CNB Bank and Trust, N.A., Securities

2023-12-31Rank
Total securities$406,184,000516
U.S. Government securities$149,935,000820
U.S. Treasury securities$02,754
U.S. Government agency obligations$149,935,000721
Securities issued by states & political subdivisions$256,249,000158
Other domestic debt securities$02,337
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$264,335,000403
Mortgage-backed securities$137,026,000605
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$124,606,000421
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,115,0001,005
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,305,0001,146
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$406,184,000422
Total debt securities$406,183,000504
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$400,747,000525
U.S. Government securities$152,614,000814
U.S. Treasury securities$02,809
U.S. Government agency obligations$152,614,000714
Securities issued by states & political subdivisions$248,133,000158
Other domestic debt securities$02,352
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$244,352,000426
Mortgage-backed securities$136,598,000588
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$124,028,000410
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,244,000983
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,326,0001,118
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$400,747,000420
Total debt securities$400,747,000512
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$422,251,000508
U.S. Government securities$165,958,000778
U.S. Treasury securities$02,832
U.S. Government agency obligations$165,958,000680
Securities issued by states & political subdivisions$256,293,000159
Other domestic debt securities$02,374
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$215,341,000472
Mortgage-backed securities$145,769,000582
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$132,371,000408
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,936,000968
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,462,0001,089
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$422,251,000411
Total debt securities$422,251,000498
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$431,709,000526
U.S. Government securities$172,290,000788
U.S. Treasury securities$02,901
U.S. Government agency obligations$172,290,000653
Securities issued by states & political subdivisions$259,419,000165
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$219,405,000445
Mortgage-backed securities$152,021,000590
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$137,839,000410
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$12,660,000972
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,522,0001,102
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$431,709,000429
Total debt securities$431,710,000515
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$438,060,000535
U.S. Government securities$177,104,000775
U.S. Treasury securities$02,941
U.S. Government agency obligations$177,104,000636
Securities issued by states & political subdivisions$260,956,000173
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$216,108,000399
Mortgage-backed securities$156,945,000584
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$142,227,000409
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$13,031,000961
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,687,0001,061
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$438,060,000435
Total debt securities$438,061,000526
Structured notes
Amortized cost$708,0001,050
Fair value$710,0001,027
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$446,287,000526
U.S. Government securities$182,250,000771
U.S. Treasury securities$02,957
U.S. Government agency obligations$182,250,000627
Securities issued by states & political subdivisions$264,037,000173
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$205,307,000399
Mortgage-backed securities$162,070,000576
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$146,443,000402
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$13,774,000951
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1,853,0001,046
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$446,287,000429
Total debt securities$446,286,000519
Structured notes
Amortized cost$708,0001,035
Fair value$705,0001,015
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$460,649,000519
U.S. Government securities$191,243,000740
U.S. Treasury securities$02,920
U.S. Government agency obligations$191,243,000622
Securities issued by states & political subdivisions$269,406,000176
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$180,050,000445
Mortgage-backed securities$170,739,000570
Certificates of participation in pools of residential mortgages$154,995,000392
Issued or guaranteed by U.S.$154,995,000389
Privately issued$0231
Collaterized mortgage obligations$13,562,0001,051
CMOs issued by government agencies or sponsored agencies$13,562,000975
Privately issued$0553
Commercial mortgage-backed securities$2,182,0001,483
Commercial mortgage pass-through securities$2,182,000981
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$460,649,000438
Total debt securities$460,648,000512
Structured notes
Amortized cost$707,0001,014
Fair value$707,000996
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$490,789,000481
U.S. Government securities$206,853,000687
U.S. Treasury securities$02,666
U.S. Government agency obligations$206,853,000594
Securities issued by states & political subdivisions$283,936,000170
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$189,947,000405
Mortgage-backed securities$186,372,000548
Certificates of participation in pools of residential mortgages$170,666,000375
Issued or guaranteed by U.S.$170,666,000373
Privately issued$0238
Collaterized mortgage obligations$13,292,0001,054
CMOs issued by government agencies or sponsored agencies$13,292,000989
Privately issued$0536
Commercial mortgage-backed securities$2,414,0001,447
Commercial mortgage pass-through securities$2,343,000962
Other commercial mortgage-backed securities$71,0001,425
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$490,789,000414
Total debt securities$490,788,000472
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$502,226,000458
U.S. Government securities$215,636,000630
U.S. Treasury securities$02,212
U.S. Government agency obligations$215,636,000565
Securities issued by states & political subdivisions$286,590,000174
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$197,949,000390
Mortgage-backed securities$202,893,000513
Certificates of participation in pools of residential mortgages$187,796,000346
Issued or guaranteed by U.S.$187,796,000345
Privately issued$0246
Collaterized mortgage obligations$12,125,0001,078
CMOs issued by government agencies or sponsored agencies$12,125,0001,030
Privately issued$0500
Commercial mortgage-backed securities$2,972,0001,356
Commercial mortgage pass-through securities$2,897,000891
Other commercial mortgage-backed securities$75,0001,409
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$502,226,000399
Total debt securities$502,228,000448
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$490,550,000450
U.S. Government securities$221,024,000585
U.S. Treasury securities$02,008
U.S. Government agency obligations$221,024,000534
Securities issued by states & political subdivisions$269,526,000178
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$200,300,000372
Mortgage-backed securities$213,123,000477
Certificates of participation in pools of residential mortgages$198,528,000327
Issued or guaranteed by U.S.$198,528,000326
Privately issued$0234
Collaterized mortgage obligations$11,442,0001,103
CMOs issued by government agencies or sponsored agencies$11,442,0001,062
Privately issued$0491
Commercial mortgage-backed securities$3,153,0001,324
Commercial mortgage pass-through securities$3,072,000859
Other commercial mortgage-backed securities$81,0001,402
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$490,550,000397
Total debt securities$490,549,000443
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$457,308,000449
U.S. Government securities$219,838,000555
U.S. Treasury securities$01,913
U.S. Government agency obligations$219,838,000509
Securities issued by states & political subdivisions$237,470,000193
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$172,778,000411
Mortgage-backed securities$210,917,000458
Certificates of participation in pools of residential mortgages$196,665,000320
Issued or guaranteed by U.S.$196,665,000317
Privately issued$0247
Collaterized mortgage obligations$10,685,0001,109
CMOs issued by government agencies or sponsored agencies$10,685,0001,077
Privately issued$0478
Commercial mortgage-backed securities$3,567,0001,277
Commercial mortgage pass-through securities$3,483,000813
Other commercial mortgage-backed securities$84,0001,388
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$457,308,000402
Total debt securities$457,308,000440
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$416,877,000451
U.S. Government securities$220,789,000509
U.S. Treasury securities$01,631
U.S. Government agency obligations$220,789,000482
Securities issued by states & political subdivisions$196,088,000227
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$170,061,000408
Mortgage-backed securities$211,925,000437
Certificates of participation in pools of residential mortgages$196,140,000299
Issued or guaranteed by U.S.$196,140,000297
Privately issued$0261
Collaterized mortgage obligations$12,051,0001,016
CMOs issued by government agencies or sponsored agencies$12,051,000986
Privately issued$0475
Commercial mortgage-backed securities$3,734,0001,227
Commercial mortgage pass-through securities$3,596,000783
Other commercial mortgage-backed securities$138,0001,360
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$416,877,000405
Total debt securities$416,876,000442
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$371,729,000459
U.S. Government securities$208,573,000476
U.S. Treasury securities$01,194
U.S. Government agency obligations$208,573,000456
Securities issued by states & political subdivisions$163,156,000259
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$173,281,000389
Mortgage-backed securities$199,445,000419
Certificates of participation in pools of residential mortgages$181,722,000279
Issued or guaranteed by U.S.$181,722,000278
Privately issued$0245
Collaterized mortgage obligations$13,302,000972
CMOs issued by government agencies or sponsored agencies$13,302,000935
Privately issued$0474
Commercial mortgage-backed securities$4,421,0001,112
Commercial mortgage pass-through securities$4,013,000720
Other commercial mortgage-backed securities$408,0001,277
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$371,729,000412
Total debt securities$371,729,000451
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$334,581,000473
U.S. Government securities$197,601,000478
U.S. Treasury securities$01,216
U.S. Government agency obligations$197,601,000448
Securities issued by states & political subdivisions$136,980,000282
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$156,136,000415
Mortgage-backed securities$187,645,000419
Certificates of participation in pools of residential mortgages$168,462,000281
Issued or guaranteed by U.S.$168,462,000280
Privately issued$0251
Collaterized mortgage obligations$14,645,000922
CMOs issued by government agencies or sponsored agencies$14,645,000891
Privately issued$0464
Commercial mortgage-backed securities$4,538,0001,074
Commercial mortgage pass-through securities$4,125,000696
Other commercial mortgage-backed securities$413,0001,240
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$334,581,000424
Total debt securities$334,580,000465
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$270,892,000545
U.S. Government securities$160,863,000550
U.S. Treasury securities$01,251
U.S. Government agency obligations$160,863,000523
Securities issued by states & political subdivisions$110,029,000336
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$154,159,000417
Mortgage-backed securities$149,931,000492
Certificates of participation in pools of residential mortgages$128,899,000351
Issued or guaranteed by U.S.$128,899,000346
Privately issued$0251
Collaterized mortgage obligations$15,929,000906
CMOs issued by government agencies or sponsored agencies$15,929,000875
Privately issued$0454
Commercial mortgage-backed securities$5,103,000998
Commercial mortgage pass-through securities$4,522,000658
Other commercial mortgage-backed securities$581,0001,165
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$270,892,000497
Total debt securities$270,890,000537
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$258,519,000558
U.S. Government securities$155,785,000582
U.S. Treasury securities$01,297
U.S. Government agency obligations$155,785,000546
Securities issued by states & political subdivisions$102,734,000325
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$149,779,000407
Mortgage-backed securities$142,316,000516
Certificates of participation in pools of residential mortgages$120,227,000372
Issued or guaranteed by U.S.$120,227,000361
Privately issued$0267
Collaterized mortgage obligations$16,775,000895
CMOs issued by government agencies or sponsored agencies$16,775,000868
Privately issued$0460
Commercial mortgage-backed securities$5,314,000966
Commercial mortgage pass-through securities$4,618,000632
Other commercial mortgage-backed securities$696,0001,123
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$258,519,000511
Total debt securities$258,520,000550
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$235,540,000594
U.S. Government securities$133,984,000649
U.S. Treasury securities$01,363
U.S. Government agency obligations$133,984,000606
Securities issued by states & political subdivisions$101,556,000307
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$141,442,000414
Mortgage-backed securities$117,276,000587
Certificates of participation in pools of residential mortgages$100,159,000420
Issued or guaranteed by U.S.$100,159,000411
Privately issued$0249
Collaterized mortgage obligations$11,366,0001,101
CMOs issued by government agencies or sponsored agencies$11,366,0001,070
Privately issued$0457
Commercial mortgage-backed securities$5,751,000914
Commercial mortgage pass-through securities$5,055,000593
Other commercial mortgage-backed securities$696,0001,092
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$235,540,000537
Total debt securities$235,539,000583
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$239,943,000582
U.S. Government securities$137,545,000638
U.S. Treasury securities$01,429
U.S. Government agency obligations$137,545,000596
Securities issued by states & political subdivisions$102,291,000293
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$135,886,000433
Mortgage-backed securities$119,290,000551
Certificates of participation in pools of residential mortgages$103,174,000396
Issued or guaranteed by U.S.$103,174,000386
Privately issued$0287
Collaterized mortgage obligations$10,207,0001,158
CMOs issued by government agencies or sponsored agencies$10,207,0001,127
Privately issued$0463
Commercial mortgage-backed securities$5,909,000893
Commercial mortgage pass-through securities$5,207,000589
Other commercial mortgage-backed securities$702,0001,058
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$239,836,000517
Total debt securities$239,835,000571
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$252,294,000557
U.S. Government securities$149,179,000619
U.S. Treasury securities$01,467
U.S. Government agency obligations$149,179,000580
Securities issued by states & political subdivisions$103,009,000286
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$139,549,000430
Mortgage-backed securities$125,287,000527
Certificates of participation in pools of residential mortgages$107,957,000379
Issued or guaranteed by U.S.$107,957,000378
Privately issued$0244
Collaterized mortgage obligations$10,914,0001,125
CMOs issued by government agencies or sponsored agencies$10,914,0001,088
Privately issued$0476
Commercial mortgage-backed securities$6,416,000845
Commercial mortgage pass-through securities$5,701,000573
Other commercial mortgage-backed securities$715,0001,043
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$252,188,000496
Total debt securities$252,188,000547
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$243,314,000580
U.S. Government securities$141,743,000642
U.S. Treasury securities$01,516
U.S. Government agency obligations$141,743,000604
Securities issued by states & political subdivisions$101,571,000309
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$147,255,000417
Mortgage-backed securities$118,268,000549
Certificates of participation in pools of residential mortgages$100,455,000410
Issued or guaranteed by U.S.$100,455,000409
Privately issued$0248
Collaterized mortgage obligations$11,362,0001,101
CMOs issued by government agencies or sponsored agencies$11,362,0001,062
Privately issued$0499
Commercial mortgage-backed securities$6,451,000791
Commercial mortgage pass-through securities$5,747,000552
Other commercial mortgage-backed securities$704,000964
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$243,314,000507
Total debt securities$243,312,000573
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$131,998,0001,010
U.S. Government securities$61,911,0001,256
U.S. Treasury securities$01,513
U.S. Government agency obligations$61,911,0001,194
Securities issued by states & political subdivisions$70,087,000482
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,676,000489
Mortgage-backed securities$51,354,0001,036
Certificates of participation in pools of residential mortgages$37,269,000837
Issued or guaranteed by U.S.$37,269,000832
Privately issued$0211
Collaterized mortgage obligations$7,088,0001,380
CMOs issued by government agencies or sponsored agencies$7,088,0001,328
Privately issued$0498
Commercial mortgage-backed securities$6,997,000746
Commercial mortgage pass-through securities$6,288,000516
Other commercial mortgage-backed securities$709,000916
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$131,998,000894
Total debt securities$131,998,000996
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$134,622,000994
U.S. Government securities$62,890,0001,240
U.S. Treasury securities$01,500
U.S. Government agency obligations$62,890,0001,172
Securities issued by states & political subdivisions$71,732,000474
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$110,848,000524
Mortgage-backed securities$50,599,0001,045
Certificates of participation in pools of residential mortgages$36,061,000868
Issued or guaranteed by U.S.$36,061,000864
Privately issued$0145
Collaterized mortgage obligations$7,436,0001,323
CMOs issued by government agencies or sponsored agencies$7,436,0001,276
Privately issued$0515
Commercial mortgage-backed securities$7,102,000730
Commercial mortgage pass-through securities$6,388,000500
Other commercial mortgage-backed securities$714,000917
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$134,622,000877
Total debt securities$134,622,000976
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$140,045,000970
U.S. Government securities$67,679,0001,184
U.S. Treasury securities$01,475
U.S. Government agency obligations$67,679,0001,123
Securities issued by states & political subdivisions$72,366,000500
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$108,569,000548
Mortgage-backed securities$54,177,0001,007
Certificates of participation in pools of residential mortgages$38,258,000853
Issued or guaranteed by U.S.$38,258,000837
Privately issued$0453
Collaterized mortgage obligations$8,023,0001,288
CMOs issued by government agencies or sponsored agencies$8,023,0001,244
Privately issued$0544
Commercial mortgage-backed securities$7,896,000685
Commercial mortgage pass-through securities$7,173,000448
Other commercial mortgage-backed securities$723,000907
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$140,045,000856
Total debt securities$140,045,000958
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$141,283,000983
U.S. Government securities$67,100,0001,207
U.S. Treasury securities$01,426
U.S. Government agency obligations$67,100,0001,153
Securities issued by states & political subdivisions$74,183,000477
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$111,365,000543
Mortgage-backed securities$45,398,0001,151
Certificates of participation in pools of residential mortgages$36,051,000907
Issued or guaranteed by U.S.$36,051,000906
Privately issued$067
Collaterized mortgage obligations$8,567,0001,234
CMOs issued by government agencies or sponsored agencies$8,567,0001,187
Privately issued$0557
Commercial mortgage-backed securities$780,0001,301
Commercial mortgage pass-through securities$49,0001,046
Other commercial mortgage-backed securities$731,000888
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$141,283,000866
Total debt securities$141,283,000969
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$148,834,000945
U.S. Government securities$72,054,0001,150
U.S. Treasury securities$01,328
U.S. Government agency obligations$72,054,0001,095
Securities issued by states & political subdivisions$76,780,000474
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$111,404,000546
Mortgage-backed securities$48,495,0001,095
Certificates of participation in pools of residential mortgages$38,462,000894
Issued or guaranteed by U.S.$38,462,000894
Privately issued$064
Collaterized mortgage obligations$9,237,0001,185
CMOs issued by government agencies or sponsored agencies$9,237,0001,142
Privately issued$0573
Commercial mortgage-backed securities$796,0001,286
Commercial mortgage pass-through securities$50,0001,042
Other commercial mortgage-backed securities$746,000856
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$148,834,000832
Total debt securities$148,834,000933
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$157,678,000901
U.S. Government securities$76,912,0001,116
U.S. Treasury securities$01,313
U.S. Government agency obligations$76,912,0001,062
Securities issued by states & political subdivisions$80,766,000445
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$114,662,000536
Mortgage-backed securities$50,320,0001,088
Certificates of participation in pools of residential mortgages$39,275,000892
Issued or guaranteed by U.S.$39,275,000892
Privately issued$069
Collaterized mortgage obligations$10,200,0001,133
CMOs issued by government agencies or sponsored agencies$10,200,0001,089
Privately issued$0584
Commercial mortgage-backed securities$845,0001,263
Commercial mortgage pass-through securities$89,0001,030
Other commercial mortgage-backed securities$756,000836
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$157,678,000784
Total debt securities$157,678,000889
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$163,679,000881
U.S. Government securities$82,094,0001,092
U.S. Treasury securities$01,351
U.S. Government agency obligations$82,094,0001,037
Securities issued by states & political subdivisions$81,440,000451
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$145,000754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$118,370,000522
Mortgage-backed securities$53,498,0001,059
Certificates of participation in pools of residential mortgages$41,534,000883
Issued or guaranteed by U.S.$41,534,000883
Privately issued$067
Collaterized mortgage obligations$11,109,0001,078
CMOs issued by government agencies or sponsored agencies$11,109,0001,030
Privately issued$0606
Commercial mortgage-backed securities$855,0001,224
Commercial mortgage pass-through securities$90,0001,003
Other commercial mortgage-backed securities$765,000797
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$163,679,000767
Total debt securities$163,535,000871
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$163,640,000887
U.S. Government securities$84,820,0001,054
U.S. Treasury securities$01,390
U.S. Government agency obligations$84,820,0001,006
Securities issued by states & political subdivisions$78,675,000469
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$145,000762
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$108,753,000568
Mortgage-backed securities$55,191,0001,058
Certificates of participation in pools of residential mortgages$42,332,000892
Issued or guaranteed by U.S.$42,332,000892
Privately issued$066
Collaterized mortgage obligations$11,999,0001,027
CMOs issued by government agencies or sponsored agencies$11,999,000980
Privately issued$0642
Commercial mortgage-backed securities$860,0001,199
Commercial mortgage pass-through securities$92,000961
Other commercial mortgage-backed securities$768,000788
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$163,640,000782
Total debt securities$163,494,000877
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$149,371,000943
U.S. Government securities$78,026,0001,110
U.S. Treasury securities$01,367
U.S. Government agency obligations$78,026,0001,063
Securities issued by states & political subdivisions$71,200,000531
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$145,000769
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$114,100,000538
Mortgage-backed securities$52,012,0001,099
Certificates of participation in pools of residential mortgages$38,992,000938
Issued or guaranteed by U.S.$38,992,000938
Privately issued$071
Collaterized mortgage obligations$12,102,0001,013
CMOs issued by government agencies or sponsored agencies$12,102,000967
Privately issued$0666
Commercial mortgage-backed securities$918,0001,154
Commercial mortgage pass-through securities$93,000928
Other commercial mortgage-backed securities$825,000754
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$149,371,000823
Total debt securities$149,225,000935
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$150,977,000953
U.S. Government securities$76,575,0001,128
U.S. Treasury securities$01,214
U.S. Government agency obligations$76,575,0001,082
Securities issued by states & political subdivisions$74,257,000514
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$145,000760
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$113,772,000534
Mortgage-backed securities$53,246,0001,077
Certificates of participation in pools of residential mortgages$38,432,000960
Issued or guaranteed by U.S.$38,432,000960
Privately issued$067
Collaterized mortgage obligations$13,879,000954
CMOs issued by government agencies or sponsored agencies$13,879,000903
Privately issued$0671
Commercial mortgage-backed securities$935,0001,102
Commercial mortgage pass-through securities$94,000852
Other commercial mortgage-backed securities$841,000727
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$150,977,000828
Total debt securities$150,832,000944
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$157,400,000914
U.S. Government securities$81,631,0001,085
U.S. Treasury securities$01,253
U.S. Government agency obligations$81,631,0001,038
Securities issued by states & political subdivisions$75,624,000489
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$145,000784
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$107,453,000576
Mortgage-backed securities$56,385,0001,037
Certificates of participation in pools of residential mortgages$39,724,000941
Issued or guaranteed by U.S.$39,724,000938
Privately issued$071
Collaterized mortgage obligations$15,694,000899
CMOs issued by government agencies or sponsored agencies$15,694,000857
Privately issued$0687
Commercial mortgage-backed securities$967,0001,030
Commercial mortgage pass-through securities$116,000806
Other commercial mortgage-backed securities$851,000703
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$157,400,000802
Total debt securities$157,254,000905
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$161,016,000917
U.S. Government securities$86,576,0001,050
U.S. Treasury securities$01,296
U.S. Government agency obligations$86,576,000993
Securities issued by states & political subdivisions$74,295,000491
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$145,000785
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$107,769,000589
Mortgage-backed securities$58,190,0001,016
Certificates of participation in pools of residential mortgages$39,766,000941
Issued or guaranteed by U.S.$39,766,000941
Privately issued$066
Collaterized mortgage obligations$17,429,000853
CMOs issued by government agencies or sponsored agencies$17,429,000813
Privately issued$0699
Commercial mortgage-backed securities$995,000991
Commercial mortgage pass-through securities$139,000790
Other commercial mortgage-backed securities$856,000683
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$161,016,000800
Total debt securities$160,871,000904
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$163,547,000909
U.S. Government securities$88,986,0001,044
U.S. Treasury securities$01,367
U.S. Government agency obligations$88,986,000986
Securities issued by states & political subdivisions$74,416,000492
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$145,000789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$105,375,000589
Mortgage-backed securities$60,503,000972
Certificates of participation in pools of residential mortgages$40,465,000931
Issued or guaranteed by U.S.$40,465,000930
Privately issued$066
Collaterized mortgage obligations$18,976,000800
CMOs issued by government agencies or sponsored agencies$18,976,000762
Privately issued$0704
Commercial mortgage-backed securities$1,062,000898
Commercial mortgage pass-through securities$156,000760
Other commercial mortgage-backed securities$906,000625
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$163,547,000782
Total debt securities$163,403,000901
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$158,504,000927
U.S. Government securities$85,575,0001,088
U.S. Treasury securities$01,303
U.S. Government agency obligations$85,575,0001,031
Securities issued by states & political subdivisions$72,784,000496
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$145,000818
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$106,923,000587
Mortgage-backed securities$59,351,000981
Certificates of participation in pools of residential mortgages$40,594,000926
Issued or guaranteed by U.S.$40,594,000926
Privately issued$065
Collaterized mortgage obligations$17,670,000850
CMOs issued by government agencies or sponsored agencies$17,670,000807
Privately issued$0721
Commercial mortgage-backed securities$1,087,000858
Commercial mortgage pass-through securities$159,000731
Other commercial mortgage-backed securities$928,000588
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$158,504,000810
Total debt securities$158,360,000922
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$165,244,000913
U.S. Government securities$89,796,0001,075
U.S. Treasury securities$01,348
U.S. Government agency obligations$89,796,0001,023
Securities issued by states & political subdivisions$73,805,000471
Other domestic debt securities$1,498,0001,456
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$1,498,0001,163
Foreign debt securities$0330
Equity securities$145,000826
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,657,000710
Mortgage-backed securities$63,707,000954
Certificates of participation in pools of residential mortgages$42,805,000925
Issued or guaranteed by U.S.$42,805,000924
Privately issued$067
Collaterized mortgage obligations$19,801,000829
CMOs issued by government agencies or sponsored agencies$19,801,000790
Privately issued$0741
Commercial mortgage-backed securities$1,101,000819
Commercial mortgage pass-through securities$165,000692
Other commercial mortgage-backed securities$936,000565
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$165,244,000794
Total debt securities$165,099,000906
Structured notes
Amortized cost$1,000,0001,260
Fair value$1,001,0001,268
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$165,666,000913
U.S. Government securities$95,248,0001,038
U.S. Treasury securities$01,327
U.S. Government agency obligations$95,248,000985
Securities issued by states & political subdivisions$68,525,000511
Other domestic debt securities$1,748,0001,406
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$1,748,0001,106
Foreign debt securities$0332
Equity securities$145,000836
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$90,122,000695
Mortgage-backed securities$66,986,000912
Certificates of participation in pools of residential mortgages$44,506,000913
Issued or guaranteed by U.S.$44,506,000913
Privately issued$070
Collaterized mortgage obligations$22,313,000797
CMOs issued by government agencies or sponsored agencies$22,313,000756
Privately issued$0776
Commercial mortgage-backed securities$167,0001,007
Commercial mortgage pass-through securities$167,000672
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$165,666,000804
Total debt securities$165,521,000905
Structured notes
Amortized cost$1,000,0001,342
Fair value$1,002,0001,353
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$155,433,000968
U.S. Government securities$91,902,0001,068
U.S. Treasury securities$01,361
U.S. Government agency obligations$91,902,0001,015
Securities issued by states & political subdivisions$61,632,000572
Other domestic debt securities$1,754,0001,419
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$1,754,0001,110
Foreign debt securities$0316
Equity securities$145,000837
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$89,722,000699
Mortgage-backed securities$66,046,000952
Certificates of participation in pools of residential mortgages$41,462,000976
Issued or guaranteed by U.S.$41,462,000973
Privately issued$075
Collaterized mortgage obligations$24,415,000771
CMOs issued by government agencies or sponsored agencies$24,415,000735
Privately issued$0785
Commercial mortgage-backed securities$169,000984
Commercial mortgage pass-through securities$169,000676
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$155,433,000851
Total debt securities$155,288,000956
Structured notes
Amortized cost$1,749,0001,218
Fair value$1,751,0001,207
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$162,832,000947
U.S. Government securities$97,572,0001,029
U.S. Treasury securities$01,381
U.S. Government agency obligations$97,572,000976
Securities issued by states & political subdivisions$63,355,000548
Other domestic debt securities$1,760,0001,468
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$1,760,0001,130
Foreign debt securities$0309
Equity securities$145,000867
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,795,000727
Mortgage-backed securities$71,900,000886
Certificates of participation in pools of residential mortgages$44,754,000932
Issued or guaranteed by U.S.$44,754,000931
Privately issued$073
Collaterized mortgage obligations$26,952,000729
CMOs issued by government agencies or sponsored agencies$26,952,000695
Privately issued$0821
Commercial mortgage-backed securities$194,000950
Commercial mortgage pass-through securities$194,000664
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$162,832,000821
Total debt securities$162,687,000934
Structured notes
Amortized cost$1,749,0001,321
Fair value$1,749,0001,311
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$169,552,000917
U.S. Government securities$103,334,000984
U.S. Treasury securities$01,342
U.S. Government agency obligations$103,334,000948
Securities issued by states & political subdivisions$64,304,000530
Other domestic debt securities$1,769,0001,511
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$1,769,0001,168
Foreign debt securities$0311
Equity securities$145,000897
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,961,000731
Mortgage-backed securities$77,510,000857
Certificates of participation in pools of residential mortgages$47,665,000891
Issued or guaranteed by U.S.$47,665,000890
Privately issued$075
Collaterized mortgage obligations$29,648,000699
CMOs issued by government agencies or sponsored agencies$29,648,000661
Privately issued$0840
Commercial mortgage-backed securities$197,000938
Commercial mortgage pass-through securities$197,000658
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$169,552,000793
Total debt securities$169,407,000903
Structured notes
Amortized cost$1,748,0001,363
Fair value$1,748,0001,354
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$167,928,000927
U.S. Government securities$103,807,000987
U.S. Treasury securities$01,198
U.S. Government agency obligations$103,807,000947
Securities issued by states & political subdivisions$62,205,000555
Other domestic debt securities$1,771,0001,551
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$1,771,0001,204
Foreign debt securities$0314
Equity securities$145,000905
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,612,000732
Mortgage-backed securities$78,328,000853
Certificates of participation in pools of residential mortgages$46,369,000924
Issued or guaranteed by U.S.$46,369,000924
Privately issued$076
Collaterized mortgage obligations$31,760,000665
CMOs issued by government agencies or sponsored agencies$31,760,000630
Privately issued$0874
Commercial mortgage-backed securities$199,000921
Commercial mortgage pass-through securities$199,000653
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$167,928,000797
Total debt securities$167,783,000913
Structured notes
Amortized cost$1,748,0001,375
Fair value$1,735,0001,362
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$164,886,000932
U.S. Government securities$102,549,000992
U.S. Treasury securities$01,131
U.S. Government agency obligations$102,549,000955
Securities issued by states & political subdivisions$60,419,000577
Other domestic debt securities$1,773,0001,591
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$1,773,0001,229
Foreign debt securities$0320
Equity securities$145,000920
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$83,298,000753
Mortgage-backed securities$75,213,000877
Certificates of participation in pools of residential mortgages$44,552,000945
Issued or guaranteed by U.S.$44,552,000944
Privately issued$081
Collaterized mortgage obligations$30,460,000689
CMOs issued by government agencies or sponsored agencies$30,460,000653
Privately issued$0906
Commercial mortgage-backed securities$201,000861
Commercial mortgage pass-through securities$201,000600
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$164,886,000804
Total debt securities$164,741,000920
Structured notes
Amortized cost$1,747,0001,358
Fair value$1,711,0001,344
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$172,607,000894
U.S. Government securities$109,000,000939
U.S. Treasury securities$01,131
U.S. Government agency obligations$109,000,000905
Securities issued by states & political subdivisions$61,682,000560
Other domestic debt securities$1,780,0001,633
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$1,780,0001,256
Foreign debt securities$0328
Equity securities$145,000921
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,537,000794
Mortgage-backed securities$80,911,000824
Certificates of participation in pools of residential mortgages$47,892,000894
Issued or guaranteed by U.S.$47,892,000893
Privately issued$080
Collaterized mortgage obligations$32,815,000656
CMOs issued by government agencies or sponsored agencies$32,815,000611
Privately issued$0947
Commercial mortgage-backed securities$204,000850
Commercial mortgage pass-through securities$204,000579
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$172,607,000782
Total debt securities$172,462,000883
Structured notes
Amortized cost$1,746,0001,342
Fair value$1,708,0001,337
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$167,431,000925
U.S. Government securities$109,996,000931
U.S. Treasury securities$01,152
U.S. Government agency obligations$109,996,000899
Securities issued by states & political subdivisions$55,515,000645
Other domestic debt securities$1,775,0001,673
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$1,775,0001,285
Foreign debt securities$0316
Equity securities$145,000920
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,740,000855
Mortgage-backed securities$79,446,000855
Certificates of participation in pools of residential mortgages$46,576,000914
Issued or guaranteed by U.S.$46,576,000913
Privately issued$083
Collaterized mortgage obligations$32,642,000682
CMOs issued by government agencies or sponsored agencies$32,642,000637
Privately issued$0969
Commercial mortgage-backed securities$228,000819
Commercial mortgage pass-through securities$228,000574
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$167,431,000816
Total debt securities$167,286,000913
Structured notes
Amortized cost$1,746,0001,324
Fair value$1,733,0001,314
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$153,831,0001,013
U.S. Government securities$102,074,0001,015
U.S. Treasury securities$01,161
U.S. Government agency obligations$102,074,000977
Securities issued by states & political subdivisions$50,957,000714
Other domestic debt securities$673,0002,199
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$673,0001,696
Foreign debt securities$0322
Equity securities$127,000957
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,772,000835
Mortgage-backed securities$76,408,000900
Certificates of participation in pools of residential mortgages$44,795,000952
Issued or guaranteed by U.S.$44,795,000952
Privately issued$083
Collaterized mortgage obligations$31,380,000730
CMOs issued by government agencies or sponsored agencies$31,380,000682
Privately issued$01,005
Commercial mortgage-backed securities$233,000732
Commercial mortgage pass-through securities$233,000529
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$153,831,000907
Total debt securities$153,704,0001,000
Structured notes
Amortized cost$1,745,0001,349
Fair value$1,755,0001,342
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$149,927,0001,014
U.S. Government securities$100,496,0001,002
U.S. Treasury securities$01,135
U.S. Government agency obligations$100,496,000957
Securities issued by states & political subdivisions$48,609,000731
Other domestic debt securities$677,0002,195
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$677,0001,672
Foreign debt securities$0317
Equity securities$145,000908
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,709,000822
Mortgage-backed securities$80,118,000849
Certificates of participation in pools of residential mortgages$45,542,000919
Issued or guaranteed by U.S.$45,542,000918
Privately issued$085
Collaterized mortgage obligations$34,295,000690
CMOs issued by government agencies or sponsored agencies$34,295,000646
Privately issued$01,025
Commercial mortgage-backed securities$281,000604
Commercial mortgage pass-through securities$281,000449
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$149,927,000905
Total debt securities$149,782,0001,004
Structured notes
Amortized cost$744,0001,897
Fair value$754,0001,876
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$149,278,0001,035
U.S. Government securities$102,497,0001,005
U.S. Treasury securities$01,086
U.S. Government agency obligations$102,497,000967
Securities issued by states & political subdivisions$45,954,000753
Other domestic debt securities$682,0002,246
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$682,0001,725
Foreign debt securities$0302
Equity securities$145,000918
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,743,000825
Mortgage-backed securities$83,908,000858
Certificates of participation in pools of residential mortgages$45,878,000976
Issued or guaranteed by U.S.$45,878,000975
Privately issued$088
Collaterized mortgage obligations$37,746,000678
CMOs issued by government agencies or sponsored agencies$37,746,000631
Privately issued$01,068
Commercial mortgage-backed securities$284,000576
Commercial mortgage pass-through securities$284,000418
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$149,278,000923
Total debt securities$149,133,0001,025
Structured notes
Amortized cost$1,049,0001,730
Fair value$1,065,0001,726
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$155,028,000995
U.S. Government securities$108,022,000965
U.S. Treasury securities$01,068
U.S. Government agency obligations$108,022,000930
Securities issued by states & political subdivisions$46,176,000722
Other domestic debt securities$685,0002,245
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$685,0001,717
Foreign debt securities$0295
Equity securities$145,000925
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,677,000809
Mortgage-backed securities$89,196,000839
Certificates of participation in pools of residential mortgages$48,544,000955
Issued or guaranteed by U.S.$48,544,000955
Privately issued$094
Collaterized mortgage obligations$40,347,000651
CMOs issued by government agencies or sponsored agencies$40,347,000595
Privately issued$01,117
Commercial mortgage-backed securities$305,000539
Commercial mortgage pass-through securities$305,000376
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$155,028,000887
Total debt securities$154,883,000987
Structured notes
Amortized cost$1,228,0001,880
Fair value$1,241,0001,880
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$147,684,0001,050
U.S. Government securities$108,453,000986
U.S. Treasury securities$01,157
U.S. Government agency obligations$108,453,000959
Securities issued by states & political subdivisions$37,949,000863
Other domestic debt securities$1,141,0001,916
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$1,141,0001,439
Foreign debt securities$0227
Equity securities$141,000904
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,070,000737
Mortgage-backed securities$88,832,000860
Certificates of participation in pools of residential mortgages$45,558,0001,002
Issued or guaranteed by U.S.$45,558,0001,001
Privately issued$094
Collaterized mortgage obligations$42,968,000647
CMOs issued by government agencies or sponsored agencies$42,968,000596
Privately issued$01,155
Commercial mortgage-backed securities$306,000500
Commercial mortgage pass-through securities$306,000348
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$147,684,000934
Total debt securities$147,543,0001,038
Structured notes
Amortized cost$2,278,0001,615
Fair value$2,288,0001,614
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$140,898,0001,062
U.S. Government securities$104,219,000974
U.S. Treasury securities$01,076
U.S. Government agency obligations$104,219,000944
Securities issued by states & political subdivisions$35,415,000905
Other domestic debt securities$1,141,0001,891
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$1,141,0001,363
Foreign debt securities$0182
Equity securities$123,000917
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,813,000831
Mortgage-backed securities$85,901,000850
Certificates of participation in pools of residential mortgages$40,978,0001,027
Issued or guaranteed by U.S.$40,978,0001,027
Privately issued$0121
Collaterized mortgage obligations$44,615,000626
CMOs issued by government agencies or sponsored agencies$44,615,000545
Privately issued$01,216
Commercial mortgage-backed securities$308,000429
Commercial mortgage pass-through securities$308,000297
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$140,898,000940
Total debt securities$140,775,0001,051
Structured notes
Amortized cost$1,289,0002,011
Fair value$1,304,0002,004
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$150,622,000969
U.S. Government securities$111,115,000903
U.S. Treasury securities$01,126
U.S. Government agency obligations$111,115,000875
Securities issued by states & political subdivisions$38,241,000794
Other domestic debt securities$1,144,0001,903
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$1,144,0001,345
Foreign debt securities$0176
Equity securities$122,000971
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,243,000813
Mortgage-backed securities$92,323,000783
Certificates of participation in pools of residential mortgages$44,620,000930
Issued or guaranteed by U.S.$44,620,000927
Privately issued$0132
Collaterized mortgage obligations$47,393,000606
CMOs issued by government agencies or sponsored agencies$47,393,000526
Privately issued$01,235
Commercial mortgage-backed securities$310,000383
Commercial mortgage pass-through securities$310,000268
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$150,622,000862
Total debt securities$150,500,000960
Structured notes
Amortized cost$1,343,0002,091
Fair value$1,366,0002,090
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$60,503,0002,175
U.S. Government securities$41,851,0002,129
U.S. Treasury securities$01,225
U.S. Government agency obligations$41,851,0002,067
Securities issued by states & political subdivisions$18,224,0001,628
Other domestic debt securities$428,0002,365
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$428,0001,721
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$46,386,0001,130
Mortgage-backed securities$34,748,0001,639
Certificates of participation in pools of residential mortgages$14,494,0002,109
Issued or guaranteed by U.S.$14,494,0002,106
Privately issued$0125
Collaterized mortgage obligations$20,254,0001,043
CMOs issued by government agencies or sponsored agencies$20,254,000906
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)$60,503,0001,956
Total debt securities$60,503,0002,152
Structured notes
Amortized cost$987,0002,608
Fair value$1,012,0002,453
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$51,289,0002,485
U.S. Government securities$33,971,0002,519
U.S. Treasury securities$01,272
U.S. Government agency obligations$33,971,0002,448
Securities issued by states & political subdivisions$16,889,0001,710
Other domestic debt securities$429,0002,421
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$429,0001,765
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$46,896,0001,122
Mortgage-backed securities$26,717,0001,948
Certificates of participation in pools of residential mortgages$13,403,0002,151
Issued or guaranteed by U.S.$13,403,0002,146
Privately issued$0136
Collaterized mortgage obligations$13,314,0001,296
CMOs issued by government agencies or sponsored agencies$13,314,0001,123
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)$51,289,0002,241
Total debt securities$51,289,0002,463
Structured notes
Amortized cost$730,0002,771
Fair value$759,0002,743
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$48,019,0002,498
U.S. Government securities$30,822,0002,580
U.S. Treasury securities$01,275
U.S. Government agency obligations$30,822,0002,497
Securities issued by states & political subdivisions$16,767,0001,677
Other domestic debt securities$430,0002,565
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$430,0001,777
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$44,162,0001,155
Mortgage-backed securities$21,980,0002,103
Certificates of participation in pools of residential mortgages$11,418,0002,281
Issued or guaranteed by U.S.$11,418,0002,275
Privately issued$0141
Collaterized mortgage obligations$10,562,0001,453
CMOs issued by government agencies or sponsored agencies$10,562,0001,272
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)$48,019,0002,245
Total debt securities$48,018,0002,472
Structured notes
Amortized cost$2,358,0001,764
Fair value$2,395,0001,758
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$48,533,0002,431
U.S. Government securities$30,118,0002,622
U.S. Treasury securities$01,180
U.S. Government agency obligations$30,118,0002,539
Securities issued by states & political subdivisions$17,979,0001,532
Other domestic debt securities$436,0002,650
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$436,0001,791
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$45,890,0001,120
Mortgage-backed securities$20,812,0002,161
Certificates of participation in pools of residential mortgages$11,654,0002,230
Issued or guaranteed by U.S.$11,654,0002,226
Privately issued$0141
Collaterized mortgage obligations$9,158,0001,535
CMOs issued by government agencies or sponsored agencies$9,158,0001,346
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)$48,533,0002,194
Total debt securities$48,533,0002,398
Structured notes
Amortized cost$2,457,0001,749
Fair value$2,506,0001,737
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$48,767,0002,411
U.S. Government securities$31,305,0002,596
U.S. Treasury securities$01,121
U.S. Government agency obligations$31,305,0002,517
Securities issued by states & political subdivisions$17,031,0001,515
Other domestic debt securities$431,0002,644
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$431,0001,747
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$40,893,0001,253
Mortgage-backed securities$20,410,0002,169
Certificates of participation in pools of residential mortgages$12,539,0002,155
Issued or guaranteed by U.S.$12,539,0002,147
Privately issued$0148
Collaterized mortgage obligations$7,871,0001,589
CMOs issued by government agencies or sponsored agencies$7,871,0001,371
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)$48,767,0002,159
Total debt securities$48,767,0002,386
Structured notes
Amortized cost$2,528,0001,774
Fair value$2,583,0001,765
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$50,905,0002,363
U.S. Government securities$33,325,0002,502
U.S. Treasury securities$01,130
U.S. Government agency obligations$33,325,0002,435
Securities issued by states & political subdivisions$17,153,0001,484
Other domestic debt securities$427,0002,702
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$427,0001,760
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$30,339,0001,650
Mortgage-backed securities$22,121,0002,132
Certificates of participation in pools of residential mortgages$13,686,0002,119
Issued or guaranteed by U.S.$13,686,0002,113
Privately issued$0145
Collaterized mortgage obligations$8,435,0001,483
CMOs issued by government agencies or sponsored agencies$8,435,0001,258
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)$50,905,0002,116
Total debt securities$50,905,0002,336
Structured notes
Amortized cost$2,591,0001,565
Fair value$2,648,0001,553
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$66,781,0001,870
U.S. Government securities$46,825,0001,852
U.S. Treasury securities$01,077
U.S. Government agency obligations$46,825,0001,796
Securities issued by states & political subdivisions$19,530,0001,290
Other domestic debt securities$426,0002,752
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$426,0001,796
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$22,114,0002,088
Mortgage-backed securities$29,555,0001,763
Certificates of participation in pools of residential mortgages$17,090,0001,884
Issued or guaranteed by U.S.$17,090,0001,879
Privately issued$0157
Collaterized mortgage obligations$12,465,0001,228
CMOs issued by government agencies or sponsored agencies$12,465,0001,009
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)$66,781,0001,654
Total debt securities$66,780,0001,847
Structured notes
Amortized cost$3,420,0001,101
Fair value$3,485,0001,077
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$72,650,0001,733
U.S. Government securities$51,440,0001,673
U.S. Treasury securities$01,047
U.S. Government agency obligations$51,440,0001,625
Securities issued by states & political subdivisions$20,691,0001,207
Other domestic debt securities$519,0002,729
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$519,0001,767
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$23,463,0001,995
Mortgage-backed securities$31,921,0001,698
Certificates of participation in pools of residential mortgages$18,333,0001,852
Issued or guaranteed by U.S.$18,333,0001,846
Privately issued$0171
Collaterized mortgage obligations$13,588,0001,166
CMOs issued by government agencies or sponsored agencies$13,588,000938
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)$135,0003,069
Available-for-sale securities (fair market value)$72,515,0001,521
Total debt securities$72,652,0001,710
Structured notes
Amortized cost$3,476,000779
Fair value$3,537,000758
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$74,868,0001,665
U.S. Government securities$54,514,0001,556
U.S. Treasury securities$01,036
U.S. Government agency obligations$54,514,0001,512
Securities issued by states & political subdivisions$19,850,0001,212
Other domestic debt securities$504,0002,796
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$504,0001,837
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$24,956,0001,912
Mortgage-backed securities$34,103,0001,640
Certificates of participation in pools of residential mortgages$19,586,0001,789
Issued or guaranteed by U.S.$19,586,0001,780
Privately issued$0181
Collaterized mortgage obligations$14,517,0001,101
CMOs issued by government agencies or sponsored agencies$14,517,000861
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)$135,0003,118
Available-for-sale securities (fair market value)$74,733,0001,447
Total debt securities$74,868,0001,637
Structured notes
Amortized cost$4,050,000418
Fair value$4,065,000413
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$64,998,0001,860
U.S. Government securities$47,970,0001,745
U.S. Treasury securities$0981
U.S. Government agency obligations$47,970,0001,704
Securities issued by states & political subdivisions$16,528,0001,395
Other domestic debt securities$500,0002,720
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$500,0001,912
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,641,0001,798
Mortgage-backed securities$25,955,0002,016
Certificates of participation in pools of residential mortgages$15,227,0002,174
Issued or guaranteed by U.S.$15,227,0002,162
Privately issued$0191
Collaterized mortgage obligations$10,728,0001,306
CMOs issued by government agencies or sponsored agencies$10,728,0001,031
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)$135,0003,159
Available-for-sale securities (fair market value)$64,863,0001,642
Total debt securities$64,998,0001,841
Structured notes
Amortized cost$4,198,000305
Fair value$4,223,000302
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$26,267,0003,768
U.S. Government securities$13,247,0004,527
U.S. Treasury securities$0973
U.S. Government agency obligations$13,247,0004,441
Securities issued by states & political subdivisions$12,927,0001,705
Other domestic debt securities$93,0003,140
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$93,0002,360
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$23,750,0002,020
Mortgage-backed securities$7,867,0003,694
Certificates of participation in pools of residential mortgages$5,652,0003,558
Issued or guaranteed by U.S.$5,652,0003,543
Privately issued$0188
Collaterized mortgage obligations$2,215,0002,364
CMOs issued by government agencies or sponsored agencies$2,215,0002,043
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)$135,0003,191
Available-for-sale securities (fair market value)$26,132,0003,383
Total debt securities$26,267,0003,729
Structured notes
Amortized cost$914,0001,134
Fair value$929,0001,121
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$25,138,0003,797
U.S. Government securities$12,171,0004,687
U.S. Treasury securities$01,019
U.S. Government agency obligations$12,171,0004,599
Securities issued by states & political subdivisions$12,777,0001,698
Other domestic debt securities$190,0002,990
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$190,0002,220
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$24,712,0001,963
Mortgage-backed securities$8,173,0003,538
Certificates of participation in pools of residential mortgages$5,900,0003,394
Issued or guaranteed by U.S.$5,900,0003,381
Privately issued$0192
Collaterized mortgage obligations$2,273,0002,271
CMOs issued by government agencies or sponsored agencies$2,273,0001,932
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)$135,0003,210
Available-for-sale securities (fair market value)$25,003,0003,400
Total debt securities$25,141,0003,767
Structured notes
Amortized cost$932,0001,096
Fair value$943,0001,080
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$25,497,0003,829
U.S. Government securities$12,555,0004,643
U.S. Treasury securities$01,021
U.S. Government agency obligations$12,555,0004,564
Securities issued by states & political subdivisions$12,755,0001,708
Other domestic debt securities$187,0002,969
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$187,0002,237
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$23,719,0001,979
Mortgage-backed securities$8,528,0003,479
Certificates of participation in pools of residential mortgages$6,156,0003,319
Issued or guaranteed by U.S.$6,156,0003,302
Privately issued$0202
Collaterized mortgage obligations$2,372,0002,244
CMOs issued by government agencies or sponsored agencies$2,372,0001,916
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)$135,0003,224
Available-for-sale securities (fair market value)$25,362,0003,426
Total debt securities$25,498,0003,783
Structured notes
Amortized cost$955,0001,144
Fair value$965,0001,128
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$26,802,0003,712
U.S. Government securities$13,444,0004,483
U.S. Treasury securities$01,044
U.S. Government agency obligations$13,444,0004,408
Securities issued by states & political subdivisions$13,170,0001,675
Other domestic debt securities$188,0002,929
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$188,0002,195
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$24,271,0001,930
Mortgage-backed securities$9,362,0003,267
Certificates of participation in pools of residential mortgages$6,814,0003,088
Issued or guaranteed by U.S.$6,814,0003,075
Privately issued$0205
Collaterized mortgage obligations$2,548,0002,172
CMOs issued by government agencies or sponsored agencies$2,548,0001,846
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)$135,0003,272
Available-for-sale securities (fair market value)$26,667,0003,330
Total debt securities$26,802,0003,662
Structured notes
Amortized cost$984,0001,242
Fair value$1,001,0001,168
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$28,410,0003,578
U.S. Government securities$15,085,0004,271
U.S. Treasury securities$01,146
U.S. Government agency obligations$15,085,0004,180
Securities issued by states & political subdivisions$12,635,0001,715
Other domestic debt securities$690,0002,250
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$690,0001,595
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$25,194,0001,849
Mortgage-backed securities$8,227,0003,194
Certificates of participation in pools of residential mortgages$6,017,0002,995
Issued or guaranteed by U.S.$6,017,0002,980
Privately issued$0191
Collaterized mortgage obligations$2,210,0002,177
CMOs issued by government agencies or sponsored agencies$2,210,0001,875
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)$136,0003,323
Available-for-sale securities (fair market value)$28,274,0003,174
Total debt securities$28,410,0003,528
Structured notes
Amortized cost$1,656,0001,223
Fair value$1,671,0001,220
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$38,738,0002,842
U.S. Government securities$24,722,0003,133
U.S. Treasury securities$01,235
U.S. Government agency obligations$24,722,0003,066
Securities issued by states & political subdivisions$13,327,0001,596
Other domestic debt securities$689,0002,192
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$689,0001,563
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$24,047,0001,895
Mortgage-backed securities$8,585,0002,969
Certificates of participation in pools of residential mortgages$6,321,0002,761
Issued or guaranteed by U.S.$6,321,0002,747
Privately issued$0194
Collaterized mortgage obligations$2,264,0002,104
CMOs issued by government agencies or sponsored agencies$2,264,0001,809
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$165,0003,343
Available-for-sale securities (fair market value)$38,573,0002,492
Total debt securities$38,739,0002,792
Structured notes
Amortized cost$1,677,0001,396
Fair value$1,684,0001,392
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$37,618,0002,899
U.S. Government securities$24,442,0003,157
U.S. Treasury securities$01,362
U.S. Government agency obligations$24,442,0003,079
Securities issued by states & political subdivisions$12,477,0001,667
Other domestic debt securities$699,0002,127
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$699,0001,519
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$24,320,0001,862
Mortgage-backed securities$8,538,0002,905
Certificates of participation in pools of residential mortgages$6,674,0002,621
Issued or guaranteed by U.S.$6,674,0002,608
Privately issued$0207
Collaterized mortgage obligations$1,864,0002,194
CMOs issued by government agencies or sponsored agencies$1,864,0001,917
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$165,0003,378
Available-for-sale securities (fair market value)$37,453,0002,540
Total debt securities$37,617,0002,856
Structured notes
Amortized cost$1,574,0001,499
Fair value$1,569,0001,495
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$24,289,0003,963
U.S. Government securities$11,271,0005,145
U.S. Treasury securities$01,448
U.S. Government agency obligations$11,271,0005,024
Securities issued by states & political subdivisions$12,311,0001,683
Other domestic debt securities$707,0002,121
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$707,0001,540
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,557,0001,916
Mortgage-backed securities$6,865,0003,191
Certificates of participation in pools of residential mortgages$5,479,0002,878
Issued or guaranteed by U.S.$5,479,0002,863
Privately issued$0218
Collaterized mortgage obligations$1,386,0002,330
CMOs issued by government agencies or sponsored agencies$1,386,0002,050
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$166,0003,444
Available-for-sale securities (fair market value)$24,123,0003,501
Total debt securities$24,289,0003,909
Structured notes
Amortized cost$398,0002,563
Fair value$398,0002,556
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$24,073,0004,028
U.S. Government securities$10,778,0005,311
U.S. Treasury securities$01,498
U.S. Government agency obligations$10,778,0005,184
Securities issued by states & political subdivisions$12,587,0001,649
Other domestic debt securities$708,0002,137
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$708,0001,573
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$23,938,0001,899
Mortgage-backed securities$6,784,0003,199
Certificates of participation in pools of residential mortgages$5,855,0002,801
Issued or guaranteed by U.S.$5,855,0002,786
Privately issued$0208
Collaterized mortgage obligations$929,0002,578
CMOs issued by government agencies or sponsored agencies$929,0002,306
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$291,0003,365
Available-for-sale securities (fair market value)$23,782,0003,562
Total debt securities$24,073,0003,976
Structured notes
Amortized cost$397,0002,673
Fair value$397,0002,668
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$25,777,0003,877
U.S. Government securities$11,669,0005,159
U.S. Treasury securities$01,574
U.S. Government agency obligations$11,669,0005,042
Securities issued by states & political subdivisions$13,400,0001,539
Other domestic debt securities$708,0002,156
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$708,0001,595
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$24,675,0001,833
Mortgage-backed securities$7,194,0003,089
Certificates of participation in pools of residential mortgages$6,227,0002,719
Issued or guaranteed by U.S.$6,227,0002,704
Privately issued$0214
Collaterized mortgage obligations$967,0002,524
CMOs issued by government agencies or sponsored agencies$967,0002,248
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$336,0003,384
Available-for-sale securities (fair market value)$25,441,0003,417
Total debt securities$25,774,0003,819
Structured notes
Amortized cost$397,0002,804
Fair value$395,0002,796
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$26,349,0003,819
U.S. Government securities$12,330,0005,045
U.S. Treasury securities$01,634
U.S. Government agency obligations$12,330,0004,911
Securities issued by states & political subdivisions$13,313,0001,527
Other domestic debt securities$706,0002,183
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$706,0001,646
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$25,253,0001,782
Mortgage-backed securities$7,595,0003,006
Certificates of participation in pools of residential mortgages$6,590,0002,666
Issued or guaranteed by U.S.$6,590,0002,653
Privately issued$0211
Collaterized mortgage obligations$1,005,0002,470
CMOs issued by government agencies or sponsored agencies$1,005,0002,190
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$336,0003,444
Available-for-sale securities (fair market value)$26,013,0003,360
Total debt securities$26,359,0003,757
Structured notes
Amortized cost$397,0002,868
Fair value$390,0002,859
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$28,187,0003,708
U.S. Government securities$13,268,0004,894
U.S. Treasury securities$01,715
U.S. Government agency obligations$13,268,0004,760
Securities issued by states & political subdivisions$13,347,0001,514
Other domestic debt securities$1,572,0001,732
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,572,0001,252
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$27,294,0001,657
Mortgage-backed securities$8,247,0002,948
Certificates of participation in pools of residential mortgages$7,173,0002,597
Issued or guaranteed by U.S.$7,173,0002,583
Privately issued$0205
Collaterized mortgage obligations$1,074,0002,431
CMOs issued by government agencies or sponsored agencies$1,074,0002,154
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$336,0003,498
Available-for-sale securities (fair market value)$27,851,0003,246
Total debt securities$28,186,0003,656
Structured notes
Amortized cost$396,0002,859
Fair value$396,0002,845
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$30,015,0003,561
U.S. Government securities$13,952,0004,738
U.S. Treasury securities$01,737
U.S. Government agency obligations$13,952,0004,597
Securities issued by states & political subdivisions$13,684,0001,467
Other domestic debt securities$2,379,0001,514
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,379,0001,083
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,499,0001,528
Mortgage-backed securities$8,815,0002,880
Certificates of participation in pools of residential mortgages$7,675,0002,518
Issued or guaranteed by U.S.$7,675,0002,508
Privately issued$0216
Collaterized mortgage obligations$1,140,0002,405
CMOs issued by government agencies or sponsored agencies$1,140,0002,140
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$436,0003,473
Available-for-sale securities (fair market value)$29,579,0003,113
Total debt securities$30,015,0003,502
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$31,140,0003,438
U.S. Government securities$13,486,0004,797
U.S. Treasury securities$01,786
U.S. Government agency obligations$13,486,0004,662
Securities issued by states & political subdivisions$13,931,0001,430
Other domestic debt securities$3,723,0001,251
Privately issued residential mortgage-backed securities$1,226,000764
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,497,0001,092
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,555,0001,450
Mortgage-backed securities$9,034,0002,877
Certificates of participation in pools of residential mortgages$7,808,0002,523
Issued or guaranteed by U.S.$7,808,0002,510
Privately issued$0225
Collaterized mortgage obligations$1,226,0002,370
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$1,226,000713
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$476,0003,485
Available-for-sale securities (fair market value)$30,664,0003,011
Total debt securities$31,140,0003,376
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$32,452,0003,390
U.S. Government securities$15,688,0004,443
U.S. Treasury securities$01,839
U.S. Government agency obligations$15,688,0004,316
Securities issued by states & political subdivisions$14,007,0001,423
Other domestic debt securities$2,757,0001,459
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,757,0001,079
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,020,0001,509
Mortgage-backed securities$9,983,0002,820
Certificates of participation in pools of residential mortgages$8,664,0002,442
Issued or guaranteed by U.S.$8,664,0002,432
Privately issued$0223
Collaterized mortgage obligations$1,319,0002,386
CMOs issued by government agencies or sponsored agencies$1,319,0002,129
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$477,0003,555
Available-for-sale securities (fair market value)$31,975,0002,954
Total debt securities$32,452,0003,341
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$35,870,0003,149
U.S. Government securities$18,223,0004,120
U.S. Treasury securities$01,963
U.S. Government agency obligations$18,223,0003,972
Securities issued by states & political subdivisions$14,064,0001,396
Other domestic debt securities$3,583,0001,334
Privately issued residential mortgage-backed securities$5,0001,239
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,578,000976
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,459,0001,324
Mortgage-backed securities$11,285,0002,714
Certificates of participation in pools of residential mortgages$9,889,0002,334
Issued or guaranteed by U.S.$9,889,0002,324
Privately issued$0207
Collaterized mortgage obligations$1,396,0002,409
CMOs issued by government agencies or sponsored agencies$1,391,0002,161
Privately issued$5,0001,133
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$608,0003,463
Available-for-sale securities (fair market value)$35,262,0002,744
Total debt securities$35,870,0003,100
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$38,694,0002,987
U.S. Government securities$20,341,0003,839
U.S. Treasury securities$01,963
U.S. Government agency obligations$20,341,0003,702
Securities issued by states & political subdivisions$14,305,0001,388
Other domestic debt securities$4,048,0001,277
Privately issued residential mortgage-backed securities$5,0001,231
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,043,000936
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,828,0001,330
Mortgage-backed securities$12,231,0002,637
Certificates of participation in pools of residential mortgages$10,748,0002,268
Issued or guaranteed by U.S.$10,748,0002,259
Privately issued$0203
Collaterized mortgage obligations$1,483,0002,422
CMOs issued by government agencies or sponsored agencies$1,478,0002,178
Privately issued$5,0001,129
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$753,0003,393
Available-for-sale securities (fair market value)$37,941,0002,606
Total debt securities$38,694,0002,933
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$42,803,0002,742
U.S. Government securities$22,707,0003,539
U.S. Treasury securities$01,990
U.S. Government agency obligations$22,707,0003,415
Securities issued by states & political subdivisions$15,503,0001,259
Other domestic debt securities$4,593,0001,211
Privately issued residential mortgage-backed securities$6,0001,202
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,587,000905
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,314,0001,265
Mortgage-backed securities$13,261,0002,515
Certificates of participation in pools of residential mortgages$11,676,0002,160
Issued or guaranteed by U.S.$11,676,0002,151
Privately issued$0225
Collaterized mortgage obligations$1,585,0002,371
CMOs issued by government agencies or sponsored agencies$1,579,0002,134
Privately issued$6,0001,090
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,268,0003,138
Available-for-sale securities (fair market value)$41,535,0002,397
Total debt securities$42,803,0002,685
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$45,747,0002,640
U.S. Government securities$24,643,0003,367
U.S. Treasury securities$02,098
U.S. Government agency obligations$24,643,0003,242
Securities issued by states & political subdivisions$15,476,0001,238
Other domestic debt securities$5,628,0001,121
Privately issued residential mortgage-backed securities$6,0001,195
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,622,000829
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,803,0001,204
Mortgage-backed securities$14,275,0002,441
Certificates of participation in pools of residential mortgages$12,629,0002,086
Issued or guaranteed by U.S.$12,629,0002,077
Privately issued$0225
Collaterized mortgage obligations$1,646,0002,399
CMOs issued by government agencies or sponsored agencies$1,640,0002,161
Privately issued$6,0001,090
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,280,0003,154
Available-for-sale securities (fair market value)$44,467,0002,305
Total debt securities$45,747,0002,581
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$46,641,0002,604
U.S. Government securities$24,037,0003,376
U.S. Treasury securities$02,082
U.S. Government agency obligations$24,037,0003,262
Securities issued by states & political subdivisions$16,333,0001,198
Other domestic debt securities$6,271,0001,126
Privately issued residential mortgage-backed securities$7,0001,259
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,264,000837
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,457,0001,178
Mortgage-backed securities$11,999,0002,737
Certificates of participation in pools of residential mortgages$10,116,0002,390
Issued or guaranteed by U.S.$10,116,0002,380
Privately issued$0230
Collaterized mortgage obligations$1,883,0002,358
CMOs issued by government agencies or sponsored agencies$1,876,0002,130
Privately issued$7,0001,144
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,512,0003,019
Available-for-sale securities (fair market value)$45,129,0002,287
Total debt securities$46,641,0002,547
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$46,464,0002,634
U.S. Government securities$23,225,0003,532
U.S. Treasury securities$02,227
U.S. Government agency obligations$23,225,0003,395
Securities issued by states & political subdivisions$16,451,0001,190
Other domestic debt securities$6,788,0001,076
Privately issued residential mortgage-backed securities$8,0001,121
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,780,000851
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,928,0001,198
Mortgage-backed securities$10,674,0002,896
Certificates of participation in pools of residential mortgages$9,276,0002,533
Issued or guaranteed by U.S.$9,276,0002,521
Privately issued$0248
Collaterized mortgage obligations$1,398,0002,556
CMOs issued by government agencies or sponsored agencies$1,390,0002,427
Privately issued$8,000970
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,722,0002,978
Available-for-sale securities (fair market value)$44,742,0002,349
Total debt securities$46,464,0002,575
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$43,114,0002,750
U.S. Government securities$19,201,0003,900
U.S. Treasury securities$02,287
U.S. Government agency obligations$19,201,0003,756
Securities issued by states & political subdivisions$16,887,0001,155
Other domestic debt securities$7,026,0001,103
Privately issued residential mortgage-backed securities$9,0001,196
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,017,000881
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,069,0001,061
Mortgage-backed securities$9,616,0003,055
Certificates of participation in pools of residential mortgages$8,631,0002,613
Issued or guaranteed by U.S.$8,631,0002,604
Privately issued$0253
Collaterized mortgage obligations$985,0002,849
CMOs issued by government agencies or sponsored agencies$976,0002,711
Privately issued$9,0001,041
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,318,0002,776
Available-for-sale securities (fair market value)$40,796,0002,477
Total debt securities$43,114,0002,680
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$49,332,0002,422
U.S. Government securities$24,238,0003,228
U.S. Treasury securities$02,322
U.S. Government agency obligations$24,238,0003,092
Securities issued by states & political subdivisions$17,453,0001,096
Other domestic debt securities$7,641,0001,080
Privately issued residential mortgage-backed securities$538,000806
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,103,000878
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,730,000989
Mortgage-backed securities$13,186,0002,624
Certificates of participation in pools of residential mortgages$11,166,0002,252
Issued or guaranteed by U.S.$11,166,0002,242
Privately issued$0256
Collaterized mortgage obligations$2,020,0002,504
CMOs issued by government agencies or sponsored agencies$1,482,0002,600
Privately issued$538,000710
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,456,0002,732
Available-for-sale securities (fair market value)$46,876,0002,156
Total debt securities$49,332,0002,357
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$53,155,0002,257
U.S. Government securities$28,122,0002,845
U.S. Treasury securities$02,382
U.S. Government agency obligations$28,122,0002,724
Securities issued by states & political subdivisions$17,449,0001,045
Other domestic debt securities$7,584,0001,102
Privately issued residential mortgage-backed securities$624,000798
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,960,000924
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,391,0001,138
Mortgage-backed securities$16,383,0002,292
Certificates of participation in pools of residential mortgages$13,818,0001,934
Issued or guaranteed by U.S.$13,818,0001,928
Privately issued$0257
Collaterized mortgage obligations$2,565,0002,366
CMOs issued by government agencies or sponsored agencies$1,941,0002,503
Privately issued$624,000708
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,525,0002,751
Available-for-sale securities (fair market value)$50,630,0001,980
Total debt securities$53,155,0002,179
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$54,551,0002,166
U.S. Government securities$29,322,0002,759
U.S. Treasury securities$02,544
U.S. Government agency obligations$29,322,0002,633
Securities issued by states & political subdivisions$17,197,0001,039
Other domestic debt securities$8,032,0001,058
Privately issued residential mortgage-backed securities$683,000802
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,349,000899
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,526,0001,115
Mortgage-backed securities$16,055,0002,288
Certificates of participation in pools of residential mortgages$12,749,0002,003
Issued or guaranteed by U.S.$12,749,0001,994
Privately issued$0252
Collaterized mortgage obligations$3,306,0002,183
CMOs issued by government agencies or sponsored agencies$2,623,0002,283
Privately issued$683,000719
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,987,0002,659
Available-for-sale securities (fair market value)$51,564,0001,933
Total debt securities$54,551,0002,088
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$57,165,0001,952
U.S. Government securities$33,804,0002,309
U.S. Treasury securities$1,835,0001,507
U.S. Government agency obligations$31,969,0002,276
Securities issued by states & political subdivisions$16,018,0001,062
Other domestic debt securities$6,293,0001,236
Privately issued residential mortgage-backed securities$17,0001,370
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,276,000986
Foreign debt securities$0319
Equity securities$1,050,0001,283
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,597,000886
Mortgage-backed securities$18,542,0001,947
Certificates of participation in pools of residential mortgages$13,143,0001,767
Issued or guaranteed by U.S.$13,143,0001,756
Privately issued$0260
Collaterized mortgage obligations$5,399,0001,799
CMOs issued by government agencies or sponsored agencies$5,382,0001,681
Privately issued$17,0001,225
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,267,0002,441
Available-for-sale securities (fair market value)$52,898,0001,745
Total debt securities$56,114,0001,916
Structured notes
Amortized cost$988,000424
Fair value$989,000393
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$48,368,0002,244
U.S. Government securities$30,688,0002,591
U.S. Treasury securities$4,227,0001,191
U.S. Government agency obligations$26,461,0002,716
Securities issued by states & political subdivisions$15,036,0001,093
Other domestic debt securities$1,420,0002,222
Privately issued residential mortgage-backed securities$21,0001,338
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,399,0001,939
Foreign debt securities$0313
Equity securities$1,224,0002,214
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,622,0001,376
Mortgage-backed securities$5,728,0003,171
Certificates of participation in pools of residential mortgages$4,614,0002,749
Issued or guaranteed by U.S.$4,614,0002,730
Privately issued$0308
Collaterized mortgage obligations$1,114,0002,746
CMOs issued by government agencies or sponsored agencies$1,093,0002,605
Privately issued$21,0001,162
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,927,0002,339
Available-for-sale securities (fair market value)$41,441,0002,074
Total debt securities$47,144,0002,212
Structured notes
Amortized cost$1,588,000237
Fair value$1,591,000231
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$50,058,0002,260
U.S. Government securities$33,837,0002,469
U.S. Treasury securities$6,530,0001,242
U.S. Government agency obligations$27,307,0002,691
Securities issued by states & political subdivisions$14,280,0001,176
Other domestic debt securities$717,0002,620
Privately issued residential mortgage-backed securities$27,0001,393
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$690,0002,237
Foreign debt securities$0343
Equity securities$1,224,0002,110
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,513,0001,410
Mortgage-backed securities$7,161,0003,035
Certificates of participation in pools of residential mortgages$5,731,0002,597
Issued or guaranteed by U.S.$5,731,0002,584
Privately issued$0307
Collaterized mortgage obligations$1,430,0002,727
CMOs issued by government agencies or sponsored agencies$1,403,0002,602
Privately issued$27,0001,210
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,312,0002,356
Available-for-sale securities (fair market value)$41,746,0002,090
Total debt securities$48,834,0002,245
Structured notes
Amortized cost$1,652,000334
Fair value$1,655,000328
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$51,524,0002,241
U.S. Government securities$34,431,0002,485
U.S. Treasury securities$7,089,0001,735
U.S. Government agency obligations$27,342,0002,561
Securities issued by states & political subdivisions$14,652,0001,124
Other domestic debt securities$975,0002,275
Privately issued residential mortgage-backed securities$42,0001,403
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$933,0001,916
Foreign debt securities$0363
Equity securities$1,466,0001,844
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,995,0001,460
Mortgage-backed securities$9,350,0002,819
Certificates of participation in pools of residential mortgages$6,809,0002,515
Issued or guaranteed by U.S.$6,809,0002,501
Privately issued$0349
Collaterized mortgage obligations$2,541,0002,400
CMOs issued by government agencies or sponsored agencies$2,499,0002,297
Privately issued$42,0001,200
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,233,0002,037
Available-for-sale securities (fair market value)$39,291,0002,158
Total debt securities$50,058,0002,217
Structured notes
Amortized cost$1,132,000555
Fair value$1,128,000552
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$50,939,0002,237
U.S. Government securities$34,477,0002,590
U.S. Treasury securities$12,460,0001,497
U.S. Government agency obligations$22,017,0002,973
Securities issued by states & political subdivisions$14,041,0001,009
Other domestic debt securities$955,0001,893
Privately issued residential mortgage-backed securities$304,000932
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$651,0001,688
Foreign debt securities$0390
Equity securities$1,466,0001,811
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,770,0001,531
Mortgage-backed securities$5,096,0003,792
Certificates of participation in pools of residential mortgages$3,000,0003,746
Issued or guaranteed by U.S.$3,000,0003,732
Privately issued$0394
Collaterized mortgage obligations$2,096,0002,657
CMOs issued by government agencies or sponsored agencies$1,792,0002,721
Privately issued$304,000748
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,044,0001,793
Available-for-sale securities (fair market value)$32,895,0002,411
Total debt securities$49,473,0002,238
Structured notes
Amortized cost$2,469,000619
Fair value$2,473,000599
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$55,662,0002,192
U.S. Government securities$39,270,0002,471
U.S. Treasury securities$14,213,0001,620
U.S. Government agency obligations$25,057,0002,785
Securities issued by states & political subdivisions$13,858,0001,010
Other domestic debt securities$1,068,0001,972
Privately issued residential mortgage-backed securities$1,068,000710
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$1,466,0001,831
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,859,0001,623
Mortgage-backed securities$6,062,0003,823
Certificates of participation in pools of residential mortgages$3,167,0004,007
Issued or guaranteed by U.S.$3,167,0003,984
Privately issued$0472
Collaterized mortgage obligations$2,895,0002,615
CMOs issued by government agencies or sponsored agencies$1,827,0003,071
Privately issued$1,068,000533
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$21,821,0001,772
Available-for-sale securities (fair market value)$33,841,0002,456
Total debt securities$54,196,0002,184
Structured notes
Amortized cost$3,447,000609
Fair value$3,440,000597
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$34,556,0003,658
U.S. Government securities$17,991,0005,024
U.S. Treasury securities$3,441,0005,703
U.S. Government agency obligations$14,550,0004,280
Securities issued by states & political subdivisions$14,593,000927
Other domestic debt securities$1,706,0001,948
Privately issued residential mortgage-backed securities$1,706,000676
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$266,0004,496
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,675,0002,426
Mortgage-backed securities$5,324,0004,368
Certificates of participation in pools of residential mortgages$1,518,0005,428
Issued or guaranteed by U.S.$1,518,0005,400
Privately issued$0558
Collaterized mortgage obligations$3,806,0002,530
CMOs issued by government agencies or sponsored agencies$2,100,0003,193
Privately issued$1,706,000480
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$21,518,0001,894
Available-for-sale securities (fair market value)$13,038,0005,287
Total debt securities$34,290,0003,585
Structured notes
Amortized cost$3,079,0001,148
Fair value$3,086,0001,134
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$37,095,0003,548
U.S. Government securities$17,683,0005,422
U.S. Treasury securities$5,155,0005,421
U.S. Government agency obligations$12,528,0004,584
Securities issued by states & political subdivisions$16,061,000810
Other domestic debt securities$3,085,0001,575
Privately issued residential mortgage-backed securities$3,085,000530
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$266,0004,255
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,871,0001,769
Mortgage-backed securities$7,621,0003,821
Certificates of participation in pools of residential mortgages$1,850,0005,348
Issued or guaranteed by U.S.$1,850,0005,324
Privately issued$0564
Collaterized mortgage obligations$5,771,0002,120
CMOs issued by government agencies or sponsored agencies$2,686,0003,052
Privately issued$3,085,000381
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$29,568,0002,465
Available-for-sale securities (fair market value)$7,527,0005,645
Total debt securities$36,829,0003,489
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$43,030,0003,246
U.S. Government securities$20,386,0005,053
U.S. Treasury securities$4,927,0005,808
U.S. Government agency obligations$15,459,0004,071
Securities issued by states & political subdivisions$17,825,000710
Other domestic debt securities$4,553,0001,478
Privately issued residential mortgage-backed securities$4,553,000533
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$0649
Equity securities$266,0004,081
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,467,0002,275
Mortgage-backed securities$9,630,0003,717
Certificates of participation in pools of residential mortgages$2,792,0005,043
Issued or guaranteed by U.S.$2,792,0005,003
Privately issued$0731
Collaterized mortgage obligations$6,838,0002,172
CMOs issued by government agencies or sponsored agencies$2,285,0003,643
Privately issued$4,553,000350
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$42,764,0003,180
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$46,298,0002,940
U.S. Government securities$23,291,0004,483
U.S. Treasury securities$5,295,0005,571
U.S. Government agency obligations$17,996,0003,544
Securities issued by states & political subdivisions$16,401,000735
Other domestic debt securities$6,074,0001,463
Privately issued residential mortgage-backed securities$6,074,000598
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securities$516,000254
Equity securities$16,0007,814
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,279,0002,817
Mortgage-backed securities$11,087,0003,473
Certificates of participation in pools of residential mortgages$2,919,0005,253
Issued or guaranteed by U.S.$2,919,0005,197
Privately issued$0831
Collaterized mortgage obligations$8,168,0001,951
CMOs issued by government agencies or sponsored agencies$2,094,0003,657
Privately issued$6,074,000400
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$46,282,0002,877
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