Citizens Bank of Kentucky, Inc., Securities

2021-12-31Rank
Total securities$211,852,000989
U.S. Government securities$102,918,0001,148
U.S. Treasury securities$02,212
U.S. Government agency obligations$102,918,0001,002
Securities issued by states & political subdivisions$108,934,000525
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,365,000756
Mortgage-backed securities$100,936,000856
Certificates of participation in pools of residential mortgages$88,716,000637
Issued or guaranteed by U.S.$88,716,000627
Privately issued$0246
Collaterized mortgage obligations$12,220,0001,076
CMOs issued by government agencies or sponsored agencies$12,220,0001,028
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$211,852,000900
Total debt securities$211,852,000977
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$193,166,0001,007
U.S. Government securities$91,710,0001,198
U.S. Treasury securities$02,008
U.S. Government agency obligations$91,710,0001,066
Securities issued by states & political subdivisions$101,456,000540
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,799,000746
Mortgage-backed securities$89,704,000910
Certificates of participation in pools of residential mortgages$75,604,000687
Issued or guaranteed by U.S.$75,604,000676
Privately issued$0234
Collaterized mortgage obligations$14,100,000985
CMOs issued by government agencies or sponsored agencies$14,100,000941
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$193,166,000931
Total debt securities$193,166,000994
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$179,750,0001,027
U.S. Government securities$88,032,0001,189
U.S. Treasury securities$01,913
U.S. Government agency obligations$88,032,0001,072
Securities issued by states & political subdivisions$91,718,000585
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,611,000729
Mortgage-backed securities$86,031,000907
Certificates of participation in pools of residential mortgages$69,669,000707
Issued or guaranteed by U.S.$69,669,000691
Privately issued$0247
Collaterized mortgage obligations$16,362,000873
CMOs issued by government agencies or sponsored agencies$16,362,000838
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$179,750,000945
Total debt securities$179,750,0001,014
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$161,296,0001,067
U.S. Government securities$82,764,0001,130
U.S. Treasury securities$01,631
U.S. Government agency obligations$82,764,0001,055
Securities issued by states & political subdivisions$78,532,000642
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,835,000750
Mortgage-backed securities$80,797,000901
Certificates of participation in pools of residential mortgages$64,220,000703
Issued or guaranteed by U.S.$64,220,000686
Privately issued$0261
Collaterized mortgage obligations$16,577,000849
CMOs issued by government agencies or sponsored agencies$16,577,000810
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$161,296,000979
Total debt securities$161,296,0001,054
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$144,788,0001,065
U.S. Government securities$66,673,0001,204
U.S. Treasury securities$01,194
U.S. Government agency obligations$66,673,0001,129
Securities issued by states & political subdivisions$78,115,000616
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,062,000753
Mortgage-backed securities$66,673,000971
Certificates of participation in pools of residential mortgages$46,193,000822
Issued or guaranteed by U.S.$46,193,000809
Privately issued$0245
Collaterized mortgage obligations$20,480,000748
CMOs issued by government agencies or sponsored agencies$20,480,000710
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$144,788,000982
Total debt securities$144,788,0001,051
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$148,134,000986
U.S. Government securities$71,981,0001,078
U.S. Treasury securities$01,216
U.S. Government agency obligations$71,981,0001,015
Securities issued by states & political subdivisions$76,153,000557
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,965,000745
Mortgage-backed securities$71,981,000880
Certificates of participation in pools of residential mortgages$50,890,000722
Issued or guaranteed by U.S.$50,890,000706
Privately issued$0251
Collaterized mortgage obligations$21,091,000740
CMOs issued by government agencies or sponsored agencies$21,091,000705
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$148,134,000897
Total debt securities$148,134,000975
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$149,729,000932
U.S. Government securities$80,295,000963
U.S. Treasury securities$01,251
U.S. Government agency obligations$80,295,000901
Securities issued by states & political subdivisions$69,434,000563
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$81,408,000714
Mortgage-backed securities$80,295,000791
Certificates of participation in pools of residential mortgages$54,438,000661
Issued or guaranteed by U.S.$54,438,000646
Privately issued$0251
Collaterized mortgage obligations$25,857,000663
CMOs issued by government agencies or sponsored agencies$25,857,000627
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$149,729,000845
Total debt securities$149,729,000918
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$148,054,000917
U.S. Government securities$86,515,000929
U.S. Treasury securities$01,297
U.S. Government agency obligations$86,515,000873
Securities issued by states & political subdivisions$61,539,000575
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,909,000724
Mortgage-backed securities$86,515,000759
Certificates of participation in pools of residential mortgages$55,913,000644
Issued or guaranteed by U.S.$55,913,000628
Privately issued$0267
Collaterized mortgage obligations$30,602,000611
CMOs issued by government agencies or sponsored agencies$30,602,000576
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$148,054,000838
Total debt securities$148,054,000905
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$142,054,000926
U.S. Government securities$79,272,0001,014
U.S. Treasury securities$01,363
U.S. Government agency obligations$79,272,000957
Securities issued by states & political subdivisions$62,281,000530
Other domestic debt securities$501,0001,688
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$501,0001,284
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$75,623,000680
Mortgage-backed securities$79,272,000791
Certificates of participation in pools of residential mortgages$46,976,000712
Issued or guaranteed by U.S.$46,976,000695
Privately issued$0249
Collaterized mortgage obligations$32,296,000584
CMOs issued by government agencies or sponsored agencies$32,296,000549
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$142,054,000838
Total debt securities$142,054,000912
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$134,247,000980
U.S. Government securities$71,994,0001,096
U.S. Treasury securities$01,429
U.S. Government agency obligations$71,994,0001,029
Securities issued by states & political subdivisions$61,752,000532
Other domestic debt securities$501,0001,725
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$501,0001,286
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$72,868,000714
Mortgage-backed securities$71,994,000842
Certificates of participation in pools of residential mortgages$33,093,000909
Issued or guaranteed by U.S.$33,093,000884
Privately issued$0287
Collaterized mortgage obligations$38,901,000491
CMOs issued by government agencies or sponsored agencies$38,901,000465
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$134,247,000877
Total debt securities$134,247,000969
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$134,727,000988
U.S. Government securities$71,971,0001,124
U.S. Treasury securities$01,467
U.S. Government agency obligations$71,971,0001,061
Securities issued by states & political subdivisions$62,254,000524
Other domestic debt securities$502,0001,711
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$502,0001,311
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$74,233,000699
Mortgage-backed securities$71,971,000823
Certificates of participation in pools of residential mortgages$30,276,000958
Issued or guaranteed by U.S.$30,276,000949
Privately issued$0244
Collaterized mortgage obligations$41,695,000450
CMOs issued by government agencies or sponsored agencies$41,695,000424
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$134,727,000879
Total debt securities$134,727,000975
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$137,789,000965
U.S. Government securities$74,560,0001,091
U.S. Treasury securities$01,516
U.S. Government agency obligations$74,560,0001,033
Securities issued by states & political subdivisions$62,725,000541
Other domestic debt securities$504,0001,709
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$504,0001,313
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$74,398,000718
Mortgage-backed securities$74,560,000798
Certificates of participation in pools of residential mortgages$31,206,000950
Issued or guaranteed by U.S.$31,206,000941
Privately issued$0248
Collaterized mortgage obligations$43,337,000439
CMOs issued by government agencies or sponsored agencies$43,337,000407
Privately issued$0499
Commercial mortgage-backed securities$17,0001,760
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$17,0001,070
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$137,789,000859
Total debt securities$137,789,000953
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$139,493,000958
U.S. Government securities$76,178,0001,083
U.S. Treasury securities$01,513
U.S. Government agency obligations$76,178,0001,026
Securities issued by states & political subdivisions$62,812,000565
Other domestic debt securities$503,0001,697
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$503,0001,314
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$74,631,000724
Mortgage-backed securities$76,178,000780
Certificates of participation in pools of residential mortgages$31,614,000953
Issued or guaranteed by U.S.$31,614,000945
Privately issued$0211
Collaterized mortgage obligations$44,530,000426
CMOs issued by government agencies or sponsored agencies$44,530,000401
Privately issued$0498
Commercial mortgage-backed securities$34,0001,720
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$34,0001,023
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$139,493,000849
Total debt securities$139,493,000948
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$138,510,000958
U.S. Government securities$76,830,0001,080
U.S. Treasury securities$01,500
U.S. Government agency obligations$76,830,0001,017
Securities issued by states & political subdivisions$60,172,000588
Other domestic debt securities$1,508,0001,323
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$1,508,0001,031
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$80,344,000672
Mortgage-backed securities$76,830,000771
Certificates of participation in pools of residential mortgages$31,210,000960
Issued or guaranteed by U.S.$31,210,000955
Privately issued$0145
Collaterized mortgage obligations$45,570,000418
CMOs issued by government agencies or sponsored agencies$45,570,000395
Privately issued$0515
Commercial mortgage-backed securities$50,0001,704
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$50,0001,020
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$138,510,000852
Total debt securities$138,510,000946
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$146,136,000935
U.S. Government securities$79,899,0001,051
U.S. Treasury securities$01,475
U.S. Government agency obligations$79,899,000997
Securities issued by states & political subdivisions$64,727,000565
Other domestic debt securities$1,510,0001,479
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$1,510,0001,033
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$79,257,000691
Mortgage-backed securities$78,939,000766
Certificates of participation in pools of residential mortgages$32,786,000954
Issued or guaranteed by U.S.$32,786,000931
Privately issued$0453
Collaterized mortgage obligations$46,088,000413
CMOs issued by government agencies or sponsored agencies$46,088,000389
Privately issued$0544
Commercial mortgage-backed securities$65,0001,672
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$65,0001,011
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$146,136,000825
Total debt securities$146,136,000923
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$149,522,000924
U.S. Government securities$83,800,0001,039
U.S. Treasury securities$01,426
U.S. Government agency obligations$83,800,000992
Securities issued by states & political subdivisions$64,218,000573
Other domestic debt securities$1,504,0001,327
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$1,504,0001,052
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$74,668,000743
Mortgage-backed securities$82,847,000736
Certificates of participation in pools of residential mortgages$34,216,000945
Issued or guaranteed by U.S.$34,216,000944
Privately issued$067
Collaterized mortgage obligations$48,551,000407
CMOs issued by government agencies or sponsored agencies$48,551,000381
Privately issued$0557
Commercial mortgage-backed securities$80,0001,469
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$80,000989
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$149,522,000817
Total debt securities$149,522,000912
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$151,096,000930
U.S. Government securities$84,180,0001,032
U.S. Treasury securities$01,328
U.S. Government agency obligations$84,180,000984
Securities issued by states & political subdivisions$65,405,000593
Other domestic debt securities$1,511,0001,337
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$1,511,0001,078
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$73,996,000769
Mortgage-backed securities$83,217,000732
Certificates of participation in pools of residential mortgages$36,179,000933
Issued or guaranteed by U.S.$36,179,000933
Privately issued$064
Collaterized mortgage obligations$46,942,000422
CMOs issued by government agencies or sponsored agencies$46,942,000398
Privately issued$0573
Commercial mortgage-backed securities$96,0001,457
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$96,000958
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$151,096,000821
Total debt securities$151,096,000915
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$152,670,000931
U.S. Government securities$83,400,0001,039
U.S. Treasury securities$01,313
U.S. Government agency obligations$83,400,000995
Securities issued by states & political subdivisions$67,754,000568
Other domestic debt securities$1,516,0001,360
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$1,516,0001,107
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$73,734,000775
Mortgage-backed securities$82,431,000744
Certificates of participation in pools of residential mortgages$37,747,000928
Issued or guaranteed by U.S.$37,747,000928
Privately issued$069
Collaterized mortgage obligations$44,572,000440
CMOs issued by government agencies or sponsored agencies$44,572,000415
Privately issued$0584
Commercial mortgage-backed securities$112,0001,446
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$112,000938
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$152,670,000804
Total debt securities$152,672,000916
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$148,892,000962
U.S. Government securities$79,047,0001,113
U.S. Treasury securities$01,351
U.S. Government agency obligations$79,047,0001,063
Securities issued by states & political subdivisions$68,326,000562
Other domestic debt securities$1,519,0001,377
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$1,519,0001,126
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,242,000817
Mortgage-backed securities$78,078,000799
Certificates of participation in pools of residential mortgages$35,136,000988
Issued or guaranteed by U.S.$35,136,000987
Privately issued$067
Collaterized mortgage obligations$42,790,000464
CMOs issued by government agencies or sponsored agencies$42,790,000436
Privately issued$0606
Commercial mortgage-backed securities$152,0001,398
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$152,000899
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$148,892,000839
Total debt securities$148,891,000952
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$149,815,000971
U.S. Government securities$80,221,0001,105
U.S. Treasury securities$01,390
U.S. Government agency obligations$80,221,0001,059
Securities issued by states & political subdivisions$68,083,000568
Other domestic debt securities$1,511,0001,403
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$1,511,0001,132
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,638,000831
Mortgage-backed securities$77,273,000806
Certificates of participation in pools of residential mortgages$37,846,000964
Issued or guaranteed by U.S.$37,846,000964
Privately issued$066
Collaterized mortgage obligations$39,016,000499
CMOs issued by government agencies or sponsored agencies$39,016,000468
Privately issued$0642
Commercial mortgage-backed securities$411,0001,327
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$411,000872
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$149,815,000846
Total debt securities$149,815,000958
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$146,390,000968
U.S. Government securities$78,948,0001,102
U.S. Treasury securities$01,367
U.S. Government agency obligations$78,948,0001,056
Securities issued by states & political subdivisions$65,928,000590
Other domestic debt securities$1,514,0001,399
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$1,514,0001,126
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,369,000814
Mortgage-backed securities$76,011,000814
Certificates of participation in pools of residential mortgages$38,762,000943
Issued or guaranteed by U.S.$38,762,000943
Privately issued$071
Collaterized mortgage obligations$36,820,000513
CMOs issued by government agencies or sponsored agencies$36,820,000478
Privately issued$0666
Commercial mortgage-backed securities$429,0001,281
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$429,000831
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$146,390,000840
Total debt securities$146,390,000958
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$153,364,000938
U.S. Government securities$81,950,0001,060
U.S. Treasury securities$01,214
U.S. Government agency obligations$81,950,0001,013
Securities issued by states & political subdivisions$69,408,000557
Other domestic debt securities$2,006,0001,276
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$2,006,0001,015
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,975,000833
Mortgage-backed securities$78,950,000793
Certificates of participation in pools of residential mortgages$38,142,000962
Issued or guaranteed by U.S.$38,142,000962
Privately issued$067
Collaterized mortgage obligations$40,361,000490
CMOs issued by government agencies or sponsored agencies$40,361,000457
Privately issued$0671
Commercial mortgage-backed securities$447,0001,222
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$447,000793
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$153,364,000815
Total debt securities$153,364,000925
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$153,284,000936
U.S. Government securities$85,815,0001,043
U.S. Treasury securities$01,253
U.S. Government agency obligations$85,815,000993
Securities issued by states & political subdivisions$65,467,000597
Other domestic debt securities$2,002,0001,305
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$2,002,0001,028
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,045,000789
Mortgage-backed securities$80,812,000774
Certificates of participation in pools of residential mortgages$37,557,000993
Issued or guaranteed by U.S.$37,557,000989
Privately issued$071
Collaterized mortgage obligations$42,789,000486
CMOs issued by government agencies or sponsored agencies$42,789,000450
Privately issued$0687
Commercial mortgage-backed securities$466,0001,148
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$466,000761
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$153,284,000821
Total debt securities$153,284,000927
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$156,162,000942
U.S. Government securities$89,305,0001,021
U.S. Treasury securities$01,296
U.S. Government agency obligations$89,305,000971
Securities issued by states & political subdivisions$64,859,000582
Other domestic debt securities$1,998,0001,319
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$1,998,0001,037
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,218,000792
Mortgage-backed securities$84,308,000745
Certificates of participation in pools of residential mortgages$38,677,000963
Issued or guaranteed by U.S.$38,677,000963
Privately issued$066
Collaterized mortgage obligations$45,128,000472
CMOs issued by government agencies or sponsored agencies$45,128,000443
Privately issued$0699
Commercial mortgage-backed securities$503,0001,097
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$503,000730
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$156,162,000821
Total debt securities$156,162,000931
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$153,297,000963
U.S. Government securities$88,432,0001,050
U.S. Treasury securities$01,367
U.S. Government agency obligations$88,432,000991
Securities issued by states & political subdivisions$62,873,000609
Other domestic debt securities$1,992,0001,290
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$1,992,0001,023
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,042,000784
Mortgage-backed securities$84,440,000736
Certificates of participation in pools of residential mortgages$37,305,000994
Issued or guaranteed by U.S.$37,305,000993
Privately issued$066
Collaterized mortgage obligations$46,590,000465
CMOs issued by government agencies or sponsored agencies$46,590,000436
Privately issued$0704
Commercial mortgage-backed securities$545,0001,025
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$545,000658
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$153,297,000831
Total debt securities$153,297,000956
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$157,856,000931
U.S. Government securities$95,780,000978
U.S. Treasury securities$01,303
U.S. Government agency obligations$95,780,000934
Securities issued by states & political subdivisions$60,080,000636
Other domestic debt securities$1,996,0001,311
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$1,996,0001,034
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,795,000778
Mortgage-backed securities$91,787,000686
Certificates of participation in pools of residential mortgages$37,568,000983
Issued or guaranteed by U.S.$37,568,000983
Privately issued$065
Collaterized mortgage obligations$53,148,000427
CMOs issued by government agencies or sponsored agencies$53,148,000403
Privately issued$0721
Commercial mortgage-backed securities$1,071,000859
Commercial mortgage pass-through securities$501,000673
Other commercial mortgage-backed securities$570,000623
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$157,856,000815
Total debt securities$157,856,000925
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$159,280,000938
U.S. Government securities$99,391,000988
U.S. Treasury securities$01,348
U.S. Government agency obligations$99,391,000937
Securities issued by states & political subdivisions$57,891,000652
Other domestic debt securities$1,998,0001,322
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$1,998,0001,041
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,700,000801
Mortgage-backed securities$93,451,000701
Certificates of participation in pools of residential mortgages$38,777,000998
Issued or guaranteed by U.S.$38,777,000997
Privately issued$067
Collaterized mortgage obligations$53,550,000435
CMOs issued by government agencies or sponsored agencies$53,550,000412
Privately issued$0741
Commercial mortgage-backed securities$1,124,000814
Commercial mortgage pass-through securities$499,000632
Other commercial mortgage-backed securities$625,000600
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$159,280,000825
Total debt securities$159,280,000933
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$173,323,000875
U.S. Government securities$110,999,000898
U.S. Treasury securities$01,327
U.S. Government agency obligations$110,999,000863
Securities issued by states & political subdivisions$60,319,000607
Other domestic debt securities$2,005,0001,344
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$2,005,0001,041
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$79,321,000787
Mortgage-backed securities$105,014,000632
Certificates of participation in pools of residential mortgages$46,624,000875
Issued or guaranteed by U.S.$46,624,000875
Privately issued$070
Collaterized mortgage obligations$57,243,000413
CMOs issued by government agencies or sponsored agencies$57,243,000391
Privately issued$0776
Commercial mortgage-backed securities$1,147,000790
Commercial mortgage pass-through securities$505,000618
Other commercial mortgage-backed securities$642,000573
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$173,323,000757
Total debt securities$173,323,000864
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$177,096,000849
U.S. Government securities$115,059,000877
U.S. Treasury securities$01,361
U.S. Government agency obligations$115,059,000840
Securities issued by states & political subdivisions$59,538,000597
Other domestic debt securities$2,499,0001,225
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$2,499,000946
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,693,000787
Mortgage-backed securities$109,165,000616
Certificates of participation in pools of residential mortgages$48,146,000866
Issued or guaranteed by U.S.$48,146,000864
Privately issued$075
Collaterized mortgage obligations$59,345,000408
CMOs issued by government agencies or sponsored agencies$59,345,000386
Privately issued$0785
Commercial mortgage-backed securities$1,674,000709
Commercial mortgage pass-through securities$1,017,000515
Other commercial mortgage-backed securities$657,000542
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$177,096,000732
Total debt securities$177,096,000840
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$163,875,000937
U.S. Government securities$110,728,000909
U.S. Treasury securities$01,381
U.S. Government agency obligations$110,728,000876
Securities issued by states & political subdivisions$50,641,000742
Other domestic debt securities$2,506,0001,266
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$2,506,000971
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,006,000847
Mortgage-backed securities$104,890,000653
Certificates of participation in pools of residential mortgages$44,646,000935
Issued or guaranteed by U.S.$44,646,000934
Privately issued$073
Collaterized mortgage obligations$60,244,000414
CMOs issued by government agencies or sponsored agencies$60,244,000395
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$163,875,000811
Total debt securities$163,875,000926
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$170,004,000913
U.S. Government securities$114,851,000892
U.S. Treasury securities$01,342
U.S. Government agency obligations$114,851,000859
Securities issued by states & political subdivisions$52,659,000702
Other domestic debt securities$2,494,0001,305
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$2,494,0001,005
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$82,906,000754
Mortgage-backed securities$109,039,000632
Certificates of participation in pools of residential mortgages$46,004,000922
Issued or guaranteed by U.S.$46,004,000922
Privately issued$075
Collaterized mortgage obligations$63,035,000403
CMOs issued by government agencies or sponsored agencies$63,035,000383
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$170,004,000789
Total debt securities$170,004,000894
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$182,564,000838
U.S. Government securities$126,936,000817
U.S. Treasury securities$01,198
U.S. Government agency obligations$126,936,000787
Securities issued by states & political subdivisions$53,144,000706
Other domestic debt securities$2,484,0001,335
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$2,484,0001,026
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$80,824,000776
Mortgage-backed securities$118,300,000595
Certificates of participation in pools of residential mortgages$53,037,000820
Issued or guaranteed by U.S.$53,037,000819
Privately issued$076
Collaterized mortgage obligations$65,263,000387
CMOs issued by government agencies or sponsored agencies$65,263,000368
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$182,564,000724
Total debt securities$182,564,000826
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$178,118,000860
U.S. Government securities$124,779,000826
U.S. Treasury securities$01,131
U.S. Government agency obligations$124,779,000794
Securities issued by states & political subdivisions$50,863,000739
Other domestic debt securities$2,476,0001,370
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$2,476,0001,039
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$79,039,000782
Mortgage-backed securities$115,262,000601
Certificates of participation in pools of residential mortgages$52,095,000822
Issued or guaranteed by U.S.$52,095,000821
Privately issued$081
Collaterized mortgage obligations$63,167,000398
CMOs issued by government agencies or sponsored agencies$63,167,000370
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$178,118,000738
Total debt securities$178,118,000845
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$172,915,000891
U.S. Government securities$119,915,000852
U.S. Treasury securities$01,131
U.S. Government agency obligations$119,915,000829
Securities issued by states & political subdivisions$50,509,000752
Other domestic debt securities$2,491,0001,407
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$2,491,0001,073
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$80,293,000752
Mortgage-backed securities$107,357,000634
Certificates of participation in pools of residential mortgages$51,827,000830
Issued or guaranteed by U.S.$51,827,000830
Privately issued$080
Collaterized mortgage obligations$55,530,000455
CMOs issued by government agencies or sponsored agencies$55,530,000427
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$172,915,000779
Total debt securities$172,916,000881
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$163,824,000944
U.S. Government securities$113,858,000894
U.S. Treasury securities$01,152
U.S. Government agency obligations$113,858,000866
Securities issued by states & political subdivisions$47,483,000789
Other domestic debt securities$2,483,0001,447
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$2,483,0001,101
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$77,651,000757
Mortgage-backed securities$101,271,000691
Certificates of participation in pools of residential mortgages$48,287,000882
Issued or guaranteed by U.S.$48,287,000881
Privately issued$083
Collaterized mortgage obligations$52,984,000474
CMOs issued by government agencies or sponsored agencies$52,984,000445
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$163,824,000837
Total debt securities$163,824,000933
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$168,858,000922
U.S. Government securities$115,651,000911
U.S. Treasury securities$01,161
U.S. Government agency obligations$115,651,000884
Securities issued by states & political subdivisions$50,722,000717
Other domestic debt securities$2,485,0001,450
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$2,485,0001,080
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$71,321,000848
Mortgage-backed securities$97,827,000720
Certificates of participation in pools of residential mortgages$44,219,000964
Issued or guaranteed by U.S.$44,219,000964
Privately issued$083
Collaterized mortgage obligations$53,608,000492
CMOs issued by government agencies or sponsored agencies$53,608,000457
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$168,858,000821
Total debt securities$168,858,000909
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$163,364,000926
U.S. Government securities$109,062,000925
U.S. Treasury securities$01,135
U.S. Government agency obligations$109,062,000889
Securities issued by states & political subdivisions$50,869,000698
Other domestic debt securities$3,433,0001,221
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$3,433,000873
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$73,638,000815
Mortgage-backed securities$93,203,000744
Certificates of participation in pools of residential mortgages$41,431,0001,009
Issued or guaranteed by U.S.$41,431,0001,007
Privately issued$085
Collaterized mortgage obligations$51,772,000505
CMOs issued by government agencies or sponsored agencies$51,772,000474
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$163,364,000830
Total debt securities$163,364,000914
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$157,883,000985
U.S. Government securities$104,428,000989
U.S. Treasury securities$01,086
U.S. Government agency obligations$104,428,000953
Securities issued by states & political subdivisions$50,027,000681
Other domestic debt securities$3,428,0001,262
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$3,428,000915
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,533,000871
Mortgage-backed securities$92,785,000784
Certificates of participation in pools of residential mortgages$40,968,0001,063
Issued or guaranteed by U.S.$40,968,0001,062
Privately issued$088
Collaterized mortgage obligations$51,817,000527
CMOs issued by government agencies or sponsored agencies$51,817,000493
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$157,883,000880
Total debt securities$157,883,000974
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$151,074,0001,023
U.S. Government securities$100,150,0001,040
U.S. Treasury securities$01,068
U.S. Government agency obligations$100,150,0001,006
Securities issued by states & political subdivisions$47,540,000702
Other domestic debt securities$3,384,0001,276
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$3,384,000928
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$65,945,000903
Mortgage-backed securities$88,166,000848
Certificates of participation in pools of residential mortgages$39,180,0001,142
Issued or guaranteed by U.S.$39,180,0001,142
Privately issued$094
Collaterized mortgage obligations$48,986,000555
CMOs issued by government agencies or sponsored agencies$48,986,000518
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$151,074,000913
Total debt securities$151,074,0001,010
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$147,810,0001,049
U.S. Government securities$98,250,0001,089
U.S. Treasury securities$01,157
U.S. Government agency obligations$98,250,0001,056
Securities issued by states & political subdivisions$46,166,000693
Other domestic debt securities$3,394,0001,264
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$3,394,000912
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,133,000920
Mortgage-backed securities$86,156,000880
Certificates of participation in pools of residential mortgages$40,293,0001,104
Issued or guaranteed by U.S.$40,293,0001,104
Privately issued$094
Collaterized mortgage obligations$45,863,000610
CMOs issued by government agencies or sponsored agencies$45,863,000565
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$147,810,000932
Total debt securities$147,810,0001,037
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$137,141,0001,095
U.S. Government securities$87,530,0001,161
U.S. Treasury securities$01,076
U.S. Government agency obligations$87,530,0001,122
Securities issued by states & political subdivisions$46,381,000670
Other domestic debt securities$3,230,0001,287
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$3,230,000871
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$64,576,000854
Mortgage-backed securities$76,350,000934
Certificates of participation in pools of residential mortgages$37,724,0001,099
Issued or guaranteed by U.S.$37,724,0001,097
Privately issued$0121
Collaterized mortgage obligations$38,626,000699
CMOs issued by government agencies or sponsored agencies$38,626,000612
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$137,141,000966
Total debt securities$137,143,0001,082
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$125,401,0001,167
U.S. Government securities$77,054,0001,282
U.S. Treasury securities$01,126
U.S. Government agency obligations$77,054,0001,234
Securities issued by states & political subdivisions$45,086,000645
Other domestic debt securities$3,261,0001,299
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$3,261,000849
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$62,905,000857
Mortgage-backed securities$66,839,0001,015
Certificates of participation in pools of residential mortgages$27,505,0001,357
Issued or guaranteed by U.S.$27,505,0001,353
Privately issued$0132
Collaterized mortgage obligations$39,334,000689
CMOs issued by government agencies or sponsored agencies$39,334,000602
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$125,401,0001,040
Total debt securities$125,401,0001,155
Structured notes
Amortized cost$1,999,0001,828
Fair value$2,002,0001,810
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$125,430,0001,156
U.S. Government securities$77,336,0001,295
U.S. Treasury securities$01,225
U.S. Government agency obligations$77,336,0001,245
Securities issued by states & political subdivisions$45,188,000593
Other domestic debt securities$2,906,0001,312
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$2,906,000852
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$68,948,000788
Mortgage-backed securities$64,837,0001,024
Certificates of participation in pools of residential mortgages$26,287,0001,366
Issued or guaranteed by U.S.$26,287,0001,361
Privately issued$0125
Collaterized mortgage obligations$38,550,000697
CMOs issued by government agencies or sponsored agencies$38,550,000608
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$125,430,0001,027
Total debt securities$125,430,0001,146
Structured notes
Amortized cost$3,999,0001,375
Fair value$4,000,0001,386
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$123,486,0001,161
U.S. Government securities$75,446,0001,314
U.S. Treasury securities$01,272
U.S. Government agency obligations$75,446,0001,265
Securities issued by states & political subdivisions$45,075,000579
Other domestic debt securities$2,965,0001,329
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$2,965,000857
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$66,649,000817
Mortgage-backed securities$61,415,0001,048
Certificates of participation in pools of residential mortgages$26,278,0001,318
Issued or guaranteed by U.S.$26,278,0001,312
Privately issued$0136
Collaterized mortgage obligations$35,137,000716
CMOs issued by government agencies or sponsored agencies$35,137,000618
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$123,486,0001,026
Total debt securities$123,486,0001,148
Structured notes
Amortized cost$7,998,000881
Fair value$7,879,000889
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$112,359,0001,215
U.S. Government securities$64,681,0001,419
U.S. Treasury securities$01,275
U.S. Government agency obligations$64,681,0001,363
Securities issued by states & political subdivisions$44,785,000558
Other domestic debt securities$2,893,0001,437
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$2,893,000865
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$67,592,000793
Mortgage-backed securities$49,205,0001,198
Certificates of participation in pools of residential mortgages$16,895,0001,773
Issued or guaranteed by U.S.$16,895,0001,769
Privately issued$0141
Collaterized mortgage obligations$32,310,000738
CMOs issued by government agencies or sponsored agencies$32,310,000631
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$112,359,0001,089
Total debt securities$112,359,0001,195
Structured notes
Amortized cost$7,998,000795
Fair value$7,798,000815
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$117,856,0001,129
U.S. Government securities$69,175,0001,306
U.S. Treasury securities$01,180
U.S. Government agency obligations$69,175,0001,255
Securities issued by states & political subdivisions$45,742,000526
Other domestic debt securities$2,939,0001,466
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$2,939,000847
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$75,506,000721
Mortgage-backed securities$52,257,0001,111
Certificates of participation in pools of residential mortgages$16,314,0001,770
Issued or guaranteed by U.S.$16,314,0001,765
Privately issued$0141
Collaterized mortgage obligations$35,943,000681
CMOs issued by government agencies or sponsored agencies$35,943,000576
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$117,856,000998
Total debt securities$117,856,0001,118
Structured notes
Amortized cost$8,998,000687
Fair value$9,043,000685
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$100,902,0001,298
U.S. Government securities$57,890,0001,553
U.S. Treasury securities$01,121
U.S. Government agency obligations$57,890,0001,496
Securities issued by states & political subdivisions$42,016,000543
Other domestic debt securities$996,0002,192
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$996,0001,378
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$78,168,000698
Mortgage-backed securities$38,013,0001,397
Certificates of participation in pools of residential mortgages$9,541,0002,504
Issued or guaranteed by U.S.$9,541,0002,498
Privately issued$0148
Collaterized mortgage obligations$28,472,000774
CMOs issued by government agencies or sponsored agencies$28,472,000640
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$100,902,0001,150
Total debt securities$100,902,0001,274
Structured notes
Amortized cost$7,000,000899
Fair value$7,026,000915
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$123,497,0001,071
U.S. Government securities$81,056,0001,162
U.S. Treasury securities$01,130
U.S. Government agency obligations$81,056,0001,120
Securities issued by states & political subdivisions$41,475,000546
Other domestic debt securities$966,0002,282
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$966,0001,429
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$81,308,000689
Mortgage-backed securities$49,406,0001,164
Certificates of participation in pools of residential mortgages$15,295,0001,964
Issued or guaranteed by U.S.$15,295,0001,961
Privately issued$0145
Collaterized mortgage obligations$34,111,000691
CMOs issued by government agencies or sponsored agencies$34,111,000564
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$123,497,000942
Total debt securities$123,497,0001,062
Structured notes
Amortized cost$4,000,0001,157
Fair value$4,021,0001,153
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$112,867,0001,145
U.S. Government securities$71,438,0001,269
U.S. Treasury securities$01,077
U.S. Government agency obligations$71,438,0001,223
Securities issued by states & political subdivisions$40,480,000556
Other domestic debt securities$949,0002,345
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$949,0001,460
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$77,687,000726
Mortgage-backed securities$40,942,0001,404
Certificates of participation in pools of residential mortgages$14,036,0002,156
Issued or guaranteed by U.S.$14,036,0002,150
Privately issued$0157
Collaterized mortgage obligations$26,906,000785
CMOs issued by government agencies or sponsored agencies$26,906,000624
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$112,867,0001,005
Total debt securities$112,866,0001,129
Structured notes
Amortized cost$2,000,0001,485
Fair value$2,011,0001,488
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$118,973,0001,081
U.S. Government securities$76,884,0001,146
U.S. Treasury securities$01,047
U.S. Government agency obligations$76,884,0001,109
Securities issued by states & political subdivisions$41,158,000545
Other domestic debt securities$931,0002,460
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$931,0001,561
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$81,908,000696
Mortgage-backed securities$38,361,0001,494
Certificates of participation in pools of residential mortgages$14,929,0002,138
Issued or guaranteed by U.S.$14,929,0002,127
Privately issued$0171
Collaterized mortgage obligations$23,432,000838
CMOs issued by government agencies or sponsored agencies$23,432,000660
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$118,973,000936
Total debt securities$118,973,0001,062
Structured notes
Amortized cost$3,000,000822
Fair value$3,012,000839
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$128,718,000994
U.S. Government securities$85,455,0001,011
U.S. Treasury securities$01,036
U.S. Government agency obligations$85,455,000970
Securities issued by states & political subdivisions$42,460,000488
Other domestic debt securities$803,0002,571
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$803,0001,643
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$94,955,000591
Mortgage-backed securities$39,825,0001,456
Certificates of participation in pools of residential mortgages$15,803,0002,104
Issued or guaranteed by U.S.$15,803,0002,092
Privately issued$0181
Collaterized mortgage obligations$24,022,000810
CMOs issued by government agencies or sponsored agencies$24,022,000612
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$128,718,000849
Total debt securities$128,718,000968
Structured notes
Amortized cost$3,000,000542
Fair value$2,996,000556
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$143,290,000866
U.S. Government securities$86,916,000993
U.S. Treasury securities$0981
U.S. Government agency obligations$86,916,000965
Securities issued by states & political subdivisions$43,235,000450
Other domestic debt securities$639,0002,603
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$639,0001,799
Foreign debt securities$0181
Equity securities$12,500,000179
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$95,212,000612
Mortgage-backed securities$39,823,0001,482
Certificates of participation in pools of residential mortgages$17,017,0002,037
Issued or guaranteed by U.S.$17,017,0002,022
Privately issued$0191
Collaterized mortgage obligations$22,806,000837
CMOs issued by government agencies or sponsored agencies$22,806,000635
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$143,290,000741
Total debt securities$130,790,000942
Structured notes
Amortized cost$1,000,000892
Fair value$1,000,000978
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$131,160,000934
U.S. Government securities$89,101,000961
U.S. Treasury securities$0973
U.S. Government agency obligations$89,101,000938
Securities issued by states & political subdivisions$41,224,000469
Other domestic debt securities$835,0002,430
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$835,0001,653
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$103,648,000562
Mortgage-backed securities$39,138,0001,427
Certificates of participation in pools of residential mortgages$15,394,0002,117
Issued or guaranteed by U.S.$15,394,0002,103
Privately issued$0188
Collaterized mortgage obligations$23,744,000786
CMOs issued by government agencies or sponsored agencies$23,744,000586
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$131,160,000797
Total debt securities$131,157,000916
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$133,101,000897
U.S. Government securities$90,977,000903
U.S. Treasury securities$01,019
U.S. Government agency obligations$90,977,000883
Securities issued by states & political subdivisions$41,312,000449
Other domestic debt securities$812,0002,384
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$812,0001,622
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$95,145,000602
Mortgage-backed securities$39,439,0001,349
Certificates of participation in pools of residential mortgages$15,690,0002,024
Issued or guaranteed by U.S.$15,690,0002,011
Privately issued$0192
Collaterized mortgage obligations$23,749,000747
CMOs issued by government agencies or sponsored agencies$23,749,000541
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$133,101,000761
Total debt securities$133,101,000884
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$136,416,000888
U.S. Government securities$91,822,000916
U.S. Treasury securities$1,000,000670
U.S. Government agency obligations$90,822,000902
Securities issued by states & political subdivisions$43,673,000432
Other domestic debt securities$921,0002,342
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$921,0001,632
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$95,764,000581
Mortgage-backed securities$40,380,0001,324
Certificates of participation in pools of residential mortgages$16,009,0001,966
Issued or guaranteed by U.S.$16,009,0001,955
Privately issued$0202
Collaterized mortgage obligations$24,371,000718
CMOs issued by government agencies or sponsored agencies$24,371,000520
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$136,416,000761
Total debt securities$136,417,000865
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$142,135,000849
U.S. Government securities$95,350,000880
U.S. Treasury securities$01,044
U.S. Government agency obligations$95,350,000856
Securities issued by states & political subdivisions$44,825,000416
Other domestic debt securities$1,960,0001,775
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,960,0001,166
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$96,419,000565
Mortgage-backed securities$42,310,0001,227
Certificates of participation in pools of residential mortgages$17,261,0001,803
Issued or guaranteed by U.S.$17,261,0001,794
Privately issued$0205
Collaterized mortgage obligations$25,049,000685
CMOs issued by government agencies or sponsored agencies$25,049,000503
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$142,135,000734
Total debt securities$142,135,000818
Structured notes
Amortized cost$2,000,000695
Fair value$2,000,000769
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$142,129,000838
U.S. Government securities$95,971,000873
U.S. Treasury securities$01,146
U.S. Government agency obligations$95,971,000847
Securities issued by states & political subdivisions$45,165,000407
Other domestic debt securities$993,0002,024
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$993,0001,417
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$99,765,000550
Mortgage-backed securities$32,812,0001,335
Certificates of participation in pools of residential mortgages$14,500,0001,810
Issued or guaranteed by U.S.$14,500,0001,800
Privately issued$0191
Collaterized mortgage obligations$18,312,000773
CMOs issued by government agencies or sponsored agencies$18,312,000587
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$142,129,000720
Total debt securities$142,129,000816
Structured notes
Amortized cost$10,000,000220
Fair value$10,000,000226
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$140,187,000849
U.S. Government securities$98,387,000855
U.S. Treasury securities$01,235
U.S. Government agency obligations$98,387,000832
Securities issued by states & political subdivisions$40,813,000450
Other domestic debt securities$987,0001,997
Privately issued residential mortgage-backed securities$1,0001,435
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$986,0001,405
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$94,301,000566
Mortgage-backed securities$26,742,0001,455
Certificates of participation in pools of residential mortgages$12,618,0001,832
Issued or guaranteed by U.S.$12,618,0001,822
Privately issued$0194
Collaterized mortgage obligations$14,124,000889
CMOs issued by government agencies or sponsored agencies$14,123,000684
Privately issued$1,0001,348
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)$140,187,000719
Total debt securities$140,195,000825
Structured notes
Amortized cost$11,000,000247
Fair value$11,000,000246
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$134,277,000885
U.S. Government securities$95,530,000896
U.S. Treasury securities$01,362
U.S. Government agency obligations$95,530,000861
Securities issued by states & political subdivisions$37,756,000481
Other domestic debt securities$991,0001,935
Privately issued residential mortgage-backed securities$1,0001,396
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$990,0001,367
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$80,418,000651
Mortgage-backed securities$21,421,0001,675
Certificates of participation in pools of residential mortgages$7,659,0002,419
Issued or guaranteed by U.S.$7,659,0002,407
Privately issued$0207
Collaterized mortgage obligations$13,762,000873
CMOs issued by government agencies or sponsored agencies$13,761,000679
Privately issued$1,0001,306
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)$134,277,000753
Total debt securities$134,279,000865
Structured notes
Amortized cost$10,000,000295
Fair value$9,782,000313
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$128,576,000937
U.S. Government securities$90,635,000967
U.S. Treasury securities$01,448
U.S. Government agency obligations$90,635,000930
Securities issued by states & political subdivisions$36,946,000493
Other domestic debt securities$995,0001,947
Privately issued residential mortgage-backed securities$1,0001,368
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$994,0001,397
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$80,441,000653
Mortgage-backed securities$22,426,0001,609
Certificates of participation in pools of residential mortgages$7,114,0002,516
Issued or guaranteed by U.S.$7,114,0002,506
Privately issued$0218
Collaterized mortgage obligations$15,312,000817
CMOs issued by government agencies or sponsored agencies$15,311,000640
Privately issued$1,0001,263
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)$128,576,000791
Total debt securities$128,576,000914
Structured notes
Amortized cost$11,000,000295
Fair value$10,852,000296
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$129,519,000944
U.S. Government securities$92,704,000965
U.S. Treasury securities$01,498
U.S. Government agency obligations$92,704,000930
Securities issued by states & political subdivisions$34,822,000528
Other domestic debt securities$1,993,0001,523
Privately issued residential mortgage-backed securities$1,0001,359
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,992,0001,057
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$77,631,000683
Mortgage-backed securities$22,634,0001,602
Certificates of participation in pools of residential mortgages$7,553,0002,430
Issued or guaranteed by U.S.$7,553,0002,418
Privately issued$0208
Collaterized mortgage obligations$15,081,000827
CMOs issued by government agencies or sponsored agencies$15,080,000662
Privately issued$1,0001,263
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)$129,519,000802
Total debt securities$129,518,000921
Structured notes
Amortized cost$11,999,000292
Fair value$11,815,000295
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$130,886,000942
U.S. Government securities$96,851,000938
U.S. Treasury securities$01,574
U.S. Government agency obligations$96,851,000913
Securities issued by states & political subdivisions$32,052,000587
Other domestic debt securities$1,983,0001,529
Privately issued residential mortgage-backed securities$1,0001,347
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,982,0001,063
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$80,804,000659
Mortgage-backed securities$22,434,0001,612
Certificates of participation in pools of residential mortgages$7,859,0002,410
Issued or guaranteed by U.S.$7,859,0002,398
Privately issued$0214
Collaterized mortgage obligations$14,575,000834
CMOs issued by government agencies or sponsored agencies$14,574,000665
Privately issued$1,0001,240
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)$130,886,000798
Total debt securities$130,887,000924
Structured notes
Amortized cost$11,999,000320
Fair value$11,768,000329
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$122,784,000992
U.S. Government securities$92,639,000976
U.S. Treasury securities$01,634
U.S. Government agency obligations$92,639,000947
Securities issued by states & political subdivisions$27,158,000678
Other domestic debt securities$2,987,0001,290
Privately issued residential mortgage-backed securities$2,0001,339
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,985,000864
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$82,037,000651
Mortgage-backed securities$15,856,0002,040
Certificates of participation in pools of residential mortgages$2,988,0003,714
Issued or guaranteed by U.S.$2,988,0003,699
Privately issued$0211
Collaterized mortgage obligations$12,868,000890
CMOs issued by government agencies or sponsored agencies$12,866,000720
Privately issued$2,0001,240
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)$122,784,000842
Total debt securities$122,784,000975
Structured notes
Amortized cost$15,999,000238
Fair value$15,567,000237
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$116,108,0001,081
U.S. Government securities$88,068,0001,049
U.S. Treasury securities$01,715
U.S. Government agency obligations$88,068,0001,010
Securities issued by states & political subdivisions$25,055,000751
Other domestic debt securities$2,985,0001,326
Privately issued residential mortgage-backed securities$2,0001,324
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,983,000898
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$73,992,000711
Mortgage-backed securities$13,611,0002,263
Certificates of participation in pools of residential mortgages$903,0004,974
Issued or guaranteed by U.S.$903,0004,955
Privately issued$0205
Collaterized mortgage obligations$12,708,000907
CMOs issued by government agencies or sponsored agencies$12,706,000736
Privately issued$2,0001,230
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)$116,108,000908
Total debt securities$116,108,0001,049
Structured notes
Amortized cost$15,998,000255
Fair value$15,633,000254
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$115,784,0001,088
U.S. Government securities$89,707,0001,023
U.S. Treasury securities$01,737
U.S. Government agency obligations$89,707,000995
Securities issued by states & political subdivisions$22,601,000848
Other domestic debt securities$2,989,0001,355
Privately issued residential mortgage-backed securities$2,0001,316
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,987,000943
Foreign debt securities$0223
Equity securities$487,0001,380
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,614,000669
Mortgage-backed securities$13,201,0002,318
Certificates of participation in pools of residential mortgages$1,000,0004,926
Issued or guaranteed by U.S.$1,000,0004,908
Privately issued$0216
Collaterized mortgage obligations$12,201,000926
CMOs issued by government agencies or sponsored agencies$12,199,000758
Privately issued$2,0001,212
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)$115,784,000912
Total debt securities$115,296,0001,067
Structured notes
Amortized cost$14,998,000283
Fair value$14,650,000284
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$111,195,0001,114
U.S. Government securities$89,012,0001,021
U.S. Treasury securities$01,786
U.S. Government agency obligations$89,012,000984
Securities issued by states & political subdivisions$17,719,0001,127
Other domestic debt securities$4,000,0001,201
Privately issued residential mortgage-backed securities$2,0001,310
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,998,000844
Foreign debt securities$0234
Equity securities$464,0001,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,775,000684
Mortgage-backed securities$14,102,0002,242
Certificates of participation in pools of residential mortgages$1,221,0004,800
Issued or guaranteed by U.S.$1,221,0004,781
Privately issued$0225
Collaterized mortgage obligations$12,881,000901
CMOs issued by government agencies or sponsored agencies$12,879,000748
Privately issued$2,0001,199
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)$111,195,000934
Total debt securities$110,731,0001,087
Structured notes
Amortized cost$17,498,000220
Fair value$17,309,000222
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$109,119,0001,149
U.S. Government securities$89,958,0001,009
U.S. Treasury securities$01,839
U.S. Government agency obligations$89,958,000975
Securities issued by states & political subdivisions$14,676,0001,357
Other domestic debt securities$4,016,0001,220
Privately issued residential mortgage-backed securities$3,0001,264
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,013,000864
Foreign debt securities$0234
Equity securities$469,0001,438
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,564,000676
Mortgage-backed securities$14,867,0002,236
Certificates of participation in pools of residential mortgages$1,330,0004,785
Issued or guaranteed by U.S.$1,330,0004,764
Privately issued$0223
Collaterized mortgage obligations$13,537,000902
CMOs issued by government agencies or sponsored agencies$13,534,000755
Privately issued$3,0001,152
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)$109,119,000975
Total debt securities$108,650,0001,119
Structured notes
Amortized cost$17,497,000220
Fair value$17,367,000222
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$114,278,0001,112
U.S. Government securities$94,933,000990
U.S. Treasury securities$01,963
U.S. Government agency obligations$94,933,000948
Securities issued by states & political subdivisions$14,855,0001,325
Other domestic debt securities$4,024,0001,261
Privately issued residential mortgage-backed securities$3,0001,259
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,021,000915
Foreign debt securities$0247
Equity securities$466,0001,478
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,020,000697
Mortgage-backed securities$16,434,0002,164
Certificates of participation in pools of residential mortgages$1,449,0004,782
Issued or guaranteed by U.S.$1,449,0004,768
Privately issued$0207
Collaterized mortgage obligations$14,985,000868
CMOs issued by government agencies or sponsored agencies$14,982,000721
Privately issued$3,0001,151
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)$114,278,000939
Total debt securities$113,812,0001,083
Structured notes
Amortized cost$32,496,00091
Fair value$32,114,00090
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$113,764,0001,131
U.S. Government securities$95,737,000997
U.S. Treasury securities$01,963
U.S. Government agency obligations$95,737,000958
Securities issued by states & political subdivisions$14,568,0001,366
Other domestic debt securities$3,014,0001,497
Privately issued residential mortgage-backed securities$4,0001,239
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,010,0001,136
Foreign debt securities$0244
Equity securities$445,0001,524
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,960,000671
Mortgage-backed securities$13,117,0002,526
Certificates of participation in pools of residential mortgages$1,566,0004,736
Issued or guaranteed by U.S.$1,566,0004,720
Privately issued$0203
Collaterized mortgage obligations$11,551,0001,018
CMOs issued by government agencies or sponsored agencies$11,547,000873
Privately issued$4,0001,137
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)$113,764,000964
Total debt securities$113,319,0001,107
Structured notes
Amortized cost$38,995,00071
Fair value$38,826,00071
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$122,050,0001,042
U.S. Government securities$103,769,000904
U.S. Treasury securities$01,990
U.S. Government agency obligations$103,769,000873
Securities issued by states & political subdivisions$14,840,0001,336
Other domestic debt securities$3,036,0001,498
Privately issued residential mortgage-backed securities$4,0001,217
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,032,0001,170
Foreign debt securities$0248
Equity securities$405,0001,563
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,793,000638
Mortgage-backed securities$14,723,0002,375
Certificates of participation in pools of residential mortgages$1,850,0004,607
Issued or guaranteed by U.S.$1,850,0004,593
Privately issued$0225
Collaterized mortgage obligations$12,873,000956
CMOs issued by government agencies or sponsored agencies$12,869,000818
Privately issued$4,0001,104
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)$122,050,000886
Total debt securities$121,645,0001,012
Structured notes
Amortized cost$38,993,00069
Fair value$38,955,00069
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$125,590,0001,021
U.S. Government securities$107,771,000893
U.S. Treasury securities$02,098
U.S. Government agency obligations$107,771,000858
Securities issued by states & political subdivisions$14,374,0001,353
Other domestic debt securities$3,040,0001,553
Privately issued residential mortgage-backed securities$5,0001,204
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,035,0001,226
Foreign debt securities$0251
Equity securities$405,0001,602
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,928,000712
Mortgage-backed securities$15,853,0002,291
Certificates of participation in pools of residential mortgages$2,030,0004,550
Issued or guaranteed by U.S.$2,030,0004,534
Privately issued$0225
Collaterized mortgage obligations$13,823,000929
CMOs issued by government agencies or sponsored agencies$13,818,000789
Privately issued$5,0001,099
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)$125,590,000872
Total debt securities$125,183,000988
Structured notes
Amortized cost$39,992,00067
Fair value$39,398,00066
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$111,746,0001,176
U.S. Government securities$90,141,0001,053
U.S. Treasury securities$02,082
U.S. Government agency obligations$90,141,0001,009
Securities issued by states & political subdivisions$15,255,0001,278
Other domestic debt securities$5,949,0001,155
Privately issued residential mortgage-backed securities$5,0001,270
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,944,000870
Foreign debt securities$0264
Equity securities$401,0001,645
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,476,000691
Mortgage-backed securities$17,365,0002,211
Certificates of participation in pools of residential mortgages$2,435,0004,391
Issued or guaranteed by U.S.$2,435,0004,377
Privately issued$0230
Collaterized mortgage obligations$14,930,000914
CMOs issued by government agencies or sponsored agencies$14,925,000784
Privately issued$5,0001,155
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$111,746,0001,002
Total debt securities$111,345,0001,143
Structured notes
Amortized cost$27,991,00088
Fair value$28,144,00089
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$105,326,0001,295
U.S. Government securities$83,764,0001,186
U.S. Treasury securities$02,227
U.S. Government agency obligations$83,764,0001,133
Securities issued by states & political subdivisions$15,330,0001,286
Other domestic debt securities$5,870,0001,165
Privately issued residential mortgage-backed securities$10,0001,104
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,860,000938
Foreign debt securities$0283
Equity securities$362,0001,683
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,342,000810
Mortgage-backed securities$23,189,0001,848
Certificates of participation in pools of residential mortgages$2,617,0004,274
Issued or guaranteed by U.S.$2,617,0004,260
Privately issued$0248
Collaterized mortgage obligations$20,572,000759
CMOs issued by government agencies or sponsored agencies$20,562,000697
Privately issued$10,000952
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$105,326,0001,103
Total debt securities$104,964,0001,262
Structured notes
Amortized cost$33,993,00057
Fair value$33,916,00056
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$109,010,0001,219
U.S. Government securities$88,195,0001,114
U.S. Treasury securities$02,287
U.S. Government agency obligations$88,195,0001,064
Securities issued by states & political subdivisions$14,523,0001,357
Other domestic debt securities$5,957,0001,227
Privately issued residential mortgage-backed securities$65,0001,059
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,892,000999
Foreign debt securities$0291
Equity securities$335,0001,771
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,834,000827
Mortgage-backed securities$24,865,0001,733
Certificates of participation in pools of residential mortgages$2,908,0004,136
Issued or guaranteed by U.S.$2,908,0004,121
Privately issued$0253
Collaterized mortgage obligations$21,957,000730
CMOs issued by government agencies or sponsored agencies$21,892,000679
Privately issued$65,000924
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$109,010,0001,038
Total debt securities$108,675,0001,188
Structured notes
Amortized cost$31,496,00054
Fair value$31,384,00054
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$101,556,0001,280
U.S. Government securities$81,806,0001,149
U.S. Treasury securities$02,322
U.S. Government agency obligations$81,806,0001,100
Securities issued by states & political subdivisions$13,288,0001,467
Other domestic debt securities$6,154,0001,227
Privately issued residential mortgage-backed securities$205,000979
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,949,0001,000
Foreign debt securities$0294
Equity securities$308,0001,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,086,000704
Mortgage-backed securities$29,177,0001,570
Certificates of participation in pools of residential mortgages$3,668,0003,882
Issued or guaranteed by U.S.$3,668,0003,871
Privately issued$0256
Collaterized mortgage obligations$25,509,000702
CMOs issued by government agencies or sponsored agencies$25,304,000650
Privately issued$205,000866
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$101,556,0001,095
Total debt securities$101,248,0001,231
Structured notes
Amortized cost$18,008,00084
Fair value$18,241,00084
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$117,772,0001,090
U.S. Government securities$101,921,000935
U.S. Treasury securities$02,382
U.S. Government agency obligations$101,921,000891
Securities issued by states & political subdivisions$13,251,0001,402
Other domestic debt securities$2,339,0002,057
Privately issued residential mortgage-backed securities$251,000981
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,088,0001,866
Foreign debt securities$0294
Equity securities$261,0001,845
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,482,000659
Mortgage-backed securities$38,294,0001,275
Certificates of participation in pools of residential mortgages$4,128,0003,719
Issued or guaranteed by U.S.$4,128,0003,708
Privately issued$0257
Collaterized mortgage obligations$34,166,000605
CMOs issued by government agencies or sponsored agencies$33,915,000556
Privately issued$251,000871
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$117,772,000933
Total debt securities$117,511,0001,057
Structured notes
Amortized cost$11,011,000105
Fair value$11,168,000108
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$100,778,0001,237
U.S. Government securities$87,027,0001,046
U.S. Treasury securities$02,544
U.S. Government agency obligations$87,027,000996
Securities issued by states & political subdivisions$13,192,0001,387
Other domestic debt securities$277,0003,612
Privately issued residential mortgage-backed securities$277,0001,003
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$282,0001,822
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,033,000643
Mortgage-backed securities$28,366,0001,566
Certificates of participation in pools of residential mortgages$3,491,0003,943
Issued or guaranteed by U.S.$3,491,0003,928
Privately issued$0252
Collaterized mortgage obligations$24,875,000721
CMOs issued by government agencies or sponsored agencies$24,598,000669
Privately issued$277,000899
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$100,778,0001,030
Total debt securities$100,497,0001,191
Structured notes
Amortized cost$14,014,00066
Fair value$14,197,00066
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$96,656,0001,179
U.S. Government securities$81,532,000990
U.S. Treasury securities$2,022,0001,413
U.S. Government agency obligations$79,510,000956
Securities issued by states & political subdivisions$14,279,0001,183
Other domestic debt securities$562,0003,264
Privately issued residential mortgage-backed securities$562,000932
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$283,0001,779
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$64,319,000636
Mortgage-backed securities$23,018,0001,659
Certificates of participation in pools of residential mortgages$4,184,0003,401
Issued or guaranteed by U.S.$4,184,0003,388
Privately issued$0260
Collaterized mortgage obligations$18,834,000864
CMOs issued by government agencies or sponsored agencies$18,272,000800
Privately issued$562,000843
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$96,656,000981
Total debt securities$96,373,0001,140
Structured notes
Amortized cost$4,000,00091
Fair value$3,948,00096
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$76,389,0001,443
U.S. Government securities$58,674,0001,360
U.S. Treasury securities$2,018,0001,891
U.S. Government agency obligations$56,656,0001,302
Securities issued by states & political subdivisions$14,830,0001,114
Other domestic debt securities$1,470,0002,199
Privately issued residential mortgage-backed securities$1,470,000647
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$0313
Equity securities$1,415,0001,999
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,244,0001,046
Mortgage-backed securities$16,623,0001,688
Certificates of participation in pools of residential mortgages$5,677,0002,452
Issued or guaranteed by U.S.$5,677,0002,432
Privately issued$0308
Collaterized mortgage obligations$10,946,000941
CMOs issued by government agencies or sponsored agencies$9,476,000940
Privately issued$1,470,000573
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$76,389,0001,129
Total debt securities$74,974,0001,398
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$78,039,0001,469
U.S. Government securities$58,192,0001,454
U.S. Treasury securities$2,000,0002,727
U.S. Government agency obligations$56,192,0001,353
Securities issued by states & political subdivisions$15,880,0001,031
Other domestic debt securities$2,000,0001,833
Privately issued residential mortgage-backed securities$2,000,000592
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$1,967,0001,549
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,101,0001,139
Mortgage-backed securities$19,427,0001,645
Certificates of participation in pools of residential mortgages$7,047,0002,318
Issued or guaranteed by U.S.$7,047,0002,307
Privately issued$0307
Collaterized mortgage obligations$12,380,000959
CMOs issued by government agencies or sponsored agencies$10,380,000955
Privately issued$2,000,000520
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$78,039,0001,125
Total debt securities$76,072,0001,442
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$47,369,0002,442
U.S. Government securities$30,607,0002,773
U.S. Treasury securities$2,019,0003,893
U.S. Government agency obligations$28,588,0002,458
Securities issued by states & political subdivisions$12,105,0001,389
Other domestic debt securities$3,055,0001,411
Privately issued residential mortgage-backed securities$3,055,000467
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$1,602,0001,739
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,531,0001,490
Mortgage-backed securities$13,425,0002,232
Certificates of participation in pools of residential mortgages$2,651,0004,001
Issued or guaranteed by U.S.$2,651,0003,982
Privately issued$0349
Collaterized mortgage obligations$10,774,0001,117
CMOs issued by government agencies or sponsored agencies$7,719,0001,305
Privately issued$3,055,000397
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$47,369,0001,820
Total debt securities$45,767,0002,439
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$49,023,0002,332
U.S. Government securities$27,961,0003,122
U.S. Treasury securities$1,998,0005,224
U.S. Government agency obligations$25,963,0002,604
Securities issued by states & political subdivisions$13,804,0001,027
Other domestic debt securities$4,927,000862
Privately issued residential mortgage-backed securities$4,927,000314
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$2,331,0001,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,254,0001,651
Mortgage-backed securities$15,099,0002,010
Certificates of participation in pools of residential mortgages$3,731,0003,379
Issued or guaranteed by U.S.$3,731,0003,366
Privately issued$0394
Collaterized mortgage obligations$11,368,0001,018
CMOs issued by government agencies or sponsored agencies$6,441,0001,427
Privately issued$4,927,000234
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$49,023,0001,644
Total debt securities$46,692,0002,379
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$63,828,0001,899
U.S. Government securities$40,021,0002,433
U.S. Treasury securities$6,009,0003,318
U.S. Government agency obligations$34,012,0002,107
Securities issued by states & political subdivisions$15,381,000901
Other domestic debt securities$6,181,000780
Privately issued residential mortgage-backed securities$6,181,000317
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$2,245,0001,368
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,319,0001,932
Mortgage-backed securities$16,560,0002,111
Certificates of participation in pools of residential mortgages$4,464,0003,409
Issued or guaranteed by U.S.$4,464,0003,389
Privately issued$0472
Collaterized mortgage obligations$12,096,0001,083
CMOs issued by government agencies or sponsored agencies$5,915,0001,649
Privately issued$6,181,000219
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$63,828,0001,283
Total debt securities$61,583,0001,906
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$66,916,0001,884
U.S. Government securities$41,654,0002,422
U.S. Treasury securities$11,807,0002,323
U.S. Government agency obligations$29,847,0002,340
Securities issued by states & political subdivisions$16,448,000811
Other domestic debt securities$6,509,000910
Privately issued residential mortgage-backed securities$6,509,000354
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$0553
Equity securities$2,305,0001,301
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,705,0001,548
Mortgage-backed securities$16,215,0002,256
Certificates of participation in pools of residential mortgages$3,662,0003,842
Issued or guaranteed by U.S.$3,662,0003,812
Privately issued$0558
Collaterized mortgage obligations$12,553,0001,188
CMOs issued by government agencies or sponsored agencies$6,044,0001,843
Privately issued$6,509,000238
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$66,916,0001,265
Total debt securities$64,611,0001,882
Structured notes
Amortized cost$3,692,000987
Fair value$3,649,000978
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$66,015,0001,984
U.S. Government securities$40,061,0002,610
U.S. Treasury securities$12,041,0002,867
U.S. Government agency obligations$28,020,0002,413
Securities issued by states & political subdivisions$23,828,000488
Other domestic debt securities$36,0005,473
Privately issued residential mortgage-backed securities$36,0002,539
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$2,090,0001,254
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,805,0003,243
Mortgage-backed securities$7,964,0003,709
Certificates of participation in pools of residential mortgages$2,039,0005,156
Issued or guaranteed by U.S.$2,039,0005,131
Privately issued$0564
Collaterized mortgage obligations$5,925,0002,080
CMOs issued by government agencies or sponsored agencies$5,889,0001,978
Privately issued$36,0002,209
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$52,228,0001,419
Available-for-sale securities (fair market value)$13,787,0003,814
Total debt securities$63,847,0001,999
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$67,832,0002,020
U.S. Government securities$41,013,0002,687
U.S. Treasury securities$15,020,0002,453
U.S. Government agency obligations$25,993,0002,629
Securities issued by states & political subdivisions$16,275,000819
Other domestic debt securities$8,253,000996
Privately issued residential mortgage-backed securities$7,899,000397
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$354,0003,611
Foreign debt securities$0649
Equity securities$2,291,0001,285
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,224,0002,311
Mortgage-backed securities$15,839,0002,668
Certificates of participation in pools of residential mortgages$1,540,0006,260
Issued or guaranteed by U.S.$1,540,0006,215
Privately issued$0731
Collaterized mortgage obligations$14,299,0001,308
CMOs issued by government agencies or sponsored agencies$6,400,0002,127
Privately issued$7,899,000245
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$65,073,0002,049
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$54,017,0002,515
U.S. Government securities$29,271,0003,643
U.S. Treasury securities$11,561,0003,120
U.S. Government agency obligations$17,710,0003,601
Securities issued by states & political subdivisions$12,836,0001,008
Other domestic debt securities$10,114,0001,034
Privately issued residential mortgage-backed securities$9,400,000446
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$714,0003,390
Foreign debt securities$0699
Equity securities$1,796,0001,363
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,221,0003,133
Mortgage-backed securities$13,102,0003,116
Certificates of participation in pools of residential mortgages$2,236,0005,874
Issued or guaranteed by U.S.$2,236,0005,808
Privately issued$0831
Collaterized mortgage obligations$10,866,0001,577
CMOs issued by government agencies or sponsored agencies$1,466,0004,154
Privately issued$9,400,000275
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$51,753,0002,570
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