Home > Bank of Tennessee > Securities

Bank of Tennessee, Securities

2022-06-30Rank
Total securities$234,892,000938
U.S. Government securities$180,761,000778
U.S. Treasury securities$13,154,0001,369
U.S. Government agency obligations$167,607,000680
Securities issued by states & political subdivisions$54,131,000961
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$81,698,000819
Mortgage-backed securities$150,810,000619
Certificates of participation in pools of residential mortgages$85,470,000641
Issued or guaranteed by U.S.$85,470,000633
Privately issued$0231
Collaterized mortgage obligations$40,362,000552
CMOs issued by government agencies or sponsored agencies$40,362,000494
Privately issued$0553
Commercial mortgage-backed securities$24,978,000528
Commercial mortgage pass-through securities$24,978,000270
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$8,195,0001,032
Available-for-sale securities (fair market value)$226,697,000835
Total debt securities$234,892,000928
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$239,208,000917
U.S. Government securities$180,973,000762
U.S. Treasury securities$13,306,0001,208
U.S. Government agency obligations$167,667,000693
Securities issued by states & political subdivisions$58,235,000906
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,969,000810
Mortgage-backed securities$151,424,000638
Certificates of participation in pools of residential mortgages$81,969,000673
Issued or guaranteed by U.S.$81,969,000665
Privately issued$0238
Collaterized mortgage obligations$42,219,000526
CMOs issued by government agencies or sponsored agencies$42,219,000483
Privately issued$0536
Commercial mortgage-backed securities$27,236,000503
Commercial mortgage pass-through securities$27,236,000259
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$6,617,000997
Available-for-sale securities (fair market value)$232,591,000838
Total debt securities$239,208,000909
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$224,069,000938
U.S. Government securities$159,756,000807
U.S. Treasury securities$5,918,0001,311
U.S. Government agency obligations$153,838,000755
Securities issued by states & political subdivisions$64,313,000860
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$83,630,000762
Mortgage-backed securities$135,794,000696
Certificates of participation in pools of residential mortgages$70,148,000753
Issued or guaranteed by U.S.$70,148,000741
Privately issued$0246
Collaterized mortgage obligations$41,127,000521
CMOs issued by government agencies or sponsored agencies$41,127,000482
Privately issued$0500
Commercial mortgage-backed securities$24,519,000550
Commercial mortgage pass-through securities$24,519,000284
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$6,799,000878
Available-for-sale securities (fair market value)$217,270,000883
Total debt securities$224,069,000930
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 contracts$0137
2021-09-30Rank
Total securities$183,444,0001,063
U.S. Government securities$125,751,000916
U.S. Treasury securities$02,008
U.S. Government agency obligations$125,751,000834
Securities issued by states & political subdivisions$57,693,000923
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$83,320,000757
Mortgage-backed securities$107,460,000794
Certificates of participation in pools of residential mortgages$46,288,000973
Issued or guaranteed by U.S.$46,288,000954
Privately issued$0234
Collaterized mortgage obligations$38,738,000528
CMOs issued by government agencies or sponsored agencies$38,738,000497
Privately issued$0491
Commercial mortgage-backed securities$22,434,000568
Commercial mortgage pass-through securities$22,434,000286
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$7,404,000829
Available-for-sale securities (fair market value)$176,040,0001,017
Total debt securities$183,444,0001,051
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 contracts$0137
2021-06-30Rank
Total securities$173,685,0001,065
U.S. Government securities$112,151,000956
U.S. Treasury securities$01,913
U.S. Government agency obligations$112,151,000878
Securities issued by states & political subdivisions$61,534,000851
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$82,589,000740
Mortgage-backed securities$93,886,000847
Certificates of participation in pools of residential mortgages$40,743,0001,043
Issued or guaranteed by U.S.$40,743,0001,023
Privately issued$0247
Collaterized mortgage obligations$33,534,000556
CMOs issued by government agencies or sponsored agencies$33,534,000526
Privately issued$0478
Commercial mortgage-backed securities$19,609,000590
Commercial mortgage pass-through securities$19,609,000298
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$8,759,000762
Available-for-sale securities (fair market value)$164,926,0001,015
Total debt securities$173,685,0001,051
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 contracts$0139
2021-03-31Rank
Total securities$164,029,0001,046
U.S. Government securities$95,777,0001,000
U.S. Treasury securities$01,631
U.S. Government agency obligations$95,777,000931
Securities issued by states & political subdivisions$68,252,000744
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,519,000805
Mortgage-backed securities$77,694,000932
Certificates of participation in pools of residential mortgages$33,872,0001,100
Issued or guaranteed by U.S.$33,872,0001,073
Privately issued$0261
Collaterized mortgage obligations$23,663,000665
CMOs issued by government agencies or sponsored agencies$23,663,000629
Privately issued$0475
Commercial mortgage-backed securities$20,159,000551
Commercial mortgage pass-through securities$20,159,000282
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$9,869,000694
Available-for-sale securities (fair market value)$154,160,0001,020
Total debt securities$164,029,0001,031
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 contracts$0137
2020-12-31Rank
Total securities$168,319,000942
U.S. Government securities$98,495,000886
U.S. Treasury securities$01,194
U.S. Government agency obligations$98,495,000839
Securities issued by states & political subdivisions$69,824,000696
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,352,0001,034
Mortgage-backed securities$81,457,000829
Certificates of participation in pools of residential mortgages$35,747,000976
Issued or guaranteed by U.S.$35,747,000955
Privately issued$0245
Collaterized mortgage obligations$24,306,000653
CMOs issued by government agencies or sponsored agencies$24,306,000621
Privately issued$0474
Commercial mortgage-backed securities$21,404,000502
Commercial mortgage pass-through securities$21,404,000252
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$8,220,000727
Available-for-sale securities (fair market value)$160,099,000897
Total debt securities$168,319,000927
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 contracts$0137
2020-09-30Rank
Total securities$169,457,000855
U.S. Government securities$106,905,000798
U.S. Treasury securities$01,216
U.S. Government agency obligations$106,905,000749
Securities issued by states & political subdivisions$62,552,000700
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,275,0001,019
Mortgage-backed securities$89,816,000720
Certificates of participation in pools of residential mortgages$40,019,000859
Issued or guaranteed by U.S.$40,019,000840
Privately issued$0251
Collaterized mortgage obligations$27,417,000613
CMOs issued by government agencies or sponsored agencies$27,417,000580
Privately issued$0464
Commercial mortgage-backed securities$22,380,000462
Commercial mortgage pass-through securities$22,380,000232
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$9,245,000689
Available-for-sale securities (fair market value)$160,212,000815
Total debt securities$169,457,000843
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 contracts$0131
2020-06-30Rank
Total securities$179,755,000775
U.S. Government securities$115,319,000728
U.S. Treasury securities$01,251
U.S. Government agency obligations$115,319,000689
Securities issued by states & political subdivisions$64,436,000620
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,403,000936
Mortgage-backed securities$97,306,000683
Certificates of participation in pools of residential mortgages$42,611,000801
Issued or guaranteed by U.S.$42,611,000785
Privately issued$0251
Collaterized mortgage obligations$31,778,000574
CMOs issued by government agencies or sponsored agencies$31,778,000539
Privately issued$0454
Commercial mortgage-backed securities$22,917,000454
Commercial mortgage pass-through securities$22,917,000232
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$10,832,000644
Available-for-sale securities (fair market value)$168,923,000753
Total debt securities$179,755,000767
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 contracts$0132
2020-03-31Rank
Total securities$187,568,000738
U.S. Government securities$113,640,000748
U.S. Treasury securities$01,297
U.S. Government agency obligations$113,640,000705
Securities issued by states & political subdivisions$73,928,000472
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$72,587,000746
Mortgage-backed securities$95,814,000715
Certificates of participation in pools of residential mortgages$38,363,000861
Issued or guaranteed by U.S.$38,363,000840
Privately issued$0267
Collaterized mortgage obligations$36,195,000537
CMOs issued by government agencies or sponsored agencies$36,195,000503
Privately issued$0460
Commercial mortgage-backed securities$21,256,000484
Commercial mortgage pass-through securities$21,256,000237
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$11,057,000647
Available-for-sale securities (fair market value)$176,511,000714
Total debt securities$187,568,000731
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 contracts$0129
2019-12-31Rank
Total securities$184,707,000733
U.S. Government securities$109,729,000787
U.S. Treasury securities$01,363
U.S. Government agency obligations$109,729,000743
Securities issued by states & political subdivisions$74,978,000429
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,912,000773
Mortgage-backed securities$91,537,000715
Certificates of participation in pools of residential mortgages$37,215,000853
Issued or guaranteed by U.S.$37,215,000836
Privately issued$0249
Collaterized mortgage obligations$34,285,000553
CMOs issued by government agencies or sponsored agencies$34,285,000516
Privately issued$0457
Commercial mortgage-backed securities$20,037,000483
Commercial mortgage pass-through securities$20,037,000251
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$11,117,000672
Available-for-sale securities (fair market value)$173,590,000718
Total debt securities$184,707,000725
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 contracts$0128
2019-09-30Rank
Total securities$191,113,000701
U.S. Government securities$116,716,000740
U.S. Treasury securities$01,429
U.S. Government agency obligations$116,716,000695
Securities issued by states & political subdivisions$74,397,000424
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$68,240,000752
Mortgage-backed securities$98,237,000651
Certificates of participation in pools of residential mortgages$39,228,000797
Issued or guaranteed by U.S.$39,228,000775
Privately issued$0287
Collaterized mortgage obligations$38,031,000507
CMOs issued by government agencies or sponsored agencies$38,031,000479
Privately issued$0463
Commercial mortgage-backed securities$20,978,000464
Commercial mortgage pass-through securities$20,978,000244
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$11,300,000703
Available-for-sale securities (fair market value)$179,813,000670
Total debt securities$191,113,000695
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 contracts$0127
2019-06-30Rank
Total securities$187,610,000725
U.S. Government securities$114,225,000762
U.S. Treasury securities$01,467
U.S. Government agency obligations$114,225,000722
Securities issued by states & political subdivisions$73,385,000420
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,030,000721
Mortgage-backed securities$96,529,000649
Certificates of participation in pools of residential mortgages$34,721,000865
Issued or guaranteed by U.S.$34,721,000858
Privately issued$0244
Collaterized mortgage obligations$40,075,000466
CMOs issued by government agencies or sponsored agencies$40,075,000440
Privately issued$0476
Commercial mortgage-backed securities$21,733,000442
Commercial mortgage pass-through securities$21,733,000237
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$6,188,000949
Available-for-sale securities (fair market value)$181,422,000655
Total debt securities$187,610,000717
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 contracts$0135
2019-03-31Rank
Total securities$192,779,000710
U.S. Government securities$113,924,000775
U.S. Treasury securities$01,516
U.S. Government agency obligations$113,924,000722
Securities issued by states & political subdivisions$78,855,000412
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$93,531,000597
Mortgage-backed securities$96,532,000648
Certificates of participation in pools of residential mortgages$34,240,000892
Issued or guaranteed by U.S.$34,240,000884
Privately issued$0248
Collaterized mortgage obligations$40,406,000458
CMOs issued by government agencies or sponsored agencies$40,406,000428
Privately issued$0499
Commercial mortgage-backed securities$21,886,000432
Commercial mortgage pass-through securities$21,886,000242
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$6,520,000945
Available-for-sale securities (fair market value)$186,259,000638
Total debt securities$192,779,000700
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 contracts$0138
2018-12-31Rank
Total securities$186,272,000732
U.S. Government securities$107,756,000806
U.S. Treasury securities$01,513
U.S. Government agency obligations$107,756,000753
Securities issued by states & political subdivisions$78,516,000428
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$85,505,000640
Mortgage-backed securities$91,368,000676
Certificates of participation in pools of residential mortgages$31,078,000971
Issued or guaranteed by U.S.$31,078,000962
Privately issued$0211
Collaterized mortgage obligations$39,716,000457
CMOs issued by government agencies or sponsored agencies$39,716,000429
Privately issued$0498
Commercial mortgage-backed securities$20,574,000433
Commercial mortgage pass-through securities$20,574,000243
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$6,936,000960
Available-for-sale securities (fair market value)$179,336,000669
Total debt securities$186,272,000723
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 contracts$0138
2018-09-30Rank
Total securities$178,527,000761
U.S. Government securities$100,935,000852
U.S. Treasury securities$01,500
U.S. Government agency obligations$100,935,000799
Securities issued by states & political subdivisions$77,592,000428
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$95,794,000589
Mortgage-backed securities$84,878,000711
Certificates of participation in pools of residential mortgages$30,231,000983
Issued or guaranteed by U.S.$30,231,000978
Privately issued$0145
Collaterized mortgage obligations$33,747,000516
CMOs issued by government agencies or sponsored agencies$33,747,000490
Privately issued$0515
Commercial mortgage-backed securities$20,900,000421
Commercial mortgage pass-through securities$20,900,000236
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$7,251,000970
Available-for-sale securities (fair market value)$171,276,000697
Total debt securities$178,527,000750
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 contracts$0141
2018-06-30Rank
Total securities$176,494,000791
U.S. Government securities$97,504,000885
U.S. Treasury securities$01,475
U.S. Government agency obligations$97,504,000842
Securities issued by states & political subdivisions$78,990,000438
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$113,780,000524
Mortgage-backed securities$84,428,000729
Certificates of participation in pools of residential mortgages$27,724,0001,088
Issued or guaranteed by U.S.$27,724,0001,058
Privately issued$0453
Collaterized mortgage obligations$34,657,000511
CMOs issued by government agencies or sponsored agencies$34,657,000480
Privately issued$0544
Commercial mortgage-backed securities$22,047,000386
Commercial mortgage pass-through securities$22,047,000216
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$7,301,000982
Available-for-sale securities (fair market value)$169,193,000724
Total debt securities$176,494,000781
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 contracts$0145
2018-03-31Rank
Total securities$173,003,000815
U.S. Government securities$90,928,000958
U.S. Treasury securities$01,426
U.S. Government agency obligations$90,928,000914
Securities issued by states & political subdivisions$82,075,000417
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$117,072,000518
Mortgage-backed securities$56,855,000966
Certificates of participation in pools of residential mortgages$26,605,0001,141
Issued or guaranteed by U.S.$26,605,0001,138
Privately issued$067
Collaterized mortgage obligations$30,250,000569
CMOs issued by government agencies or sponsored agencies$30,250,000539
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$7,620,000988
Available-for-sale securities (fair market value)$165,383,000738
Total debt securities$173,003,000803
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 contracts$0146
2017-12-31Rank
Total securities$166,626,000845
U.S. Government securities$83,317,0001,036
U.S. Treasury securities$01,328
U.S. Government agency obligations$83,317,000990
Securities issued by states & political subdivisions$83,309,000425
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$104,277,000583
Mortgage-backed securities$49,505,0001,087
Certificates of participation in pools of residential mortgages$19,437,0001,450
Issued or guaranteed by U.S.$19,437,0001,448
Privately issued$064
Collaterized mortgage obligations$30,068,000569
CMOs issued by government agencies or sponsored agencies$30,068,000536
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$3,275,0001,304
Available-for-sale securities (fair market value)$163,351,000752
Total debt securities$166,626,000836
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 contracts$0146
2017-09-30Rank
Total securities$166,940,000853
U.S. Government securities$83,178,0001,044
U.S. Treasury securities$01,313
U.S. Government agency obligations$83,178,000998
Securities issued by states & political subdivisions$83,762,000426
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$105,743,000578
Mortgage-backed securities$48,328,0001,119
Certificates of participation in pools of residential mortgages$19,374,0001,487
Issued or guaranteed by U.S.$19,374,0001,483
Privately issued$069
Collaterized mortgage obligations$28,954,000594
CMOs issued by government agencies or sponsored agencies$28,954,000563
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$3,336,0001,339
Available-for-sale securities (fair market value)$163,604,000760
Total debt securities$166,940,000843
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 contracts$0144
2017-06-30Rank
Total securities$168,241,000859
U.S. Government securities$83,418,0001,065
U.S. Treasury securities$01,351
U.S. Government agency obligations$83,418,0001,014
Securities issued by states & political subdivisions$84,823,000428
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$117,957,000524
Mortgage-backed securities$50,015,0001,120
Certificates of participation in pools of residential mortgages$19,274,0001,532
Issued or guaranteed by U.S.$19,274,0001,531
Privately issued$067
Collaterized mortgage obligations$30,741,000567
CMOs issued by government agencies or sponsored agencies$30,741,000534
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$3,457,0001,350
Available-for-sale securities (fair market value)$164,784,000762
Total debt securities$168,241,000850
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 contracts$0145
2017-03-31Rank
Total securities$174,003,000850
U.S. Government securities$87,012,0001,033
U.S. Treasury securities$01,390
U.S. Government agency obligations$87,012,000988
Securities issued by states & political subdivisions$86,991,000419
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$112,748,000555
Mortgage-backed securities$52,700,0001,092
Certificates of participation in pools of residential mortgages$20,233,0001,511
Issued or guaranteed by U.S.$20,233,0001,511
Privately issued$066
Collaterized mortgage obligations$32,467,000554
CMOs issued by government agencies or sponsored agencies$32,467,000523
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$3,472,0001,378
Available-for-sale securities (fair market value)$170,531,000756
Total debt securities$174,003,000840
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 contracts$0142
2016-12-31Rank
Total securities$174,176,000837
U.S. Government securities$87,101,0001,020
U.S. Treasury securities$01,367
U.S. Government agency obligations$87,101,000975
Securities issued by states & political subdivisions$87,075,000418
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$105,896,000574
Mortgage-backed securities$53,433,0001,075
Certificates of participation in pools of residential mortgages$20,234,0001,516
Issued or guaranteed by U.S.$20,234,0001,516
Privately issued$071
Collaterized mortgage obligations$33,199,000549
CMOs issued by government agencies or sponsored agencies$33,199,000513
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$3,550,0001,381
Available-for-sale securities (fair market value)$170,626,000745
Total debt securities$174,176,000825
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$177,783,000817
U.S. Government securities$93,864,000943
U.S. Treasury securities$01,214
U.S. Government agency obligations$93,864,000898
Securities issued by states & political subdivisions$83,919,000436
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$105,687,000568
Mortgage-backed securities$58,220,0001,001
Certificates of participation in pools of residential mortgages$22,054,0001,452
Issued or guaranteed by U.S.$22,054,0001,450
Privately issued$067
Collaterized mortgage obligations$36,166,000522
CMOs issued by government agencies or sponsored agencies$36,166,000492
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$2,773,0001,472
Available-for-sale securities (fair market value)$175,010,000727
Total debt securities$177,783,000807
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$185,852,000786
U.S. Government securities$100,407,000908
U.S. Treasury securities$01,253
U.S. Government agency obligations$100,407,000865
Securities issued by states & political subdivisions$85,445,000421
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$122,656,000518
Mortgage-backed securities$64,299,000937
Certificates of participation in pools of residential mortgages$23,471,0001,402
Issued or guaranteed by U.S.$23,471,0001,398
Privately issued$071
Collaterized mortgage obligations$40,828,000498
CMOs issued by government agencies or sponsored agencies$40,828,000468
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$2,907,0001,499
Available-for-sale securities (fair market value)$182,945,000702
Total debt securities$185,852,000777
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$192,553,000767
U.S. Government securities$104,770,000888
U.S. Treasury securities$01,296
U.S. Government agency obligations$104,770,000850
Securities issued by states & political subdivisions$87,783,000396
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$163,292,000423
Mortgage-backed securities$68,014,000882
Certificates of participation in pools of residential mortgages$24,980,0001,320
Issued or guaranteed by U.S.$24,980,0001,319
Privately issued$066
Collaterized mortgage obligations$43,034,000490
CMOs issued by government agencies or sponsored agencies$43,034,000456
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$3,286,0001,483
Available-for-sale securities (fair market value)$189,267,000684
Total debt securities$192,552,000760
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$197,665,000744
U.S. Government securities$108,360,000870
U.S. Treasury securities$01,367
U.S. Government agency obligations$108,360,000834
Securities issued by states & political subdivisions$89,305,000394
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$147,060,000458
Mortgage-backed securities$72,876,000833
Certificates of participation in pools of residential mortgages$26,760,0001,269
Issued or guaranteed by U.S.$26,760,0001,268
Privately issued$066
Collaterized mortgage obligations$46,116,000469
CMOs issued by government agencies or sponsored agencies$46,116,000439
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$1,594,0001,756
Available-for-sale securities (fair market value)$196,071,000657
Total debt securities$197,665,000736
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$203,193,000728
U.S. Government securities$113,987,000849
U.S. Treasury securities$01,303
U.S. Government agency obligations$113,987,000813
Securities issued by states & political subdivisions$89,206,000387
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$158,898,000438
Mortgage-backed securities$77,398,000795
Certificates of participation in pools of residential mortgages$28,369,0001,213
Issued or guaranteed by U.S.$28,369,0001,212
Privately issued$065
Collaterized mortgage obligations$49,029,000454
CMOs issued by government agencies or sponsored agencies$49,029,000427
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)$1,603,0001,754
Available-for-sale securities (fair market value)$201,590,000642
Total debt securities$203,193,000719
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$212,887,000707
U.S. Government securities$124,881,000810
U.S. Treasury securities$01,348
U.S. Government agency obligations$124,881,000778
Securities issued by states & political subdivisions$88,006,000379
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$158,686,000441
Mortgage-backed securities$82,367,000774
Certificates of participation in pools of residential mortgages$29,874,0001,218
Issued or guaranteed by U.S.$29,874,0001,217
Privately issued$067
Collaterized mortgage obligations$52,493,000443
CMOs issued by government agencies or sponsored agencies$52,493,000419
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)$1,615,0001,784
Available-for-sale securities (fair market value)$211,272,000621
Total debt securities$212,887,000700
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$214,455,000708
U.S. Government securities$126,363,000800
U.S. Treasury securities$01,327
U.S. Government agency obligations$126,363,000772
Securities issued by states & political subdivisions$88,092,000370
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$166,379,000417
Mortgage-backed securities$82,667,000777
Certificates of participation in pools of residential mortgages$30,876,0001,176
Issued or guaranteed by U.S.$30,876,0001,176
Privately issued$070
Collaterized mortgage obligations$51,791,000451
CMOs issued by government agencies or sponsored agencies$51,791,000425
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)$1,624,0001,785
Available-for-sale securities (fair market value)$212,831,000618
Total debt securities$214,455,000702
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$211,736,000713
U.S. Government securities$126,174,000805
U.S. Treasury securities$01,361
U.S. Government agency obligations$126,174,000770
Securities issued by states & political subdivisions$85,562,000372
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$153,188,000449
Mortgage-backed securities$82,715,000787
Certificates of participation in pools of residential mortgages$35,704,0001,084
Issued or guaranteed by U.S.$35,704,0001,082
Privately issued$075
Collaterized mortgage obligations$47,011,000487
CMOs issued by government agencies or sponsored agencies$47,011,000463
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)$1,668,0001,802
Available-for-sale securities (fair market value)$210,068,000617
Total debt securities$211,737,000704
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$209,313,000723
U.S. Government securities$125,075,000820
U.S. Treasury securities$01,381
U.S. Government agency obligations$125,075,000788
Securities issued by states & political subdivisions$84,238,000368
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$163,845,000414
Mortgage-backed securities$85,647,000784
Certificates of participation in pools of residential mortgages$39,511,0001,033
Issued or guaranteed by U.S.$39,511,0001,032
Privately issued$073
Collaterized mortgage obligations$46,136,000506
CMOs issued by government agencies or sponsored agencies$46,136,000477
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)$1,678,0001,829
Available-for-sale securities (fair market value)$207,635,000616
Total debt securities$209,313,000715
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$213,626,000716
U.S. Government securities$128,699,000803
U.S. Treasury securities$01,342
U.S. Government agency obligations$128,699,000769
Securities issued by states & political subdivisions$84,927,000362
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$160,111,000425
Mortgage-backed securities$90,263,000761
Certificates of participation in pools of residential mortgages$42,067,0001,008
Issued or guaranteed by U.S.$42,067,0001,007
Privately issued$075
Collaterized mortgage obligations$48,196,000500
CMOs issued by government agencies or sponsored agencies$48,196,000467
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)$1,689,0001,837
Available-for-sale securities (fair market value)$211,937,000624
Total debt securities$213,626,000706
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$208,768,000737
U.S. Government securities$127,529,000813
U.S. Treasury securities$01,198
U.S. Government agency obligations$127,529,000783
Securities issued by states & political subdivisions$81,239,000385
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$174,691,000392
Mortgage-backed securities$89,213,000761
Certificates of participation in pools of residential mortgages$44,929,000946
Issued or guaranteed by U.S.$44,929,000945
Privately issued$076
Collaterized mortgage obligations$44,284,000524
CMOs issued by government agencies or sponsored agencies$44,284,000493
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)$1,698,0001,836
Available-for-sale securities (fair market value)$207,070,000643
Total debt securities$208,768,000726
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$204,097,000750
U.S. Government securities$124,330,000831
U.S. Treasury securities$01,131
U.S. Government agency obligations$124,330,000800
Securities issued by states & political subdivisions$79,767,000386
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$140,924,000464
Mortgage-backed securities$84,492,000793
Certificates of participation in pools of residential mortgages$43,421,000965
Issued or guaranteed by U.S.$43,421,000964
Privately issued$081
Collaterized mortgage obligations$41,071,000552
CMOs issued by government agencies or sponsored agencies$41,071,000521
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)$218,0002,343
Available-for-sale securities (fair market value)$203,879,000651
Total debt securities$204,098,000739
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$201,941,000760
U.S. Government securities$119,122,000862
U.S. Treasury securities$01,131
U.S. Government agency obligations$119,122,000837
Securities issued by states & political subdivisions$82,819,000371
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$140,200,000470
Mortgage-backed securities$83,303,000805
Certificates of participation in pools of residential mortgages$45,033,000939
Issued or guaranteed by U.S.$45,033,000937
Privately issued$080
Collaterized mortgage obligations$38,270,000591
CMOs issued by government agencies or sponsored agencies$38,270,000552
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)$218,0002,339
Available-for-sale securities (fair market value)$201,723,000670
Total debt securities$201,938,000751
Structured notes
Amortized cost$1,000,0001,570
Fair value$983,0001,647
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$203,395,000765
U.S. Government securities$121,357,000841
U.S. Treasury securities$01,152
U.S. Government agency obligations$121,357,000811
Securities issued by states & political subdivisions$82,038,000372
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$126,208,000512
Mortgage-backed securities$85,850,000792
Certificates of participation in pools of residential mortgages$47,263,000898
Issued or guaranteed by U.S.$47,263,000897
Privately issued$083
Collaterized mortgage obligations$38,587,000601
CMOs issued by government agencies or sponsored agencies$38,587,000559
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)$218,0002,282
Available-for-sale securities (fair market value)$203,177,000680
Total debt securities$203,394,000755
Structured notes
Amortized cost$1,000,0001,552
Fair value$977,0001,644
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$202,099,000784
U.S. Government securities$119,057,000877
U.S. Treasury securities$01,161
U.S. Government agency obligations$119,057,000850
Securities issued by states & political subdivisions$83,042,000365
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$121,356,000543
Mortgage-backed securities$86,472,000800
Certificates of participation in pools of residential mortgages$51,884,000846
Issued or guaranteed by U.S.$51,884,000846
Privately issued$083
Collaterized mortgage obligations$34,588,000678
CMOs issued by government agencies or sponsored agencies$34,588,000630
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)$218,0002,277
Available-for-sale securities (fair market value)$201,881,000698
Total debt securities$202,099,000766
Structured notes
Amortized cost$1,000,0001,588
Fair value$1,002,0001,618
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$133,452,0001,136
U.S. Government securities$89,243,0001,128
U.S. Treasury securities$01,135
U.S. Government agency obligations$89,243,0001,081
Securities issued by states & political subdivisions$44,209,000822
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$79,037,000762
Mortgage-backed securities$66,014,0001,011
Certificates of participation in pools of residential mortgages$37,813,0001,084
Issued or guaranteed by U.S.$37,813,0001,081
Privately issued$085
Collaterized mortgage obligations$28,201,000795
CMOs issued by government agencies or sponsored agencies$28,201,000743
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)$133,452,0001,023
Total debt securities$133,451,0001,121
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$124,271,0001,221
U.S. Government securities$86,173,0001,186
U.S. Treasury securities$01,086
U.S. Government agency obligations$86,173,0001,153
Securities issued by states & political subdivisions$38,098,000922
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$67,799,000869
Mortgage-backed securities$65,045,0001,090
Certificates of participation in pools of residential mortgages$39,857,0001,095
Issued or guaranteed by U.S.$39,857,0001,093
Privately issued$088
Collaterized mortgage obligations$25,188,000921
CMOs issued by government agencies or sponsored agencies$25,188,000855
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)$124,271,0001,098
Total debt securities$124,271,0001,202
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$118,275,0001,296
U.S. Government securities$82,009,0001,262
U.S. Treasury securities$01,068
U.S. Government agency obligations$82,009,0001,225
Securities issued by states & political subdivisions$36,266,000949
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$67,746,000883
Mortgage-backed securities$68,737,0001,052
Certificates of participation in pools of residential mortgages$44,425,0001,022
Issued or guaranteed by U.S.$44,425,0001,021
Privately issued$094
Collaterized mortgage obligations$24,312,000944
CMOs issued by government agencies or sponsored agencies$24,312,000872
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)$118,275,0001,171
Total debt securities$118,275,0001,281
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$111,441,0001,371
U.S. Government securities$77,290,0001,383
U.S. Treasury securities$01,157
U.S. Government agency obligations$77,290,0001,343
Securities issued by states & political subdivisions$34,151,000954
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$65,541,000917
Mortgage-backed securities$68,189,0001,068
Certificates of participation in pools of residential mortgages$47,133,000965
Issued or guaranteed by U.S.$47,133,000963
Privately issued$094
Collaterized mortgage obligations$21,056,0001,049
CMOs issued by government agencies or sponsored agencies$21,056,000972
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)$111,441,0001,246
Total debt securities$111,441,0001,357
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$105,335,0001,391
U.S. Government securities$70,799,0001,413
U.S. Treasury securities$01,076
U.S. Government agency obligations$70,799,0001,369
Securities issued by states & political subdivisions$34,536,000928
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$67,242,000826
Mortgage-backed securities$66,525,0001,052
Certificates of participation in pools of residential mortgages$49,849,000871
Issued or guaranteed by U.S.$49,849,000869
Privately issued$0121
Collaterized mortgage obligations$16,676,0001,199
CMOs issued by government agencies or sponsored agencies$16,676,0001,068
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)$105,335,0001,259
Total debt securities$105,335,0001,379
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$99,728,0001,423
U.S. Government securities$73,077,0001,350
U.S. Treasury securities$01,126
U.S. Government agency obligations$73,077,0001,307
Securities issued by states & political subdivisions$26,651,0001,152
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$65,574,000821
Mortgage-backed securities$67,751,0001,004
Certificates of participation in pools of residential mortgages$50,371,000840
Issued or guaranteed by U.S.$50,371,000836
Privately issued$0132
Collaterized mortgage obligations$17,380,0001,170
CMOs issued by government agencies or sponsored agencies$17,380,0001,038
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)$99,728,0001,285
Total debt securities$99,729,0001,404
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$93,614,0001,501
U.S. Government securities$67,637,0001,446
U.S. Treasury securities$01,225
U.S. Government agency obligations$67,637,0001,404
Securities issued by states & political subdivisions$25,977,0001,126
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$63,359,000862
Mortgage-backed securities$59,237,0001,105
Certificates of participation in pools of residential mortgages$43,322,000920
Issued or guaranteed by U.S.$43,322,000916
Privately issued$0125
Collaterized mortgage obligations$15,915,0001,203
CMOs issued by government agencies or sponsored agencies$15,915,0001,051
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)$93,614,0001,349
Total debt securities$93,614,0001,481
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$83,880,0001,627
U.S. Government securities$62,096,0001,568
U.S. Treasury securities$01,272
U.S. Government agency obligations$62,096,0001,513
Securities issued by states & political subdivisions$21,784,0001,341
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$58,692,000907
Mortgage-backed securities$47,764,0001,267
Certificates of participation in pools of residential mortgages$38,643,000980
Issued or guaranteed by U.S.$38,643,000977
Privately issued$0136
Collaterized mortgage obligations$9,121,0001,604
CMOs issued by government agencies or sponsored agencies$9,121,0001,419
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)$83,880,0001,467
Total debt securities$83,880,0001,612
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$76,199,0001,692
U.S. Government securities$59,354,0001,525
U.S. Treasury securities$01,275
U.S. Government agency obligations$59,354,0001,469
Securities issued by states & political subdivisions$16,845,0001,668
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$40,682,0001,255
Mortgage-backed securities$44,899,0001,283
Certificates of participation in pools of residential mortgages$37,152,000976
Issued or guaranteed by U.S.$37,152,000968
Privately issued$0141
Collaterized mortgage obligations$7,747,0001,678
CMOs issued by government agencies or sponsored agencies$7,747,0001,489
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)$76,199,0001,516
Total debt securities$76,201,0001,675
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$77,474,0001,637
U.S. Government securities$62,926,0001,417
U.S. Treasury securities$01,180
U.S. Government agency obligations$62,926,0001,360
Securities issued by states & political subdivisions$14,548,0001,805
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$67,602,000776
Mortgage-backed securities$52,883,0001,102
Certificates of participation in pools of residential mortgages$38,502,000903
Issued or guaranteed by U.S.$38,502,000894
Privately issued$0141
Collaterized mortgage obligations$14,381,0001,214
CMOs issued by government agencies or sponsored agencies$14,381,0001,041
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)$77,474,0001,461
Total debt securities$77,474,0001,622
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$70,926,0001,767
U.S. Government securities$56,834,0001,575
U.S. Treasury securities$01,121
U.S. Government agency obligations$56,834,0001,522
Securities issued by states & political subdivisions$14,092,0001,778
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$65,756,000819
Mortgage-backed securities$48,794,0001,147
Certificates of participation in pools of residential mortgages$33,328,0001,038
Issued or guaranteed by U.S.$33,328,0001,030
Privately issued$0148
Collaterized mortgage obligations$15,466,0001,128
CMOs issued by government agencies or sponsored agencies$15,466,000942
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)$70,926,0001,570
Total debt securities$70,924,0001,751
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$92,081,0001,420
U.S. Government securities$63,064,0001,454
U.S. Treasury securities$01,130
U.S. Government agency obligations$63,064,0001,403
Securities issued by states & political subdivisions$29,017,000848
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$80,844,000695
Mortgage-backed securities$58,069,0001,027
Certificates of participation in pools of residential mortgages$42,517,000889
Issued or guaranteed by U.S.$42,517,000880
Privately issued$0145
Collaterized mortgage obligations$15,552,0001,102
CMOs issued by government agencies or sponsored agencies$15,552,000913
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)$92,081,0001,256
Total debt securities$92,082,0001,399
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$93,748,0001,381
U.S. Government securities$65,463,0001,367
U.S. Treasury securities$01,077
U.S. Government agency obligations$65,463,0001,324
Securities issued by states & political subdivisions$28,285,000861
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$83,488,000677
Mortgage-backed securities$62,460,000972
Certificates of participation in pools of residential mortgages$45,308,000867
Issued or guaranteed by U.S.$45,308,000859
Privately issued$0157
Collaterized mortgage obligations$17,152,0001,043
CMOs issued by government agencies or sponsored agencies$17,152,000851
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)$93,748,0001,217
Total debt securities$93,748,0001,354
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$94,522,0001,356
U.S. Government securities$66,729,0001,318
U.S. Treasury securities$01,047
U.S. Government agency obligations$66,729,0001,279
Securities issued by states & political subdivisions$27,793,000867
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$89,263,000633
Mortgage-backed securities$65,729,000944
Certificates of participation in pools of residential mortgages$48,232,000840
Issued or guaranteed by U.S.$48,232,000829
Privately issued$0171
Collaterized mortgage obligations$17,497,0001,009
CMOs issued by government agencies or sponsored agencies$17,497,000807
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)$94,522,0001,181
Total debt securities$94,520,0001,332
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$101,117,0001,240
U.S. Government securities$73,821,0001,169
U.S. Treasury securities$01,036
U.S. Government agency obligations$73,821,0001,133
Securities issued by states & political subdivisions$27,296,000851
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$87,076,000653
Mortgage-backed securities$73,821,000865
Certificates of participation in pools of residential mortgages$55,908,000745
Issued or guaranteed by U.S.$55,908,000735
Privately issued$0181
Collaterized mortgage obligations$17,913,000977
CMOs issued by government agencies or sponsored agencies$17,913,000765
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)$101,117,0001,072
Total debt securities$101,116,0001,217
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$117,633,0001,064
U.S. Government securities$93,116,000924
U.S. Treasury securities$0981
U.S. Government agency obligations$93,116,000896
Securities issued by states & political subdivisions$24,517,000904
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$102,405,000562
Mortgage-backed securities$87,898,000743
Certificates of participation in pools of residential mortgages$66,379,000650
Issued or guaranteed by U.S.$66,379,000641
Privately issued$0191
Collaterized mortgage obligations$21,519,000868
CMOs issued by government agencies or sponsored agencies$21,519,000663
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)$117,633,000919
Total debt securities$117,632,0001,045
Structured notes
Amortized cost$4,613,000278
Fair value$4,678,000271
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$121,306,0001,008
U.S. Government securities$96,515,000878
U.S. Treasury securities$0973
U.S. Government agency obligations$96,515,000860
Securities issued by states & political subdivisions$24,791,000870
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$103,259,000565
Mortgage-backed securities$91,173,000705
Certificates of participation in pools of residential mortgages$69,337,000613
Issued or guaranteed by U.S.$69,337,000605
Privately issued$0188
Collaterized mortgage obligations$21,836,000834
CMOs issued by government agencies or sponsored agencies$21,836,000630
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)$121,306,000866
Total debt securities$121,296,000987
Structured notes
Amortized cost$4,821,000294
Fair value$4,850,000292
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$119,527,000998
U.S. Government securities$93,215,000884
U.S. Treasury securities$01,019
U.S. Government agency obligations$93,215,000863
Securities issued by states & political subdivisions$26,312,000796
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$108,896,000529
Mortgage-backed securities$86,808,000706
Certificates of participation in pools of residential mortgages$65,647,000608
Issued or guaranteed by U.S.$65,647,000600
Privately issued$0192
Collaterized mortgage obligations$21,161,000800
CMOs issued by government agencies or sponsored agencies$21,161,000595
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)$119,527,000860
Total debt securities$119,526,000982
Structured notes
Amortized cost$4,920,000266
Fair value$4,939,000257
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$115,482,0001,052
U.S. Government securities$89,811,000940
U.S. Treasury securities$01,021
U.S. Government agency obligations$89,811,000917
Securities issued by states & political subdivisions$25,671,000838
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$103,595,000542
Mortgage-backed securities$82,354,000721
Certificates of participation in pools of residential mortgages$61,942,000653
Issued or guaranteed by U.S.$61,942,000647
Privately issued$0202
Collaterized mortgage obligations$20,412,000811
CMOs issued by government agencies or sponsored agencies$20,412,000599
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)$115,482,000915
Total debt securities$115,481,0001,036
Structured notes
Amortized cost$5,032,000272
Fair value$5,052,000271
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$115,853,0001,057
U.S. Government securities$92,099,000911
U.S. Treasury securities$01,044
U.S. Government agency obligations$92,099,000884
Securities issued by states & political subdivisions$23,754,000907
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$99,670,000542
Mortgage-backed securities$84,855,000691
Certificates of participation in pools of residential mortgages$65,498,000590
Issued or guaranteed by U.S.$65,498,000584
Privately issued$0205
Collaterized mortgage obligations$19,357,000813
CMOs issued by government agencies or sponsored agencies$19,357,000598
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)$115,853,000923
Total debt securities$115,853,0001,032
Structured notes
Amortized cost$3,789,000410
Fair value$3,805,000410
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$77,309,0001,545
U.S. Government securities$54,688,0001,534
U.S. Treasury securities$01,146
U.S. Government agency obligations$54,688,0001,505
Securities issued by states & political subdivisions$22,621,000939
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$60,086,000870
Mortgage-backed securities$43,488,0001,087
Certificates of participation in pools of residential mortgages$25,194,0001,183
Issued or guaranteed by U.S.$25,194,0001,173
Privately issued$0191
Collaterized mortgage obligations$18,294,000774
CMOs issued by government agencies or sponsored agencies$18,294,000589
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)$77,309,0001,339
Total debt securities$77,309,0001,506
Structured notes
Amortized cost$3,882,000645
Fair value$3,896,000647
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$77,925,0001,528
U.S. Government securities$55,345,0001,539
U.S. Treasury securities$01,235
U.S. Government agency obligations$55,345,0001,506
Securities issued by states & political subdivisions$22,580,000908
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$61,673,000820
Mortgage-backed securities$30,570,0001,335
Certificates of participation in pools of residential mortgages$15,942,0001,550
Issued or guaranteed by U.S.$15,942,0001,541
Privately issued$0194
Collaterized mortgage obligations$14,628,000863
CMOs issued by government agencies or sponsored agencies$14,628,000663
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)$77,925,0001,321
Total debt securities$77,925,0001,495
Structured notes
Amortized cost$3,974,000759
Fair value$3,990,000743
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$75,283,0001,570
U.S. Government securities$53,167,0001,603
U.S. Treasury securities$01,362
U.S. Government agency obligations$53,167,0001,561
Securities issued by states & political subdivisions$22,116,000922
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$60,958,000837
Mortgage-backed securities$17,608,0001,898
Certificates of participation in pools of residential mortgages$9,736,0002,101
Issued or guaranteed by U.S.$9,736,0002,094
Privately issued$0207
Collaterized mortgage obligations$7,872,0001,233
CMOs issued by government agencies or sponsored agencies$7,872,0001,001
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)$75,283,0001,356
Total debt securities$75,283,0001,537
Structured notes
Amortized cost$4,089,000758
Fair value$4,088,000750
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$77,623,0001,530
U.S. Government securities$55,359,0001,541
U.S. Treasury securities$01,448
U.S. Government agency obligations$55,359,0001,505
Securities issued by states & political subdivisions$22,264,000907
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$59,154,000852
Mortgage-backed securities$16,581,0001,983
Certificates of participation in pools of residential mortgages$9,358,0002,149
Issued or guaranteed by U.S.$9,358,0002,140
Privately issued$0218
Collaterized mortgage obligations$7,223,0001,264
CMOs issued by government agencies or sponsored agencies$7,223,0001,049
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)$77,623,0001,329
Total debt securities$77,623,0001,492
Structured notes
Amortized cost$4,231,000793
Fair value$4,242,000786
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$74,800,0001,609
U.S. Government securities$54,322,0001,618
U.S. Treasury securities$01,498
U.S. Government agency obligations$54,322,0001,576
Securities issued by states & political subdivisions$20,478,000982
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$64,416,000794
Mortgage-backed securities$11,565,0002,442
Certificates of participation in pools of residential mortgages$6,242,0002,694
Issued or guaranteed by U.S.$6,242,0002,680
Privately issued$0208
Collaterized mortgage obligations$5,323,0001,476
CMOs issued by government agencies or sponsored agencies$5,323,0001,244
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)$74,800,0001,394
Total debt securities$74,800,0001,572
Structured notes
Amortized cost$4,349,000828
Fair value$4,363,000824
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$74,143,0001,637
U.S. Government securities$53,449,0001,668
U.S. Treasury securities$01,574
U.S. Government agency obligations$53,449,0001,625
Securities issued by states & political subdivisions$20,694,000970
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$62,764,000819
Mortgage-backed securities$10,844,0002,528
Certificates of participation in pools of residential mortgages$6,510,0002,657
Issued or guaranteed by U.S.$6,510,0002,643
Privately issued$0214
Collaterized mortgage obligations$4,334,0001,588
CMOs issued by government agencies or sponsored agencies$4,334,0001,355
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)$74,143,0001,400
Total debt securities$74,143,0001,605
Structured notes
Amortized cost$4,477,000884
Fair value$4,421,000881
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$72,065,0001,669
U.S. Government securities$50,663,0001,754
U.S. Treasury securities$01,634
U.S. Government agency obligations$50,663,0001,700
Securities issued by states & political subdivisions$19,492,0001,017
Other domestic debt securities$1,910,0001,578
Privately issued residential mortgage-backed securities$1,910,000705
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$58,700,000869
Mortgage-backed securities$10,129,0002,612
Certificates of participation in pools of residential mortgages$6,752,0002,640
Issued or guaranteed by U.S.$6,752,0002,626
Privately issued$0211
Collaterized mortgage obligations$3,377,0001,731
CMOs issued by government agencies or sponsored agencies$1,467,0001,989
Privately issued$1,910,000661
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)$72,065,0001,428
Total debt securities$72,065,0001,637
Structured notes
Amortized cost$3,636,0001,116
Fair value$3,572,0001,113
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$61,393,0001,976
U.S. Government securities$41,352,0002,150
U.S. Treasury securities$01,715
U.S. Government agency obligations$41,352,0002,073
Securities issued by states & political subdivisions$20,041,000980
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$52,031,000950
Mortgage-backed securities$4,636,0003,739
Certificates of participation in pools of residential mortgages$3,158,0003,671
Issued or guaranteed by U.S.$3,158,0003,655
Privately issued$0205
Collaterized mortgage obligations$1,478,0002,268
CMOs issued by government agencies or sponsored agencies$1,478,0001,996
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)$61,393,0001,678
Total debt securities$61,393,0001,927
Structured notes
Amortized cost$1,783,0001,750
Fair value$1,742,0001,751
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$60,298,0001,997
U.S. Government securities$40,243,0002,175
U.S. Treasury securities$01,737
U.S. Government agency obligations$40,243,0002,099
Securities issued by states & political subdivisions$20,055,000977
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$51,378,000959
Mortgage-backed securities$5,368,0003,595
Certificates of participation in pools of residential mortgages$3,885,0003,411
Issued or guaranteed by U.S.$3,885,0003,398
Privately issued$0216
Collaterized mortgage obligations$1,483,0002,258
CMOs issued by government agencies or sponsored agencies$1,483,0001,999
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)$60,298,0001,710
Total debt securities$60,298,0001,956
Structured notes
Amortized cost$1,840,0001,724
Fair value$1,818,0001,724
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$61,826,0001,945
U.S. Government securities$42,273,0002,061
U.S. Treasury securities$01,786
U.S. Government agency obligations$42,273,0001,991
Securities issued by states & political subdivisions$19,226,0001,034
Other domestic debt securities$327,0002,818
Privately issued residential mortgage-backed securities$327,0001,001
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$49,676,000959
Mortgage-backed securities$6,126,0003,441
Certificates of participation in pools of residential mortgages$4,300,0003,323
Issued or guaranteed by U.S.$4,300,0003,309
Privately issued$0225
Collaterized mortgage obligations$1,826,0002,130
CMOs issued by government agencies or sponsored agencies$1,499,0002,002
Privately issued$327,000928
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)$61,826,0001,643
Total debt securities$61,826,0001,896
Structured notes
Amortized cost$922,0002,342
Fair value$908,0002,342
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$59,960,0002,010
U.S. Government securities$46,300,0001,926
U.S. Treasury securities$01,839
U.S. Government agency obligations$46,300,0001,858
Securities issued by states & political subdivisions$13,235,0001,496
Other domestic debt securities$425,0002,788
Privately issued residential mortgage-backed securities$425,000941
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$47,734,000992
Mortgage-backed securities$7,033,0003,312
Certificates of participation in pools of residential mortgages$4,726,0003,275
Issued or guaranteed by U.S.$4,726,0003,262
Privately issued$0223
Collaterized mortgage obligations$2,307,0002,027
CMOs issued by government agencies or sponsored agencies$1,882,0001,925
Privately issued$425,000869
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)$59,960,0001,691
Total debt securities$59,967,0001,960
Structured notes
Amortized cost$965,0002,320
Fair value$952,0002,321
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$57,650,0002,125
U.S. Government securities$45,930,0001,979
U.S. Treasury securities$01,963
U.S. Government agency obligations$45,930,0001,900
Securities issued by states & political subdivisions$11,190,0001,739
Other domestic debt securities$530,0002,635
Privately issued residential mortgage-backed securities$530,000879
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$49,287,000973
Mortgage-backed securities$7,817,0003,231
Certificates of participation in pools of residential mortgages$5,119,0003,242
Issued or guaranteed by U.S.$5,119,0003,236
Privately issued$0207
Collaterized mortgage obligations$2,698,0001,961
CMOs issued by government agencies or sponsored agencies$2,168,0001,873
Privately issued$530,000813
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)$57,650,0001,786
Total debt securities$57,652,0002,074
Structured notes
Amortized cost$997,0002,261
Fair value$998,0002,035
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$75,659,0001,660
U.S. Government securities$64,211,0001,457
U.S. Treasury securities$01,963
U.S. Government agency obligations$64,211,0001,396
Securities issued by states & political subdivisions$10,792,0001,812
Other domestic debt securities$656,0002,580
Privately issued residential mortgage-backed securities$656,000830
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$68,673,000732
Mortgage-backed securities$7,589,0003,345
Certificates of participation in pools of residential mortgages$4,456,0003,490
Issued or guaranteed by U.S.$4,456,0003,480
Privately issued$0203
Collaterized mortgage obligations$3,133,0001,885
CMOs issued by government agencies or sponsored agencies$2,477,0001,814
Privately issued$656,000769
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)$75,659,0001,409
Total debt securities$75,660,0001,613
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$49,893,0002,400
U.S. Government securities$38,277,0002,303
U.S. Treasury securities$01,990
U.S. Government agency obligations$38,277,0002,223
Securities issued by states & political subdivisions$10,793,0001,811
Other domestic debt securities$823,0002,485
Privately issued residential mortgage-backed securities$823,000746
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$41,407,0001,069
Mortgage-backed securities$7,359,0003,411
Certificates of participation in pools of residential mortgages$3,734,0003,757
Issued or guaranteed by U.S.$3,734,0003,751
Privately issued$0225
Collaterized mortgage obligations$3,625,0001,770
CMOs issued by government agencies or sponsored agencies$2,802,0001,726
Privately issued$823,000693
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)$49,893,0002,030
Total debt securities$49,894,0002,350
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$47,166,0002,575
U.S. Government securities$35,562,0002,489
U.S. Treasury securities$02,098
U.S. Government agency obligations$35,562,0002,397
Securities issued by states & political subdivisions$10,545,0001,816
Other domestic debt securities$1,059,0002,343
Privately issued residential mortgage-backed securities$1,059,000684
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$44,346,0001,015
Mortgage-backed securities$8,135,0003,298
Certificates of participation in pools of residential mortgages$4,039,0003,715
Issued or guaranteed by U.S.$4,039,0003,706
Privately issued$0225
Collaterized mortgage obligations$4,096,0001,704
CMOs issued by government agencies or sponsored agencies$3,037,0001,711
Privately issued$1,059,000640
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)$47,166,0002,187
Total debt securities$47,166,0002,513
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$36,868,0003,128
U.S. Government securities$24,804,0003,307
U.S. Treasury securities$02,082
U.S. Government agency obligations$24,804,0003,189
Securities issued by states & political subdivisions$12,064,0001,639
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$32,356,0001,318
Mortgage-backed securities$6,428,0003,695
Certificates of participation in pools of residential mortgages$4,601,0003,553
Issued or guaranteed by U.S.$4,601,0003,543
Privately issued$0230
Collaterized mortgage obligations$1,827,0002,380
CMOs issued by government agencies or sponsored agencies$1,827,0002,151
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)$36,868,0002,699
Total debt securities$36,869,0003,063
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$40,110,0002,967
U.S. Government securities$28,324,0003,041
U.S. Treasury securities$02,227
U.S. Government agency obligations$28,324,0002,931
Securities issued by states & political subdivisions$11,786,0001,696
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$31,645,0001,328
Mortgage-backed securities$7,372,0003,474
Certificates of participation in pools of residential mortgages$5,485,0003,296
Issued or guaranteed by U.S.$5,485,0003,284
Privately issued$0248
Collaterized mortgage obligations$1,887,0002,357
CMOs issued by government agencies or sponsored agencies$1,887,0002,234
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)$40,110,0002,561
Total debt securities$40,112,0002,907
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$32,734,0003,402
U.S. Government securities$20,991,0003,671
U.S. Treasury securities$02,287
U.S. Government agency obligations$20,991,0003,530
Securities issued by states & political subdivisions$11,743,0001,702
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$25,024,0001,572
Mortgage-backed securities$5,340,0003,950
Certificates of participation in pools of residential mortgages$3,394,0003,949
Issued or guaranteed by U.S.$3,394,0003,933
Privately issued$0253
Collaterized mortgage obligations$1,946,0002,357
CMOs issued by government agencies or sponsored agencies$1,946,0002,232
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)$32,734,0002,938
Total debt securities$32,735,0003,342
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$32,238,0003,365
U.S. Government securities$20,040,0003,692
U.S. Treasury securities$02,322
U.S. Government agency obligations$20,040,0003,548
Securities issued by states & political subdivisions$12,198,0001,591
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$25,357,0001,520
Mortgage-backed securities$5,284,0004,050
Certificates of participation in pools of residential mortgages$3,237,0004,047
Issued or guaranteed by U.S.$3,237,0004,035
Privately issued$0256
Collaterized mortgage obligations$2,047,0002,478
CMOs issued by government agencies or sponsored agencies$2,047,0002,344
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)$32,238,0002,915
Total debt securities$32,238,0003,291
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$30,999,0003,443
U.S. Government securities$19,033,0003,835
U.S. Treasury securities$02,382
U.S. Government agency obligations$19,033,0003,676
Securities issued by states & political subdivisions$11,966,0001,545
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$24,637,0001,532
Mortgage-backed securities$4,175,0004,439
Certificates of participation in pools of residential mortgages$4,175,0003,702
Issued or guaranteed by U.S.$4,175,0003,691
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)$30,999,0002,977
Total debt securities$30,999,0003,367
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$32,582,0003,312
U.S. Government securities$20,862,0003,582
U.S. Treasury securities$02,544
U.S. Government agency obligations$20,862,0003,411
Securities issued by states & political subdivisions$11,720,0001,552
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$27,464,0001,401
Mortgage-backed securities$5,006,0004,149
Certificates of participation in pools of residential mortgages$5,006,0003,385
Issued or guaranteed by U.S.$5,006,0003,371
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)$32,582,0002,838
Total debt securities$32,582,0003,228
Structured notes
Amortized cost$1,000,000765
Fair value$1,001,000927
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$42,674,0002,523
U.S. Government securities$28,001,0002,683
U.S. Treasury securities$03,182
U.S. Government agency obligations$28,001,0002,545
Securities issued by states & political subdivisions$11,525,0001,497
Other domestic debt securities$3,148,0001,826
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$3,148,0001,508
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$29,221,0001,261
Mortgage-backed securities$7,425,0003,354
Certificates of participation in pools of residential mortgages$7,425,0002,544
Issued or guaranteed by U.S.$7,425,0002,528
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)$42,674,0002,099
Total debt securities$42,675,0002,458
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$51,848,0002,108
U.S. Government securities$38,006,0002,104
U.S. Treasury securities$04,186
U.S. Government agency obligations$38,006,0001,949
Securities issued by states & political subdivisions$9,796,0001,686
Other domestic debt securities$3,068,0001,543
Privately issued residential mortgage-backed securities$989,000738
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,079,0001,595
Foreign debt securities$0313
Equity securities$978,0002,570
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,848,0001,218
Mortgage-backed securities$9,341,0002,420
Certificates of participation in pools of residential mortgages$7,842,0002,032
Issued or guaranteed by U.S.$7,842,0002,016
Privately issued$0308
Collaterized mortgage obligations$1,499,0002,536
CMOs issued by government agencies or sponsored agencies$510,0003,132
Privately issued$989,000649
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,009,0004,442
Available-for-sale securities (fair market value)$50,839,0001,688
Total debt securities$50,870,0002,067
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$31,502,0003,438
U.S. Government securities$21,354,0003,666
U.S. Treasury securities$05,412
U.S. Government agency obligations$21,354,0003,285
Securities issued by states & political subdivisions$9,332,0001,793
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$816,0002,790
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,483,0001,411
Mortgage-backed securities$4,225,0003,881
Certificates of participation in pools of residential mortgages$3,724,0003,236
Issued or guaranteed by U.S.$3,724,0003,224
Privately issued$0307
Collaterized mortgage obligations$501,0003,517
CMOs issued by government agencies or sponsored agencies$501,0003,358
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,019,0003,762
Available-for-sale securities (fair market value)$28,483,0002,945
Total debt securities$30,686,0003,413
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$28,757,0003,772
U.S. Government securities$21,325,0003,717
U.S. Treasury securities$4,031,0002,633
U.S. Government agency obligations$17,294,0003,715
Securities issued by states & political subdivisions$6,712,0002,389
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$720,0002,907
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,751,0001,540
Mortgage-backed securities$6,232,0003,462
Certificates of participation in pools of residential mortgages$5,412,0002,856
Issued or guaranteed by U.S.$5,412,0002,841
Privately issued$0349
Collaterized mortgage obligations$820,0003,465
CMOs issued by government agencies or sponsored agencies$820,0003,321
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,361,0004,024
Available-for-sale securities (fair market value)$25,396,0003,179
Total debt securities$28,037,0003,738
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$30,854,0003,550
U.S. Government securities$25,871,0003,337
U.S. Treasury securities$5,013,0003,202
U.S. Government agency obligations$20,858,0003,113
Securities issued by states & political subdivisions$4,326,0003,043
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$657,0003,059
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,311,0002,028
Mortgage-backed securities$9,816,0002,663
Certificates of participation in pools of residential mortgages$8,761,0002,095
Issued or guaranteed by U.S.$8,761,0002,081
Privately issued$0394
Collaterized mortgage obligations$1,055,0003,332
CMOs issued by government agencies or sponsored agencies$1,055,0003,206
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,229,0004,045
Available-for-sale securities (fair market value)$25,625,0002,998
Total debt securities$30,197,0003,516
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$35,306,0003,428
U.S. Government securities$29,463,0003,251
U.S. Treasury securities$7,499,0002,830
U.S. Government agency obligations$21,964,0003,107
Securities issued by states & political subdivisions$5,231,0002,733
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$612,0003,115
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,340,0001,830
Mortgage-backed securities$11,718,0002,668
Certificates of participation in pools of residential mortgages$9,465,0002,228
Issued or guaranteed by U.S.$9,465,0002,209
Privately issued$0472
Collaterized mortgage obligations$2,253,0002,912
CMOs issued by government agencies or sponsored agencies$2,253,0002,791
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,458,0003,536
Available-for-sale securities (fair market value)$26,848,0003,006
Total debt securities$34,694,0003,385
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$40,285,0003,129
U.S. Government securities$33,174,0003,049
U.S. Treasury securities$13,562,0002,053
U.S. Government agency obligations$19,612,0003,367
Securities issued by states & political subdivisions$5,942,0002,453
Other domestic debt securities$598,0002,983
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$598,0002,337
Foreign debt securities$0553
Equity securities$571,0003,055
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,505,0001,816
Mortgage-backed securities$14,016,0002,497
Certificates of participation in pools of residential mortgages$11,504,0001,975
Issued or guaranteed by U.S.$11,504,0001,955
Privately issued$0558
Collaterized mortgage obligations$2,512,0003,094
CMOs issued by government agencies or sponsored agencies$2,512,0002,958
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,859,0003,955
Available-for-sale securities (fair market value)$32,426,0002,625
Total debt securities$39,714,0003,090
Structured notes
Amortized cost$1,500,0002,027
Fair value$1,505,0002,015
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$44,620,0002,940
U.S. Government securities$37,569,0002,781
U.S. Treasury securities$18,692,0001,892
U.S. Government agency obligations$18,877,0003,340
Securities issued by states & political subdivisions$5,921,0002,541
Other domestic debt securities$596,0003,340
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$596,0002,678
Foreign debt securities$0600
Equity securities$534,0002,947
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,328,0002,031
Mortgage-backed securities$9,063,0003,421
Certificates of participation in pools of residential mortgages$6,381,0002,970
Issued or guaranteed by U.S.$6,381,0002,959
Privately issued$0564
Collaterized mortgage obligations$2,682,0003,214
CMOs issued by government agencies or sponsored agencies$2,682,0003,054
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,126,0003,197
Available-for-sale securities (fair market value)$22,494,0002,536
Total debt securities$44,086,0002,899
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$55,998,0002,469
U.S. Government securities$48,415,0002,278
U.S. Treasury securities$21,982,0001,694
U.S. Government agency obligations$26,433,0002,592
Securities issued by states & political subdivisions$6,401,0002,416
Other domestic debt securities$677,0003,841
Privately issued residential mortgage-backed securities$84,0002,798
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$593,0003,081
Foreign debt securities$0649
Equity securities$505,0003,036
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,926,0001,414
Mortgage-backed securities$10,826,0003,454
Certificates of participation in pools of residential mortgages$7,600,0002,945
Issued or guaranteed by U.S.$7,600,0002,914
Privately issued$0731
Collaterized mortgage obligations$3,226,0003,290
CMOs issued by government agencies or sponsored agencies$3,142,0003,139
Privately issued$84,0002,380
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$55,493,0002,425
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$39,829,0003,454
U.S. Government securities$35,141,0003,069
U.S. Treasury securities$8,009,0004,218
U.S. Government agency obligations$27,132,0002,493
Securities issued by states & political subdivisions$1,593,0005,556
Other domestic debt securities$3,095,0002,285
Privately issued residential mortgage-backed securities$2,254,0001,117
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$841,0003,191
Foreign debt securities$0699
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,181,0002,000
Mortgage-backed securities$16,319,0002,678
Certificates of participation in pools of residential mortgages$2,448,0005,653
Issued or guaranteed by U.S.$2,448,0005,589
Privately issued$0831
Collaterized mortgage obligations$13,871,0001,306
CMOs issued by government agencies or sponsored agencies$11,617,0001,334
Privately issued$2,254,000832
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$39,829,0003,370
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA