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Blackhawk Bank, Securities

2023-09-30Rank
Total securities$125,250,0001,442
U.S. Government securities$91,061,0001,240
U.S. Treasury securities$1,637,0002,449
U.S. Government agency obligations$89,424,0001,048
Securities issued by states & political subdivisions$3,412,0003,112
Other domestic debt securities$27,275,000600
Privately issued residential mortgage-backed securities$25,414,000157
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$622,000484
Structured financial products - Total$967,000561
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,197,0001,086
Mortgage-backed securities$105,332,000724
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$12,894,0001,818
Privately issued$6,034,00079
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$60,835,000346
Privately issued$19,380,000153
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$4,024,000737
Other commercial mortgage-backed securities$2,165,000909
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$121,748,0001,283
Total debt securities$121,748,0001,456
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$429,976,000529
U.S. Government securities$170,643,000792
U.S. Treasury securities$7,796,0001,702
U.S. Government agency obligations$162,847,000684
Securities issued by states & political subdivisions$67,573,000720
Other domestic debt securities$188,225,000174
Privately issued residential mortgage-backed securities$90,296,00073
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$21,095,000153
Structured financial products - Total$0681
Other domestic debt securities - All other$8,058,000779
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$176,450,000515
Mortgage-backed securities$308,170,000357
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$31,491,0001,193
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$107,743,000246
Privately issued$90,296,00067
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$4,962,000692
Other commercial mortgage-backed securities$73,678,000154
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$426,441,000435
Total debt securities$426,448,000522
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$445,683,000520
U.S. Government securities$156,808,000857
U.S. Treasury securities$7,583,0001,758
U.S. Government agency obligations$149,225,000733
Securities issued by states & political subdivisions$80,618,000630
Other domestic debt securities$204,802,000170
Privately issued residential mortgage-backed securities$104,861,00069
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$22,630,000140
Structured financial products - Total$2,748,000436
Other domestic debt securities - All other$5,150,000996
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$197,628,000434
Mortgage-backed securities$308,764,000357
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$18,748,0001,612
Privately issued$12,276,00072
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$108,401,000245
Privately issued$92,585,00067
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$5,076,000676
Other commercial mortgage-backed securities$71,678,000162
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$442,228,000427
Total debt securities$442,227,000521
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$451,758,000513
U.S. Government securities$162,163,000843
U.S. Treasury securities$7,539,0001,787
U.S. Government agency obligations$154,624,000715
Securities issued by states & political subdivisions$80,288,000641
Other domestic debt securities$205,875,000165
Privately issued residential mortgage-backed securities$112,047,00070
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$21,408,000156
Structured financial products - Total$0515
Other domestic debt securities - All other$5,222,000993
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$190,836,000423
Mortgage-backed securities$321,110,000358
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$19,473,0001,603
Privately issued$12,720,00050
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$111,956,000245
Privately issued$99,327,00068
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$5,325,000665
Other commercial mortgage-backed securities$72,309,000172
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$448,326,000428
Total debt securities$448,325,000516
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$472,730,000501
U.S. Government securities$172,454,000813
U.S. Treasury securities$8,003,0001,714
U.S. Government agency obligations$164,451,000692
Securities issued by states & political subdivisions$84,485,000630
Other domestic debt securities$212,310,000150
Privately issued residential mortgage-backed securities$114,418,00069
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$22,034,000152
Structured financial products - Total$0168
Other domestic debt securities - All other$5,538,000976
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$232,672,000351
Mortgage-backed securities$335,428,000357
Certificates of participation in pools of residential mortgages$35,054,0001,207
Issued or guaranteed by U.S.$20,942,0001,583
Privately issued$14,112,00057
Collaterized mortgage obligations$219,070,000175
CMOs issued by government agencies or sponsored agencies$118,764,000239
Privately issued$100,306,00069
Commercial mortgage-backed securities$81,304,000259
Commercial mortgage pass-through securities$5,593,000660
Other commercial mortgage-backed securities$75,711,000190
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$469,249,000424
Total debt securities$469,248,000496
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 contractsNANA
2022-03-31Rank
Total securities$484,171,000487
U.S. Government securities$180,556,000765
U.S. Treasury securities$8,367,0001,508
U.S. Government agency obligations$172,189,000671
Securities issued by states & political subdivisions$89,301,000623
Other domestic debt securities$211,814,000150
Privately issued residential mortgage-backed securities$121,798,00067
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$23,367,000155
Structured financial products - Total$0169
Other domestic debt securities - All other$3,611,0001,156
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$195,986,000390
Mortgage-backed securities$341,778,000360
Certificates of participation in pools of residential mortgages$38,631,0001,150
Issued or guaranteed by U.S.$22,995,0001,547
Privately issued$15,636,00051
Collaterized mortgage obligations$228,742,000177
CMOs issued by government agencies or sponsored agencies$122,580,000235
Privately issued$106,162,00065
Commercial mortgage-backed securities$74,405,000280
Commercial mortgage pass-through securities$5,805,000666
Other commercial mortgage-backed securities$68,600,000206
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$481,671,000422
Total debt securities$481,670,000482
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 contractsNANA
2021-12-31Rank
Total securities$506,894,000453
U.S. Government securities$197,761,000678
U.S. Treasury securities$8,973,0001,093
U.S. Government agency obligations$188,788,000621
Securities issued by states & political subdivisions$96,375,000594
Other domestic debt securities$210,205,000146
Privately issued residential mortgage-backed securities$121,595,00061
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$24,671,000153
Structured financial products - Total$0173
Other domestic debt securities - All other$3,736,0001,092
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$194,047,000392
Mortgage-backed securities$353,888,000354
Certificates of participation in pools of residential mortgages$42,814,0001,057
Issued or guaranteed by U.S.$25,404,0001,473
Privately issued$17,410,00053
Collaterized mortgage obligations$238,716,000175
CMOs issued by government agencies or sponsored agencies$134,531,000226
Privately issued$104,185,00057
Commercial mortgage-backed securities$72,358,000289
Commercial mortgage pass-through securities$6,209,000634
Other commercial mortgage-backed securities$66,149,000211
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$504,341,000397
Total debt securities$504,343,000445
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$472,472,000464
U.S. Government securities$195,630,000646
U.S. Treasury securities$8,968,000906
U.S. Government agency obligations$186,662,000616
Securities issued by states & political subdivisions$96,070,000576
Other domestic debt securities$178,217,000146
Privately issued residential mortgage-backed securities$99,488,00061
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$25,672,000151
Structured financial products - Total$0173
Other domestic debt securities - All other$3,764,0001,021
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$207,827,000358
Mortgage-backed securities$317,533,000373
Certificates of participation in pools of residential mortgages$45,905,000983
Issued or guaranteed by U.S.$27,139,0001,377
Privately issued$18,766,00051
Collaterized mortgage obligations$209,755,000193
CMOs issued by government agencies or sponsored agencies$129,033,000240
Privately issued$80,722,00061
Commercial mortgage-backed securities$61,873,000319
Commercial mortgage pass-through securities$6,543,000620
Other commercial mortgage-backed securities$55,330,000233
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$469,917,000413
Total debt securities$469,915,000455
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$448,071,000463
U.S. Government securities$193,236,000621
U.S. Treasury securities$9,017,000827
U.S. Government agency obligations$184,219,000594
Securities issued by states & political subdivisions$94,786,000560
Other domestic debt securities$157,528,000159
Privately issued residential mortgage-backed securities$75,547,00065
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$26,520,000152
Structured financial products - Total$2,001,000106
Other domestic debt securities - All other$3,291,0001,010
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$202,123,000354
Mortgage-backed securities$290,753,000378
Certificates of participation in pools of residential mortgages$36,858,0001,104
Issued or guaranteed by U.S.$25,197,0001,399
Privately issued$11,661,00068
Collaterized mortgage obligations$190,821,000196
CMOs issued by government agencies or sponsored agencies$126,935,000233
Privately issued$63,886,00060
Commercial mortgage-backed securities$63,074,000296
Commercial mortgage pass-through securities$6,819,000604
Other commercial mortgage-backed securities$56,255,000220
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$445,550,000415
Total debt securities$445,550,000457
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$379,187,000497
U.S. Government securities$166,689,000642
U.S. Treasury securities$4,620,000850
U.S. Government agency obligations$162,069,000614
Securities issued by states & political subdivisions$89,004,000569
Other domestic debt securities$120,993,000177
Privately issued residential mortgage-backed securities$58,255,00077
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$29,512,000139
Structured financial products - Total$1,974,000104
Other domestic debt securities - All other$1,774,0001,181
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$173,222,000400
Mortgage-backed securities$229,431,000408
Certificates of participation in pools of residential mortgages$29,330,0001,226
Issued or guaranteed by U.S.$22,700,0001,418
Privately issued$6,630,000104
Collaterized mortgage obligations$160,513,000212
CMOs issued by government agencies or sponsored agencies$108,888,000246
Privately issued$51,625,00064
Commercial mortgage-backed securities$39,588,000364
Commercial mortgage pass-through securities$6,905,000576
Other commercial mortgage-backed securities$32,683,000281
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$376,686,000454
Total debt securities$376,687,000492
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$352,083,000481
U.S. Government securities$157,036,000600
U.S. Treasury securities$01,194
U.S. Government agency obligations$157,036,000575
Securities issued by states & political subdivisions$90,701,000515
Other domestic debt securities$101,829,000184
Privately issued residential mortgage-backed securities$55,002,00069
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$20,835,000165
Structured financial products - Total$1,989,000100
Other domestic debt securities - All other$34,0001,657
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$177,785,000384
Mortgage-backed securities$223,446,000395
Certificates of participation in pools of residential mortgages$27,689,0001,191
Issued or guaranteed by U.S.$27,689,0001,167
Privately issued$0245
Collaterized mortgage obligations$161,083,000204
CMOs issued by government agencies or sponsored agencies$106,081,000249
Privately issued$55,002,00057
Commercial mortgage-backed securities$34,674,000376
Commercial mortgage pass-through securities$7,074,000531
Other commercial mortgage-backed securities$27,600,000287
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$349,566,000433
Total debt securities$349,569,000474
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$317,761,000500
U.S. Government securities$147,752,000606
U.S. Treasury securities$01,216
U.S. Government agency obligations$147,752,000568
Securities issued by states & political subdivisions$76,386,000556
Other domestic debt securities$91,094,000190
Privately issued residential mortgage-backed securities$48,779,00079
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$20,421,000159
Structured financial products - Total$2,002,00097
Other domestic debt securities - All other$34,0001,632
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$166,013,000393
Mortgage-backed securities$203,070,000394
Certificates of participation in pools of residential mortgages$29,097,0001,093
Issued or guaranteed by U.S.$29,097,0001,065
Privately issued$0251
Collaterized mortgage obligations$137,102,000223
CMOs issued by government agencies or sponsored agencies$88,323,000262
Privately issued$48,779,00063
Commercial mortgage-backed securities$36,871,000342
Commercial mortgage pass-through securities$7,458,000510
Other commercial mortgage-backed securities$29,413,000262
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$315,232,000453
Total debt securities$315,231,000494
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$301,726,000502
U.S. Government securities$144,944,000601
U.S. Treasury securities$01,251
U.S. Government agency obligations$144,944,000567
Securities issued by states & political subdivisions$71,326,000545
Other domestic debt securities$82,987,000199
Privately issued residential mortgage-backed securities$44,587,00081
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$14,994,000172
Structured financial products - Total$2,007,00096
Other domestic debt securities - All other$34,0001,587
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$171,604,000377
Mortgage-backed securities$197,010,000403
Certificates of participation in pools of residential mortgages$26,687,0001,128
Issued or guaranteed by U.S.$26,687,0001,095
Privately issued$0251
Collaterized mortgage obligations$131,655,000232
CMOs issued by government agencies or sponsored agencies$87,068,000276
Privately issued$44,587,00064
Commercial mortgage-backed securities$38,668,000330
Commercial mortgage pass-through securities$7,613,000496
Other commercial mortgage-backed securities$31,055,000254
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$299,257,000456
Total debt securities$299,259,000495
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$265,165,000549
U.S. Government securities$131,586,000659
U.S. Treasury securities$01,297
U.S. Government agency obligations$131,586,000621
Securities issued by states & political subdivisions$70,989,000499
Other domestic debt securities$60,271,000233
Privately issued residential mortgage-backed securities$29,382,000103
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,065,000196
Structured financial products - Total$2,088,00097
Other domestic debt securities - All other$34,0001,507
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$149,357,000410
Mortgage-backed securities$161,147,000474
Certificates of participation in pools of residential mortgages$22,572,0001,266
Issued or guaranteed by U.S.$22,572,0001,228
Privately issued$0267
Collaterized mortgage obligations$111,242,000252
CMOs issued by government agencies or sponsored agencies$81,860,000288
Privately issued$29,382,00075
Commercial mortgage-backed securities$27,333,000413
Commercial mortgage pass-through securities$2,712,000795
Other commercial mortgage-backed securities$24,621,000303
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$262,846,000503
Total debt securities$262,848,000543
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$237,448,000587
U.S. Government securities$127,425,000684
U.S. Treasury securities$01,363
U.S. Government agency obligations$127,425,000636
Securities issued by states & political subdivisions$57,781,000575
Other domestic debt securities$49,877,000265
Privately issued residential mortgage-backed securities$18,365,000122
Commercial mortgage-backed securities - Total$19,196,00067
Asset backed securities$10,314,000179
Structured financial products - Total$1,968,000103
Other domestic debt securities - All other$34,0001,486
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$150,779,000399
Mortgage-backed securities$145,424,000491
Certificates of participation in pools of residential mortgages$21,451,0001,282
Issued or guaranteed by U.S.$21,451,0001,250
Privately issued$0249
Collaterized mortgage obligations$98,441,000274
CMOs issued by government agencies or sponsored agencies$80,076,000296
Privately issued$18,365,00086
Commercial mortgage-backed securities$25,532,000422
Commercial mortgage pass-through securities$2,611,000807
Other commercial mortgage-backed securities$22,921,000302
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$235,083,000539
Total debt securities$235,082,000585
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$232,165,000595
U.S. Government securities$126,422,000693
U.S. Treasury securities$01,429
U.S. Government agency obligations$126,422,000650
Securities issued by states & political subdivisions$60,068,000555
Other domestic debt securities$43,316,000289
Privately issued residential mortgage-backed securities$14,426,000133
Commercial mortgage-backed securities - Total$18,284,00065
Asset backed securities$8,560,000192
Structured financial products - Total$2,012,00097
Other domestic debt securities - All other$34,0001,493
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$154,481,000385
Mortgage-backed securities$138,405,000493
Certificates of participation in pools of residential mortgages$22,736,0001,176
Issued or guaranteed by U.S.$22,736,0001,143
Privately issued$0287
Collaterized mortgage obligations$90,630,000287
CMOs issued by government agencies or sponsored agencies$76,204,000301
Privately issued$14,426,00089
Commercial mortgage-backed securities$25,039,000427
Commercial mortgage pass-through securities$2,644,000807
Other commercial mortgage-backed securities$22,395,000297
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$229,806,000536
Total debt securities$229,806,000593
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$204,184,000679
U.S. Government securities$96,699,000884
U.S. Treasury securities$01,467
U.S. Government agency obligations$96,699,000838
Securities issued by states & political subdivisions$55,287,000606
Other domestic debt securities$49,866,000238
Privately issued residential mortgage-backed securities$24,862,00083
Commercial mortgage-backed securities - Total$16,453,00071
Asset backed securities$6,539,000198
Structured financial products - Total$2,012,00095
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$140,853,000425
Mortgage-backed securities$124,072,000536
Certificates of participation in pools of residential mortgages$11,309,0001,853
Issued or guaranteed by U.S.$11,309,0001,817
Privately issued$0244
Collaterized mortgage obligations$93,697,000281
CMOs issued by government agencies or sponsored agencies$68,835,000325
Privately issued$24,862,00072
Commercial mortgage-backed securities$19,066,000469
Commercial mortgage pass-through securities$2,613,000808
Other commercial mortgage-backed securities$16,453,000329
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$201,852,000602
Total debt securities$201,853,000674
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$210,184,000654
U.S. Government securities$95,289,000900
U.S. Treasury securities$01,516
U.S. Government agency obligations$95,289,000845
Securities issued by states & political subdivisions$61,298,000560
Other domestic debt securities$51,302,000223
Privately issued residential mortgage-backed securities$29,551,00073
Commercial mortgage-backed securities - Total$15,246,00069
Asset backed securities$6,505,000184
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$128,035,000460
Mortgage-backed securities$128,992,000519
Certificates of participation in pools of residential mortgages$16,191,0001,489
Issued or guaranteed by U.S.$16,191,0001,465
Privately issued$0248
Collaterized mortgage obligations$94,988,000270
CMOs issued by government agencies or sponsored agencies$65,437,000326
Privately issued$29,551,00063
Commercial mortgage-backed securities$17,813,000477
Commercial mortgage pass-through securities$2,567,000799
Other commercial mortgage-backed securities$15,246,000320
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$207,889,000589
Total debt securities$207,890,000655
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$200,919,000692
U.S. Government securities$94,636,000903
U.S. Treasury securities$01,513
U.S. Government agency obligations$94,636,000853
Securities issued by states & political subdivisions$59,682,000602
Other domestic debt securities$44,351,000246
Privately issued residential mortgage-backed securities$27,254,00077
Commercial mortgage-backed securities - Total$10,570,00073
Asset backed securities$6,527,000177
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$124,793,000472
Mortgage-backed securities$120,694,000544
Certificates of participation in pools of residential mortgages$16,205,0001,509
Issued or guaranteed by U.S.$16,205,0001,494
Privately issued$0211
Collaterized mortgage obligations$91,400,000280
CMOs issued by government agencies or sponsored agencies$64,146,000330
Privately issued$27,254,00069
Commercial mortgage-backed securities$13,089,000545
Commercial mortgage pass-through securities$2,519,000800
Other commercial mortgage-backed securities$10,570,000363
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$198,669,000617
Total debt securities$198,669,000692
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$197,507,000690
U.S. Government securities$98,976,000866
U.S. Treasury securities$01,500
U.S. Government agency obligations$98,976,000817
Securities issued by states & political subdivisions$52,918,000663
Other domestic debt securities$43,396,000246
Privately issued residential mortgage-backed securities$29,388,00069
Commercial mortgage-backed securities - Total$7,505,00078
Asset backed securities$6,503,000171
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$115,361,000512
Mortgage-backed securities$123,085,000538
Certificates of participation in pools of residential mortgages$21,989,0001,242
Issued or guaranteed by U.S.$21,989,0001,236
Privately issued$0145
Collaterized mortgage obligations$91,130,000274
CMOs issued by government agencies or sponsored agencies$61,742,000327
Privately issued$29,388,00064
Commercial mortgage-backed securities$9,966,000619
Commercial mortgage pass-through securities$2,461,000791
Other commercial mortgage-backed securities$7,505,000424
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$195,290,000611
Total debt securities$195,291,000688
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$181,466,000767
U.S. Government securities$93,146,000922
U.S. Treasury securities$01,475
U.S. Government agency obligations$93,146,000877
Securities issued by states & political subdivisions$53,697,000674
Other domestic debt securities$32,422,000313
Privately issued residential mortgage-backed securities$20,994,000122
Commercial mortgage-backed securities - Total$4,912,00081
Asset backed securities$6,516,000165
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$114,225,000521
Mortgage-backed securities$105,572,000608
Certificates of participation in pools of residential mortgages$22,500,0001,257
Issued or guaranteed by U.S.$22,500,0001,213
Privately issued$0453
Collaterized mortgage obligations$75,678,000309
CMOs issued by government agencies or sponsored agencies$54,684,000348
Privately issued$20,994,00078
Commercial mortgage-backed securities$7,394,000719
Commercial mortgage pass-through securities$2,482,000762
Other commercial mortgage-backed securities$4,912,000489
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$179,265,000676
Total debt securities$179,267,000768
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$171,814,000822
U.S. Government securities$89,242,000985
U.S. Treasury securities$01,426
U.S. Government agency obligations$89,242,000939
Securities issued by states & political subdivisions$51,122,000735
Other domestic debt securities$29,246,000304
Privately issued residential mortgage-backed securities$21,072,00081
Commercial mortgage-backed securities - Total$5,124,00077
Asset backed securities$3,050,000208
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$110,609,000544
Mortgage-backed securities$100,858,000636
Certificates of participation in pools of residential mortgages$23,687,0001,244
Issued or guaranteed by U.S.$23,687,0001,241
Privately issued$067
Collaterized mortgage obligations$69,528,000324
CMOs issued by government agencies or sponsored agencies$48,456,000382
Privately issued$21,072,00077
Commercial mortgage-backed securities$7,643,000613
Commercial mortgage pass-through securities$2,519,000613
Other commercial mortgage-backed securities$5,124,000470
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$169,610,000724
Total debt securities$169,609,000824
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$176,350,000801
U.S. Government securities$89,468,000974
U.S. Treasury securities$01,328
U.S. Government agency obligations$89,468,000938
Securities issued by states & political subdivisions$58,790,000660
Other domestic debt securities$25,910,000315
Privately issued residential mortgage-backed securities$20,333,00086
Commercial mortgage-backed securities - Total$4,456,00078
Asset backed securities$1,121,000251
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$2,182,000346
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$116,232,000525
Mortgage-backed securities$99,116,000648
Certificates of participation in pools of residential mortgages$22,681,0001,304
Issued or guaranteed by U.S.$22,681,0001,303
Privately issued$064
Collaterized mortgage obligations$69,413,000323
CMOs issued by government agencies or sponsored agencies$49,080,000382
Privately issued$20,333,00084
Commercial mortgage-backed securities$7,022,000625
Commercial mortgage pass-through securities$2,566,000606
Other commercial mortgage-backed securities$4,456,000478
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$176,350,000699
Total debt securities$174,169,000803
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$177,702,000805
U.S. Government securities$96,925,000913
U.S. Treasury securities$01,313
U.S. Government agency obligations$96,925,000874
Securities issued by states & political subdivisions$56,587,000702
Other domestic debt securities$22,027,000363
Privately issued residential mortgage-backed securities$18,310,00091
Commercial mortgage-backed securities - Total$718,000123
Asset backed securities$2,999,000196
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$2,163,000360
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,388,000519
Mortgage-backed securities$102,012,000629
Certificates of participation in pools of residential mortgages$24,242,0001,269
Issued or guaranteed by U.S.$24,242,0001,267
Privately issued$069
Collaterized mortgage obligations$74,427,000314
CMOs issued by government agencies or sponsored agencies$56,117,000346
Privately issued$18,310,00084
Commercial mortgage-backed securities$3,343,000824
Commercial mortgage pass-through securities$2,625,000605
Other commercial mortgage-backed securities$718,000848
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$177,702,000698
Total debt securities$175,539,000807
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$195,409,000748
U.S. Government securities$111,132,000824
U.S. Treasury securities$01,351
U.S. Government agency obligations$111,132,000785
Securities issued by states & political subdivisions$59,179,000674
Other domestic debt securities$22,956,000367
Privately issued residential mortgage-backed securities$19,142,00093
Commercial mortgage-backed securities - Total$720,000115
Asset backed securities$3,094,000180
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$2,142,000356
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$146,519,000440
Mortgage-backed securities$116,731,000582
Certificates of participation in pools of residential mortgages$25,146,0001,275
Issued or guaranteed by U.S.$25,146,0001,274
Privately issued$067
Collaterized mortgage obligations$82,297,000296
CMOs issued by government agencies or sponsored agencies$63,155,000328
Privately issued$19,142,00087
Commercial mortgage-backed securities$9,288,000530
Commercial mortgage pass-through securities$2,596,000582
Other commercial mortgage-backed securities$6,692,000382
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$195,409,000651
Total debt securities$193,267,000746
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$191,928,000769
U.S. Government securities$110,172,000843
U.S. Treasury securities$01,390
U.S. Government agency obligations$110,172,000800
Securities issued by states & political subdivisions$55,738,000717
Other domestic debt securities$23,896,000373
Privately issued residential mortgage-backed securities$20,152,00090
Commercial mortgage-backed securities - Total$824,000118
Asset backed securities$2,920,000196
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$2,122,000355
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$129,849,000498
Mortgage-backed securities$118,276,000577
Certificates of participation in pools of residential mortgages$25,361,0001,287
Issued or guaranteed by U.S.$25,361,0001,286
Privately issued$066
Collaterized mortgage obligations$83,602,000295
CMOs issued by government agencies or sponsored agencies$63,450,000330
Privately issued$20,152,00084
Commercial mortgage-backed securities$9,313,000514
Commercial mortgage pass-through securities$2,560,000568
Other commercial mortgage-backed securities$6,753,000367
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$191,928,000672
Total debt securities$189,806,000772
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$191,815,000768
U.S. Government securities$107,693,000850
U.S. Treasury securities$01,367
U.S. Government agency obligations$107,693,000813
Securities issued by states & political subdivisions$53,951,000738
Other domestic debt securities$28,070,000324
Privately issued residential mortgage-backed securities$24,054,00085
Commercial mortgage-backed securities - Total$1,006,000112
Asset backed securities$3,010,000184
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$2,101,000358
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$114,691,000533
Mortgage-backed securities$119,439,000552
Certificates of participation in pools of residential mortgages$26,300,0001,266
Issued or guaranteed by U.S.$26,300,0001,265
Privately issued$071
Collaterized mortgage obligations$83,721,000291
CMOs issued by government agencies or sponsored agencies$59,667,000342
Privately issued$24,054,00082
Commercial mortgage-backed securities$9,418,000492
Commercial mortgage pass-through securities$2,521,000543
Other commercial mortgage-backed securities$6,897,000352
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$191,815,000674
Total debt securities$189,714,000767
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$192,636,000757
U.S. Government securities$114,362,000804
U.S. Treasury securities$01,214
U.S. Government agency obligations$114,362,000770
Securities issued by states & political subdivisions$46,856,000875
Other domestic debt securities$29,306,000312
Privately issued residential mortgage-backed securities$26,232,00086
Commercial mortgage-backed securities - Total$0131
Asset backed securities$3,074,000184
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$2,112,000377
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$117,816,000517
Mortgage-backed securities$126,692,000533
Certificates of participation in pools of residential mortgages$30,818,0001,117
Issued or guaranteed by U.S.$30,818,0001,116
Privately issued$067
Collaterized mortgage obligations$89,728,000287
CMOs issued by government agencies or sponsored agencies$63,496,000335
Privately issued$26,232,00083
Commercial mortgage-backed securities$6,146,000566
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$6,146,000364
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$192,636,000661
Total debt securities$190,524,000755
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$176,331,000826
U.S. Government securities$101,942,000893
U.S. Treasury securities$01,253
U.S. Government agency obligations$101,942,000850
Securities issued by states & political subdivisions$46,087,000893
Other domestic debt securities$26,190,000344
Privately issued residential mortgage-backed securities$26,190,00089
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$2,112,000382
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$123,593,000511
Mortgage-backed securities$116,331,000574
Certificates of participation in pools of residential mortgages$32,108,0001,106
Issued or guaranteed by U.S.$32,108,0001,102
Privately issued$071
Collaterized mortgage obligations$84,223,000300
CMOs issued by government agencies or sponsored agencies$58,033,000363
Privately issued$26,190,00084
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$176,331,000723
Total debt securities$174,219,000821
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$172,144,000860
U.S. Government securities$97,726,000958
U.S. Treasury securities$01,296
U.S. Government agency obligations$97,726,000911
Securities issued by states & political subdivisions$45,840,000880
Other domestic debt securities$26,503,000338
Privately issued residential mortgage-backed securities$26,503,00085
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$2,075,000384
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$113,303,000561
Mortgage-backed securities$112,023,000597
Certificates of participation in pools of residential mortgages$32,926,0001,083
Issued or guaranteed by U.S.$32,926,0001,082
Privately issued$066
Collaterized mortgage obligations$79,097,000324
CMOs issued by government agencies or sponsored agencies$52,594,000403
Privately issued$26,503,00082
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$172,144,000752
Total debt securities$170,069,000853
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$139,533,0001,036
U.S. Government securities$77,191,0001,183
U.S. Treasury securities$01,367
U.S. Government agency obligations$77,191,0001,117
Securities issued by states & political subdivisions$45,166,000900
Other domestic debt securities$15,101,000466
Privately issued residential mortgage-backed securities$15,101,000106
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$2,075,000390
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$104,958,000590
Mortgage-backed securities$87,308,000716
Certificates of participation in pools of residential mortgages$21,613,0001,490
Issued or guaranteed by U.S.$21,613,0001,488
Privately issued$066
Collaterized mortgage obligations$65,695,000364
CMOs issued by government agencies or sponsored agencies$50,594,000412
Privately issued$15,101,000100
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$139,533,000905
Total debt securities$137,458,0001,042
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$134,328,0001,074
U.S. Government securities$82,059,0001,119
U.S. Treasury securities$01,303
U.S. Government agency obligations$82,059,0001,062
Securities issued by states & political subdivisions$43,333,000922
Other domestic debt securities$6,846,000737
Privately issued residential mortgage-backed securities$6,846,000154
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$2,090,000390
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$115,164,000553
Mortgage-backed securities$83,601,000744
Certificates of participation in pools of residential mortgages$22,571,0001,455
Issued or guaranteed by U.S.$22,571,0001,455
Privately issued$065
Collaterized mortgage obligations$61,030,000386
CMOs issued by government agencies or sponsored agencies$54,184,000391
Privately issued$6,846,000147
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$134,328,000950
Total debt securities$132,238,0001,081
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$134,706,0001,084
U.S. Government securities$87,862,0001,097
U.S. Treasury securities$01,348
U.S. Government agency obligations$87,862,0001,041
Securities issued by states & political subdivisions$43,838,000887
Other domestic debt securities$965,0001,692
Privately issued residential mortgage-backed securities$965,000371
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$2,041,000406
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$114,640,000564
Mortgage-backed securities$83,380,000766
Certificates of participation in pools of residential mortgages$26,380,0001,326
Issued or guaranteed by U.S.$26,380,0001,326
Privately issued$067
Collaterized mortgage obligations$57,000,000413
CMOs issued by government agencies or sponsored agencies$56,035,000392
Privately issued$965,000352
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$134,706,000961
Total debt securities$132,665,0001,088
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$126,500,0001,158
U.S. Government securities$79,344,0001,222
U.S. Treasury securities$01,327
U.S. Government agency obligations$79,344,0001,157
Securities issued by states & political subdivisions$44,061,000874
Other domestic debt securities$1,078,0001,614
Privately issued residential mortgage-backed securities$1,078,000383
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$2,017,000413
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$113,913,000574
Mortgage-backed securities$74,726,000839
Certificates of participation in pools of residential mortgages$27,125,0001,303
Issued or guaranteed by U.S.$27,125,0001,303
Privately issued$070
Collaterized mortgage obligations$47,601,000481
CMOs issued by government agencies or sponsored agencies$46,523,000459
Privately issued$1,078,000362
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$126,500,0001,016
Total debt securities$124,483,0001,166
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$128,994,0001,146
U.S. Government securities$82,717,0001,167
U.S. Treasury securities$01,361
U.S. Government agency obligations$82,717,0001,104
Securities issued by states & political subdivisions$43,066,000900
Other domestic debt securities$1,227,0001,584
Privately issued residential mortgage-backed securities$1,227,000368
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$1,984,000423
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$111,949,000580
Mortgage-backed securities$77,384,000825
Certificates of participation in pools of residential mortgages$31,143,0001,198
Issued or guaranteed by U.S.$31,143,0001,196
Privately issued$075
Collaterized mortgage obligations$46,241,000493
CMOs issued by government agencies or sponsored agencies$45,014,000473
Privately issued$1,227,000347
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$128,994,0001,005
Total debt securities$127,010,0001,145
Structured notes
Amortized cost$797,0001,648
Fair value$843,0001,627
Trading account assets$35,000241
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$143,946,0001,040
U.S. Government securities$90,535,0001,100
U.S. Treasury securities$01,381
U.S. Government agency obligations$90,535,0001,046
Securities issued by states & political subdivisions$43,997,000875
Other domestic debt securities$7,416,000722
Privately issued residential mortgage-backed securities$7,416,000169
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$1,998,000422
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$118,307,000554
Mortgage-backed securities$91,222,000740
Certificates of participation in pools of residential mortgages$37,976,0001,065
Issued or guaranteed by U.S.$37,976,0001,065
Privately issued$073
Collaterized mortgage obligations$53,246,000458
CMOs issued by government agencies or sponsored agencies$45,830,000481
Privately issued$7,416,000161
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$143,946,000922
Total debt securities$141,948,0001,044
Structured notes
Amortized cost$796,0001,756
Fair value$815,0001,743
Trading account assets$79,000225
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$151,011,0001,009
U.S. Government securities$97,622,0001,039
U.S. Treasury securities$01,342
U.S. Government agency obligations$97,622,000996
Securities issued by states & political subdivisions$43,761,000874
Other domestic debt securities$7,630,000735
Privately issued residential mortgage-backed securities$7,630,000174
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$1,998,000437
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$120,823,000541
Mortgage-backed securities$98,511,000703
Certificates of participation in pools of residential mortgages$45,059,000942
Issued or guaranteed by U.S.$45,059,000941
Privately issued$075
Collaterized mortgage obligations$53,452,000459
CMOs issued by government agencies or sponsored agencies$45,822,000484
Privately issued$7,630,000166
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$151,011,000882
Total debt securities$149,013,0001,004
Structured notes
Amortized cost$794,0001,798
Fair value$812,0001,780
Trading account assets$121,000217
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$152,902,0001,014
U.S. Government securities$96,560,0001,060
U.S. Treasury securities$01,198
U.S. Government agency obligations$96,560,0001,014
Securities issued by states & political subdivisions$44,965,000848
Other domestic debt securities$9,377,000667
Privately issued residential mortgage-backed securities$9,377,000156
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$2,000,000433
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$115,654,000562
Mortgage-backed securities$98,972,000700
Certificates of participation in pools of residential mortgages$44,000,000966
Issued or guaranteed by U.S.$44,000,000965
Privately issued$076
Collaterized mortgage obligations$54,972,000447
CMOs issued by government agencies or sponsored agencies$45,595,000484
Privately issued$9,377,000149
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$152,902,000884
Total debt securities$150,902,0001,017
Structured notes
Amortized cost$792,0001,826
Fair value$791,0001,820
Trading account assets$226,000208
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$127,855,0001,178
U.S. Government securities$74,527,0001,314
U.S. Treasury securities$01,131
U.S. Government agency obligations$74,527,0001,270
Securities issued by states & political subdivisions$43,371,000880
Other domestic debt securities$9,957,000689
Privately issued residential mortgage-backed securities$9,957,000163
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$106,805,000607
Mortgage-backed securities$78,296,000846
Certificates of participation in pools of residential mortgages$34,225,0001,177
Issued or guaranteed by U.S.$34,225,0001,177
Privately issued$081
Collaterized mortgage obligations$44,071,000527
CMOs issued by government agencies or sponsored agencies$34,114,000594
Privately issued$9,957,000156
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$127,855,0001,043
Total debt securities$127,855,0001,165
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$315,000198
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$126,183,0001,207
U.S. Government securities$72,086,0001,367
U.S. Treasury securities$01,131
U.S. Government agency obligations$72,086,0001,324
Securities issued by states & political subdivisions$42,810,000892
Other domestic debt securities$11,287,000652
Privately issued residential mortgage-backed securities$11,287,000164
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$108,550,000583
Mortgage-backed securities$76,832,000872
Certificates of participation in pools of residential mortgages$31,644,0001,258
Issued or guaranteed by U.S.$31,644,0001,255
Privately issued$080
Collaterized mortgage obligations$45,188,000522
CMOs issued by government agencies or sponsored agencies$33,901,000601
Privately issued$11,287,000155
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$126,183,0001,066
Total debt securities$126,183,0001,192
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$749,000178
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$129,769,0001,178
U.S. Government securities$77,422,0001,288
U.S. Treasury securities$01,152
U.S. Government agency obligations$77,422,0001,251
Securities issued by states & political subdivisions$39,979,000943
Other domestic debt securities$12,368,000623
Privately issued residential mortgage-backed securities$12,368,000155
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$96,299,000641
Mortgage-backed securities$83,201,000819
Certificates of participation in pools of residential mortgages$34,305,0001,165
Issued or guaranteed by U.S.$34,305,0001,164
Privately issued$083
Collaterized mortgage obligations$48,896,000500
CMOs issued by government agencies or sponsored agencies$36,528,000578
Privately issued$12,368,000148
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$129,769,0001,056
Total debt securities$129,769,0001,165
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$1,207,000157
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$131,052,0001,191
U.S. Government securities$77,540,0001,301
U.S. Treasury securities$01,161
U.S. Government agency obligations$77,540,0001,261
Securities issued by states & political subdivisions$39,560,000939
Other domestic debt securities$13,952,000583
Privately issued residential mortgage-backed securities$13,952,000158
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$92,392,000675
Mortgage-backed securities$82,406,000843
Certificates of participation in pools of residential mortgages$36,063,0001,140
Issued or guaranteed by U.S.$36,063,0001,139
Privately issued$083
Collaterized mortgage obligations$46,343,000537
CMOs issued by government agencies or sponsored agencies$32,391,000664
Privately issued$13,952,000153
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$131,052,0001,074
Total debt securities$131,052,0001,177
Structured notes
Amortized cost$2,000,0001,189
Fair value$2,124,0001,165
Trading account assets$1,439,000155
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$119,613,0001,258
U.S. Government securities$65,058,0001,505
U.S. Treasury securities$01,135
U.S. Government agency obligations$65,058,0001,457
Securities issued by states & political subdivisions$39,633,000919
Other domestic debt securities$14,922,000544
Privately issued residential mortgage-backed securities$14,922,000154
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$92,537,000669
Mortgage-backed securities$73,290,000927
Certificates of participation in pools of residential mortgages$25,056,0001,516
Issued or guaranteed by U.S.$25,056,0001,514
Privately issued$085
Collaterized mortgage obligations$48,234,000528
CMOs issued by government agencies or sponsored agencies$33,312,000659
Privately issued$14,922,000148
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)$119,613,0001,131
Total debt securities$119,613,0001,241
Structured notes
Amortized cost$2,000,0001,223
Fair value$2,134,0001,206
Trading account assets$1,614,000151
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$137,139,0001,117
U.S. Government securities$78,568,0001,286
U.S. Treasury securities$01,086
U.S. Government agency obligations$78,568,0001,249
Securities issued by states & political subdivisions$39,334,000899
Other domestic debt securities$19,237,000469
Privately issued residential mortgage-backed securities$19,237,000140
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$109,087,000583
Mortgage-backed securities$92,424,000788
Certificates of participation in pools of residential mortgages$34,993,0001,235
Issued or guaranteed by U.S.$34,993,0001,235
Privately issued$088
Collaterized mortgage obligations$57,431,000491
CMOs issued by government agencies or sponsored agencies$38,194,000623
Privately issued$19,237,000134
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)$137,139,0001,007
Total debt securities$137,139,0001,106
Structured notes
Amortized cost$2,000,0001,316
Fair value$2,142,0001,278
Trading account assets$1,798,000144
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$131,243,0001,169
U.S. Government securities$70,004,0001,473
U.S. Treasury securities$01,068
U.S. Government agency obligations$70,004,0001,433
Securities issued by states & political subdivisions$38,440,000888
Other domestic debt securities$22,799,000417
Privately issued residential mortgage-backed securities$22,799,000135
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$106,651,000600
Mortgage-backed securities$89,720,000833
Certificates of participation in pools of residential mortgages$28,671,0001,475
Issued or guaranteed by U.S.$28,671,0001,473
Privately issued$094
Collaterized mortgage obligations$61,049,000482
CMOs issued by government agencies or sponsored agencies$38,250,000629
Privately issued$22,799,000129
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)$131,243,0001,058
Total debt securities$131,243,0001,153
Structured notes
Amortized cost$2,000,0001,486
Fair value$2,142,0001,448
Trading account assets$1,983,000139
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$134,227,0001,159
U.S. Government securities$73,247,0001,442
U.S. Treasury securities$01,157
U.S. Government agency obligations$73,247,0001,401
Securities issued by states & political subdivisions$36,834,000882
Other domestic debt securities$24,146,000395
Privately issued residential mortgage-backed securities$24,146,000135
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$106,883,000605
Mortgage-backed securities$91,064,000839
Certificates of participation in pools of residential mortgages$25,284,0001,591
Issued or guaranteed by U.S.$25,284,0001,588
Privately issued$094
Collaterized mortgage obligations$65,780,000478
CMOs issued by government agencies or sponsored agencies$41,634,000611
Privately issued$24,146,000129
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)$134,227,0001,041
Total debt securities$134,227,0001,147
Structured notes
Amortized cost$2,729,0001,486
Fair value$2,879,0001,468
Trading account assets$2,187,000135
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$141,642,0001,057
U.S. Government securities$78,522,0001,300
U.S. Treasury securities$01,076
U.S. Government agency obligations$78,522,0001,263
Securities issued by states & political subdivisions$37,150,000860
Other domestic debt securities$25,970,000396
Privately issued residential mortgage-backed securities$25,970,000170
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$100,410,000585
Mortgage-backed securities$89,674,000819
Certificates of participation in pools of residential mortgages$22,699,0001,621
Issued or guaranteed by U.S.$22,699,0001,617
Privately issued$0121
Collaterized mortgage obligations$66,975,000471
CMOs issued by government agencies or sponsored agencies$41,005,000580
Privately issued$25,970,000164
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)$141,642,000931
Total debt securities$141,642,0001,045
Structured notes
Amortized cost$2,764,0001,445
Fair value$2,919,0001,425
Trading account assets$2,449,000124
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$138,627,0001,052
U.S. Government securities$83,354,0001,190
U.S. Treasury securities$01,126
U.S. Government agency obligations$83,354,0001,147
Securities issued by states & political subdivisions$26,590,0001,154
Other domestic debt securities$28,683,000366
Privately issued residential mortgage-backed securities$28,683,000173
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$72,042,000756
Mortgage-backed securities$97,101,000750
Certificates of participation in pools of residential mortgages$20,335,0001,698
Issued or guaranteed by U.S.$20,335,0001,692
Privately issued$0132
Collaterized mortgage obligations$76,766,000425
CMOs issued by government agencies or sponsored agencies$48,083,000523
Privately issued$28,683,000167
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)$138,627,000932
Total debt securities$138,627,0001,039
Structured notes
Amortized cost$2,796,0001,515
Fair value$2,950,0001,498
Trading account assets$2,676,000125
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$141,612,0001,021
U.S. Government securities$81,923,0001,226
U.S. Treasury securities$01,225
U.S. Government agency obligations$81,923,0001,176
Securities issued by states & political subdivisions$28,539,0001,025
Other domestic debt securities$31,150,000336
Privately issued residential mortgage-backed securities$31,150,000169
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$66,460,000820
Mortgage-backed securities$97,822,000733
Certificates of participation in pools of residential mortgages$16,037,0001,967
Issued or guaranteed by U.S.$16,037,0001,965
Privately issued$0125
Collaterized mortgage obligations$81,785,000407
CMOs issued by government agencies or sponsored agencies$50,635,000498
Privately issued$31,150,000162
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)$141,612,000907
Total debt securities$141,612,0001,012
Structured notes
Amortized cost$2,841,0001,704
Fair value$2,972,0001,667
Trading account assets$2,874,000121
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$154,523,000925
U.S. Government securities$91,937,0001,086
U.S. Treasury securities$01,272
U.S. Government agency obligations$91,937,0001,039
Securities issued by states & political subdivisions$29,334,000984
Other domestic debt securities$33,252,000322
Privately issued residential mortgage-backed securities$33,252,000166
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$67,313,000812
Mortgage-backed securities$106,692,000664
Certificates of participation in pools of residential mortgages$13,528,0002,136
Issued or guaranteed by U.S.$13,528,0002,132
Privately issued$0136
Collaterized mortgage obligations$93,164,000350
CMOs issued by government agencies or sponsored agencies$59,912,000425
Privately issued$33,252,000162
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)$154,523,000828
Total debt securities$154,523,000913
Structured notes
Amortized cost$5,861,0001,105
Fair value$6,005,0001,077
Trading account assets$3,275,000111
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$131,327,0001,051
U.S. Government securities$66,169,0001,388
U.S. Treasury securities$01,275
U.S. Government agency obligations$66,169,0001,333
Securities issued by states & political subdivisions$28,290,000992
Other domestic debt securities$36,868,000326
Privately issued residential mortgage-backed securities$36,868,000170
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$62,577,000849
Mortgage-backed securities$86,496,000750
Certificates of participation in pools of residential mortgages$3,000,0003,890
Issued or guaranteed by U.S.$3,000,0003,880
Privately issued$0141
Collaterized mortgage obligations$83,496,000371
CMOs issued by government agencies or sponsored agencies$46,628,000480
Privately issued$36,868,000164
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)$131,327,000926
Total debt securities$131,327,0001,039
Structured notes
Amortized cost$6,148,000963
Fair value$6,284,000943
Trading account assets$3,559,000114
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$150,138,000882
U.S. Government securities$78,469,0001,165
U.S. Treasury securities$01,180
U.S. Government agency obligations$78,469,0001,109
Securities issued by states & political subdivisions$29,975,000895
Other domestic debt securities$41,694,000301
Privately issued residential mortgage-backed securities$41,694,000162
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$67,699,000775
Mortgage-backed securities$104,072,000635
Certificates of participation in pools of residential mortgages$5,154,0003,288
Issued or guaranteed by U.S.$5,154,0003,281
Privately issued$0141
Collaterized mortgage obligations$98,918,000336
CMOs issued by government agencies or sponsored agencies$57,224,000413
Privately issued$41,694,000158
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)$150,138,000781
Total debt securities$150,134,000871
Structured notes
Amortized cost$6,528,000897
Fair value$6,659,000894
Trading account assets$5,862,000100
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$143,184,000933
U.S. Government securities$71,512,0001,293
U.S. Treasury securities$01,121
U.S. Government agency obligations$71,512,0001,243
Securities issued by states & political subdivisions$27,610,000923
Other domestic debt securities$44,062,000283
Privately issued residential mortgage-backed securities$44,062,000161
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$68,133,000791
Mortgage-backed securities$99,136,000644
Certificates of participation in pools of residential mortgages$3,005,0003,922
Issued or guaranteed by U.S.$3,005,0003,914
Privately issued$0148
Collaterized mortgage obligations$96,131,000328
CMOs issued by government agencies or sponsored agencies$52,069,000424
Privately issued$44,062,000158
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)$143,184,000821
Total debt securities$143,184,000920
Structured notes
Amortized cost$6,857,000929
Fair value$6,926,000932
Trading account assets$6,345,00099
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$144,424,000915
U.S. Government securities$75,058,0001,248
U.S. Treasury securities$01,130
U.S. Government agency obligations$75,058,0001,198
Securities issued by states & political subdivisions$22,685,0001,097
Other domestic debt securities$46,681,000283
Privately issued residential mortgage-backed securities$46,681,000161
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$73,418,000769
Mortgage-backed securities$107,176,000622
Certificates of participation in pools of residential mortgages$5,420,0003,357
Issued or guaranteed by U.S.$5,420,0003,350
Privately issued$0145
Collaterized mortgage obligations$101,756,000320
CMOs issued by government agencies or sponsored agencies$55,075,000393
Privately issued$46,681,000157
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)$144,424,000803
Total debt securities$144,424,000901
Structured notes
Amortized cost$4,930,0001,031
Fair value$4,912,0001,032
Trading account assets$6,778,000107
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$126,602,0001,020
U.S. Government securities$57,098,0001,557
U.S. Treasury securities$01,077
U.S. Government agency obligations$57,098,0001,511
Securities issued by states & political subdivisions$21,180,0001,180
Other domestic debt securities$48,324,000286
Privately issued residential mortgage-backed securities$48,324,000170
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$73,121,000772
Mortgage-backed securities$101,977,000646
Certificates of participation in pools of residential mortgages$5,449,0003,411
Issued or guaranteed by U.S.$5,449,0003,403
Privately issued$0157
Collaterized mortgage obligations$96,528,000320
CMOs issued by government agencies or sponsored agencies$48,204,000418
Privately issued$48,324,000166
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)$126,602,000882
Total debt securities$126,602,0001,010
Structured notes
Amortized cost$3,145,0001,142
Fair value$3,163,0001,140
Trading account assets$7,428,000108
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$115,178,0001,110
U.S. Government securities$46,348,0001,838
U.S. Treasury securities$01,047
U.S. Government agency obligations$46,348,0001,778
Securities issued by states & political subdivisions$18,885,0001,330
Other domestic debt securities$49,945,000304
Privately issued residential mortgage-backed securities$49,945,000183
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$70,989,000792
Mortgage-backed securities$94,829,000689
Certificates of participation in pools of residential mortgages$3,922,0003,919
Issued or guaranteed by U.S.$3,922,0003,909
Privately issued$0171
Collaterized mortgage obligations$90,907,000332
CMOs issued by government agencies or sponsored agencies$40,962,000457
Privately issued$49,945,000181
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$11,376,0001,055
Available-for-sale securities (fair market value)$103,802,0001,076
Total debt securities$115,178,0001,095
Structured notes
Amortized cost$1,158,0001,472
Fair value$1,159,0001,472
Trading account assets$10,274,000104
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$111,618,0001,125
U.S. Government securities$34,820,0002,310
U.S. Treasury securities$01,036
U.S. Government agency obligations$34,820,0002,258
Securities issued by states & political subdivisions$23,721,000989
Other domestic debt securities$53,077,000310
Privately issued residential mortgage-backed securities$53,077,000191
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$79,083,000709
Mortgage-backed securities$86,410,000742
Certificates of participation in pools of residential mortgages$4,096,0003,920
Issued or guaranteed by U.S.$4,096,0003,906
Privately issued$0181
Collaterized mortgage obligations$82,314,000340
CMOs issued by government agencies or sponsored agencies$29,237,000533
Privately issued$53,077,000184
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$9,989,0001,144
Available-for-sale securities (fair market value)$101,629,0001,068
Total debt securities$111,618,0001,102
Structured notes
Amortized cost$1,150,0001,067
Fair value$1,155,0001,068
Trading account assets$11,323,000105
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$103,331,0001,213
U.S. Government securities$33,959,0002,372
U.S. Treasury securities$0981
U.S. Government agency obligations$33,959,0002,325
Securities issued by states & political subdivisions$21,226,0001,064
Other domestic debt securities$48,146,000312
Privately issued residential mortgage-backed securities$48,146,000213
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$60,362,000930
Mortgage-backed securities$79,708,000817
Certificates of participation in pools of residential mortgages$4,461,0003,917
Issued or guaranteed by U.S.$4,461,0003,905
Privately issued$0191
Collaterized mortgage obligations$75,247,000374
CMOs issued by government agencies or sponsored agencies$27,101,000549
Privately issued$48,146,000202
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)$103,331,0001,049
Total debt securities$103,331,0001,181
Structured notes
Amortized cost$2,039,000568
Fair value$2,043,000570
Trading account assets$17,693,00099
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$103,276,0001,181
U.S. Government securities$34,287,0002,380
U.S. Treasury securities$0973
U.S. Government agency obligations$34,287,0002,328
Securities issued by states & political subdivisions$19,580,0001,125
Other domestic debt securities$49,409,000303
Privately issued residential mortgage-backed securities$49,409,000205
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$63,861,000892
Mortgage-backed securities$81,221,000787
Certificates of participation in pools of residential mortgages$4,496,0003,872
Issued or guaranteed by U.S.$4,496,0003,859
Privately issued$0188
Collaterized mortgage obligations$76,725,000362
CMOs issued by government agencies or sponsored agencies$27,316,000524
Privately issued$49,409,000195
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)$103,276,0001,017
Total debt securities$103,276,0001,160
Structured notes
Amortized cost$2,087,000603
Fair value$2,091,000600
Trading account assets$19,603,000100
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$98,831,0001,206
U.S. Government securities$34,619,0002,309
U.S. Treasury securities$01,019
U.S. Government agency obligations$34,619,0002,258
Securities issued by states & political subdivisions$18,137,0001,207
Other domestic debt securities$46,075,000326
Privately issued residential mortgage-backed securities$46,075,000224
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$68,287,000808
Mortgage-backed securities$78,182,000766
Certificates of participation in pools of residential mortgages$4,502,0003,783
Issued or guaranteed by U.S.$4,502,0003,771
Privately issued$0192
Collaterized mortgage obligations$73,680,000350
CMOs issued by government agencies or sponsored agencies$27,605,000496
Privately issued$46,075,000213
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)$98,831,0001,039
Total debt securities$98,831,0001,189
Structured notes
Amortized cost$2,105,000592
Fair value$2,090,000592
Trading account assets$20,499,00099
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$97,271,0001,241
U.S. Government securities$35,052,0002,308
U.S. Treasury securities$01,021
U.S. Government agency obligations$35,052,0002,259
Securities issued by states & political subdivisions$16,974,0001,317
Other domestic debt securities$45,245,000341
Privately issued residential mortgage-backed securities$45,245,000233
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$43,388,0001,173
Mortgage-backed securities$77,729,000754
Certificates of participation in pools of residential mortgages$3,495,0004,129
Issued or guaranteed by U.S.$3,495,0004,114
Privately issued$0202
Collaterized mortgage obligations$74,234,000339
CMOs issued by government agencies or sponsored agencies$28,989,000468
Privately issued$45,245,000221
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)$97,271,0001,073
Total debt securities$97,271,0001,211
Structured notes
Amortized cost$2,128,000622
Fair value$2,119,000620
Trading account assets$22,302,00099
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$89,495,0001,340
U.S. Government securities$38,954,0002,103
U.S. Treasury securities$01,044
U.S. Government agency obligations$38,954,0002,063
Securities issued by states & political subdivisions$14,620,0001,535
Other domestic debt securities$35,921,000376
Privately issued residential mortgage-backed securities$35,421,000266
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,853
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$44,737,0001,128
Mortgage-backed securities$72,885,000786
Certificates of participation in pools of residential mortgages$3,695,0003,950
Issued or guaranteed by U.S.$3,695,0003,935
Privately issued$0205
Collaterized mortgage obligations$69,190,000361
CMOs issued by government agencies or sponsored agencies$33,769,000409
Privately issued$35,421,000252
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)$89,495,0001,180
Total debt securities$89,495,0001,304
Structured notes
Amortized cost$1,018,0001,041
Fair value$1,018,0001,078
Trading account assets$24,616,000104
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$92,265,0001,302
U.S. Government securities$40,874,0002,019
U.S. Treasury securities$01,146
U.S. Government agency obligations$40,874,0001,974
Securities issued by states & political subdivisions$12,754,0001,700
Other domestic debt securities$38,637,000361
Privately issued residential mortgage-backed securities$37,890,000241
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$247,000234
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0001,719
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$36,069,0001,366
Mortgage-backed securities$77,215,000687
Certificates of participation in pools of residential mortgages$3,775,0003,612
Issued or guaranteed by U.S.$3,775,0003,597
Privately issued$0191
Collaterized mortgage obligations$73,440,000342
CMOs issued by government agencies or sponsored agencies$35,550,000384
Privately issued$37,890,000230
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)$92,265,0001,131
Total debt securities$92,265,0001,266
Structured notes
Amortized cost$1,052,0001,475
Fair value$1,047,0001,485
Trading account assets$26,520,00098
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$87,346,0001,368
U.S. Government securities$50,021,0001,683
U.S. Treasury securities$01,235
U.S. Government agency obligations$50,021,0001,646
Securities issued by states & political subdivisions$11,601,0001,784
Other domestic debt securities$25,724,000415
Privately issued residential mortgage-backed securities$25,222,000271
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$502,0001,675
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$65,029,000786
Mortgage-backed securities$70,121,000704
Certificates of participation in pools of residential mortgages$3,818,0003,433
Issued or guaranteed by U.S.$3,818,0003,418
Privately issued$0194
Collaterized mortgage obligations$66,303,000353
CMOs issued by government agencies or sponsored agencies$41,081,000343
Privately issued$25,222,000257
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)$87,346,0001,187
Total debt securities$87,346,0001,343
Structured notes
Amortized cost$1,079,0001,671
Fair value$1,068,0001,674
Trading account assets$28,380,00091
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$80,082,0001,478
U.S. Government securities$59,629,0001,432
U.S. Treasury securities$01,362
U.S. Government agency obligations$59,629,0001,403
Securities issued by states & political subdivisions$9,259,0002,139
Other domestic debt securities$11,194,000658
Privately issued residential mortgage-backed securities$10,484,000396
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$710,0001,508
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$72,125,000724
Mortgage-backed securities$54,361,000852
Certificates of participation in pools of residential mortgages$2,041,0004,141
Issued or guaranteed by U.S.$2,041,0004,129
Privately issued$0207
Collaterized mortgage obligations$52,320,000391
CMOs issued by government agencies or sponsored agencies$41,836,000348
Privately issued$10,484,000376
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)$80,082,0001,283
Total debt securities$80,082,0001,449
Structured notes
Amortized cost$1,122,0001,725
Fair value$1,103,0001,725
Trading account assets$22,986,000103
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$80,648,0001,478
U.S. Government securities$61,570,0001,402
U.S. Treasury securities$01,448
U.S. Government agency obligations$61,570,0001,373
Securities issued by states & political subdivisions$6,941,0002,598
Other domestic debt securities$12,137,000648
Privately issued residential mortgage-backed securities$11,423,000382
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$714,0001,536
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$54,393,000926
Mortgage-backed securities$58,622,000803
Certificates of participation in pools of residential mortgages$2,166,0004,084
Issued or guaranteed by U.S.$2,166,0004,066
Privately issued$0218
Collaterized mortgage obligations$56,456,000371
CMOs issued by government agencies or sponsored agencies$45,033,000329
Privately issued$11,423,000360
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)$80,648,0001,279
Total debt securities$80,651,0001,450
Structured notes
Amortized cost$1,164,0001,790
Fair value$1,145,0001,794
Trading account assets$25,400,000114
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$113,764,0001,090
U.S. Government securities$93,955,000947
U.S. Treasury securities$01,498
U.S. Government agency obligations$93,955,000917
Securities issued by states & political subdivisions$7,236,0002,532
Other domestic debt securities$12,573,000620
Privately issued residential mortgage-backed securities$11,859,000351
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$714,0001,570
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$79,912,000676
Mortgage-backed securities$67,047,000742
Certificates of participation in pools of residential mortgages$2,466,0003,940
Issued or guaranteed by U.S.$2,466,0003,928
Privately issued$0208
Collaterized mortgage obligations$64,581,000348
CMOs issued by government agencies or sponsored agencies$52,722,000297
Privately issued$11,859,000335
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)$113,764,000931
Total debt securities$113,764,0001,063
Structured notes
Amortized cost$1,204,0001,878
Fair value$1,185,0001,885
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$112,082,0001,116
U.S. Government securities$89,816,000999
U.S. Treasury securities$01,574
U.S. Government agency obligations$89,816,000972
Securities issued by states & political subdivisions$12,184,0001,670
Other domestic debt securities$10,082,000703
Privately issued residential mortgage-backed securities$9,365,000409
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$717,0001,589
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$96,213,000562
Mortgage-backed securities$59,914,000810
Certificates of participation in pools of residential mortgages$2,639,0003,851
Issued or guaranteed by U.S.$2,639,0003,830
Privately issued$0214
Collaterized mortgage obligations$57,275,000374
CMOs issued by government agencies or sponsored agencies$47,910,000317
Privately issued$9,365,000386
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)$112,082,000942
Total debt securities$112,080,0001,090
Structured notes
Amortized cost$1,244,0001,971
Fair value$1,225,0001,974
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$116,909,0001,054
U.S. Government securities$94,527,000953
U.S. Treasury securities$01,634
U.S. Government agency obligations$94,527,000922
Securities issued by states & political subdivisions$11,599,0001,704
Other domestic debt securities$10,783,000676
Privately issued residential mortgage-backed securities$10,075,000379
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$708,0001,644
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$88,032,000611
Mortgage-backed securities$63,923,000774
Certificates of participation in pools of residential mortgages$2,823,0003,783
Issued or guaranteed by U.S.$2,823,0003,767
Privately issued$0211
Collaterized mortgage obligations$61,100,000349
CMOs issued by government agencies or sponsored agencies$51,025,000296
Privately issued$10,075,000360
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)$116,909,000889
Total debt securities$116,908,0001,025
Structured notes
Amortized cost$1,289,0002,001
Fair value$1,270,0001,991
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$104,004,0001,213
U.S. Government securities$83,883,0001,088
U.S. Treasury securities$01,715
U.S. Government agency obligations$83,883,0001,051
Securities issued by states & political subdivisions$10,385,0001,887
Other domestic debt securities$9,736,000747
Privately issued residential mortgage-backed securities$9,022,000413
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$714,0001,719
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$73,305,000716
Mortgage-backed securities$52,596,000912
Certificates of participation in pools of residential mortgages$3,090,0003,694
Issued or guaranteed by U.S.$3,090,0003,678
Privately issued$0205
Collaterized mortgage obligations$49,506,000403
CMOs issued by government agencies or sponsored agencies$40,484,000358
Privately issued$9,022,000391
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)$104,004,0001,040
Total debt securities$104,002,0001,180
Structured notes
Amortized cost$1,346,0001,980
Fair value$1,326,0001,980
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$112,330,0001,119
U.S. Government securities$83,252,0001,091
U.S. Treasury securities$01,737
U.S. Government agency obligations$83,252,0001,051
Securities issued by states & political subdivisions$17,920,0001,110
Other domestic debt securities$11,158,000686
Privately issued residential mortgage-backed securities$9,937,000382
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,221,0001,476
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$72,474,000713
Mortgage-backed securities$55,741,000868
Certificates of participation in pools of residential mortgages$3,500,0003,550
Issued or guaranteed by U.S.$3,500,0003,534
Privately issued$0216
Collaterized mortgage obligations$52,241,000385
CMOs issued by government agencies or sponsored agencies$42,304,000335
Privately issued$9,937,000362
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)$112,330,000941
Total debt securities$112,330,0001,091
Structured notes
Amortized cost$1,411,0001,944
Fair value$1,390,0001,944
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$117,608,0001,052
U.S. Government securities$85,110,0001,058
U.S. Treasury securities$01,786
U.S. Government agency obligations$85,110,0001,019
Securities issued by states & political subdivisions$19,881,000985
Other domestic debt securities$12,617,000654
Privately issued residential mortgage-backed securities$11,380,000354
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,237,0001,523
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$76,244,000669
Mortgage-backed securities$60,273,000819
Certificates of participation in pools of residential mortgages$4,797,0003,191
Issued or guaranteed by U.S.$4,797,0003,179
Privately issued$0225
Collaterized mortgage obligations$55,476,000373
CMOs issued by government agencies or sponsored agencies$44,096,000332
Privately issued$11,380,000333
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)$117,608,000877
Total debt securities$117,606,0001,026
Structured notes
Amortized cost$1,491,0001,871
Fair value$1,501,0001,788
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$124,403,000995
U.S. Government securities$86,870,0001,047
U.S. Treasury securities$01,839
U.S. Government agency obligations$86,870,0001,008
Securities issued by states & political subdivisions$22,709,000826
Other domestic debt securities$14,824,000613
Privately issued residential mortgage-backed securities$13,074,000344
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,750,0001,387
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$78,667,000642
Mortgage-backed securities$60,658,000830
Certificates of participation in pools of residential mortgages$5,217,0003,147
Issued or guaranteed by U.S.$5,217,0003,136
Privately issued$0223
Collaterized mortgage obligations$55,441,000383
CMOs issued by government agencies or sponsored agencies$42,367,000359
Privately issued$13,074,000324
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)$124,403,000826
Total debt securities$124,403,000976
Structured notes
Amortized cost$3,247,0001,187
Fair value$3,320,0001,176
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$125,720,000998
U.S. Government securities$90,891,0001,024
U.S. Treasury securities$01,963
U.S. Government agency obligations$90,891,000983
Securities issued by states & political subdivisions$23,546,000790
Other domestic debt securities$11,283,000714
Privately issued residential mortgage-backed securities$9,529,000375
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,754,0001,463
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$80,272,000645
Mortgage-backed securities$61,251,000851
Certificates of participation in pools of residential mortgages$11,299,0002,162
Issued or guaranteed by U.S.$11,299,0002,151
Privately issued$0207
Collaterized mortgage obligations$49,952,000410
CMOs issued by government agencies or sponsored agencies$40,423,000376
Privately issued$9,529,000346
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)$125,720,000842
Total debt securities$125,720,000966
Structured notes
Amortized cost$5,481,000791
Fair value$5,449,000778
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$130,276,000982
U.S. Government securities$86,440,0001,092
U.S. Treasury securities$01,963
U.S. Government agency obligations$86,440,0001,049
Securities issued by states & political subdivisions$31,548,000565
Other domestic debt securities$12,288,000710
Privately issued residential mortgage-backed securities$10,504,000357
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,784,0001,509
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$73,573,000694
Mortgage-backed securities$64,129,000841
Certificates of participation in pools of residential mortgages$14,434,0001,868
Issued or guaranteed by U.S.$14,434,0001,860
Privately issued$0203
Collaterized mortgage obligations$49,695,000418
CMOs issued by government agencies or sponsored agencies$39,191,000384
Privately issued$10,504,000329
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)$130,276,000836
Total debt securities$130,276,000959
Structured notes
Amortized cost$5,705,000738
Fair value$5,712,000734
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$147,015,000878
U.S. Government securities$99,662,000944
U.S. Treasury securities$01,990
U.S. Government agency obligations$99,662,000904
Securities issued by states & political subdivisions$33,593,000525
Other domestic debt securities$13,760,000673
Privately issued residential mortgage-backed securities$11,451,000326
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,309,0001,344
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$82,006,000605
Mortgage-backed securities$69,410,000799
Certificates of participation in pools of residential mortgages$15,874,0001,777
Issued or guaranteed by U.S.$15,874,0001,769
Privately issued$0225
Collaterized mortgage obligations$53,536,000403
CMOs issued by government agencies or sponsored agencies$42,085,000373
Privately issued$11,451,000296
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)$147,015,000753
Total debt securities$147,015,000850
Structured notes
Amortized cost$6,884,000640
Fair value$6,902,000637
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$129,208,000986
U.S. Government securities$85,134,0001,121
U.S. Treasury securities$02,098
U.S. Government agency obligations$85,134,0001,077
Securities issued by states & political subdivisions$32,151,000545
Other domestic debt securities$11,923,000742
Privately issued residential mortgage-backed securities$9,662,000338
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,261,0001,433
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$65,572,000717
Mortgage-backed securities$61,286,000889
Certificates of participation in pools of residential mortgages$16,278,0001,765
Issued or guaranteed by U.S.$16,278,0001,757
Privately issued$0225
Collaterized mortgage obligations$45,008,000451
CMOs issued by government agencies or sponsored agencies$35,346,000422
Privately issued$9,662,000314
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)$129,208,000845
Total debt securities$129,208,000957
Structured notes
Amortized cost$5,028,000800
Fair value$4,935,000815
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$117,595,0001,130
U.S. Government securities$73,694,0001,279
U.S. Treasury securities$02,082
U.S. Government agency obligations$73,694,0001,231
Securities issued by states & political subdivisions$32,526,000535
Other domestic debt securities$11,375,000809
Privately issued residential mortgage-backed securities$9,559,000351
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,816,0001,726
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$61,998,000749
Mortgage-backed securities$57,781,000958
Certificates of participation in pools of residential mortgages$18,631,0001,621
Issued or guaranteed by U.S.$18,631,0001,610
Privately issued$0230
Collaterized mortgage obligations$39,150,000504
CMOs issued by government agencies or sponsored agencies$29,591,000506
Privately issued$9,559,000328
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,531,0001,068
Available-for-sale securities (fair market value)$101,064,0001,115
Total debt securities$117,595,0001,083
Structured notes
Amortized cost$1,007,0001,734
Fair value$1,010,0001,793
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$135,713,000992
U.S. Government securities$90,907,0001,099
U.S. Treasury securities$02,227
U.S. Government agency obligations$90,907,0001,054
Securities issued by states & political subdivisions$32,919,000536
Other domestic debt securities$11,887,000767
Privately issued residential mortgage-backed securities$9,567,000288
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,320,0001,605
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$71,038,000648
Mortgage-backed securities$61,704,000921
Certificates of participation in pools of residential mortgages$19,929,0001,549
Issued or guaranteed by U.S.$19,929,0001,538
Privately issued$0248
Collaterized mortgage obligations$41,775,000491
CMOs issued by government agencies or sponsored agencies$32,208,000517
Privately issued$9,567,000247
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,606,0001,029
Available-for-sale securities (fair market value)$118,107,000969
Total debt securities$135,713,000956
Structured notes
Amortized cost$2,960,0001,006
Fair value$2,932,000998
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$116,191,0001,150
U.S. Government securities$74,306,0001,309
U.S. Treasury securities$02,287
U.S. Government agency obligations$74,306,0001,260
Securities issued by states & political subdivisions$30,323,000585
Other domestic debt securities$11,562,000800
Privately issued residential mortgage-backed securities$8,957,000289
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,605,0001,609
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$67,517,000672
Mortgage-backed securities$56,400,000971
Certificates of participation in pools of residential mortgages$21,478,0001,458
Issued or guaranteed by U.S.$21,478,0001,452
Privately issued$0253
Collaterized mortgage obligations$34,922,000552
CMOs issued by government agencies or sponsored agencies$25,965,000601
Privately issued$8,957,000252
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,407,000997
Available-for-sale securities (fair market value)$97,784,0001,160
Total debt securities$116,191,0001,106
Structured notes
Amortized cost$2,957,000855
Fair value$2,948,000838
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$120,863,0001,085
U.S. Government securities$75,854,0001,218
U.S. Treasury securities$02,322
U.S. Government agency obligations$75,854,0001,172
Securities issued by states & political subdivisions$29,434,000595
Other domestic debt securities$15,575,000697
Privately issued residential mortgage-backed securities$12,938,000256
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,637,0001,665
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$67,748,000642
Mortgage-backed securities$53,878,0001,006
Certificates of participation in pools of residential mortgages$24,691,0001,318
Issued or guaranteed by U.S.$24,691,0001,310
Privately issued$0256
Collaterized mortgage obligations$29,187,000645
CMOs issued by government agencies or sponsored agencies$16,249,000860
Privately issued$12,938,000225
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,399,000919
Available-for-sale securities (fair market value)$101,464,0001,098
Total debt securities$120,863,0001,044
Structured notes
Amortized cost$3,505,000548
Fair value$3,567,000552
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$128,064,0001,017
U.S. Government securities$78,513,0001,182
U.S. Treasury securities$02,382
U.S. Government agency obligations$78,513,0001,131
Securities issued by states & political subdivisions$27,857,000592
Other domestic debt securities$16,295,000691
Privately issued residential mortgage-backed securities$13,202,000265
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,093,0001,551
Foreign debt securities$0294
Equity securities$5,399,000653
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,333,000841
Mortgage-backed securities$54,472,000986
Certificates of participation in pools of residential mortgages$25,910,0001,246
Issued or guaranteed by U.S.$25,910,0001,242
Privately issued$0257
Collaterized mortgage obligations$28,562,000676
CMOs issued by government agencies or sponsored agencies$15,360,000902
Privately issued$13,202,000238
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,712,000888
Available-for-sale securities (fair market value)$107,352,0001,019
Total debt securities$122,665,0001,010
Structured notes
Amortized cost$2,497,000540
Fair value$2,559,000519
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$105,353,0001,178
U.S. Government securities$67,811,0001,317
U.S. Treasury securities$02,544
U.S. Government agency obligations$67,811,0001,250
Securities issued by states & political subdivisions$22,351,000762
Other domestic debt securities$9,786,000949
Privately issued residential mortgage-backed securities$6,170,000364
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,616,0001,423
Foreign debt securities$0302
Equity securities$5,405,000653
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,954,000796
Mortgage-backed securities$35,442,0001,320
Certificates of participation in pools of residential mortgages$24,240,0001,264
Issued or guaranteed by U.S.$24,240,0001,258
Privately issued$0252
Collaterized mortgage obligations$11,202,0001,195
CMOs issued by government agencies or sponsored agencies$5,032,0001,719
Privately issued$6,170,000322
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,002,000831
Available-for-sale securities (fair market value)$82,351,0001,257
Total debt securities$99,948,0001,198
Structured notes
Amortized cost$1,500,000609
Fair value$1,566,000601
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$66,741,0001,681
U.S. Government securities$42,228,0001,883
U.S. Treasury securities$03,182
U.S. Government agency obligations$42,228,0001,779
Securities issued by states & political subdivisions$19,200,000868
Other domestic debt securities$4,039,0001,615
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$4,039,0001,308
Foreign debt securities$0319
Equity securities$1,274,0001,220
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,561,000956
Mortgage-backed securities$10,281,0002,826
Certificates of participation in pools of residential mortgages$4,768,0003,217
Issued or guaranteed by U.S.$4,768,0003,202
Privately issued$0260
Collaterized mortgage obligations$5,513,0001,779
CMOs issued by government agencies or sponsored agencies$5,513,0001,658
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)$23,735,000802
Available-for-sale securities (fair market value)$43,006,0002,083
Total debt securities$65,467,0001,662
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$75,072,0001,465
U.S. Government securities$52,442,0001,526
U.S. Treasury securities$04,186
U.S. Government agency obligations$52,442,0001,414
Securities issued by states & political subdivisions$14,456,0001,144
Other domestic debt securities$4,756,0001,243
Privately issued residential mortgage-backed securities$1,329,000666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,427,0001,237
Foreign debt securities$0313
Equity securities$3,418,0001,114
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,034,0001,056
Mortgage-backed securities$9,269,0002,432
Certificates of participation in pools of residential mortgages$3,465,0003,175
Issued or guaranteed by U.S.$3,465,0003,159
Privately issued$0308
Collaterized mortgage obligations$5,804,0001,397
CMOs issued by government agencies or sponsored agencies$4,475,0001,467
Privately issued$1,329,000591
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,530,0001,210
Available-for-sale securities (fair market value)$56,542,0001,511
Total debt securities$71,654,0001,461
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$68,854,0001,659
U.S. Government securities$48,644,0001,727
U.S. Treasury securities$2,246,0002,545
U.S. Government agency obligations$46,398,0001,619
Securities issued by states & political subdivisions$12,626,0001,329
Other domestic debt securities$5,437,0001,147
Privately issued residential mortgage-backed securities$2,054,000579
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,383,0001,188
Foreign debt securities$0343
Equity securities$2,147,0001,463
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,703,0001,362
Mortgage-backed securities$12,415,0002,206
Certificates of participation in pools of residential mortgages$5,171,0002,746
Issued or guaranteed by U.S.$4,690,0002,892
Privately issued$481,000184
Collaterized mortgage obligations$7,244,0001,328
CMOs issued by government agencies or sponsored agencies$5,671,0001,382
Privately issued$1,573,000584
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,697,0001,276
Available-for-sale securities (fair market value)$49,157,0001,749
Total debt securities$66,707,0001,646
Structured notes
Amortized cost$500,000744
Fair value$496,000852
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$61,378,0001,891
U.S. Government securities$41,677,0002,093
U.S. Treasury securities$5,497,0002,098
U.S. Government agency obligations$36,180,0001,994
Securities issued by states & political subdivisions$8,187,0002,046
Other domestic debt securities$8,958,000819
Privately issued residential mortgage-backed securities$493,000907
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,465,000666
Foreign debt securities$0363
Equity securities$2,556,0001,290
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,992,0001,597
Mortgage-backed securities$12,534,0002,320
Certificates of participation in pools of residential mortgages$6,751,0002,527
Issued or guaranteed by U.S.$6,751,0002,512
Privately issued$0349
Collaterized mortgage obligations$5,783,0001,643
CMOs issued by government agencies or sponsored agencies$5,290,0001,609
Privately issued$493,000775
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$21,896,0001,262
Available-for-sale securities (fair market value)$39,482,0002,145
Total debt securities$58,822,0001,901
Structured notes
Amortized cost$500,000941
Fair value$491,0001,118
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$32,695,0003,379
U.S. Government securities$25,515,0003,377
U.S. Treasury securities$9,206,0001,978
U.S. Government agency obligations$16,309,0003,771
Securities issued by states & political subdivisions$4,206,0003,104
Other domestic debt securities$1,065,0001,767
Privately issued residential mortgage-backed securities$1,065,000584
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$1,909,0001,539
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,293,0002,032
Mortgage-backed securities$9,863,0002,652
Certificates of participation in pools of residential mortgages$712,0005,807
Issued or guaranteed by U.S.$712,0005,788
Privately issued$0394
Collaterized mortgage obligations$9,151,0001,185
CMOs issued by government agencies or sponsored agencies$8,086,0001,237
Privately issued$1,065,000442
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,146,0001,533
Available-for-sale securities (fair market value)$10,549,0005,581
Total debt securities$30,786,0003,453
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$34,922,0003,471
U.S. Government securities$28,542,0003,343
U.S. Treasury securities$13,182,0001,740
U.S. Government agency obligations$15,360,0004,119
Securities issued by states & political subdivisions$2,917,0004,003
Other domestic debt securities$1,444,0001,763
Privately issued residential mortgage-backed securities$1,194,000677
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$250,0002,487
Foreign debt securities$0466
Equity securities$2,019,0001,459
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,606,0002,134
Mortgage-backed securities$6,611,0003,673
Certificates of participation in pools of residential mortgages$1,381,0005,330
Issued or guaranteed by U.S.$1,381,0005,313
Privately issued$0472
Collaterized mortgage obligations$5,230,0001,872
CMOs issued by government agencies or sponsored agencies$4,036,0002,085
Privately issued$1,194,000505
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,667,0001,714
Available-for-sale securities (fair market value)$12,255,0005,353
Total debt securities$32,903,0003,549
Structured notes
Amortized cost$1,495,0001,418
Fair value$1,477,0001,374
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$35,699,0003,543
U.S. Government securities$30,679,0003,271
U.S. Treasury securities$18,224,0001,564
U.S. Government agency obligations$12,455,0004,765
Securities issued by states & political subdivisions$3,461,0003,655
Other domestic debt securities$565,0003,023
Privately issued residential mortgage-backed securities$313,0001,382
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$252,0002,990
Foreign debt securities$0553
Equity securities$994,0002,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,284,0002,877
Mortgage-backed securities$2,036,0006,225
Certificates of participation in pools of residential mortgages$1,036,0006,026
Issued or guaranteed by U.S.$1,036,0005,994
Privately issued$0558
Collaterized mortgage obligations$1,000,0004,228
CMOs issued by government agencies or sponsored agencies$687,0004,463
Privately issued$313,0001,111
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,668,0001,732
Available-for-sale securities (fair market value)$12,031,0005,559
Total debt securities$34,705,0003,545
Structured notes
Amortized cost$1,750,0001,891
Fair value$1,741,0001,893
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$35,510,0003,669
U.S. Government securities$29,321,0003,548
U.S. Treasury securities$19,516,0001,811
U.S. Government agency obligations$9,805,0005,449
Securities issued by states & political subdivisions$4,002,0003,464
Other domestic debt securities$657,0003,217
Privately issued residential mortgage-backed securities$416,0001,403
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$241,0003,553
Foreign debt securities$0600
Equity securities$1,530,0001,568
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,083,0003,166
Mortgage-backed securities$3,412,0005,571
Certificates of participation in pools of residential mortgages$1,982,0005,225
Issued or guaranteed by U.S.$1,982,0005,198
Privately issued$0564
Collaterized mortgage obligations$1,430,0004,094
CMOs issued by government agencies or sponsored agencies$1,014,0004,277
Privately issued$416,0001,147
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,041,0003,065
Available-for-sale securities (fair market value)$12,469,0004,117
Total debt securities$33,980,0003,755
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$34,110,0004,018
U.S. Government securities$26,869,0003,980
U.S. Treasury securities$17,457,0002,108
U.S. Government agency obligations$9,412,0005,784
Securities issued by states & political subdivisions$6,597,0002,369
Other domestic debt securities$50,0006,140
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$50,0004,803
Foreign debt securities$0649
Equity securities$594,0002,784
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,407,0002,900
Mortgage-backed securities$4,713,0005,427
Certificates of participation in pools of residential mortgages$2,640,0005,166
Issued or guaranteed by U.S.$2,640,0005,131
Privately issued$0731
Collaterized mortgage obligations$2,073,0003,973
CMOs issued by government agencies or sponsored agencies$2,073,0003,781
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$33,516,0003,979
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$33,811,0004,011
U.S. Government securities$25,370,0004,172
U.S. Treasury securities$14,307,0002,601
U.S. Government agency obligations$11,063,0005,176
Securities issued by states & political subdivisions$6,585,0002,131
Other domestic debt securities$1,566,0003,333
Privately issued residential mortgage-backed securities$519,0002,310
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,047,0002,847
Foreign debt securities$0699
Equity securities$290,0003,364
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,257,0002,824
Mortgage-backed securities$6,120,0004,953
Certificates of participation in pools of residential mortgages$2,362,0005,736
Issued or guaranteed by U.S.$2,362,0005,666
Privately issued$0831
Collaterized mortgage obligations$3,758,0003,090
CMOs issued by government agencies or sponsored agencies$3,239,0003,026
Privately issued$519,0001,933
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$33,521,0003,954
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