048
Mortgage-backed securities$14,736,0002,288
Certificates of participation in pools of residential mortgages$3,292,0002,954
Issued or guaranteed by U.S.$2,331,0003,068
Privately issued$961,000169
Collaterized mortgage obligations$10,187,0001,131
CMOs issued by government agencies or sponsored agencies$10,187,0001,096
Privately issued$0454
Commercial mortgage-backed securities$1,257,0001,537
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$1,257,0001,003
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$61,662,0001,747
Total debt securities$61,664,0001,857
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$53,266,0002,014
U.S. Government securities$22,964,0002,338
U.S. Treasury securities$3,193,000734
U.S. Government agency obligations$19,771,0002,389
Securities issued by states & political subdivisions$30,302,0001,127
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,135,0003,690
Mortgage-backed securities$14,689,0002,284
Certificates of participation in pools of residential mortgages$3,449,0002,922
Issued or guaranteed by U.S.$3,449,0002,830
Privately issued$0267
Collaterized mortgage obligations$9,923,0001,174
CMOs issued by government agencies or sponsored agencies$9,923,0001,138
Privately issued$0460
Commercial mortgage-backed securities$1,317,0001,497
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$1,317,000970
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$53,266,0001,872
Total debt securities$53,267,0001,993
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$41,402,0002,403
U.S. Government securities$22,637,0002,414
U.S. Treasury securities$3,023,000795
U.S. Government agency obligations$19,614,0002,452
Securities issued by states & political subdivisions$17,675,0001,661
Other domestic debt securities$1,090,0001,472
Privately issued residential mortgage-backed securities$1,090,000370
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,033,0003,781
Mortgage-backed securities$15,210,0002,229
Certificates of participation in pools of residential mortgages$3,662,0002,841
Issued or guaranteed by U.S.$2,572,0002,993
Privately issued$1,090,000160
Collaterized mortgage obligations$10,196,0001,157
CMOs issued by government agencies or sponsored agencies$10,196,0001,125
Privately issued$0457
Commercial mortgage-backed securities$1,352,0001,464
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$1,352,000925
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$41,402,0002,233
Total debt securities$41,401,0002,386
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$43,826,0002,317
U.S. Government securities$26,418,0002,234
U.S. Treasury securities$4,038,000738
U.S. Government agency obligations$22,380,0002,319
Securities issued by states & political subdivisions$16,250,0001,761
Other domestic debt securities$1,158,0001,476
Privately issued residential mortgage-backed securities$1,158,000377
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,042,0003,848
Mortgage-backed securities$17,668,0002,066
Certificates of participation in pools of residential mortgages$3,881,0002,799
Issued or guaranteed by U.S.$2,723,0002,948
Privately issued$1,158,000174
Collaterized mortgage obligations$12,402,0001,056
CMOs issued by government agencies or sponsored agencies$12,402,0001,025
Privately issued$0463
Commercial mortgage-backed securities$1,385,0001,444
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$1,385,000898
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$43,826,0002,144
Total debt securities$43,825,0002,301
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$47,067,0002,242
U.S. Government securities$30,777,0002,076
U.S. Treasury securities$8,026,000526
U.S. Government agency obligations$22,751,0002,337
Securities issued by states & political subdivisions$15,045,0001,900
Other domestic debt securities$1,245,0001,440
Privately issued residential mortgage-backed securities$1,245,000342
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,010,0003,702
Mortgage-backed securities$17,772,0002,039
Certificates of participation in pools of residential mortgages$4,168,0002,749
Issued or guaranteed by U.S.$2,923,0002,941
Privately issued$1,245,000136
Collaterized mortgage obligations$10,556,0001,140
CMOs issued by government agencies or sponsored agencies$10,556,0001,104
Privately issued$0476
Commercial mortgage-backed securities$3,048,0001,142
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$3,048,000671
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$47,067,0002,064
Total debt securities$47,067,0002,226
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$48,167,0002,235
U.S. Government securities$31,302,0002,082
U.S. Treasury securities$7,921,000545
U.S. Government agency obligations$23,381,0002,330
Securities issued by states & political subdivisions$15,540,0001,919
Other domestic debt securities$1,325,0001,424
Privately issued residential mortgage-backed securities$1,325,000345
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,984,0003,766
Mortgage-backed securities$18,084,0002,035
Certificates of participation in pools of residential mortgages$4,449,0002,717
Issued or guaranteed by U.S.$3,124,0002,916
Privately issued$1,325,000139
Collaterized mortgage obligations$10,619,0001,135
CMOs issued by government agencies or sponsored agencies$10,619,0001,098
Privately issued$0499
Commercial mortgage-backed securities$3,016,0001,085
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$3,016,000620
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$48,167,0002,054
Total debt securities$48,167,0002,217
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$41,756,0002,489
U.S. Government securities$25,920,0002,343
U.S. Treasury securities$4,943,000695
U.S. Government agency obligations$20,977,0002,484
Securities issued by states & political subdivisions$14,476,0002,041
Other domestic debt securities$1,360,0001,406
Privately issued residential mortgage-backed securities$1,360,000316
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,148,0003,972
Mortgage-backed securities$15,226,0002,189
Certificates of participation in pools of residential mortgages$4,581,0002,703
Issued or guaranteed by U.S.$3,221,0002,936
Privately issued$1,360,000108
Collaterized mortgage obligations$7,687,0001,325
CMOs issued by government agencies or sponsored agencies$7,687,0001,278
Privately issued$0498
Commercial mortgage-backed securities$2,958,0001,068
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$2,958,000604
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$41,756,0002,301
Total debt securities$41,759,0002,470
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$39,073,0002,608
U.S. Government securities$23,714,0002,473
U.S. Treasury securities$6,914,000547
U.S. Government agency obligations$16,800,0002,787
Securities issued by states & political subdivisions$15,359,0002,005
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,164,0004,019
Mortgage-backed securities$11,244,0002,514
Certificates of participation in pools of residential mortgages$3,528,0002,973
Issued or guaranteed by U.S.$3,528,0002,951
Privately issued$0145
Collaterized mortgage obligations$4,807,0001,586
CMOs issued by government agencies or sponsored agencies$4,807,0001,536
Privately issued$0515
Commercial mortgage-backed securities$2,909,0001,063
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$2,909,000607
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$39,073,0002,405
Total debt securities$39,074,0002,587
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$40,984,0002,562
U.S. Government securities$24,465,0002,434
U.S. Treasury securities$6,932,000523
U.S. Government agency obligations$17,533,0002,748
Securities issued by states & political subdivisions$16,519,0001,961
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,206,0004,050
Mortgage-backed securities$11,691,0002,521
Certificates of participation in pools of residential mortgages$3,758,0002,962
Issued or guaranteed by U.S.$3,758,0002,814
Privately issued$0453
Collaterized mortgage obligations$4,993,0001,570
CMOs issued by government agencies or sponsored agencies$4,993,0001,520
Privately issued$0544
Commercial mortgage-backed securities$2,940,0001,021
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$2,940,000593
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$40,984,0002,370
Total debt securities$40,987,0002,547
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$44,650,0002,458
U.S. Government securities$27,205,0002,337
U.S. Treasury securities$9,931,000426
U.S. Government agency obligations$17,274,0002,847
Securities issued by states & political subdivisions$17,445,0001,937
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,225,0003,661
Mortgage-backed securities$11,052,0002,574
Certificates of participation in pools of residential mortgages$3,968,0002,965
Issued or guaranteed by U.S.$3,968,0002,960
Privately issued$067
Collaterized mortgage obligations$4,150,0001,688
CMOs issued by government agencies or sponsored agencies$4,150,0001,631
Privately issued$0557
Commercial mortgage-backed securities$2,934,000901
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$2,934,000586
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$44,650,0002,258
Total debt securities$44,649,0002,440
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$39,164,0002,683
U.S. Government securities$22,191,0002,654
U.S. Treasury securities$3,979,000664
U.S. Government agency obligations$18,212,0002,795
Securities issued by states & political subdivisions$16,973,0002,024
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,394,0003,690
Mortgage-backed securities$11,476,0002,566
Certificates of participation in pools of residential mortgages$4,136,0002,977
Issued or guaranteed by U.S.$4,136,0002,974
Privately issued$064
Collaterized mortgage obligations$4,357,0001,643
CMOs issued by government agencies or sponsored agencies$4,357,0001,589
Privately issued$0573
Commercial mortgage-backed securities$2,983,000885
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$2,983,000565
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$39,164,0002,485
Total debt securities$39,163,0002,665
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$37,440,0002,785
U.S. Government securities$21,203,0002,742
U.S. Treasury securities$4,024,000613
U.S. Government agency obligations$17,179,0002,931
Securities issued by states & political subdivisions$16,237,0002,111
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,681,0003,696
Mortgage-backed securities$11,995,0002,547
Certificates of participation in pools of residential mortgages$4,381,0002,983
Issued or guaranteed by U.S.$4,381,0002,981
Privately issued$069
Collaterized mortgage obligations$4,609,0001,623
CMOs issued by government agencies or sponsored agencies$4,609,0001,568
Privately issued$0584
Commercial mortgage-backed securities$3,005,000870
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$3,005,000539
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$37,440,0002,565
Total debt securities$37,440,0002,769
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$36,504,0002,883
U.S. Government securities$19,584,0002,903
U.S. Treasury securities$4,027,000628
U.S. Government agency obligations$15,557,0003,108
Securities issued by states & political subdivisions$16,920,0002,074
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,508,0003,590
Mortgage-backed securities$11,344,0002,633
Certificates of participation in pools of residential mortgages$4,532,0002,995
Issued or guaranteed by U.S.$4,532,0002,993
Privately issued$067
Collaterized mortgage obligations$3,804,0001,785
CMOs issued by government agencies or sponsored agencies$3,804,0001,723
Privately issued$0606
Commercial mortgage-backed securities$3,008,000844
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$3,008,000525
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$36,504,0002,655
Total debt securities$36,503,0002,863
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$40,641,0002,729
U.S. Government securities$23,330,0002,681
U.S. Treasury securities$4,011,000667
U.S. Government agency obligations$19,319,0002,843
Securities issued by states & political subdivisions$17,311,0002,054
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,164,0003,322
Mortgage-backed securities$13,964,0002,444
Certificates of participation in pools of residential mortgages$10,040,0002,234
Issued or guaranteed by U.S.$10,040,0002,234
Privately issued$066
Collaterized mortgage obligations$978,0002,494
CMOs issued by government agencies or sponsored agencies$978,0002,426
Privately issued$0642
Commercial mortgage-backed securities$2,946,000835
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$2,946,000517
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$40,641,0002,494
Total debt securities$40,642,0002,713
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$44,349,0002,563
U.S. Government securities$26,489,0002,492
U.S. Treasury securities$3,994,000669
U.S. Government agency obligations$22,495,0002,595
Securities issued by states & political subdivisions$17,860,0002,020
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,206,0003,335
Mortgage-backed securities$18,875,0002,085
Certificates of participation in pools of residential mortgages$16,344,0001,755
Issued or guaranteed by U.S.$16,344,0001,754
Privately issued$071
Collaterized mortgage obligations$1,102,0002,455
CMOs issued by government agencies or sponsored agencies$1,102,0002,382
Privately issued$0666
Commercial mortgage-backed securities$1,429,0001,016
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$1,429,000655
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$44,349,0002,335
Total debt securities$44,348,0002,543
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$45,589,0002,540
U.S. Government securities$25,832,0002,520
U.S. Treasury securities$2,074,000729
U.S. Government agency obligations$23,758,0002,531
Securities issued by states & political subdivisions$19,757,0001,899
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,602,0003,319
Mortgage-backed securities$19,968,0002,033
Certificates of participation in pools of residential mortgages$17,150,0001,698
Issued or guaranteed by U.S.$17,150,0001,698
Privately issued$067
Collaterized mortgage obligations$1,318,0002,398
CMOs issued by government agencies or sponsored agencies$1,318,0002,328
Privately issued$0671
Commercial mortgage-backed securities$1,500,000963
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$1,500,000630
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$45,589,0002,306
Total debt securities$45,589,0002,516
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$49,243,0002,443
U.S. Government securities$27,840,0002,476
U.S. Treasury securities$2,091,000755
U.S. Government agency obligations$25,749,0002,485
Securities issued by states & political subdivisions$21,403,0001,791
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,859,0003,341
Mortgage-backed securities$20,663,0002,021
Certificates of participation in pools of residential mortgages$17,727,0001,673
Issued or guaranteed by U.S.$17,727,0001,669
Privately issued$071
Collaterized mortgage obligations$1,922,0002,224
CMOs issued by government agencies or sponsored agencies$1,922,0002,153
Privately issued$0687
Commercial mortgage-backed securities$1,014,0001,002
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$1,014,000674
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$49,243,0002,220
Total debt securities$49,240,0002,419
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$47,946,0002,529
U.S. Government securities$28,190,0002,510
U.S. Treasury securities$2,059,000767
U.S. Government agency obligations$26,131,0002,543
Securities issued by states & political subdivisions$19,756,0001,867
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,888,0003,361
Mortgage-backed securities$20,891,0002,014
Certificates of participation in pools of residential mortgages$17,719,0001,684
Issued or guaranteed by U.S.$17,719,0001,682
Privately issued$066
Collaterized mortgage obligations$2,161,0002,166
CMOs issued by government agencies or sponsored agencies$2,161,0002,106
Privately issued$0699
Commercial mortgage-backed securities$1,011,000972
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$1,011,000653
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$47,946,0002,292
Total debt securities$47,944,0002,509
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$45,539,0002,635
U.S. Government securities$26,240,0002,638
U.S. Treasury securities$5,055,000559
U.S. Government agency obligations$21,185,0002,867
Securities issued by states & political subdivisions$19,299,0001,912
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,919,0003,119
Mortgage-backed securities$15,596,0002,359
Certificates of participation in pools of residential mortgages$12,226,0002,106
Issued or guaranteed by U.S.$12,226,0002,103
Privately issued$066
Collaterized mortgage obligations$2,364,0002,134
CMOs issued by government agencies or sponsored agencies$2,364,0002,070
Privately issued$0704
Commercial mortgage-backed securities$1,006,000922
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$1,006,000598
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$45,539,0002,406
Total debt securities$45,540,0002,617
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$43,212,0002,732
U.S. Government securities$22,741,0002,920
U.S. Treasury securities$4,096,000591
U.S. Government agency obligations$18,645,0003,137
Securities issued by states & political subdivisions$20,471,0001,840
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,267,0003,101
Mortgage-backed securities$12,846,0002,604
Certificates of participation in pools of residential mortgages$11,279,0002,223
Issued or guaranteed by U.S.$11,279,0002,222
Privately issued$065
Collaterized mortgage obligations$1,567,0002,400
CMOs issued by government agencies or sponsored agencies$1,567,0002,329
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$43,212,0002,504
Total debt securities$43,211,0002,708
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$36,335,0003,111
U.S. Government securities$20,487,0003,175
U.S. Treasury securities$1,007,0001,004
U.S. Government agency obligations$19,480,0003,170
Securities issued by states & political subdivisions$15,848,0002,182
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,565,0003,228
Mortgage-backed securities$13,143,0002,637
Certificates of participation in pools of residential mortgages$11,163,0002,293
Issued or guaranteed by U.S.$11,163,0002,292
Privately issued$067
Collaterized mortgage obligations$1,980,0002,325
CMOs issued by government agencies or sponsored agencies$1,980,0002,252
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$36,335,0002,839
Total debt securities$36,336,0003,085
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$36,619,0003,149
U.S. Government securities$20,885,0003,211
U.S. Treasury securities$1,012,000984
U.S. Government agency obligations$19,873,0003,185
Securities issued by states & political subdivisions$15,734,0002,186
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,173,0003,176
Mortgage-backed securities$14,382,0002,575
Certificates of participation in pools of residential mortgages$11,754,0002,258
Issued or guaranteed by U.S.$11,754,0002,258
Privately issued$070
Collaterized mortgage obligations$2,628,0002,170
CMOs issued by government agencies or sponsored agencies$2,628,0002,099
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$36,619,0002,874
Total debt securities$36,619,0003,122
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$37,034,0003,165
U.S. Government securities$22,104,0003,177
U.S. Treasury securities$1,001,0001,019
U.S. Government agency obligations$21,103,0003,144
Securities issued by states & political subdivisions$14,930,0002,267
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,253,0003,328
Mortgage-backed securities$15,294,0002,547
Certificates of participation in pools of residential mortgages$12,141,0002,274
Issued or guaranteed by U.S.$12,141,0002,272
Privately issued$075
Collaterized mortgage obligations$3,153,0002,113
CMOs issued by government agencies or sponsored agencies$3,153,0002,044
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$37,034,0002,894
Total debt securities$37,035,0003,138
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$39,725,0003,078
U.S. Government securities$23,429,0003,168
U.S. Treasury securities$995,0001,055
U.S. Government agency obligations$22,434,0003,135
Securities issued by states & political subdivisions$16,296,0002,145
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,745,0003,425
Mortgage-backed securities$16,365,0002,540
Certificates of participation in pools of residential mortgages$12,594,0002,306
Issued or guaranteed by U.S.$12,594,0002,304
Privately issued$073
Collaterized mortgage obligations$3,771,0002,037
CMOs issued by government agencies or sponsored agencies$3,771,0001,958
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$39,725,0002,805
Total debt securities$39,726,0003,056
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$44,458,0002,899
U.S. Government securities$24,954,0003,080
U.S. Treasury securities$998,0001,004
U.S. Government agency obligations$23,956,0003,061
Securities issued by states & political subdivisions$19,504,0001,890
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$9,426,0003,344
Mortgage-backed securities$17,532,0002,487
Certificates of participation in pools of residential mortgages$13,206,0002,278
Issued or guaranteed by U.S.$13,206,0002,277
Privately issued$075
Collaterized mortgage obligations$4,326,0001,967
CMOs issued by government agencies or sponsored agencies$4,326,0001,884
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$44,458,0002,641
Total debt securities$44,458,0002,874
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$48,014,0002,761
U.S. Government securities$30,466,0002,733
U.S. Treasury securities$01,198
U.S. Government agency obligations$30,466,0002,658
Securities issued by states & political subdivisions$17,548,0002,063
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$9,232,0003,400
Mortgage-backed securities$23,648,0002,120
Certificates of participation in pools of residential mortgages$15,666,0002,077
Issued or guaranteed by U.S.$15,666,0002,076
Privately issued$076
Collaterized mortgage obligations$7,982,0001,512
CMOs issued by government agencies or sponsored agencies$7,982,0001,446
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$48,014,0002,513
Total debt securities$48,016,0002,733
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$45,306,0002,883
U.S. Government securities$30,992,0002,682
U.S. Treasury securities$01,131
U.S. Government agency obligations$30,992,0002,611
Securities issued by states & political subdivisions$14,314,0002,369
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$9,918,0003,301
Mortgage-backed securities$23,438,0002,149
Certificates of participation in pools of residential mortgages$14,639,0002,178
Issued or guaranteed by U.S.$14,639,0002,178
Privately issued$081
Collaterized mortgage obligations$8,799,0001,443
CMOs issued by government agencies or sponsored agencies$8,799,0001,379
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$45,306,0002,627
Total debt securities$45,306,0002,853
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$54,883,0002,506
U.S. Government securities$37,035,0002,399
U.S. Treasury securities$01,131
U.S. Government agency obligations$37,035,0002,332
Securities issued by states & political subdivisions$17,848,0002,026
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$9,479,0003,354
Mortgage-backed securities$29,158,0001,904
Certificates of participation in pools of residential mortgages$15,633,0002,108
Issued or guaranteed by U.S.$15,633,0002,106
Privately issued$080
Collaterized mortgage obligations$13,525,0001,177
CMOs issued by government agencies or sponsored agencies$13,525,0001,110
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$54,883,0002,270
Total debt securities$54,882,0002,481
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$53,191,0002,564
U.S. Government securities$36,231,0002,431
U.S. Treasury securities$01,152
U.S. Government agency obligations$36,231,0002,364
Securities issued by states & political subdivisions$16,960,0002,098
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$9,138,0003,411
Mortgage-backed securities$27,856,0001,939
Certificates of participation in pools of residential mortgages$13,977,0002,226
Issued or guaranteed by U.S.$13,977,0002,224
Privately issued$083
Collaterized mortgage obligations$13,879,0001,188
CMOs issued by government agencies or sponsored agencies$13,879,0001,112
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$53,191,0002,330
Total debt securities$53,185,0002,537
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$49,437,0002,726
U.S. Government securities$32,255,0002,678
U.S. Treasury securities$01,161
U.S. Government agency obligations$32,255,0002,618
Securities issued by states & political subdivisions$17,182,0002,069
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$7,618,0003,754
Mortgage-backed securities$23,513,0002,188
Certificates of participation in pools of residential mortgages$10,808,0002,569
Issued or guaranteed by U.S.$10,808,0002,568
Privately issued$083
Collaterized mortgage obligations$12,705,0001,271
CMOs issued by government agencies or sponsored agencies$12,705,0001,197
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$49,437,0002,524
Total debt securities$49,440,0002,698
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$54,269,0002,481
U.S. Government securities$36,363,0002,402
U.S. Treasury securities$01,135
U.S. Government agency obligations$36,363,0002,343
Securities issued by states & political subdivisions$17,906,0001,970
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$13,721,0002,809
Mortgage-backed securities$26,070,0002,056
Certificates of participation in pools of residential mortgages$11,832,0002,443
Issued or guaranteed by U.S.$11,832,0002,441
Privately issued$085
Collaterized mortgage obligations$14,238,0001,236
CMOs issued by government agencies or sponsored agencies$14,238,0001,155
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$54,269,0002,278
Total debt securities$54,268,0002,457
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$55,862,0002,450
U.S. Government securities$38,314,0002,360
U.S. Treasury securities$01,086
U.S. Government agency obligations$38,314,0002,310
Securities issued by states & political subdivisions$17,548,0001,957
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$14,672,0002,718
Mortgage-backed securities$29,159,0002,016
Certificates of participation in pools of residential mortgages$12,799,0002,470
Issued or guaranteed by U.S.$12,799,0002,469
Privately issued$088
Collaterized mortgage obligations$16,360,0001,205
CMOs issued by government agencies or sponsored agencies$16,360,0001,126
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$55,862,0002,240
Total debt securities$55,864,0002,427
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$54,709,0002,496
U.S. Government securities$38,437,0002,395
U.S. Treasury securities$01,068
U.S. Government agency obligations$38,437,0002,343
Securities issued by states & political subdivisions$16,272,0002,028
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$14,030,0002,801
Mortgage-backed securities$28,817,0002,047
Certificates of participation in pools of residential mortgages$13,501,0002,422
Issued or guaranteed by U.S.$13,501,0002,420
Privately issued$094
Collaterized mortgage obligations$15,316,0001,268
CMOs issued by government agencies or sponsored agencies$15,316,0001,181
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$54,709,0002,281
Total debt securities$54,709,0002,473
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$49,853,0002,678
U.S. Government securities$33,431,0002,675
U.S. Treasury securities$01,157
U.S. Government agency obligations$33,431,0002,620
Securities issued by states & political subdivisions$16,422,0001,936
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,878,0003,101
Mortgage-backed securities$25,037,0002,240
Certificates of participation in pools of residential mortgages$11,253,0002,684
Issued or guaranteed by U.S.$11,253,0002,682
Privately issued$094
Collaterized mortgage obligations$13,784,0001,388
CMOs issued by government agencies or sponsored agencies$13,784,0001,282
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$49,853,0002,450
Total debt securities$49,852,0002,660
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$49,236,0002,621
U.S. Government securities$32,088,0002,662
U.S. Treasury securities$01,076
U.S. Government agency obligations$32,088,0002,603
Securities issued by states & political subdivisions$17,148,0001,828
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,972,0002,685
Mortgage-backed securities$23,254,0002,245
Certificates of participation in pools of residential mortgages$8,692,0002,903
Issued or guaranteed by U.S.$8,692,0002,903
Privately issued$0121
Collaterized mortgage obligations$14,562,0001,314
CMOs issued by government agencies or sponsored agencies$14,562,0001,162
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$49,236,0002,383
Total debt securities$49,236,0002,600
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$44,763,0002,750
U.S. Government securities$31,559,0002,633
U.S. Treasury securities$01,126
U.S. Government agency obligations$31,559,0002,565
Securities issued by states & political subdivisions$13,204,0002,160
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,459,0002,510
Mortgage-backed securities$21,324,0002,317
Certificates of participation in pools of residential mortgages$7,934,0002,968
Issued or guaranteed by U.S.$7,934,0002,964
Privately issued$0132
Collaterized mortgage obligations$13,390,0001,370
CMOs issued by government agencies or sponsored agencies$13,390,0001,217
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$44,763,0002,509
Total debt securities$44,763,0002,724
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$44,585,0002,777
U.S. Government securities$31,496,0002,696
U.S. Treasury securities$01,225
U.S. Government agency obligations$31,496,0002,617
Securities issued by states & political subdivisions$13,089,0002,121
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,181,0002,581
Mortgage-backed securities$19,613,0002,384
Certificates of participation in pools of residential mortgages$9,689,0002,674
Issued or guaranteed by U.S.$9,689,0002,667
Privately issued$0125
Collaterized mortgage obligations$9,924,0001,569
CMOs issued by government agencies or sponsored agencies$9,924,0001,392
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$44,585,0002,531
Total debt securities$44,585,0002,756
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$40,421,0002,958
U.S. Government securities$28,328,0002,902
U.S. Treasury securities$01,272
U.S. Government agency obligations$28,328,0002,816
Securities issued by states & political subdivisions$12,093,0002,207
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,254,0002,032
Mortgage-backed securities$18,391,0002,427
Certificates of participation in pools of residential mortgages$8,986,0002,713
Issued or guaranteed by U.S.$8,986,0002,708
Privately issued$0136
Collaterized mortgage obligations$9,405,0001,586
CMOs issued by government agencies or sponsored agencies$9,405,0001,398
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$40,421,0002,682
Total debt securities$40,421,0002,936
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$37,082,0003,053
U.S. Government securities$26,091,0002,915
U.S. Treasury securities$01,275
U.S. Government agency obligations$26,091,0002,825
Securities issued by states & political subdivisions$10,991,0002,325
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,865,0002,004
Mortgage-backed securities$19,173,0002,287
Certificates of participation in pools of residential mortgages$10,292,0002,424
Issued or guaranteed by U.S.$10,292,0002,420
Privately issued$0141
Collaterized mortgage obligations$8,881,0001,580
CMOs issued by government agencies or sponsored agencies$8,881,0001,390
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$37,082,0002,776
Total debt securities$37,083,0003,032
Structured notes
Amortized cost$1,000,0002,331
Fair value$1,004,0002,372
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$34,969,0003,157
U.S. Government securities$22,138,0003,212
U.S. Treasury securities$01,180
U.S. Government agency obligations$22,138,0003,104
Securities issued by states & political subdivisions$12,831,0002,010
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,978,0002,126
Mortgage-backed securities$15,113,0002,582
Certificates of participation in pools of residential mortgages$9,921,0002,419
Issued or guaranteed by U.S.$9,921,0002,415
Privately issued$0141
Collaterized mortgage obligations$5,192,0001,938
CMOs issued by government agencies or sponsored agencies$5,192,0001,718
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$34,969,0002,860
Total debt securities$34,970,0003,128
Structured notes
Amortized cost$1,000,0002,383
Fair value$1,008,0002,433
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$33,627,0003,228
U.S. Government securities$20,823,0003,408
U.S. Treasury securities$01,121
U.S. Government agency obligations$20,823,0003,321
Securities issued by states & political subdivisions$12,804,0001,916
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,662,0002,342
Mortgage-backed securities$13,463,0002,732
Certificates of participation in pools of residential mortgages$8,776,0002,616
Issued or guaranteed by U.S.$8,776,0002,609
Privately issued$0148
Collaterized mortgage obligations$4,687,0001,952
CMOs issued by government agencies or sponsored agencies$4,687,0001,709
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$33,627,0002,919
Total debt securities$33,626,0003,193
Structured notes
Amortized cost$2,000,0001,961
Fair value$2,002,0002,086
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$33,351,0003,277
U.S. Government securities$22,203,0003,325
U.S. Treasury securities$01,130
U.S. Government agency obligations$22,203,0003,237
Securities issued by states & political subdivisions$11,148,0002,092
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,973,0002,212
Mortgage-backed securities$13,325,0002,829
Certificates of participation in pools of residential mortgages$9,371,0002,617
Issued or guaranteed by U.S.$9,371,0002,609
Privately issued$0145
Collaterized mortgage obligations$3,954,0002,035
CMOs issued by government agencies or sponsored agencies$3,954,0001,764
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$33,351,0002,950
Total debt securities$33,350,0003,246
Structured notes
Amortized cost$3,500,0001,272
Fair value$3,497,0001,281
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$31,187,0003,401
U.S. Government securities$19,377,0003,589
U.S. Treasury securities$01,077
U.S. Government agency obligations$19,377,0003,513
Securities issued by states & political subdivisions$11,810,0002,012
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,143,0001,908
Mortgage-backed securities$11,320,0003,096
Certificates of participation in pools of residential mortgages$9,307,0002,684
Issued or guaranteed by U.S.$9,307,0002,677
Privately issued$0157
Collaterized mortgage obligations$2,013,0002,471
CMOs issued by government agencies or sponsored agencies$2,013,0002,157
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$31,187,0003,079
Total debt securities$31,187,0003,369
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$34,817,0003,164
U.S. Government securities$23,583,0003,147
U.S. Treasury securities$01,047
U.S. Government agency obligations$23,583,0003,080
Securities issued by states & political subdivisions$11,234,0002,085
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,201,0001,888
Mortgage-backed securities$14,466,0002,795
Certificates of participation in pools of residential mortgages$12,288,0002,375
Issued or guaranteed by U.S.$12,288,0002,365
Privately issued$0171
Collaterized mortgage obligations$2,178,0002,413
CMOs issued by government agencies or sponsored agencies$2,178,0002,075
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$34,817,0002,837
Total debt securities$34,817,0003,128
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$27,765,0003,628
U.S. Government securities$16,019,0003,968
U.S. Treasury securities$01,036
U.S. Government agency obligations$16,019,0003,884
Securities issued by states & political subdivisions$11,746,0001,985
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,148,0001,860
Mortgage-backed securities$7,820,0003,701
Certificates of participation in pools of residential mortgages$7,767,0003,077
Issued or guaranteed by U.S.$7,767,0003,065
Privately issued$0181
Collaterized mortgage obligations$53,0003,627
CMOs issued by government agencies or sponsored agencies$53,0003,257
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$27,765,0003,260
Total debt securities$27,765,0003,585
Structured notes
Amortized cost$1,004,0001,115
Fair value$1,036,0001,117
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$30,538,0003,429
U.S. Government securities$16,855,0003,907
U.S. Treasury securities$0981
U.S. Government agency obligations$16,855,0003,833
Securities issued by states & political subdivisions$13,683,0001,675
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,554,0001,804
Mortgage-backed securities$8,618,0003,635
Certificates of participation in pools of residential mortgages$8,561,0002,984
Issued or guaranteed by U.S.$8,561,0002,971
Privately issued$0191
Collaterized mortgage obligations$57,0003,633
CMOs issued by government agencies or sponsored agencies$57,0003,255
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$30,538,0003,057
Total debt securities$30,537,0003,396
Structured notes
Amortized cost$1,005,000887
Fair value$1,035,000883
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$32,692,0003,250
U.S. Government securities$18,832,0003,706
U.S. Treasury securities$0973
U.S. Government agency obligations$18,832,0003,633
Securities issued by states & political subdivisions$13,860,0001,619
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,820,0001,699
Mortgage-backed securities$9,008,0003,490
Certificates of participation in pools of residential mortgages$8,950,0002,877
Issued or guaranteed by U.S.$8,950,0002,863
Privately issued$0188
Collaterized mortgage obligations$58,0003,599
CMOs issued by government agencies or sponsored agencies$58,0003,248
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$32,692,0002,897
Total debt securities$32,690,0003,212
Structured notes
Amortized cost$1,005,000932
Fair value$1,005,000978
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$32,092,0003,238
U.S. Government securities$17,748,0003,795
U.S. Treasury securities$01,019
U.S. Government agency obligations$17,748,0003,716
Securities issued by states & political subdivisions$14,344,0001,538
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,250,0001,602
Mortgage-backed securities$9,169,0003,374
Certificates of participation in pools of residential mortgages$9,110,0002,783
Issued or guaranteed by U.S.$9,110,0002,769
Privately issued$0192
Collaterized mortgage obligations$59,0003,522
CMOs issued by government agencies or sponsored agencies$59,0003,163
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$32,092,0002,882
Total debt securities$32,092,0003,202
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$35,648,0003,023
U.S. Government securities$18,891,0003,683
U.S. Treasury securities$01,021
U.S. Government agency obligations$18,891,0003,608
Securities issued by states & political subdivisions$16,757,0001,335
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,641,0001,491
Mortgage-backed securities$10,364,0003,206
Certificates of participation in pools of residential mortgages$10,303,0002,607
Issued or guaranteed by U.S.$10,303,0002,590
Privately issued$0202
Collaterized mortgage obligations$61,0003,531
CMOs issued by government agencies or sponsored agencies$61,0003,195
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$35,648,0002,702
Total debt securities$35,648,0002,985
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$40,404,0002,737
U.S. Government securities$22,077,0003,287
U.S. Treasury securities$01,044
U.S. Government agency obligations$22,077,0003,234
Securities issued by states & political subdivisions$18,327,0001,218
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,440,0001,797
Mortgage-backed securities$11,197,0003,019
Certificates of participation in pools of residential mortgages$11,130,0002,399
Issued or guaranteed by U.S.$11,130,0002,385
Privately issued$0205
Collaterized mortgage obligations$67,0003,511
CMOs issued by government agencies or sponsored agencies$67,0003,170
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$40,404,0002,435
Total debt securities$40,404,0002,700
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$39,285,0002,806
U.S. Government securities$22,207,0003,322
U.S. Treasury securities$01,146
U.S. Government agency obligations$22,207,0003,254
Securities issued by states & political subdivisions$17,078,0001,298
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,310,0001,793
Mortgage-backed securities$11,520,0002,706
Certificates of participation in pools of residential mortgages$11,451,0002,124
Issued or guaranteed by U.S.$11,451,0002,112
Privately issued$0191
Collaterized mortgage obligations$69,0003,435
CMOs issued by government agencies or sponsored agencies$69,0003,112
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$39,285,0002,470
Total debt securities$39,283,0002,763
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$33,815,0003,165
U.S. Government securities$22,303,0003,357
U.S. Treasury securities$01,235
U.S. Government agency obligations$22,303,0003,290
Securities issued by states & political subdivisions$11,512,0001,797
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,235,0002,250
Mortgage-backed securities$9,310,0002,837
Certificates of participation in pools of residential mortgages$9,239,0002,220
Issued or guaranteed by U.S.$9,239,0002,211
Privately issued$0194
Collaterized mortgage obligations$71,0003,402
CMOs issued by government agencies or sponsored agencies$71,0003,076
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$33,815,0002,772
Total debt securities$33,816,0003,123
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$26,227,0003,768
U.S. Government securities$18,299,0003,880
U.S. Treasury securities$01,362
U.S. Government agency obligations$18,299,0003,786
Securities issued by states & political subdivisions$7,928,0002,383
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,474,0002,318
Mortgage-backed securities$4,502,0003,778
Certificates of participation in pools of residential mortgages$4,428,0003,161
Issued or guaranteed by U.S.$4,428,0003,149
Privately issued$0207
Collaterized mortgage obligations$74,0003,374
CMOs issued by government agencies or sponsored agencies$74,0003,056
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$26,227,0003,316
Total debt securities$26,225,0003,719
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$25,732,0003,823
U.S. Government securities$19,445,0003,729
U.S. Treasury securities$01,448
U.S. Government agency obligations$19,445,0003,636
Securities issued by states & political subdivisions$6,287,0002,748
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,172,0001,946
Mortgage-backed securities$3,301,0004,190
Certificates of participation in pools of residential mortgages$3,221,0003,617
Issued or guaranteed by U.S.$3,221,0003,600
Privately issued$0218
Collaterized mortgage obligations$80,0003,348
CMOs issued by government agencies or sponsored agencies$80,0003,050
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$25,732,0003,356
Total debt securities$25,732,0003,776
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$21,205,0004,376
U.S. Government securities$16,746,0004,200
U.S. Treasury securities$01,498
U.S. Government agency obligations$16,746,0004,093
Securities issued by states & political subdivisions$4,459,0003,277
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,743,0002,138
Mortgage-backed securities$3,428,0004,150
Certificates of participation in pools of residential mortgages$3,344,0003,580
Issued or guaranteed by U.S.$3,344,0003,568
Privately issued$0208
Collaterized mortgage obligations$84,0003,345
CMOs issued by government agencies or sponsored agencies$84,0003,049
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$21,205,0003,834
Total debt securities$21,204,0004,321
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$18,153,0004,850
U.S. Government securities$14,253,0004,659
U.S. Treasury securities$01,574
U.S. Government agency obligations$14,253,0004,527
Securities issued by states & political subdivisions$3,900,0003,449
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,314,0002,427
Mortgage-backed securities$2,483,0004,485
Certificates of participation in pools of residential mortgages$2,395,0003,954
Issued or guaranteed by U.S.$2,395,0003,933
Privately issued$0214
Collaterized mortgage obligations$88,0003,317
CMOs issued by government agencies or sponsored agencies$88,0003,023
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$18,153,0004,242
Total debt securities$18,154,0004,797
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$18,745,0004,739
U.S. Government securities$14,731,0004,562
U.S. Treasury securities$01,634
U.S. Government agency obligations$14,731,0004,424
Securities issued by states & political subdivisions$4,014,0003,395
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,172,0002,655
Mortgage-backed securities$2,571,0004,448
Certificates of participation in pools of residential mortgages$2,479,0003,922
Issued or guaranteed by U.S.$2,479,0003,906
Privately issued$0211
Collaterized mortgage obligations$92,0003,335
CMOs issued by government agencies or sponsored agencies$92,0003,023
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$18,745,0004,121
Total debt securities$18,747,0004,688
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$21,519,0004,418
U.S. Government securities$17,474,0004,173
U.S. Treasury securities$299,0001,512
U.S. Government agency obligations$17,175,0004,072
Securities issued by states & political subdivisions$4,045,0003,389
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,275,0002,044
Mortgage-backed securities$2,716,0004,417
Certificates of participation in pools of residential mortgages$2,614,0003,902
Issued or guaranteed by U.S.$2,614,0003,886
Privately issued$0205
Collaterized mortgage obligations$102,0003,327
CMOs issued by government agencies or sponsored agencies$102,0003,009
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$21,519,0003,825
Total debt securities$21,518,0004,356
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$16,284,0005,171
U.S. Government securities$12,458,0005,040
U.S. Treasury securities$298,0001,531
U.S. Government agency obligations$12,160,0004,930
Securities issued by states & political subdivisions$3,826,0003,500
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,283,0002,494
Mortgage-backed securities$2,855,0004,394
Certificates of participation in pools of residential mortgages$2,744,0003,860
Issued or guaranteed by U.S.$2,744,0003,845
Privately issued$0216
Collaterized mortgage obligations$111,0003,314
CMOs issued by government agencies or sponsored agencies$111,0003,007
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$16,284,0004,506
Total debt securities$16,284,0005,121
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$17,688,0004,947
U.S. Government securities$13,186,0004,860
U.S. Treasury securities$297,0001,572
U.S. Government agency obligations$12,889,0004,784
Securities issued by states & political subdivisions$4,502,0003,231
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,834,0002,505
Mortgage-backed securities$3,053,0004,372
Certificates of participation in pools of residential mortgages$2,927,0003,838
Issued or guaranteed by U.S.$2,927,0003,825
Privately issued$0225
Collaterized mortgage obligations$126,0003,312
CMOs issued by government agencies or sponsored agencies$126,0003,003
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$17,688,0004,291
Total debt securities$17,689,0004,895
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$18,227,0004,897
U.S. Government securities$13,557,0004,826
U.S. Treasury securities$297,0001,638
U.S. Government agency obligations$13,260,0004,748
Securities issued by states & political subdivisions$4,670,0003,151
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,449,0002,810
Mortgage-backed securities$3,399,0004,334
Certificates of participation in pools of residential mortgages$3,256,0003,787
Issued or guaranteed by U.S.$3,256,0003,772
Privately issued$0223
Collaterized mortgage obligations$143,0003,312
CMOs issued by government agencies or sponsored agencies$143,0003,011
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$18,227,0004,258
Total debt securities$18,228,0004,841
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$21,476,0004,514
U.S. Government securities$16,826,0004,323
U.S. Treasury securities$296,0001,746
U.S. Government agency obligations$16,530,0004,238
Securities issued by states & political subdivisions$4,650,0003,145
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,862,0002,742
Mortgage-backed securities$3,692,0004,306
Certificates of participation in pools of residential mortgages$3,534,0003,774
Issued or guaranteed by U.S.$3,534,0003,765
Privately issued$0207
Collaterized mortgage obligations$158,0003,338
CMOs issued by government agencies or sponsored agencies$158,0003,047
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$21,476,0003,918
Total debt securities$21,476,0004,454
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$19,661,0004,778
U.S. Government securities$15,932,0004,473
U.S. Treasury securities$298,0001,745
U.S. Government agency obligations$15,634,0004,396
Securities issued by states & political subdivisions$3,729,0003,530
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,198,0002,957
Mortgage-backed securities$2,659,0004,750
Certificates of participation in pools of residential mortgages$2,479,0004,236
Issued or guaranteed by U.S.$2,479,0004,223
Privately issued$0203
Collaterized mortgage obligations$180,0003,343
CMOs issued by government agencies or sponsored agencies$180,0003,043
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$19,661,0004,138
Total debt securities$19,661,0004,715
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$14,955,0005,520
U.S. Government securities$12,407,0005,170
U.S. Treasury securities$299,0001,757
U.S. Government agency obligations$12,108,0005,079
Securities issued by states & political subdivisions$2,548,0004,029
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,262,0002,905
Mortgage-backed securities$2,530,0004,831
Certificates of participation in pools of residential mortgages$2,328,0004,336
Issued or guaranteed by U.S.$2,328,0004,324
Privately issued$0225
Collaterized mortgage obligations$202,0003,339
CMOs issued by government agencies or sponsored agencies$202,0003,044
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$14,955,0004,833
Total debt securities$14,954,0005,456
Structured notes
Amortized cost$500,0002,417
Fair value$500,0002,486
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$10,191,0006,539
U.S. Government securities$7,697,0006,383
U.S. Treasury securities$298,0001,873
U.S. Government agency obligations$7,399,0006,298
Securities issued by states & political subdivisions$2,494,0004,073
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,317,0004,161
Mortgage-backed securities$1,032,0005,677
Certificates of participation in pools of residential mortgages$809,0005,376
Issued or guaranteed by U.S.$809,0005,360
Privately issued$0225
Collaterized mortgage obligations$223,0003,371
CMOs issued by government agencies or sponsored agencies$223,0003,083
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$10,191,0005,782
Total debt securities$10,192,0006,465
Structured notes
Amortized cost$500,0002,383
Fair value$498,0002,429
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$12,443,0006,037
U.S. Government securities$11,962,0005,253
U.S. Treasury securities$02,082
U.S. Government agency obligations$11,962,0005,104
Securities issued by states & political subdivisions$481,0005,784
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,166,0002,887
Mortgage-backed securities$277,0006,436
Certificates of participation in pools of residential mortgages$07,041
Issued or guaranteed by U.S.$07,023
Privately issued$0230
Collaterized mortgage obligations$277,0003,377
CMOs issued by government agencies or sponsored agencies$277,0003,088
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$12,443,0005,319
Total debt securities$12,443,0005,958
Structured notes
Amortized cost$500,0002,158
Fair value$500,0002,306
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$7,032,0007,305
U.S. Government securities$6,494,0006,758
U.S. Treasury securities$02,227
U.S. Government agency obligations$6,494,0006,584
Securities issued by states & political subdivisions$538,0005,739
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,735,0003,924
Mortgage-backed securities$297,0006,449
Certificates of participation in pools of residential mortgages$07,104
Issued or guaranteed by U.S.$07,078
Privately issued$0248
Collaterized mortgage obligations$297,0003,402
CMOs issued by government agencies or sponsored agencies$297,0003,231
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$7,032,0006,484
Total debt securities$7,033,0007,224
Structured notes
Amortized cost$500,0002,031
Fair value$500,0002,122
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$5,257,0007,719
U.S. Government securities$4,704,0007,238
U.S. Treasury securities$02,287
U.S. Government agency obligations$4,704,0007,058
Securities issued by states & political subdivisions$553,0005,743
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,007,0004,424
Mortgage-backed securities$07,403
Certificates of participation in pools of residential mortgages$07,144
Issued or guaranteed by U.S.$07,117
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$5,257,0006,892
Total debt securities$5,257,0007,625
Structured notes
Amortized cost$500,0001,773
Fair value$501,0001,850
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$6,134,0007,453
U.S. Government securities$5,499,0006,921
U.S. Treasury securities$02,322
U.S. Government agency obligations$5,499,0006,733
Securities issued by states & political subdivisions$635,0005,632
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,591,0004,983
Mortgage-backed securities$07,451
Certificates of participation in pools of residential mortgages$07,164
Issued or guaranteed by U.S.$07,141
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$6,134,0006,633
Total debt securities$6,134,0007,358
Structured notes
Amortized cost$1,000,0001,191
Fair value$1,002,0001,313
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$7,446,0007,144
U.S. Government securities$6,802,0006,515
U.S. Treasury securities$02,382
U.S. Government agency obligations$6,802,0006,325
Securities issued by states & political subdivisions$644,0005,589
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,446,0003,634
Mortgage-backed securities$07,482
Certificates of participation in pools of residential mortgages$07,183
Issued or guaranteed by U.S.$07,158
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$7,446,0006,338
Total debt securities$7,446,0007,044
Structured notes
Amortized cost$500,0001,320
Fair value$500,0001,450
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$6,029,0007,526
U.S. Government securities$5,329,0007,031
U.S. Treasury securities$02,544
U.S. Government agency obligations$5,329,0006,830
Securities issued by states & political subdivisions$700,0005,528
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,329,0004,296
Mortgage-backed securities$07,491
Certificates of participation in pools of residential mortgages$07,180
Issued or guaranteed by U.S.$07,155
Privately issued$0252
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)$04,875
Available-for-sale securities (fair market value)$6,029,0006,675
Total debt securities$6,029,0007,445
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$4,833,0007,986
U.S. Government securities$4,833,0007,302
U.S. Treasury securities$03,182
U.S. Government agency obligations$4,833,0007,056
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,053,0006,656
Mortgage-backed securities$07,553
Certificates of participation in pools of residential mortgages$07,193
Issued or guaranteed by U.S.$07,167
Privately issued$0260
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)$05,093
Available-for-sale securities (fair market value)$4,833,0007,034
Total debt securities$4,832,0007,881
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$4,475,0008,536
U.S. Government securities$4,375,0008,023
U.S. Treasury securities$04,186
U.S. Government agency obligations$4,375,0007,686
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$100,0006,800
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,000,0007,050
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
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)$05,708
Available-for-sale securities (fair market value)$4,475,0007,404
Total debt securities$4,375,0008,450
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