Commercial Bank of Texas, Securities

2023-12-31Rank
Total securities$349,428,000596
U.S. Government securities$189,966,000682
U.S. Treasury securities$151,791,000177
U.S. Government agency obligations$38,175,0001,909
Securities issued by states & political subdivisions$137,146,000310
Other domestic debt securities$21,639,000688
Privately issued residential mortgage-backed securities$15,889,000219
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$5,750,000902
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$204,047,000505
Mortgage-backed securities$50,579,0001,255
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,762,0003,056
Privately issued$15,889,00042
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$32,928,000525
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$5,750,0001,143
Available-for-sale securities (fair market value)$343,001,000506
Total debt securities$348,753,000586
Structured notes
Amortized cost$1,500,000666
Fair value$1,562,000644
Trading account assets$749,000187
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$346,494,000604
U.S. Government securities$194,094,000675
U.S. Treasury securities$152,329,000198
U.S. Government agency obligations$41,765,0001,775
Securities issued by states & political subdivisions$130,364,000307
Other domestic debt securities$21,380,000679
Privately issued residential mortgage-backed securities$15,630,000209
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$5,750,000898
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$192,740,000512
Mortgage-backed securities$49,957,0001,241
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,675,0003,083
Privately issued$15,630,00043
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$32,652,000515
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$5,750,0001,158
Available-for-sale securities (fair market value)$340,088,000505
Total debt securities$345,838,000596
Structured notes
Amortized cost$1,500,000689
Fair value$1,603,000644
Trading account assets$749,000188
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$358,731,000592
U.S. Government securities$201,405,000665
U.S. Treasury securities$152,749,000191
U.S. Government agency obligations$48,656,0001,650
Securities issued by states & political subdivisions$133,975,000321
Other domestic debt securities$22,683,000664
Privately issued residential mortgage-backed securities$16,933,000204
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$5,750,000908
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$190,515,000517
Mortgage-backed securities$52,210,0001,246
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,779,0003,088
Privately issued$16,933,00044
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$33,498,000516
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$5,750,0001,169
Available-for-sale securities (fair market value)$352,313,000501
Total debt securities$358,062,000581
Structured notes
Amortized cost$1,500,000731
Fair value$1,590,000697
Trading account assets$749,000181
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$371,739,000600
U.S. Government securities$210,461,000667
U.S. Treasury securities$154,779,000200
U.S. Government agency obligations$55,682,0001,533
Securities issued by states & political subdivisions$137,021,000333
Other domestic debt securities$23,590,000685
Privately issued residential mortgage-backed securities$17,840,000212
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$5,750,000940
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$197,746,000481
Mortgage-backed securities$54,183,0001,273
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,875,0003,109
Privately issued$17,840,00053
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$34,468,000531
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$5,750,0001,210
Available-for-sale securities (fair market value)$365,322,000510
Total debt securities$371,076,000588
Structured notes
Amortized cost$2,000,000626
Fair value$2,094,000608
Trading account assets$749,000192
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$363,397,000626
U.S. Government securities$205,758,000682
U.S. Treasury securities$155,310,000207
U.S. Government agency obligations$50,448,0001,627
Securities issued by states & political subdivisions$142,936,000329
Other domestic debt securities$14,049,000917
Privately issued residential mortgage-backed securities$8,299,000317
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$5,750,000948
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$204,212,000422
Mortgage-backed securities$39,509,0001,538
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,857,0003,135
Privately issued$8,299,00093
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$29,353,000601
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$5,750,0001,228
Available-for-sale securities (fair market value)$356,993,000527
Total debt securities$362,743,000615
Structured notes
Amortized cost$2,000,000654
Fair value$2,029,000637
Trading account assets$693,000211
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$369,017,000617
U.S. Government securities$211,573,000675
U.S. Treasury securities$155,674,000214
U.S. Government agency obligations$55,899,0001,539
Securities issued by states & political subdivisions$142,326,000332
Other domestic debt securities$14,450,000863
Privately issued residential mortgage-backed securities$8,700,000291
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$5,750,000941
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$193,921,000414
Mortgage-backed securities$41,329,0001,512
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,954,0003,132
Privately issued$8,700,00071
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$30,675,000589
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$5,750,0001,203
Available-for-sale securities (fair market value)$362,599,000525
Total debt securities$368,352,000608
Structured notes
Amortized cost$7,750,000276
Fair value$7,476,000255
Trading account assets$693,000219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$379,368,000620
U.S. Government securities$222,497,000657
U.S. Treasury securities$158,362,000204
U.S. Government agency obligations$64,135,0001,438
Securities issued by states & political subdivisions$142,316,000352
Other domestic debt securities$13,879,000843
Privately issued residential mortgage-backed securities$8,129,000299
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$5,750,000962
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$198,440,000402
Mortgage-backed securities$42,741,0001,525
Certificates of participation in pools of residential mortgages$10,341,0002,219
Issued or guaranteed by U.S.$2,212,0003,113
Privately issued$8,129,00079
Collaterized mortgage obligations$32,400,000641
CMOs issued by government agencies or sponsored agencies$32,400,000574
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$378,692,000529
Total debt securities$378,693,000612
Structured notes
Amortized cost$7,750,000261
Fair value$7,042,000258
Trading account assets$693,000210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$396,479,000596
U.S. Government securities$232,474,000637
U.S. Treasury securities$157,085,000175
U.S. Government agency obligations$75,389,0001,303
Securities issued by states & political subdivisions$148,910,000343
Other domestic debt securities$14,385,000809
Privately issued residential mortgage-backed securities$9,135,000260
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$5,250,000985
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$203,036,000380
Mortgage-backed securities$46,819,0001,458
Certificates of participation in pools of residential mortgages$11,461,0002,168
Issued or guaranteed by U.S.$2,326,0003,104
Privately issued$9,135,00067
Collaterized mortgage obligations$35,358,000601
CMOs issued by government agencies or sponsored agencies$35,358,000545
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$395,769,000512
Total debt securities$395,770,000587
Structured notes
Amortized cost$5,250,000308
Fair value$5,250,000297
Trading account assets$693,000212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$349,361,000642
U.S. Government securities$187,723,000707
U.S. Treasury securities$100,206,000190
U.S. Government agency obligations$87,517,0001,136
Securities issued by states & political subdivisions$145,924,000365
Other domestic debt securities$14,988,000765
Privately issued residential mortgage-backed securities$10,236,000226
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$4,752,000991
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$204,903,000378
Mortgage-backed securities$51,338,0001,366
Certificates of participation in pools of residential mortgages$12,815,0002,071
Issued or guaranteed by U.S.$2,579,0003,053
Privately issued$10,236,00075
Collaterized mortgage obligations$38,523,000542
CMOs issued by government agencies or sponsored agencies$38,523,000504
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$501,0001,446
Available-for-sale securities (fair market value)$348,134,000575
Total debt securities$348,638,000634
Structured notes
Amortized cost$4,750,000297
Fair value$4,752,000295
Trading account assets$645,000213
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$343,269,000618
U.S. Government securities$184,740,000678
U.S. Treasury securities$82,606,000176
U.S. Government agency obligations$102,134,000982
Securities issued by states & political subdivisions$143,945,000365
Other domestic debt securities$13,850,000762
Privately issued residential mortgage-backed securities$11,350,000195
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$2,500,0001,170
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$200,649,000370
Mortgage-backed securities$54,867,0001,296
Certificates of participation in pools of residential mortgages$14,099,0001,993
Issued or guaranteed by U.S.$2,749,0003,060
Privately issued$11,350,00067
Collaterized mortgage obligations$40,768,000508
CMOs issued by government agencies or sponsored agencies$40,768,000479
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$503,0001,448
Available-for-sale securities (fair market value)$342,032,000553
Total debt securities$342,534,000607
Structured notes
Amortized cost$2,500,000384
Fair value$2,500,000386
Trading account assets$645,000209
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$341,945,000597
U.S. Government securities$190,745,000629
U.S. Treasury securities$67,404,000172
U.S. Government agency obligations$123,341,000818
Securities issued by states & political subdivisions$135,588,000367
Other domestic debt securities$14,882,000692
Privately issued residential mortgage-backed securities$12,379,000177
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$2,503,0001,112
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$168,130,000426
Mortgage-backed securities$57,073,0001,215
Certificates of participation in pools of residential mortgages$15,422,0001,874
Issued or guaranteed by U.S.$3,043,0002,993
Privately issued$12,379,00065
Collaterized mortgage obligations$41,651,000493
CMOs issued by government agencies or sponsored agencies$41,651,000463
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$505,0001,430
Available-for-sale securities (fair market value)$340,710,000531
Total debt securities$341,215,000585
Structured notes
Amortized cost$2,500,000327
Fair value$2,503,000328
Trading account assets$645,000206
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$278,146,000655
U.S. Government securities$159,435,000671
U.S. Treasury securities$36,750,000222
U.S. Government agency obligations$122,685,000770
Securities issued by states & political subdivisions$99,984,000488
Other domestic debt securities$17,996,000603
Privately issued residential mortgage-backed securities$15,495,000166
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$2,501,0001,051
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$156,244,000437
Mortgage-backed securities$54,136,0001,207
Certificates of participation in pools of residential mortgages$16,599,0001,726
Issued or guaranteed by U.S.$3,223,0002,924
Privately issued$13,376,00068
Collaterized mortgage obligations$37,537,000493
CMOs issued by government agencies or sponsored agencies$35,418,000479
Privately issued$2,119,000221
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$507,0001,419
Available-for-sale securities (fair market value)$276,908,000597
Total debt securities$277,415,000647
Structured notes
Amortized cost$2,500,000219
Fair value$2,501,000217
Trading account assets$645,000202
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$221,237,000720
U.S. Government securities$120,671,000755
U.S. Treasury securities$1,057,000919
U.S. Government agency obligations$119,614,000726
Securities issued by states & political subdivisions$82,792,000571
Other domestic debt securities$17,038,000587
Privately issued residential mortgage-backed securities$14,537,000147
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$2,501,0001,013
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$153,040,000430
Mortgage-backed securities$38,442,0001,412
Certificates of participation in pools of residential mortgages$17,839,0001,562
Issued or guaranteed by U.S.$3,302,0002,889
Privately issued$14,537,00048
Collaterized mortgage obligations$20,603,000742
CMOs issued by government agencies or sponsored agencies$20,603,000705
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$1,050,0001,297
Available-for-sale securities (fair market value)$219,451,000668
Total debt securities$220,500,000712
Structured notes
Amortized cost$2,500,000128
Fair value$2,501,000128
Trading account assets$584,000203
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$208,479,000717
U.S. Government securities$137,287,000643
U.S. Treasury securities$1,062,000921
U.S. Government agency obligations$136,225,000610
Securities issued by states & political subdivisions$53,518,000799
Other domestic debt securities$16,941,000566
Privately issued residential mortgage-backed securities$15,941,000143
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$1,000,0001,289
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$147,971,000429
Mortgage-backed securities$40,025,0001,365
Certificates of participation in pools of residential mortgages$19,269,0001,454
Issued or guaranteed by U.S.$3,328,0002,851
Privately issued$15,941,00048
Collaterized mortgage obligations$20,756,000749
CMOs issued by government agencies or sponsored agencies$20,756,000713
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$1,055,0001,289
Available-for-sale securities (fair market value)$206,691,000662
Total debt securities$207,746,000709
Structured notes
Amortized cost$1,000,000190
Fair value$1,000,000209
Trading account assets$584,000204
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$177,726,000783
U.S. Government securities$144,387,000602
U.S. Treasury securities$1,064,000960
U.S. Government agency obligations$143,323,000573
Securities issued by states & political subdivisions$17,614,0001,844
Other domestic debt securities$14,994,000575
Privately issued residential mortgage-backed securities$14,994,000139
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$136,191,000454
Mortgage-backed securities$36,834,0001,415
Certificates of participation in pools of residential mortgages$18,354,0001,478
Issued or guaranteed by U.S.$3,360,0002,857
Privately issued$14,994,00049
Collaterized mortgage obligations$18,480,000834
CMOs issued by government agencies or sponsored agencies$18,480,000800
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$1,060,0001,291
Available-for-sale securities (fair market value)$175,935,000731
Total debt securities$176,994,000778
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$584,000207
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$170,888,000802
U.S. Government securities$168,180,000552
U.S. Treasury securities$1,060,0001,009
U.S. Government agency obligations$167,120,000520
Securities issued by states & political subdivisions$1,981,0003,573
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$727,00086
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$126,886,000464
Mortgage-backed securities$28,987,0001,624
Certificates of participation in pools of residential mortgages$15,866,0001,598
Issued or guaranteed by U.S.$15,866,0001,554
Privately issued$0267
Collaterized mortgage obligations$13,121,0001,015
CMOs issued by government agencies or sponsored agencies$13,121,000983
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$1,064,0001,292
Available-for-sale securities (fair market value)$169,824,000743
Total debt securities$170,161,000794
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$584,000201
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$197,762,000687
U.S. Government securities$195,025,000484
U.S. Treasury securities$1,018,0001,064
U.S. Government agency obligations$194,007,000459
Securities issued by states & political subdivisions$2,027,0003,569
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$710,000109
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$129,106,000450
Mortgage-backed securities$25,097,0001,725
Certificates of participation in pools of residential mortgages$16,462,0001,500
Issued or guaranteed by U.S.$16,462,0001,459
Privately issued$0249
Collaterized mortgage obligations$8,635,0001,253
CMOs issued by government agencies or sponsored agencies$8,635,0001,218
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$1,069,0001,335
Available-for-sale securities (fair market value)$196,693,000624
Total debt securities$197,052,000683
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$544,000183
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$208,345,000650
U.S. Government securities$206,563,000457
U.S. Treasury securities$4,018,000749
U.S. Government agency obligations$202,545,000440
Securities issued by states & political subdivisions$1,073,0003,876
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$709,000157
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$114,646,000489
Mortgage-backed securities$17,671,0002,065
Certificates of participation in pools of residential mortgages$17,671,0001,409
Issued or guaranteed by U.S.$17,671,0001,369
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$1,073,0001,388
Available-for-sale securities (fair market value)$207,272,000580
Total debt securities$207,636,000645
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$544,000188
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$212,517,000656
U.S. Government securities$210,525,000463
U.S. Treasury securities$4,004,000756
U.S. Government agency obligations$206,521,000447
Securities issued by states & political subdivisions$1,298,0003,869
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$694,000173
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$107,827,000514
Mortgage-backed securities$20,208,0001,898
Certificates of participation in pools of residential mortgages$20,208,0001,284
Issued or guaranteed by U.S.$20,208,0001,268
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$1,298,0001,397
Available-for-sale securities (fair market value)$211,219,000582
Total debt securities$211,822,000647
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$544,000189
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$222,686,000632
U.S. Government securities$220,708,000443
U.S. Treasury securities$2,970,000884
U.S. Government agency obligations$217,738,000430
Securities issued by states & political subdivisions$1,302,0003,926
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$676,000184
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$121,737,000486
Mortgage-backed securities$20,578,0001,869
Certificates of participation in pools of residential mortgages$20,578,0001,271
Issued or guaranteed by U.S.$20,578,0001,256
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$1,302,0001,415
Available-for-sale securities (fair market value)$221,384,000558
Total debt securities$222,010,000625
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$544,000186
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$208,495,000667
U.S. Government securities$206,375,000470
U.S. Treasury securities$2,957,000884
U.S. Government agency obligations$203,418,000453
Securities issued by states & political subdivisions$1,457,0003,935
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$663,000289
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$121,693,000482
Mortgage-backed securities$21,288,0001,843
Certificates of participation in pools of residential mortgages$21,288,0001,244
Issued or guaranteed by U.S.$21,288,0001,233
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$1,457,0001,423
Available-for-sale securities (fair market value)$207,038,000591
Total debt securities$207,827,000659
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$514,000187
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$190,930,000715
U.S. Government securities$188,802,000504
U.S. Treasury securities$2,945,000860
U.S. Government agency obligations$185,857,000481
Securities issued by states & political subdivisions$1,462,0003,969
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$666,000314
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$118,365,000502
Mortgage-backed securities$21,976,0001,804
Certificates of participation in pools of residential mortgages$21,976,0001,243
Issued or guaranteed by U.S.$21,976,0001,237
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$1,462,0001,448
Available-for-sale securities (fair market value)$189,468,000633
Total debt securities$190,261,000712
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$514,000185
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$201,192,000679
U.S. Government securities$199,061,000483
U.S. Treasury securities$2,942,000833
U.S. Government agency obligations$196,119,000455
Securities issued by states & political subdivisions$1,467,0004,022
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$664,000323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$127,770,000466
Mortgage-backed securities$24,676,0001,721
Certificates of participation in pools of residential mortgages$24,676,0001,181
Issued or guaranteed by U.S.$24,676,0001,145
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$1,467,0001,476
Available-for-sale securities (fair market value)$199,725,000598
Total debt securities$200,527,000677
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$514,000180
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$202,412,000692
U.S. Government securities$200,274,000483
U.S. Treasury securities$2,941,000816
U.S. Government agency obligations$197,333,000459
Securities issued by states & political subdivisions$1,471,0004,064
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$667,000343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$124,877,000493
Mortgage-backed securities$25,834,0001,654
Certificates of participation in pools of residential mortgages$25,834,0001,168
Issued or guaranteed by U.S.$25,834,0001,165
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$1,471,0001,506
Available-for-sale securities (fair market value)$200,941,000602
Total debt securities$201,745,000685
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$514,000179
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$205,945,000686
U.S. Government securities$200,877,000484
U.S. Treasury securities$2,950,000767
U.S. Government agency obligations$197,927,000462
Securities issued by states & political subdivisions$2,432,0003,879
Other domestic debt securities$1,965,0001,220
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$1,965,000980
Foreign debt securities$0316
Equity securities$671,000559
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$124,306,000502
Mortgage-backed securities$27,262,0001,607
Certificates of participation in pools of residential mortgages$27,262,0001,145
Issued or guaranteed by U.S.$27,262,0001,143
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$2,432,0001,398
Available-for-sale securities (fair market value)$203,513,000607
Total debt securities$205,273,000679
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$486,000180
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$196,099,000725
U.S. Government securities$192,984,000498
U.S. Treasury securities$2,973,000737
U.S. Government agency obligations$190,011,000479
Securities issued by states & political subdivisions$2,439,0003,935
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$676,000572
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$116,794,000530
Mortgage-backed securities$31,193,0001,491
Certificates of participation in pools of residential mortgages$31,193,0001,062
Issued or guaranteed by U.S.$31,193,0001,061
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$2,439,0001,447
Available-for-sale securities (fair market value)$193,660,000637
Total debt securities$195,425,000718
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$486,000183
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$201,210,000725
U.S. Government securities$197,040,000497
U.S. Treasury securities$2,970,000753
U.S. Government agency obligations$194,070,000475
Securities issued by states & political subdivisions$3,501,0003,733
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$669,000586
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$127,825,000493
Mortgage-backed securities$32,499,0001,466
Certificates of participation in pools of residential mortgages$32,499,0001,040
Issued or guaranteed by U.S.$32,499,0001,040
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$3,501,0001,345
Available-for-sale securities (fair market value)$197,709,000645
Total debt securities$200,541,000717
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$486,000183
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$211,929,000694
U.S. Government securities$207,763,000478
U.S. Treasury securities$2,962,000788
U.S. Government agency obligations$204,801,000455
Securities issued by states & political subdivisions$3,509,0003,768
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$657,000582
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$135,919,000479
Mortgage-backed securities$31,802,0001,516
Certificates of participation in pools of residential mortgages$31,802,0001,087
Issued or guaranteed by U.S.$31,802,0001,086
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$3,509,0001,372
Available-for-sale securities (fair market value)$208,420,000620
Total debt securities$211,270,000687
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$486,000182
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$203,460,000706
U.S. Government securities$197,535,000491
U.S. Treasury securities$01,367
U.S. Government agency obligations$197,535,000462
Securities issued by states & political subdivisions$5,268,0003,455
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$657,000586
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$126,759,000498
Mortgage-backed securities$32,893,0001,470
Certificates of participation in pools of residential mortgages$32,893,0001,053
Issued or guaranteed by U.S.$32,893,0001,052
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$5,268,0001,227
Available-for-sale securities (fair market value)$198,192,000643
Total debt securities$202,802,000697
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$474,000191
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$189,492,000770
U.S. Government securities$183,539,000525
U.S. Treasury securities$9,994,000366
U.S. Government agency obligations$173,545,000529
Securities issued by states & political subdivisions$5,278,0003,476
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$675,000594
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$125,510,000502
Mortgage-backed securities$39,141,0001,304
Certificates of participation in pools of residential mortgages$39,141,000941
Issued or guaranteed by U.S.$39,141,000941
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$5,278,0001,233
Available-for-sale securities (fair market value)$184,214,000691
Total debt securities$188,818,000764
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$474,000202
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$155,797,000925
U.S. Government securities$148,140,000640
U.S. Treasury securities$01,253
U.S. Government agency obligations$148,140,000605
Securities issued by states & political subdivisions$6,990,0003,211
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$667,000611
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$96,626,000638
Mortgage-backed securities$31,147,0001,565
Certificates of participation in pools of residential mortgages$31,147,0001,136
Issued or guaranteed by U.S.$31,147,0001,132
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$6,990,0001,136
Available-for-sale securities (fair market value)$148,807,000848
Total debt securities$155,131,000919
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$474,000209
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$169,061,000872
U.S. Government securities$161,392,000619
U.S. Treasury securities$5,007,000547
U.S. Government agency obligations$156,385,000605
Securities issued by states & political subdivisions$7,004,0003,201
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$665,000612
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$108,176,000585
Mortgage-backed securities$32,229,0001,523
Certificates of participation in pools of residential mortgages$32,229,0001,103
Issued or guaranteed by U.S.$32,229,0001,102
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$7,004,0001,174
Available-for-sale securities (fair market value)$162,057,000793
Total debt securities$168,396,000864
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$474,000199
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$177,033,000844
U.S. Government securities$167,567,000605
U.S. Treasury securities$20,264,000263
U.S. Government agency obligations$147,303,000637
Securities issued by states & political subdivisions$8,811,0002,966
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$655,000616
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,890,000531
Mortgage-backed securities$4,400,0003,614
Certificates of participation in pools of residential mortgages$4,400,0003,166
Issued or guaranteed by U.S.$4,400,0003,164
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$8,811,0001,100
Available-for-sale securities (fair market value)$168,222,000765
Total debt securities$176,377,000836
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$446,000195
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$168,000,000886
U.S. Government securities$158,521,000642
U.S. Treasury securities$22,401,000226
U.S. Government agency obligations$136,120,000691
Securities issued by states & political subdivisions$8,827,0002,979
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$652,000632
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$94,541,000644
Mortgage-backed securities$4,451,0003,652
Certificates of participation in pools of residential mortgages$4,451,0003,190
Issued or guaranteed by U.S.$4,451,0003,187
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$8,827,0001,097
Available-for-sale securities (fair market value)$159,173,000807
Total debt securities$167,349,000878
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$446,000210
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$180,358,000838
U.S. Government securities$170,373,000610
U.S. Treasury securities$22,485,000221
U.S. Government agency obligations$147,888,000657
Securities issued by states & political subdivisions$9,333,0002,921
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$652,000635
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,797,000636
Mortgage-backed securities$05,233
Certificates of participation in pools of residential mortgages$05,073
Issued or guaranteed by U.S.$05,069
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$9,333,0001,080
Available-for-sale securities (fair market value)$171,025,000766
Total debt securities$179,706,000831
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$446,000205
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$178,090,000850
U.S. Government securities$167,764,000634
U.S. Treasury securities$27,621,000194
U.S. Government agency obligations$140,143,000698
Securities issued by states & political subdivisions$9,679,0002,884
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$647,000647
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$113,641,000577
Mortgage-backed securities$05,287
Certificates of participation in pools of residential mortgages$05,132
Issued or guaranteed by U.S.$05,123
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$9,679,0001,073
Available-for-sale securities (fair market value)$168,411,000784
Total debt securities$177,443,000841
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$446,000211
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$170,236,000888
U.S. Government securities$158,526,000656
U.S. Treasury securities$30,609,000169
U.S. Government agency obligations$127,917,000762
Securities issued by states & political subdivisions$11,067,0002,697
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$643,000647
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$113,920,000572
Mortgage-backed securities$05,380
Certificates of participation in pools of residential mortgages$05,212
Issued or guaranteed by U.S.$05,203
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$11,067,0001,037
Available-for-sale securities (fair market value)$159,169,000833
Total debt securities$169,593,000882
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$373,000211
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$193,078,000787
U.S. Government securities$181,354,000573
U.S. Treasury securities$33,675,000154
U.S. Government agency obligations$147,679,000678
Securities issued by states & political subdivisions$11,087,0002,727
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$637,000661
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$105,396,000606
Mortgage-backed securities$05,465
Certificates of participation in pools of residential mortgages$05,299
Issued or guaranteed by U.S.$05,292
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$11,087,0001,053
Available-for-sale securities (fair market value)$181,991,000718
Total debt securities$192,441,000781
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$373,000205
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$211,081,000728
U.S. Government securities$196,625,000543
U.S. Treasury securities$33,767,000144
U.S. Government agency obligations$162,858,000616
Securities issued by states & political subdivisions$13,825,0002,411
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$631,000679
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,014,000548
Mortgage-backed securities$1,819,0004,605
Certificates of participation in pools of residential mortgages$1,819,0004,267
Issued or guaranteed by U.S.$1,819,0004,264
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$13,825,000971
Available-for-sale securities (fair market value)$197,256,000664
Total debt securities$210,451,000720
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$373,000203
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$222,015,000692
U.S. Government securities$207,539,000523
U.S. Treasury securities$33,926,000136
U.S. Government agency obligations$173,613,000591
Securities issued by states & political subdivisions$13,851,0002,417
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$625,000683
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$121,010,000544
Mortgage-backed securities$1,992,0004,594
Certificates of participation in pools of residential mortgages$1,992,0004,244
Issued or guaranteed by U.S.$1,992,0004,241
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$13,851,000955
Available-for-sale securities (fair market value)$208,164,000642
Total debt securities$221,390,000685
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$373,000198
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$212,666,000719
U.S. Government securities$197,098,000542
U.S. Treasury securities$33,833,000131
U.S. Government agency obligations$163,265,000622
Securities issued by states & political subdivisions$14,948,0002,307
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$620,000690
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$123,472,000536
Mortgage-backed securities$2,157,0004,587
Certificates of participation in pools of residential mortgages$2,157,0004,213
Issued or guaranteed by U.S.$2,157,0004,208
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$14,948,000908
Available-for-sale securities (fair market value)$197,718,000676
Total debt securities$212,046,000709
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$373,000193
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$232,587,000664
U.S. Government securities$216,990,000506
U.S. Treasury securities$41,002,000104
U.S. Government agency obligations$175,988,000586
Securities issued by states & political subdivisions$14,977,0002,299
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$620,000703
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$113,086,000566
Mortgage-backed securities$2,344,0004,578
Certificates of participation in pools of residential mortgages$2,344,0004,184
Issued or guaranteed by U.S.$2,344,0004,177
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$14,977,000881
Available-for-sale securities (fair market value)$217,610,000623
Total debt securities$231,967,000655
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$373,000200
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$231,291,000671
U.S. Government securities$215,132,000509
U.S. Treasury securities$41,229,000102
U.S. Government agency obligations$173,903,000598
Securities issued by states & political subdivisions$15,525,0002,218
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$634,000697
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$103,230,000597
Mortgage-backed securities$2,603,0004,533
Certificates of participation in pools of residential mortgages$2,603,0004,097
Issued or guaranteed by U.S.$2,603,0004,091
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$15,525,000811
Available-for-sale securities (fair market value)$215,766,000643
Total debt securities$230,659,000664
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$1,716,000144
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$249,493,000628
U.S. Government securities$233,717,000480
U.S. Treasury securities$44,817,00092
U.S. Government agency obligations$188,900,000559
Securities issued by states & political subdivisions$15,140,0002,247
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$636,000710
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$117,842,000559
Mortgage-backed securities$9,057,0003,398
Certificates of participation in pools of residential mortgages$9,057,0002,795
Issued or guaranteed by U.S.$9,057,0002,794
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$15,140,000783
Available-for-sale securities (fair market value)$234,353,000604
Total debt securities$248,856,000618
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$2,412,000132
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$234,826,000655
U.S. Government securities$217,735,000497
U.S. Treasury securities$50,185,00086
U.S. Government agency obligations$167,550,000596
Securities issued by states & political subdivisions$16,452,0002,102
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$639,000697
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$110,305,000574
Mortgage-backed securities$9,944,0003,313
Certificates of participation in pools of residential mortgages$9,944,0002,668
Issued or guaranteed by U.S.$9,944,0002,665
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$16,452,000748
Available-for-sale securities (fair market value)$218,374,000631
Total debt securities$234,181,000642
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$2,503,000131
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$233,871,000665
U.S. Government securities$219,273,000511
U.S. Treasury securities$49,257,00089
U.S. Government agency obligations$170,016,000607
Securities issued by states & political subdivisions$13,962,0002,301
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$636,000696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$116,803,000546
Mortgage-backed securities$22,225,0002,360
Certificates of participation in pools of residential mortgages$21,837,0001,753
Issued or guaranteed by U.S.$21,837,0001,752
Privately issued$088
Collaterized mortgage obligations$388,0003,448
CMOs issued by government agencies or sponsored agencies$388,0003,294
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$13,962,000826
Available-for-sale securities (fair market value)$219,909,000635
Total debt securities$233,235,000655
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$2,723,000122
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$245,726,000632
U.S. Government securities$231,140,000482
U.S. Treasury securities$51,541,00088
U.S. Government agency obligations$179,599,000589
Securities issued by states & political subdivisions$13,957,0002,269
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$629,000698
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$114,487,000565
Mortgage-backed securities$36,039,0001,768
Certificates of participation in pools of residential mortgages$35,611,0001,229
Issued or guaranteed by U.S.$35,611,0001,229
Privately issued$094
Collaterized mortgage obligations$428,0003,438
CMOs issued by government agencies or sponsored agencies$428,0003,279
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$13,957,000826
Available-for-sale securities (fair market value)$231,769,000607
Total debt securities$245,098,000625
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$3,709,000116
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$255,362,000620
U.S. Government securities$240,763,000476
U.S. Treasury securities$60,097,00079
U.S. Government agency obligations$180,666,000604
Securities issued by states & political subdivisions$13,980,0002,191
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$619,000687
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$115,582,000569
Mortgage-backed securities$28,050,0002,084
Certificates of participation in pools of residential mortgages$27,577,0001,485
Issued or guaranteed by U.S.$27,577,0001,482
Privately issued$094
Collaterized mortgage obligations$473,0003,433
CMOs issued by government agencies or sponsored agencies$473,0003,269
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$13,980,000834
Available-for-sale securities (fair market value)$241,382,000583
Total debt securities$254,738,000616
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$3,689,000119
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$222,037,000683
U.S. Government securities$201,408,000544
U.S. Treasury securities$40,866,000100
U.S. Government agency obligations$160,542,000646
Securities issued by states & political subdivisions$20,019,0001,600
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$610,000670
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$111,821,000538
Mortgage-backed securities$30,137,0001,922
Certificates of participation in pools of residential mortgages$29,623,0001,346
Issued or guaranteed by U.S.$29,623,0001,344
Privately issued$0121
Collaterized mortgage obligations$514,0003,351
CMOs issued by government agencies or sponsored agencies$514,0003,105
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$20,019,000681
Available-for-sale securities (fair market value)$202,018,000662
Total debt securities$221,426,000673
Structured notes
Amortized cost$4,000,0001,140
Fair value$4,013,0001,155
Trading account assets$3,716,000114
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$215,534,000681
U.S. Government securities$197,514,000543
U.S. Treasury securities$41,094,000100
U.S. Government agency obligations$156,420,000645
Securities issued by states & political subdivisions$17,413,0001,742
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$607,000690
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$98,899,000581
Mortgage-backed securities$33,362,0001,739
Certificates of participation in pools of residential mortgages$32,800,0001,194
Issued or guaranteed by U.S.$32,800,0001,191
Privately issued$0132
Collaterized mortgage obligations$562,0003,313
CMOs issued by government agencies or sponsored agencies$562,0003,055
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$17,413,000740
Available-for-sale securities (fair market value)$198,121,000658
Total debt securities$214,927,000676
Structured notes
Amortized cost$5,983,000918
Fair value$6,033,000889
Trading account assets$3,824,000116
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$203,856,000723
U.S. Government securities$183,658,000575
U.S. Treasury securities$35,145,000125
U.S. Government agency obligations$148,513,000691
Securities issued by states & political subdivisions$19,607,0001,529
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$591,000698
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$98,356,000593
Mortgage-backed securities$35,454,0001,616
Certificates of participation in pools of residential mortgages$34,862,0001,096
Issued or guaranteed by U.S.$34,862,0001,090
Privately issued$0125
Collaterized mortgage obligations$592,0003,267
CMOs issued by government agencies or sponsored agencies$592,0003,002
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)$19,607,000685
Available-for-sale securities (fair market value)$184,249,000702
Total debt securities$203,265,000714
Structured notes
Amortized cost$5,981,0001,049
Fair value$6,057,0001,012
Trading account assets$3,865,000114
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$196,612,000747
U.S. Government securities$176,033,000598
U.S. Treasury securities$29,185,000163
U.S. Government agency obligations$146,848,000699
Securities issued by states & political subdivisions$20,007,0001,451
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$572,000718
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$98,116,000589
Mortgage-backed securities$38,001,0001,496
Certificates of participation in pools of residential mortgages$37,376,0001,004
Issued or guaranteed by U.S.$37,376,0001,000
Privately issued$0136
Collaterized mortgage obligations$625,0003,207
CMOs issued by government agencies or sponsored agencies$625,0002,935
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)$20,007,000672
Available-for-sale securities (fair market value)$176,605,000733
Total debt securities$196,040,000737
Structured notes
Amortized cost$6,979,000988
Fair value$7,054,000959
Trading account assets$3,936,000106
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$176,931,000801
U.S. Government securities$155,059,000654
U.S. Treasury securities$12,178,000292
U.S. Government agency obligations$142,881,000676
Securities issued by states & political subdivisions$21,300,0001,348
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$572,000727
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$95,202,000594
Mortgage-backed securities$41,120,0001,375
Certificates of participation in pools of residential mortgages$40,431,000915
Issued or guaranteed by U.S.$40,431,000907
Privately issued$0141
Collaterized mortgage obligations$689,0003,176
CMOs issued by government agencies or sponsored agencies$689,0002,891
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)$21,300,000633
Available-for-sale securities (fair market value)$155,631,000782
Total debt securities$176,358,000793
Structured notes
Amortized cost$8,977,000734
Fair value$9,037,000712
Trading account assets$3,978,000108
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$164,292,000830
U.S. Government securities$142,396,000688
U.S. Treasury securities$6,339,000391
U.S. Government agency obligations$136,057,000681
Securities issued by states & political subdivisions$21,324,0001,297
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$572,000769
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$94,433,000595
Mortgage-backed securities$44,630,0001,249
Certificates of participation in pools of residential mortgages$43,871,000804
Issued or guaranteed by U.S.$43,871,000797
Privately issued$0141
Collaterized mortgage obligations$759,0003,119
CMOs issued by government agencies or sponsored agencies$759,0002,824
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)$21,324,000653
Available-for-sale securities (fair market value)$142,968,000831
Total debt securities$163,720,000823
Structured notes
Amortized cost$7,000,000846
Fair value$7,083,000846
Trading account assets$4,075,000112
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$163,512,000829
U.S. Government securities$141,521,000683
U.S. Treasury securities$6,190,000379
U.S. Government agency obligations$135,331,000673
Securities issued by states & political subdivisions$21,419,0001,206
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$572,000793
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$88,917,000637
Mortgage-backed securities$49,205,0001,142
Certificates of participation in pools of residential mortgages$48,381,000749
Issued or guaranteed by U.S.$48,381,000742
Privately issued$0148
Collaterized mortgage obligations$824,0003,003
CMOs issued by government agencies or sponsored agencies$824,0002,694
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)$21,419,000664
Available-for-sale securities (fair market value)$142,093,000827
Total debt securities$162,938,000819
Structured notes
Amortized cost$11,998,000564
Fair value$12,067,000559
Trading account assets$4,305,000114
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$164,034,000816
U.S. Government securities$141,391,000686
U.S. Treasury securities$6,035,000383
U.S. Government agency obligations$135,356,000680
Securities issued by states & political subdivisions$22,091,0001,127
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$552,000819
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$91,086,000637
Mortgage-backed securities$52,568,0001,116
Certificates of participation in pools of residential mortgages$51,689,000744
Issued or guaranteed by U.S.$51,689,000739
Privately issued$0145
Collaterized mortgage obligations$879,0002,954
CMOs issued by government agencies or sponsored agencies$879,0002,627
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)$22,091,000654
Available-for-sale securities (fair market value)$141,943,000812
Total debt securities$163,482,000803
Structured notes
Amortized cost$10,998,000500
Fair value$11,028,000491
Trading account assets$4,404,000119
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$137,174,000933
U.S. Government securities$115,997,000791
U.S. Treasury securities$2,994,000531
U.S. Government agency obligations$113,003,000776
Securities issued by states & political subdivisions$20,625,0001,214
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$552,000831
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,236,000827
Mortgage-backed securities$56,797,0001,065
Certificates of participation in pools of residential mortgages$55,860,000713
Issued or guaranteed by U.S.$55,860,000708
Privately issued$0157
Collaterized mortgage obligations$937,0002,915
CMOs issued by government agencies or sponsored agencies$937,0002,576
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)$20,625,000713
Available-for-sale securities (fair market value)$116,549,000969
Total debt securities$136,622,000929
Structured notes
Amortized cost$5,000,000777
Fair value$4,981,000806
Trading account assets$4,712,000125
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$120,790,0001,056
U.S. Government securities$101,266,000882
U.S. Treasury securities$01,047
U.S. Government agency obligations$101,266,000852
Securities issued by states & political subdivisions$18,972,0001,320
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$552,000875
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,708,000913
Mortgage-backed securities$60,897,0001,021
Certificates of participation in pools of residential mortgages$59,911,000679
Issued or guaranteed by U.S.$59,911,000674
Privately issued$0171
Collaterized mortgage obligations$986,0002,889
CMOs issued by government agencies or sponsored agencies$986,0002,535
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)$18,972,000778
Available-for-sale securities (fair market value)$101,818,0001,101
Total debt securities$120,238,0001,046
Structured notes
Amortized cost$1,000,0001,528
Fair value$1,009,0001,535
Trading account assets$4,954,000130
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$111,504,0001,127
U.S. Government securities$92,494,000921
U.S. Treasury securities$01,036
U.S. Government agency obligations$92,494,000888
Securities issued by states & political subdivisions$18,472,0001,301
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$538,000924
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,853,0001,495
Mortgage-backed securities$60,501,0001,030
Certificates of participation in pools of residential mortgages$60,501,000690
Issued or guaranteed by U.S.$60,501,000680
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
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)$18,472,000801
Available-for-sale securities (fair market value)$93,032,0001,177
Total debt securities$110,966,0001,110
Structured notes
Amortized cost$1,000,0001,123
Fair value$994,0001,230
Trading account assets$5,212,000136
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$108,162,0001,150
U.S. Government securities$92,652,000932
U.S. Treasury securities$0981
U.S. Government agency obligations$92,652,000902
Securities issued by states & political subdivisions$14,976,0001,540
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$534,000929
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,861,0001,655
Mortgage-backed securities$62,436,0001,012
Certificates of participation in pools of residential mortgages$62,436,000688
Issued or guaranteed by U.S.$62,436,000675
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
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)$14,976,000908
Available-for-sale securities (fair market value)$93,186,0001,158
Total debt securities$107,628,0001,132
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$5,332,000140
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$112,347,0001,084
U.S. Government securities$97,392,000872
U.S. Treasury securities$0973
U.S. Government agency obligations$97,392,000853
Securities issued by states & political subdivisions$14,430,0001,570
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$525,000914
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,405,0001,927
Mortgage-backed securities$65,112,000945
Certificates of participation in pools of residential mortgages$65,112,000646
Issued or guaranteed by U.S.$65,112,000636
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
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)$14,430,000938
Available-for-sale securities (fair market value)$97,917,0001,087
Total debt securities$111,822,0001,070
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$5,484,000135
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$96,997,0001,230
U.S. Government securities$82,044,0001,006
U.S. Treasury securities$01,019
U.S. Government agency obligations$82,044,000985
Securities issued by states & political subdivisions$14,435,0001,523
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$518,000933
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,544,0001,911
Mortgage-backed securities$53,541,0001,078
Certificates of participation in pools of residential mortgages$53,541,000751
Issued or guaranteed by U.S.$53,541,000741
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
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)$14,435,000933
Available-for-sale securities (fair market value)$82,562,0001,239
Total debt securities$96,479,0001,214
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$6,010,000137
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$86,905,0001,387
U.S. Government securities$71,944,0001,168
U.S. Treasury securities$01,021
U.S. Government agency obligations$71,944,0001,141
Securities issued by states & political subdivisions$14,441,0001,539
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$520,0001,241
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,503,0001,867
Mortgage-backed securities$45,725,0001,195
Certificates of participation in pools of residential mortgages$45,725,000857
Issued or guaranteed by U.S.$45,725,000846
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
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)$14,441,000924
Available-for-sale securities (fair market value)$72,464,0001,435
Total debt securities$86,385,0001,363
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$4,670,000156
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$89,683,0001,338
U.S. Government securities$74,723,0001,109
U.S. Treasury securities$01,044
U.S. Government agency obligations$74,723,0001,084
Securities issued by states & political subdivisions$14,446,0001,552
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$514,0001,268
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,115,0001,816
Mortgage-backed securities$47,558,0001,127
Certificates of participation in pools of residential mortgages$47,558,000791
Issued or guaranteed by U.S.$47,558,000781
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
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)$14,446,000925
Available-for-sale securities (fair market value)$75,237,0001,379
Total debt securities$89,170,0001,307
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$5,565,000153
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$95,420,0001,263
U.S. Government securities$80,159,0001,040
U.S. Treasury securities$01,146
U.S. Government agency obligations$80,159,0001,009
Securities issued by states & political subdivisions$14,752,0001,506
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$509,0001,228
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,781,0001,761
Mortgage-backed securities$45,555,0001,054
Certificates of participation in pools of residential mortgages$45,555,000741
Issued or guaranteed by U.S.$45,555,000732
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
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)$14,752,000952
Available-for-sale securities (fair market value)$80,668,0001,291
Total debt securities$94,911,0001,231
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$5,912,000151
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$95,340,0001,261
U.S. Government securities$80,003,0001,069
U.S. Treasury securities$01,235
U.S. Government agency obligations$80,003,0001,039
Securities issued by states & political subdivisions$14,757,0001,456
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$580,0001,142
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,843,0001,984
Mortgage-backed securities$44,791,0001,009
Certificates of participation in pools of residential mortgages$44,791,000721
Issued or guaranteed by U.S.$44,791,000712
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
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)$14,757,000984
Available-for-sale securities (fair market value)$80,583,0001,281
Total debt securities$94,760,0001,237
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$6,221,000145
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$96,985,0001,252
U.S. Government securities$81,646,0001,070
U.S. Treasury securities$01,362
U.S. Government agency obligations$81,646,0001,039
Securities issued by states & political subdivisions$14,762,0001,420
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$577,0001,161
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,747,0001,829
Mortgage-backed securities$41,982,0001,026
Certificates of participation in pools of residential mortgages$41,982,000752
Issued or guaranteed by U.S.$41,982,000743
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
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)$14,762,0001,000
Available-for-sale securities (fair market value)$82,223,0001,254
Total debt securities$96,408,0001,234
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$9,746,000133
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$80,628,0001,479
U.S. Government securities$67,782,0001,283
U.S. Treasury securities$01,448
U.S. Government agency obligations$67,782,0001,252
Securities issued by states & political subdivisions$12,274,0001,688
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$572,0001,171
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,916,0001,376
Mortgage-backed securities$26,967,0001,410
Certificates of participation in pools of residential mortgages$26,967,0001,025
Issued or guaranteed by U.S.$26,967,0001,018
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
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)$12,274,0001,137
Available-for-sale securities (fair market value)$68,354,0001,480
Total debt securities$80,056,0001,456
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$29,910,000107
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$114,685,0001,081
U.S. Government securities$101,503,000871
U.S. Treasury securities$01,498
U.S. Government agency obligations$101,503,000841
Securities issued by states & political subdivisions$12,618,0001,643
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$564,0001,215
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,108,0001,393
Mortgage-backed securities$27,945,0001,395
Certificates of participation in pools of residential mortgages$27,945,0001,006
Issued or guaranteed by U.S.$27,945,000998
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
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)$12,618,0001,144
Available-for-sale securities (fair market value)$102,067,0001,046
Total debt securities$114,122,0001,056
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$114,409,0001,097
U.S. Government securities$101,949,000888
U.S. Treasury securities$01,574
U.S. Government agency obligations$101,949,000860
Securities issued by states & political subdivisions$11,903,0001,706
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$557,0001,246
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,213,0001,341
Mortgage-backed securities$27,721,0001,411
Certificates of participation in pools of residential mortgages$27,721,0001,027
Issued or guaranteed by U.S.$27,721,0001,015
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
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)$11,903,0001,233
Available-for-sale securities (fair market value)$102,506,0001,054
Total debt securities$113,851,0001,074
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$114,586,0001,079
U.S. Government securities$102,121,000888
U.S. Treasury securities$01,634
U.S. Government agency obligations$102,121,000862
Securities issued by states & political subdivisions$11,913,0001,672
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$552,0001,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,078,0001,268
Mortgage-backed securities$29,801,0001,354
Certificates of participation in pools of residential mortgages$29,801,000988
Issued or guaranteed by U.S.$29,801,000980
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
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)$11,913,0001,232
Available-for-sale securities (fair market value)$102,673,0001,030
Total debt securities$114,034,0001,054
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$114,181,0001,102
U.S. Government securities$101,712,000896
U.S. Treasury securities$01,715
U.S. Government agency obligations$101,712,000867
Securities issued by states & political subdivisions$11,923,0001,668
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$546,0001,280
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,554,0001,255
Mortgage-backed securities$30,914,0001,333
Certificates of participation in pools of residential mortgages$30,914,000969
Issued or guaranteed by U.S.$30,914,000959
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
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)$11,923,0001,268
Available-for-sale securities (fair market value)$102,258,0001,057
Total debt securities$113,635,0001,076
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$118,867,0001,058
U.S. Government securities$106,214,000862
U.S. Treasury securities$01,737
U.S. Government agency obligations$106,214,000836
Securities issued by states & political subdivisions$12,112,0001,638
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$541,0001,318
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,200,0001,181
Mortgage-backed securities$33,083,0001,283
Certificates of participation in pools of residential mortgages$33,083,000943
Issued or guaranteed by U.S.$33,083,000936
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
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)$12,112,0001,289
Available-for-sale securities (fair market value)$106,755,000998
Total debt securities$118,326,0001,036
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$116,010,0001,065
U.S. Government securities$105,350,000858
U.S. Treasury securities$01,786
U.S. Government agency obligations$105,350,000835
Securities issued by states & political subdivisions$10,125,0001,910
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$535,0001,337
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,971,0001,110
Mortgage-backed securities$35,773,0001,227
Certificates of participation in pools of residential mortgages$35,773,000905
Issued or guaranteed by U.S.$35,773,000899
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,125,0001,427
Available-for-sale securities (fair market value)$105,885,000996
Total debt securities$115,476,0001,044
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$113,166,0001,094
U.S. Government securities$108,023,000839
U.S. Treasury securities$01,839
U.S. Government agency obligations$108,023,000812
Securities issued by states & political subdivisions$4,618,0003,167
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$525,0001,361
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,765,0001,057
Mortgage-backed securities$39,039,0001,183
Certificates of participation in pools of residential mortgages$39,039,000866
Issued or guaranteed by U.S.$39,039,000859
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
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)$4,618,0002,053
Available-for-sale securities (fair market value)$108,548,000981
Total debt securities$112,641,0001,068
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$112,337,0001,129
U.S. Government securities$107,199,000876
U.S. Treasury securities$01,963
U.S. Government agency obligations$107,199,000839
Securities issued by states & political subdivisions$4,618,0003,156
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$520,0001,407
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,543,0001,086
Mortgage-backed securities$41,817,0001,156
Certificates of participation in pools of residential mortgages$41,817,000840
Issued or guaranteed by U.S.$41,817,000834
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
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)$4,618,0002,088
Available-for-sale securities (fair market value)$107,719,0001,003
Total debt securities$111,817,0001,095
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$109,709,0001,172
U.S. Government securities$104,400,000917
U.S. Treasury securities$01,963
U.S. Government agency obligations$104,400,000880
Securities issued by states & political subdivisions$4,794,0003,135
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$515,0001,441
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,534,0001,308
Mortgage-backed securities$40,832,0001,193
Certificates of participation in pools of residential mortgages$40,832,000886
Issued or guaranteed by U.S.$40,832,000879
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,794,0002,060
Available-for-sale securities (fair market value)$104,915,0001,043
Total debt securities$109,194,0001,139
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$106,462,0001,206
U.S. Government securities$101,903,000917
U.S. Treasury securities$01,990
U.S. Government agency obligations$101,903,000884
Securities issued by states & political subdivisions$4,049,0003,405
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$510,0001,469
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,562,0001,348
Mortgage-backed securities$38,957,0001,236
Certificates of participation in pools of residential mortgages$38,957,000922
Issued or guaranteed by U.S.$38,957,000913
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,049,0002,227
Available-for-sale securities (fair market value)$102,413,0001,057
Total debt securities$105,952,0001,171
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$105,367,0001,231
U.S. Government securities$101,318,000958
U.S. Treasury securities$02,098
U.S. Government agency obligations$101,318,000919
Securities issued by states & political subdivisions$4,049,0003,399
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,605,0001,208
Mortgage-backed securities$41,076,0001,203
Certificates of participation in pools of residential mortgages$41,076,000889
Issued or guaranteed by U.S.$41,076,000882
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,049,0002,234
Available-for-sale securities (fair market value)$101,318,0001,084
Total debt securities$105,367,0001,193
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$91,397,0001,435
U.S. Government securities$88,249,0001,073
U.S. Treasury securities$02,082
U.S. Government agency obligations$88,249,0001,029
Securities issued by states & political subdivisions$3,148,0003,755
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,771,0001,166
Mortgage-backed securities$32,434,0001,442
Certificates of participation in pools of residential mortgages$32,434,0001,077
Issued or guaranteed by U.S.$32,434,0001,069
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,148,0002,443
Available-for-sale securities (fair market value)$88,249,0001,268
Total debt securities$91,397,0001,390
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$78,540,0001,690
U.S. Government securities$75,430,0001,315
U.S. Treasury securities$02,227
U.S. Government agency obligations$75,430,0001,264
Securities issued by states & political subdivisions$3,110,0003,822
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,466,0001,417
Mortgage-backed securities$24,131,0001,796
Certificates of participation in pools of residential mortgages$24,131,0001,344
Issued or guaranteed by U.S.$24,131,0001,335
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,110,0002,487
Available-for-sale securities (fair market value)$75,430,0001,493
Total debt securities$78,538,0001,640
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$73,621,0001,766
U.S. Government securities$70,797,0001,357
U.S. Treasury securities$02,287
U.S. Government agency obligations$70,797,0001,311
Securities issued by states & political subdivisions$2,824,0003,961
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,039,0001,224
Mortgage-backed securities$23,332,0001,819
Certificates of participation in pools of residential mortgages$23,332,0001,376
Issued or guaranteed by U.S.$23,332,0001,371
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,824,0002,593
Available-for-sale securities (fair market value)$70,797,0001,545
Total debt securities$73,621,0001,719
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$74,037,0001,698
U.S. Government securities$72,089,0001,277
U.S. Treasury securities$02,322
U.S. Government agency obligations$72,089,0001,225
Securities issued by states & political subdivisions$1,948,0004,416
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,220,0001,099
Mortgage-backed securities$28,122,0001,616
Certificates of participation in pools of residential mortgages$28,122,0001,187
Issued or guaranteed by U.S.$28,122,0001,182
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,948,0002,929
Available-for-sale securities (fair market value)$72,089,0001,478
Total debt securities$74,037,0001,643
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$76,334,0001,618
U.S. Government securities$74,386,0001,246
U.S. Treasury securities$02,382
U.S. Government agency obligations$74,386,0001,192
Securities issued by states & political subdivisions$1,948,0004,332
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,929,0001,022
Mortgage-backed securities$32,480,0001,437
Certificates of participation in pools of residential mortgages$32,480,0001,037
Issued or guaranteed by U.S.$32,480,0001,031
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,948,0002,992
Available-for-sale securities (fair market value)$74,386,0001,412
Total debt securities$76,334,0001,576
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$78,761,0001,558
U.S. Government securities$76,121,0001,189
U.S. Treasury securities$02,544
U.S. Government agency obligations$76,121,0001,131
Securities issued by states & political subdivisions$2,640,0003,939
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,197,0001,020
Mortgage-backed securities$34,787,0001,342
Certificates of participation in pools of residential mortgages$34,631,000956
Issued or guaranteed by U.S.$34,631,000952
Privately issued$0252
Collaterized mortgage obligations$156,0004,027
CMOs issued by government agencies or sponsored agencies$156,0003,853
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,640,0002,781
Available-for-sale securities (fair market value)$76,121,0001,368
Total debt securities$78,762,0001,512
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$76,503,0001,470
U.S. Government securities$73,426,0001,104
U.S. Treasury securities$1,007,0002,037
U.S. Government agency obligations$72,419,0001,052
Securities issued by states & political subdivisions$3,077,0003,703
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,932,0001,310
Mortgage-backed securities$40,062,0001,124
Certificates of participation in pools of residential mortgages$39,018,000778
Issued or guaranteed by U.S.$39,018,000770
Privately issued$0260
Collaterized mortgage obligations$1,044,0003,240
CMOs issued by government agencies or sponsored agencies$1,044,0003,076
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,077,0002,764
Available-for-sale securities (fair market value)$73,426,0001,277
Total debt securities$76,503,0001,421
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$87,219,0001,285
U.S. Government securities$83,539,000983
U.S. Treasury securities$7,510,000800
U.S. Government agency obligations$76,029,0001,009
Securities issued by states & political subdivisions$1,853,0004,508
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securities$0313
Equity securities$1,827,0001,679
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,802,0001,131
Mortgage-backed securities$39,242,000939
Certificates of participation in pools of residential mortgages$37,651,000668
Issued or guaranteed by U.S.$37,651,000661
Privately issued$0308
Collaterized mortgage obligations$1,591,0002,488
CMOs issued by government agencies or sponsored agencies$1,591,0002,346
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,853,0003,926
Available-for-sale securities (fair market value)$85,366,0001,026
Total debt securities$85,392,0001,254
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$100,032,0001,143
U.S. Government securities$96,022,000909
U.S. Treasury securities$18,067,000523
U.S. Government agency obligations$77,955,0001,007
Securities issued by states & political subdivisions$2,021,0004,605
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$1,989,0001,535
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,436,0001,414
Mortgage-backed securities$44,428,000947
Certificates of participation in pools of residential mortgages$42,048,000687
Issued or guaranteed by U.S.$42,048,000679
Privately issued$0307
Collaterized mortgage obligations$2,380,0002,293
CMOs issued by government agencies or sponsored agencies$2,380,0002,154
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,021,0004,217
Available-for-sale securities (fair market value)$98,011,000895
Total debt securities$98,043,0001,119
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$101,186,0001,139
U.S. Government securities$97,344,000933
U.S. Treasury securities$29,679,000467
U.S. Government agency obligations$67,665,0001,121
Securities issued by states & political subdivisions$2,175,0004,572
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$1,667,0001,702
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,423,0001,334
Mortgage-backed securities$51,235,000883
Certificates of participation in pools of residential mortgages$46,794,000673
Issued or guaranteed by U.S.$46,794,000665
Privately issued$0349
Collaterized mortgage obligations$4,441,0001,862
CMOs issued by government agencies or sponsored agencies$4,441,0001,746
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,175,0004,640
Available-for-sale securities (fair market value)$99,011,000882
Total debt securities$99,519,0001,122
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$43,926,0002,587
U.S. Government securities$41,360,0002,184
U.S. Treasury securities$17,144,0001,087
U.S. Government agency obligations$24,216,0002,756
Securities issued by states & political subdivisions$1,577,0005,045
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$989,0002,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,848,0001,689
Mortgage-backed securities$23,214,0001,522
Certificates of participation in pools of residential mortgages$16,686,0001,392
Issued or guaranteed by U.S.$16,686,0001,382
Privately issued$0394
Collaterized mortgage obligations$6,528,0001,482
CMOs issued by government agencies or sponsored agencies$6,528,0001,418
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,577,0005,888
Available-for-sale securities (fair market value)$42,349,0001,894
Total debt securities$42,937,0002,556
Structured notes
Amortized cost$1,000,0001,189
Fair value$1,002,0001,192
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$40,668,0002,974
U.S. Government securities$37,502,0002,583
U.S. Treasury securities$12,016,0001,914
U.S. Government agency obligations$25,486,0002,745
Securities issued by states & political subdivisions$1,658,0005,158
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$1,508,0001,794
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,905,0002,095
Mortgage-backed securities$22,504,0001,712
Certificates of participation in pools of residential mortgages$15,957,0001,576
Issued or guaranteed by U.S.$15,957,0001,561
Privately issued$0472
Collaterized mortgage obligations$6,547,0001,627
CMOs issued by government agencies or sponsored agencies$6,547,0001,542
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,658,0006,537
Available-for-sale securities (fair market value)$39,010,0002,119
Total debt securities$39,160,0003,004
Structured notes
Amortized cost$1,000,0001,681
Fair value$980,0001,915
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$50,178,0002,512
U.S. Government securities$48,510,0002,074
U.S. Treasury securities$16,677,0001,702
U.S. Government agency obligations$31,833,0002,192
Securities issued by states & political subdivisions$909,0006,498
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$0553
Equity securities$759,0002,560
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,072,0001,592
Mortgage-backed securities$27,865,0001,516
Certificates of participation in pools of residential mortgages$21,160,0001,272
Issued or guaranteed by U.S.$21,160,0001,244
Privately issued$0558
Collaterized mortgage obligations$6,705,0001,813
CMOs issued by government agencies or sponsored agencies$6,705,0001,727
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$909,0007,459
Available-for-sale securities (fair market value)$49,269,0001,713
Total debt securities$49,419,0002,470
Structured notes
Amortized cost$3,000,0001,179
Fair value$2,952,0001,209
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$71,124,0001,847
U.S. Government securities$69,270,0001,537
U.S. Treasury securities$21,586,0001,628
U.S. Government agency obligations$47,684,0001,455
Securities issued by states & political subdivisions$1,111,0006,443
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$743,0002,458
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,909,0001,338
Mortgage-backed securities$35,783,0001,302
Certificates of participation in pools of residential mortgages$23,472,0001,226
Issued or guaranteed by U.S.$23,472,0001,206
Privately issued$0564
Collaterized mortgage obligations$12,311,0001,280
CMOs issued by government agencies or sponsored agencies$12,311,0001,210
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,111,00010,675
Available-for-sale securities (fair market value)$70,013,000818
Total debt securities$70,381,0001,811
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$81,752,0001,693
U.S. Government securities$80,185,0001,391
U.S. Treasury securities$17,346,0002,120
U.S. Government agency obligations$62,839,0001,177
Securities issued by states & political subdivisions$877,0007,065
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securities$0649
Equity securities$690,0002,572
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,436,0001,376
Mortgage-backed securities$48,175,0001,135
Certificates of participation in pools of residential mortgages$26,235,0001,217
Issued or guaranteed by U.S.$26,235,0001,187
Privately issued$0731
Collaterized mortgage obligations$21,940,000980
CMOs issued by government agencies or sponsored agencies$21,940,000894
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$81,062,0001,662
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$87,077,0001,547
U.S. Government securities$86,981,0001,258
U.S. Treasury securities$20,999,0001,770
U.S. Government agency obligations$65,982,0001,083
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securities$0699
Equity securities$96,0005,229
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,780,0001,819
Mortgage-backed securities$38,115,0001,405
Certificates of participation in pools of residential mortgages$17,471,0001,685
Issued or guaranteed by U.S.$17,471,0001,647
Privately issued$0831
Collaterized mortgage obligations$20,644,000979
CMOs issued by government agencies or sponsored agencies$20,644,000884
Privately issued$03,547
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$86,981,0001,510
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