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Community Bank, Securities

2018-06-30Rank
Total securities$145,472,000940
U.S. Government securities$70,133,0001,150
U.S. Treasury securities$4,885,000644
U.S. Government agency obligations$65,248,0001,154
Securities issued by states & political subdivisions$75,339,000464
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,649,0002,616
Mortgage-backed securities$60,054,000931
Certificates of participation in pools of residential mortgages$2,318,0003,300
Issued or guaranteed by U.S.$2,318,0003,137
Privately issued$0453
Collaterized mortgage obligations$49,040,000393
CMOs issued by government agencies or sponsored agencies$49,040,000372
Privately issued$0544
Commercial mortgage-backed securities$8,696,000653
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$8,696,000381
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$145,472,000829
Total debt securities$145,472,000928
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$138,272,0001,003
U.S. Government securities$66,272,0001,233
U.S. Treasury securities$4,889,000624
U.S. Government agency obligations$61,383,0001,245
Securities issued by states & political subdivisions$72,000,000495
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,969,0002,627
Mortgage-backed securities$55,809,000991
Certificates of participation in pools of residential mortgages$2,603,0003,268
Issued or guaranteed by U.S.$2,603,0003,262
Privately issued$067
Collaterized mortgage obligations$44,454,000428
CMOs issued by government agencies or sponsored agencies$44,454,000405
Privately issued$0557
Commercial mortgage-backed securities$8,752,000575
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$8,752,000364
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$138,272,000885
Total debt securities$138,272,000991
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$126,522,0001,083
U.S. Government securities$56,376,0001,395
U.S. Treasury securities$1,989,000884
U.S. Government agency obligations$54,387,0001,372
Securities issued by states & political subdivisions$70,146,000545
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,389,0002,728
Mortgage-backed securities$48,580,0001,094
Certificates of participation in pools of residential mortgages$1,548,0003,597
Issued or guaranteed by U.S.$1,548,0003,590
Privately issued$064
Collaterized mortgage obligations$38,052,000488
CMOs issued by government agencies or sponsored agencies$38,052,000461
Privately issued$0573
Commercial mortgage-backed securities$8,980,000561
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$8,980,000342
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$126,522,000958
Total debt securities$126,523,0001,068
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$117,916,0001,163
U.S. Government securities$48,877,0001,585
U.S. Treasury securities$1,009,0001,005
U.S. Government agency obligations$47,868,0001,542
Securities issued by states & political subdivisions$69,039,000551
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,322,0002,860
Mortgage-backed securities$42,761,0001,210
Certificates of participation in pools of residential mortgages$1,799,0003,588
Issued or guaranteed by U.S.$1,799,0003,584
Privately issued$069
Collaterized mortgage obligations$33,976,000526
CMOs issued by government agencies or sponsored agencies$33,976,000494
Privately issued$0584
Commercial mortgage-backed securities$6,986,000614
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$6,986,000385
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$117,916,0001,026
Total debt securities$117,916,0001,145
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$119,805,0001,159
U.S. Government securities$46,334,0001,683
U.S. Treasury securities$1,011,0001,026
U.S. Government agency obligations$45,323,0001,628
Securities issued by states & political subdivisions$73,471,000516
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,361,0003,429
Mortgage-backed securities$43,592,0001,210
Certificates of participation in pools of residential mortgages$2,079,0003,544
Issued or guaranteed by U.S.$2,079,0003,538
Privately issued$067
Collaterized mortgage obligations$34,492,000533
CMOs issued by government agencies or sponsored agencies$34,492,000505
Privately issued$0606
Commercial mortgage-backed securities$7,021,000601
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$7,021,000372
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$119,805,0001,020
Total debt securities$119,805,0001,145
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$116,393,0001,197
U.S. Government securities$44,410,0001,770
U.S. Treasury securities$1,001,0001,077
U.S. Government agency obligations$43,409,0001,714
Securities issued by states & political subdivisions$71,983,000524
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,456,0003,440
Mortgage-backed securities$41,608,0001,272
Certificates of participation in pools of residential mortgages$2,378,0003,510
Issued or guaranteed by U.S.$2,378,0003,505
Privately issued$066
Collaterized mortgage obligations$32,291,000555
CMOs issued by government agencies or sponsored agencies$32,291,000524
Privately issued$0642
Commercial mortgage-backed securities$6,939,000597
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$6,939,000363
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$116,393,0001,057
Total debt securities$116,394,0001,177
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$107,826,0001,274
U.S. Government securities$38,562,0001,927
U.S. Treasury securities$01,367
U.S. Government agency obligations$38,562,0001,825
Securities issued by states & political subdivisions$69,264,000554
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,883,0003,757
Mortgage-backed securities$37,840,0001,337
Certificates of participation in pools of residential mortgages$2,702,0003,443
Issued or guaranteed by U.S.$2,702,0003,438
Privately issued$071
Collaterized mortgage obligations$28,203,000603
CMOs issued by government agencies or sponsored agencies$28,203,000561
Privately issued$0666
Commercial mortgage-backed securities$6,935,000572
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$6,935,000350
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$107,826,0001,128
Total debt securities$107,828,0001,249
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$97,436,0001,398
U.S. Government securities$31,765,0002,212
U.S. Treasury securities$01,214
U.S. Government agency obligations$31,765,0002,122
Securities issued by states & political subdivisions$65,671,000603
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,174,0003,747
Mortgage-backed securities$30,987,0001,558
Certificates of participation in pools of residential mortgages$2,030,0003,673
Issued or guaranteed by U.S.$2,030,0003,669
Privately issued$067
Collaterized mortgage obligations$24,759,000658
CMOs issued by government agencies or sponsored agencies$24,759,000619
Privately issued$0671
Commercial mortgage-backed securities$4,198,000672
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$4,198,000433
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$97,436,0001,244
Total debt securities$97,438,0001,381
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$106,289,0001,300
U.S. Government securities$36,138,0002,066
U.S. Treasury securities$01,253
U.S. Government agency obligations$36,138,0001,978
Securities issued by states & political subdivisions$70,151,000544
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,443,0003,738
Mortgage-backed securities$35,336,0001,427
Certificates of participation in pools of residential mortgages$2,276,0003,640
Issued or guaranteed by U.S.$2,276,0003,635
Privately issued$071
Collaterized mortgage obligations$27,775,000625
CMOs issued by government agencies or sponsored agencies$27,775,000586
Privately issued$0687
Commercial mortgage-backed securities$5,285,000579
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$5,285,000382
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$106,289,0001,152
Total debt securities$106,289,0001,278
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$108,955,0001,282
U.S. Government securities$39,191,0002,027
U.S. Treasury securities$01,296
U.S. Government agency obligations$39,191,0001,941
Securities issued by states & political subdivisions$69,764,000537
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,928,0003,710
Mortgage-backed securities$38,363,0001,361
Certificates of participation in pools of residential mortgages$2,606,0003,593
Issued or guaranteed by U.S.$2,606,0003,590
Privately issued$066
Collaterized mortgage obligations$30,508,000603
CMOs issued by government agencies or sponsored agencies$30,508,000563
Privately issued$0699
Commercial mortgage-backed securities$5,249,000568
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$5,249,000366
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$108,955,0001,129
Total debt securities$108,953,0001,262
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$108,697,0001,294
U.S. Government securities$41,493,0001,956
U.S. Treasury securities$01,367
U.S. Government agency obligations$41,493,0001,866
Securities issued by states & political subdivisions$67,204,000562
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,837,0003,765
Mortgage-backed securities$39,657,0001,338
Certificates of participation in pools of residential mortgages$2,973,0003,506
Issued or guaranteed by U.S.$2,973,0003,502
Privately issued$066
Collaterized mortgage obligations$33,589,000575
CMOs issued by government agencies or sponsored agencies$33,589,000542
Privately issued$0704
Commercial mortgage-backed securities$3,095,000645
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$3,095,000419
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$108,697,0001,140
Total debt securities$108,697,0001,273
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$98,104,0001,434
U.S. Government securities$32,390,0002,378
U.S. Treasury securities$01,303
U.S. Government agency obligations$32,390,0002,290
Securities issued by states & political subdivisions$65,714,000567
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,490,0003,682
Mortgage-backed securities$30,487,0001,622
Certificates of participation in pools of residential mortgages$04,993
Issued or guaranteed by U.S.$04,987
Privately issued$065
Collaterized mortgage obligations$27,327,000649
CMOs issued by government agencies or sponsored agencies$27,327,000615
Privately issued$0721
Commercial mortgage-backed securities$3,160,000620
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$3,160,000393
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$98,104,0001,264
Total debt securities$98,105,0001,416
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$101,683,0001,420
U.S. Government securities$42,304,0002,016
U.S. Treasury securities$1,025,000986
U.S. Government agency obligations$41,279,0001,980
Securities issued by states & political subdivisions$59,379,000634
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,771,0003,507
Mortgage-backed securities$39,374,0001,397
Certificates of participation in pools of residential mortgages$05,073
Issued or guaranteed by U.S.$05,069
Privately issued$067
Collaterized mortgage obligations$37,325,000553
CMOs issued by government agencies or sponsored agencies$37,325,000520
Privately issued$0741
Commercial mortgage-backed securities$2,049,000692
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$2,049,000461
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$101,683,0001,253
Total debt securities$101,693,0001,398
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$106,723,0001,349
U.S. Government securities$52,261,0001,747
U.S. Treasury securities$1,026,000969
U.S. Government agency obligations$51,235,0001,699
Securities issued by states & political subdivisions$54,462,000688
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,590,0003,421
Mortgage-backed securities$49,276,0001,201
Certificates of participation in pools of residential mortgages$2,209,0003,924
Issued or guaranteed by U.S.$2,209,0003,919
Privately issued$070
Collaterized mortgage obligations$45,010,000500
CMOs issued by government agencies or sponsored agencies$45,010,000473
Privately issued$0776
Commercial mortgage-backed securities$2,057,000672
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$2,057,000445
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$106,723,0001,191
Total debt securities$106,717,0001,326
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$101,627,0001,401
U.S. Government securities$51,374,0001,775
U.S. Treasury securities$1,023,000990
U.S. Government agency obligations$50,351,0001,728
Securities issued by states & political subdivisions$49,734,000757
Other domestic debt securities$519,0001,947
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$519,0001,548
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,191,0003,339
Mortgage-backed securities$49,885,0001,207
Certificates of participation in pools of residential mortgages$3,164,0003,721
Issued or guaranteed by U.S.$3,164,0003,717
Privately issued$075
Collaterized mortgage obligations$45,691,000496
CMOs issued by government agencies or sponsored agencies$45,691,000471
Privately issued$0785
Commercial mortgage-backed securities$1,030,000798
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$1,030,000500
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$101,627,0001,237
Total debt securities$101,627,0001,380
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$94,399,0001,552
U.S. Government securities$45,391,0002,005
U.S. Treasury securities$1,021,000994
U.S. Government agency obligations$44,370,0001,973
Securities issued by states & political subdivisions$49,008,000777
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,860,0003,277
Mortgage-backed securities$44,370,0001,363
Certificates of participation in pools of residential mortgages$4,041,0003,594
Issued or guaranteed by U.S.$4,041,0003,592
Privately issued$073
Collaterized mortgage obligations$40,329,000554
CMOs issued by government agencies or sponsored agencies$40,329,000522
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$94,399,0001,378
Total debt securities$94,399,0001,535
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$96,115,0001,546
U.S. Government securities$46,930,0001,974
U.S. Treasury securities$01,342
U.S. Government agency obligations$46,930,0001,908
Securities issued by states & political subdivisions$49,185,000767
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,298,0003,222
Mortgage-backed securities$46,930,0001,324
Certificates of participation in pools of residential mortgages$6,190,0003,206
Issued or guaranteed by U.S.$6,190,0003,204
Privately issued$075
Collaterized mortgage obligations$40,740,000556
CMOs issued by government agencies or sponsored agencies$40,740,000526
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$96,115,0001,377
Total debt securities$96,115,0001,523
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$95,627,0001,564
U.S. Government securities$48,908,0001,911
U.S. Treasury securities$01,198
U.S. Government agency obligations$48,908,0001,856
Securities issued by states & political subdivisions$46,719,000818
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,776,0003,319
Mortgage-backed securities$47,913,0001,297
Certificates of participation in pools of residential mortgages$6,310,0003,200
Issued or guaranteed by U.S.$6,310,0003,199
Privately issued$076
Collaterized mortgage obligations$41,603,000546
CMOs issued by government agencies or sponsored agencies$41,603,000512
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$95,627,0001,384
Total debt securities$95,627,0001,547
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$87,221,0001,690
U.S. Government securities$44,156,0002,082
U.S. Treasury securities$01,131
U.S. Government agency obligations$44,156,0002,015
Securities issued by states & political subdivisions$43,065,000891
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,382,0003,373
Mortgage-backed securities$43,163,0001,420
Certificates of participation in pools of residential mortgages$5,292,0003,416
Issued or guaranteed by U.S.$5,292,0003,414
Privately issued$081
Collaterized mortgage obligations$37,871,000589
CMOs issued by government agencies or sponsored agencies$37,871,000553
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$87,221,0001,500
Total debt securities$87,222,0001,668
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$70,052,0002,064
U.S. Government securities$32,522,0002,622
U.S. Treasury securities$01,131
U.S. Government agency obligations$32,522,0002,551
Securities issued by states & political subdivisions$37,530,0001,019
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,141,0003,245
Mortgage-backed securities$31,528,0001,808
Certificates of participation in pools of residential mortgages$3,366,0003,895
Issued or guaranteed by U.S.$3,366,0003,888
Privately issued$080
Collaterized mortgage obligations$28,162,000746
CMOs issued by government agencies or sponsored agencies$28,162,000700
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$70,052,0001,857
Total debt securities$70,052,0002,043
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$73,628,0001,972
U.S. Government securities$37,339,0002,370
U.S. Treasury securities$01,152
U.S. Government agency obligations$37,339,0002,294
Securities issued by states & political subdivisions$36,289,0001,049
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,435,0003,546
Mortgage-backed securities$36,369,0001,625
Certificates of participation in pools of residential mortgages$3,600,0003,820
Issued or guaranteed by U.S.$3,600,0003,814
Privately issued$083
Collaterized mortgage obligations$32,769,000681
CMOs issued by government agencies or sponsored agencies$32,769,000636
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$73,628,0001,778
Total debt securities$73,628,0001,946
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$77,896,0001,899
U.S. Government securities$42,347,0002,176
U.S. Treasury securities$1,002,000860
U.S. Government agency obligations$41,345,0002,160
Securities issued by states & political subdivisions$35,549,0001,055
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,808,0003,348
Mortgage-backed securities$40,368,0001,542
Certificates of participation in pools of residential mortgages$3,793,0003,816
Issued or guaranteed by U.S.$3,793,0003,812
Privately issued$083
Collaterized mortgage obligations$36,575,000644
CMOs issued by government agencies or sponsored agencies$36,575,000593
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$77,896,0001,720
Total debt securities$77,896,0001,874
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$75,035,0001,936
U.S. Government securities$40,663,0002,196
U.S. Treasury securities$1,005,000832
U.S. Government agency obligations$39,658,0002,177
Securities issued by states & political subdivisions$34,372,0001,072
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,165,0003,629
Mortgage-backed securities$38,660,0001,572
Certificates of participation in pools of residential mortgages$1,269,0004,594
Issued or guaranteed by U.S.$1,269,0004,593
Privately issued$085
Collaterized mortgage obligations$37,391,000641
CMOs issued by government agencies or sponsored agencies$37,391,000592
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$75,035,0001,761
Total debt securities$75,035,0001,912
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$67,589,0002,104
U.S. Government securities$38,923,0002,326
U.S. Treasury securities$1,008,000797
U.S. Government agency obligations$37,915,0002,333
Securities issued by states & political subdivisions$28,666,0001,253
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,519,0003,592
Mortgage-backed securities$36,917,0001,724
Certificates of participation in pools of residential mortgages$1,364,0004,668
Issued or guaranteed by U.S.$1,364,0004,666
Privately issued$088
Collaterized mortgage obligations$35,553,000709
CMOs issued by government agencies or sponsored agencies$35,553,000657
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$67,589,0001,914
Total debt securities$67,589,0002,081
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$69,602,0002,043
U.S. Government securities$42,566,0002,179
U.S. Treasury securities$1,011,000781
U.S. Government agency obligations$41,555,0002,176
Securities issued by states & political subdivisions$27,036,0001,289
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,848,0003,370
Mortgage-backed securities$40,711,0001,609
Certificates of participation in pools of residential mortgages$1,451,0004,677
Issued or guaranteed by U.S.$1,451,0004,675
Privately issued$094
Collaterized mortgage obligations$39,260,000671
CMOs issued by government agencies or sponsored agencies$39,260,000614
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$69,602,0001,860
Total debt securities$69,602,0002,027
Structured notes
Amortized cost$254,0002,737
Fair value$254,0002,741
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$73,323,0001,959
U.S. Government securities$48,427,0002,011
U.S. Treasury securities$1,013,000834
U.S. Government agency obligations$47,414,0002,006
Securities issued by states & political subdivisions$24,896,0001,332
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,702,0003,262
Mortgage-backed securities$46,459,0001,464
Certificates of participation in pools of residential mortgages$1,538,0004,656
Issued or guaranteed by U.S.$1,538,0004,652
Privately issued$094
Collaterized mortgage obligations$44,921,000621
CMOs issued by government agencies or sponsored agencies$44,921,000573
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$73,323,0001,792
Total debt securities$73,323,0001,943
Structured notes
Amortized cost$280,0002,959
Fair value$283,0002,957
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$73,254,0001,906
U.S. Government securities$50,359,0001,887
U.S. Treasury securities$1,016,000776
U.S. Government agency obligations$49,343,0001,860
Securities issued by states & political subdivisions$22,895,0001,411
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,205,0003,204
Mortgage-backed securities$48,314,0001,345
Certificates of participation in pools of residential mortgages$1,639,0004,565
Issued or guaranteed by U.S.$1,639,0004,559
Privately issued$0121
Collaterized mortgage obligations$46,675,000602
CMOs issued by government agencies or sponsored agencies$46,675,000529
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$73,254,0001,731
Total debt securities$73,254,0001,890
Structured notes
Amortized cost$299,0002,833
Fair value$305,0002,810
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$69,027,0001,950
U.S. Government securities$46,165,0001,952
U.S. Treasury securities$1,019,000810
U.S. Government agency obligations$45,146,0001,936
Securities issued by states & political subdivisions$22,862,0001,363
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,943,0003,208
Mortgage-backed securities$43,990,0001,386
Certificates of participation in pools of residential mortgages$1,759,0004,501
Issued or guaranteed by U.S.$1,759,0004,488
Privately issued$0132
Collaterized mortgage obligations$42,231,000650
CMOs issued by government agencies or sponsored agencies$42,231,000568
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$69,027,0001,770
Total debt securities$69,028,0001,932
Structured notes
Amortized cost$336,0002,869
Fair value$345,0002,861
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$63,442,0002,086
U.S. Government securities$41,514,0002,152
U.S. Treasury securities$2,029,000707
U.S. Government agency obligations$39,485,0002,190
Securities issued by states & political subdivisions$21,508,0001,392
Other domestic debt securities$420,0002,371
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$420,0001,727
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,427,0003,136
Mortgage-backed securities$38,242,0001,524
Certificates of participation in pools of residential mortgages$1,858,0004,437
Issued or guaranteed by U.S.$1,858,0004,427
Privately issued$0125
Collaterized mortgage obligations$36,384,000713
CMOs issued by government agencies or sponsored agencies$36,384,000621
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$63,442,0001,875
Total debt securities$63,442,0002,063
Structured notes
Amortized cost$376,0002,993
Fair value$389,0002,988
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$75,883,0001,770
U.S. Government securities$41,919,0002,133
U.S. Treasury securities$2,035,000730
U.S. Government agency obligations$39,884,0002,154
Securities issued by states & political subdivisions$33,544,000829
Other domestic debt securities$420,0002,428
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$420,0001,770
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,934,0002,801
Mortgage-backed securities$38,539,0001,482
Certificates of participation in pools of residential mortgages$1,897,0004,371
Issued or guaranteed by U.S.$1,897,0004,361
Privately issued$0136
Collaterized mortgage obligations$36,642,000706
CMOs issued by government agencies or sponsored agencies$36,642,000609
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$75,883,0001,606
Total debt securities$75,882,0001,756
Structured notes
Amortized cost$409,0003,019
Fair value$424,0003,013
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$75,972,0001,699
U.S. Government securities$42,881,0001,988
U.S. Treasury securities$1,031,000902
U.S. Government agency obligations$41,850,0001,953
Securities issued by states & political subdivisions$32,671,000825
Other domestic debt securities$420,0002,574
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$420,0001,784
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,637,0001,384
Mortgage-backed securities$40,390,0001,393
Certificates of participation in pools of residential mortgages$2,015,0004,231
Issued or guaranteed by U.S.$2,015,0004,225
Privately issued$0141
Collaterized mortgage obligations$38,375,000665
CMOs issued by government agencies or sponsored agencies$38,375,000564
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$75,972,0001,522
Total debt securities$75,972,0001,683
Structured notes
Amortized cost$444,0002,893
Fair value$463,0002,883
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$75,184,0001,686
U.S. Government securities$41,549,0002,021
U.S. Treasury securities$1,042,000835
U.S. Government agency obligations$40,507,0001,982
Securities issued by states & political subdivisions$33,215,000796
Other domestic debt securities$420,0002,660
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$420,0001,802
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,816,0001,272
Mortgage-backed securities$39,010,0001,398
Certificates of participation in pools of residential mortgages$1,092,0004,647
Issued or guaranteed by U.S.$1,092,0004,639
Privately issued$0141
Collaterized mortgage obligations$37,918,000661
CMOs issued by government agencies or sponsored agencies$37,918,000554
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$75,184,0001,498
Total debt securities$75,185,0001,667
Structured notes
Amortized cost$1,476,0002,225
Fair value$1,497,0002,220
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$76,628,0001,670
U.S. Government securities$43,912,0001,970
U.S. Treasury securities$1,051,000782
U.S. Government agency obligations$42,861,0001,942
Securities issued by states & political subdivisions$32,299,000767
Other domestic debt securities$417,0002,652
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$417,0001,754
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,541,0001,239
Mortgage-backed securities$41,337,0001,309
Certificates of participation in pools of residential mortgages$1,376,0004,563
Issued or guaranteed by U.S.$1,376,0004,556
Privately issued$0148
Collaterized mortgage obligations$39,961,000620
CMOs issued by government agencies or sponsored agencies$39,961,000509
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$76,628,0001,485
Total debt securities$76,628,0001,655
Structured notes
Amortized cost$1,501,0002,243
Fair value$1,524,0002,237
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$79,200,0001,633
U.S. Government securities$48,109,0001,855
U.S. Treasury securities$1,058,000793
U.S. Government agency obligations$47,051,0001,833
Securities issued by states & political subdivisions$30,164,000804
Other domestic debt securities$927,0002,302
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$927,0001,437
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,563,0001,311
Mortgage-backed securities$45,480,0001,259
Certificates of participation in pools of residential mortgages$1,651,0004,571
Issued or guaranteed by U.S.$1,651,0004,560
Privately issued$0145
Collaterized mortgage obligations$43,829,000583
CMOs issued by government agencies or sponsored agencies$43,829,000470
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$79,200,0001,447
Total debt securities$79,200,0001,610
Structured notes
Amortized cost$1,544,0002,014
Fair value$1,571,0002,007
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$80,019,0001,586
U.S. Government securities$46,555,0001,861
U.S. Treasury securities$1,066,000728
U.S. Government agency obligations$45,489,0001,845
Securities issued by states & political subdivisions$32,531,000738
Other domestic debt securities$933,0002,353
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$933,0001,471
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,321,0001,355
Mortgage-backed securities$43,894,0001,326
Certificates of participation in pools of residential mortgages$1,831,0004,576
Issued or guaranteed by U.S.$1,831,0004,568
Privately issued$0157
Collaterized mortgage obligations$42,063,000601
CMOs issued by government agencies or sponsored agencies$42,063,000470
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$80,019,0001,397
Total debt securities$80,017,0001,562
Structured notes
Amortized cost$1,573,0001,747
Fair value$1,595,0001,740
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$69,052,0001,806
U.S. Government securities$39,591,0002,115
U.S. Treasury securities$1,071,000685
U.S. Government agency obligations$38,520,0002,105
Securities issued by states & political subdivisions$29,056,000828
Other domestic debt securities$405,0002,872
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$405,0001,908
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,718,0002,592
Mortgage-backed securities$37,890,0001,512
Certificates of participation in pools of residential mortgages$3,616,0004,014
Issued or guaranteed by U.S.$3,616,0004,005
Privately issued$0171
Collaterized mortgage obligations$34,274,000663
CMOs issued by government agencies or sponsored agencies$34,274,000512
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$69,052,0001,588
Total debt securities$69,050,0001,783
Structured notes
Amortized cost$603,0001,940
Fair value$630,0001,929
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$70,143,0001,767
U.S. Government securities$41,562,0001,986
U.S. Treasury securities$1,071,000657
U.S. Government agency obligations$40,491,0001,990
Securities issued by states & political subdivisions$28,178,000819
Other domestic debt securities$403,0002,934
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$403,0001,976
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,322,0002,470
Mortgage-backed securities$39,843,0001,455
Certificates of participation in pools of residential mortgages$3,872,0003,993
Issued or guaranteed by U.S.$3,872,0003,979
Privately issued$0181
Collaterized mortgage obligations$35,971,000620
CMOs issued by government agencies or sponsored agencies$35,971,000462
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$70,143,0001,535
Total debt securities$70,144,0001,740
Structured notes
Amortized cost$646,0001,455
Fair value$648,0001,450
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$68,680,0001,774
U.S. Government securities$42,345,0001,978
U.S. Treasury securities$0981
U.S. Government agency obligations$42,345,0001,936
Securities issued by states & political subdivisions$25,973,000849
Other domestic debt securities$362,0002,898
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$362,0002,102
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,358,0002,418
Mortgage-backed securities$41,091,0001,433
Certificates of participation in pools of residential mortgages$5,635,0003,604
Issued or guaranteed by U.S.$5,635,0003,594
Privately issued$0191
Collaterized mortgage obligations$35,456,000627
CMOs issued by government agencies or sponsored agencies$35,456,000445
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$68,680,0001,562
Total debt securities$68,681,0001,750
Structured notes
Amortized cost$1,223,000832
Fair value$1,254,000823
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$70,713,0001,716
U.S. Government securities$44,819,0001,880
U.S. Treasury securities$0973
U.S. Government agency obligations$44,819,0001,848
Securities issued by states & political subdivisions$25,525,000840
Other domestic debt securities$369,0002,839
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$369,0002,053
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,320,0001,771
Mortgage-backed securities$39,531,0001,417
Certificates of participation in pools of residential mortgages$5,932,0003,502
Issued or guaranteed by U.S.$5,932,0003,489
Privately issued$0188
Collaterized mortgage obligations$33,599,000623
CMOs issued by government agencies or sponsored agencies$33,599,000453
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$70,713,0001,499
Total debt securities$70,713,0001,691
Structured notes
Amortized cost$1,263,000853
Fair value$1,281,000853
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$72,034,0001,647
U.S. Government securities$46,152,0001,780
U.S. Treasury securities$3,540,000356
U.S. Government agency obligations$42,612,0001,877
Securities issued by states & political subdivisions$25,882,000812
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,346,0001,557
Mortgage-backed securities$37,360,0001,411
Certificates of participation in pools of residential mortgages$6,254,0003,334
Issued or guaranteed by U.S.$6,254,0003,322
Privately issued$0192
Collaterized mortgage obligations$31,106,000621
CMOs issued by government agencies or sponsored agencies$31,106,000441
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$72,034,0001,421
Total debt securities$72,033,0001,624
Structured notes
Amortized cost$1,283,000842
Fair value$1,301,000836
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$69,668,0001,716
U.S. Government securities$44,076,0001,878
U.S. Treasury securities$3,544,000354
U.S. Government agency obligations$40,532,0001,998
Securities issued by states & political subdivisions$25,572,000845
Other domestic debt securities$20,0003,129
Privately issued residential mortgage-backed securities$20,0001,501
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,639,0001,851
Mortgage-backed securities$34,893,0001,465
Certificates of participation in pools of residential mortgages$6,630,0003,231
Issued or guaranteed by U.S.$6,630,0003,215
Privately issued$0202
Collaterized mortgage obligations$28,263,000651
CMOs issued by government agencies or sponsored agencies$28,243,000476
Privately issued$20,0001,414
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$69,668,0001,494
Total debt securities$69,669,0001,687
Structured notes
Amortized cost$1,313,000878
Fair value$1,306,000876
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$86,255,0001,396
U.S. Government securities$58,517,0001,428
U.S. Treasury securities$5,100,000292
U.S. Government agency obligations$53,417,0001,519
Securities issued by states & political subdivisions$27,595,000757
Other domestic debt securities$143,0002,963
Privately issued residential mortgage-backed securities$143,0001,413
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,439,0002,417
Mortgage-backed securities$45,446,0001,166
Certificates of participation in pools of residential mortgages$8,569,0002,759
Issued or guaranteed by U.S.$8,569,0002,747
Privately issued$0205
Collaterized mortgage obligations$36,877,000541
CMOs issued by government agencies or sponsored agencies$36,734,000382
Privately issued$143,0001,334
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$86,255,0001,222
Total debt securities$86,255,0001,360
Structured notes
Amortized cost$2,542,000581
Fair value$2,590,000580
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$88,300,0001,356
U.S. Government securities$62,687,0001,351
U.S. Treasury securities$5,049,000310
U.S. Government agency obligations$57,638,0001,438
Securities issued by states & political subdivisions$25,317,000814
Other domestic debt securities$296,0002,616
Privately issued residential mortgage-backed securities$296,0001,238
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,209,0002,285
Mortgage-backed securities$35,263,0001,263
Certificates of participation in pools of residential mortgages$7,481,0002,671
Issued or guaranteed by U.S.$7,481,0002,658
Privately issued$0191
Collaterized mortgage obligations$27,782,000606
CMOs issued by government agencies or sponsored agencies$27,486,000453
Privately issued$296,0001,178
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$88,300,0001,177
Total debt securities$88,299,0001,325
Structured notes
Amortized cost$9,629,000239
Fair value$9,635,000238
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$104,154,0001,167
U.S. Government securities$78,910,0001,081
U.S. Treasury securities$5,015,000332
U.S. Government agency obligations$73,895,0001,136
Securities issued by states & political subdivisions$24,873,000808
Other domestic debt securities$371,0002,494
Privately issued residential mortgage-backed securities$371,0001,164
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,197,0002,253
Mortgage-backed securities$34,979,0001,201
Certificates of participation in pools of residential mortgages$7,741,0002,461
Issued or guaranteed by U.S.$7,741,0002,450
Privately issued$0194
Collaterized mortgage obligations$27,238,000592
CMOs issued by government agencies or sponsored agencies$26,867,000445
Privately issued$371,0001,107
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$104,154,0001,017
Total debt securities$104,155,0001,135
Structured notes
Amortized cost$17,695,000127
Fair value$17,651,000125
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$104,521,0001,164
U.S. Government securities$80,125,0001,090
U.S. Treasury securities$4,959,000393
U.S. Government agency obligations$75,166,0001,140
Securities issued by states & political subdivisions$23,893,000837
Other domestic debt securities$503,0002,256
Privately issued residential mortgage-backed securities$503,0001,063
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,582,0002,401
Mortgage-backed securities$32,585,0001,248
Certificates of participation in pools of residential mortgages$8,057,0002,343
Issued or guaranteed by U.S.$8,057,0002,331
Privately issued$0207
Collaterized mortgage obligations$24,528,000623
CMOs issued by government agencies or sponsored agencies$24,025,000476
Privately issued$503,0001,004
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$104,521,0001,013
Total debt securities$104,522,0001,141
Structured notes
Amortized cost$17,787,000139
Fair value$17,641,000138
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$103,467,0001,181
U.S. Government securities$80,866,0001,090
U.S. Treasury securities$3,994,000476
U.S. Government agency obligations$76,872,0001,104
Securities issued by states & political subdivisions$21,959,000918
Other domestic debt securities$642,0002,169
Privately issued residential mortgage-backed securities$642,0001,001
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,583,0002,397
Mortgage-backed securities$30,633,0001,289
Certificates of participation in pools of residential mortgages$8,425,0002,286
Issued or guaranteed by U.S.$8,425,0002,274
Privately issued$0218
Collaterized mortgage obligations$22,208,000645
CMOs issued by government agencies or sponsored agencies$21,566,000513
Privately issued$642,000938
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$103,467,0001,015
Total debt securities$103,466,0001,155
Structured notes
Amortized cost$17,910,000158
Fair value$17,772,000156
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$97,811,0001,266
U.S. Government securities$80,574,0001,109
U.S. Treasury securities$3,989,000515
U.S. Government agency obligations$76,585,0001,129
Securities issued by states & political subdivisions$16,469,0001,247
Other domestic debt securities$768,0002,096
Privately issued residential mortgage-backed securities$768,000946
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,028,0002,550
Mortgage-backed securities$29,711,0001,339
Certificates of participation in pools of residential mortgages$8,630,0002,273
Issued or guaranteed by U.S.$8,630,0002,260
Privately issued$0208
Collaterized mortgage obligations$21,081,000676
CMOs issued by government agencies or sponsored agencies$20,313,000550
Privately issued$768,000893
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$97,811,0001,090
Total debt securities$97,811,0001,233
Structured notes
Amortized cost$18,642,000155
Fair value$18,425,000155
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$90,587,0001,344
U.S. Government securities$78,079,0001,168
U.S. Treasury securities$3,981,000539
U.S. Government agency obligations$74,098,0001,198
Securities issued by states & political subdivisions$11,640,0001,744
Other domestic debt securities$868,0002,065
Privately issued residential mortgage-backed securities$868,000908
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,449,0002,514
Mortgage-backed securities$25,941,0001,476
Certificates of participation in pools of residential mortgages$8,919,0002,254
Issued or guaranteed by U.S.$8,919,0002,238
Privately issued$0214
Collaterized mortgage obligations$17,022,000765
CMOs issued by government agencies or sponsored agencies$16,154,000631
Privately issued$868,000847
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$90,587,0001,161
Total debt securities$90,586,0001,314
Structured notes
Amortized cost$19,760,000163
Fair value$19,461,000163
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$96,527,0001,280
U.S. Government securities$84,122,0001,084
U.S. Treasury securities$3,967,000577
U.S. Government agency obligations$80,155,0001,099
Securities issued by states & political subdivisions$11,334,0001,739
Other domestic debt securities$1,071,0001,898
Privately issued residential mortgage-backed securities$1,071,000826
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,650,0002,851
Mortgage-backed securities$26,942,0001,454
Certificates of participation in pools of residential mortgages$9,143,0002,219
Issued or guaranteed by U.S.$9,143,0002,206
Privately issued$0211
Collaterized mortgage obligations$17,799,000739
CMOs issued by government agencies or sponsored agencies$16,728,000612
Privately issued$1,071,000770
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$96,527,0001,100
Total debt securities$96,528,0001,251
Structured notes
Amortized cost$19,903,000178
Fair value$19,448,000176
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$99,734,0001,260
U.S. Government securities$90,273,0001,018
U.S. Treasury securities$5,976,000474
U.S. Government agency obligations$84,297,0001,046
Securities issued by states & political subdivisions$8,272,0002,283
Other domestic debt securities$1,189,0001,897
Privately issued residential mortgage-backed securities$1,189,000807
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,748,0002,962
Mortgage-backed securities$24,336,0001,564
Certificates of participation in pools of residential mortgages$9,599,0002,200
Issued or guaranteed by U.S.$9,599,0002,189
Privately issued$0205
Collaterized mortgage obligations$14,737,000829
CMOs issued by government agencies or sponsored agencies$13,548,000703
Privately issued$1,189,000754
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$99,734,0001,082
Total debt securities$99,734,0001,232
Structured notes
Amortized cost$20,084,000183
Fair value$19,763,000184
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$102,032,0001,227
U.S. Government securities$94,288,000972
U.S. Treasury securities$9,961,000343
U.S. Government agency obligations$84,327,0001,046
Securities issued by states & political subdivisions$3,940,0003,455
Other domestic debt securities$3,804,0001,213
Privately issued residential mortgage-backed securities$1,308,000762
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,496,0001,055
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,091,0002,630
Mortgage-backed securities$16,950,0002,012
Certificates of participation in pools of residential mortgages$7,643,0002,526
Issued or guaranteed by U.S.$7,643,0002,516
Privately issued$0216
Collaterized mortgage obligations$9,307,0001,063
CMOs issued by government agencies or sponsored agencies$7,999,000967
Privately issued$1,308,000711
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$102,032,0001,047
Total debt securities$102,032,0001,189
Structured notes
Amortized cost$20,167,000180
Fair value$19,861,000179
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$90,120,0001,367
U.S. Government securities$83,214,0001,078
U.S. Treasury securities$10,958,000313
U.S. Government agency obligations$72,256,0001,197
Securities issued by states & political subdivisions$2,844,0003,897
Other domestic debt securities$4,062,0001,187
Privately issued residential mortgage-backed securities$1,556,000724
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,506,0001,083
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,120,0002,604
Mortgage-backed securities$10,528,0002,653
Certificates of participation in pools of residential mortgages$6,011,0002,877
Issued or guaranteed by U.S.$6,011,0002,866
Privately issued$0225
Collaterized mortgage obligations$4,517,0001,543
CMOs issued by government agencies or sponsored agencies$2,961,0001,606
Privately issued$1,556,000675
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$90,120,0001,164
Total debt securities$90,121,0001,331
Structured notes
Amortized cost$18,559,000200
Fair value$18,336,000200
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$87,777,0001,409
U.S. Government securities$81,524,0001,109
U.S. Treasury securities$10,967,000313
U.S. Government agency obligations$70,557,0001,246
Securities issued by states & political subdivisions$1,885,0004,423
Other domestic debt securities$4,368,0001,172
Privately issued residential mortgage-backed securities$1,844,000667
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,524,0001,119
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,138,0002,590
Mortgage-backed securities$11,066,0002,667
Certificates of participation in pools of residential mortgages$6,259,0002,909
Issued or guaranteed by U.S.$6,259,0002,897
Privately issued$0223
Collaterized mortgage obligations$4,807,0001,536
CMOs issued by government agencies or sponsored agencies$2,963,0001,643
Privately issued$1,844,000626
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$87,777,0001,199
Total debt securities$87,775,0001,375
Structured notes
Amortized cost$17,587,000217
Fair value$17,420,000218
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$84,535,0001,488
U.S. Government securities$78,760,0001,162
U.S. Treasury securities$10,946,000342
U.S. Government agency obligations$67,814,0001,327
Securities issued by states & political subdivisions$1,348,0004,794
Other domestic debt securities$4,427,0001,207
Privately issued residential mortgage-backed securities$1,897,000648
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,530,0001,186
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,063,0002,710
Mortgage-backed securities$10,248,0002,848
Certificates of participation in pools of residential mortgages$5,424,0003,165
Issued or guaranteed by U.S.$5,424,0003,159
Privately issued$0207
Collaterized mortgage obligations$4,824,0001,572
CMOs issued by government agencies or sponsored agencies$2,927,0001,695
Privately issued$1,897,000606
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$84,535,0001,266
Total debt securities$84,535,0001,449
Structured notes
Amortized cost$16,983,000234
Fair value$16,672,000231
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$72,434,0001,729
U.S. Government securities$67,528,0001,387
U.S. Treasury securities$16,030,000266
U.S. Government agency obligations$51,498,0001,716
Securities issued by states & political subdivisions$1,364,0004,799
Other domestic debt securities$3,542,0001,368
Privately issued residential mortgage-backed securities$1,994,000627
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,548,0001,588
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,403,0002,415
Mortgage-backed securities$1,994,0005,046
Certificates of participation in pools of residential mortgages$06,906
Issued or guaranteed by U.S.$06,892
Privately issued$0203
Collaterized mortgage obligations$1,994,0002,190
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$1,994,000585
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$72,434,0001,468
Total debt securities$72,435,0001,682
Structured notes
Amortized cost$16,000,000252
Fair value$15,982,000250
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$77,706,0001,616
U.S. Government securities$72,811,0001,277
U.S. Treasury securities$19,136,000236
U.S. Government agency obligations$53,675,0001,659
Securities issued by states & political subdivisions$2,817,0003,911
Other domestic debt securities$2,078,0001,777
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$2,078,0001,429
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,176,0002,393
Mortgage-backed securities$07,222
Certificates of participation in pools of residential mortgages$06,958
Issued or guaranteed by U.S.$06,943
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)$04,541
Available-for-sale securities (fair market value)$77,706,0001,377
Total debt securities$76,891,0001,593
Structured notes
Amortized cost$18,000,000219
Fair value$17,973,000220
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$78,273,0001,637
U.S. Government securities$72,988,0001,296
U.S. Treasury securities$22,015,000218
U.S. Government agency obligations$50,973,0001,754
Securities issued by states & political subdivisions$3,211,0003,730
Other domestic debt securities$2,074,0001,859
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$2,074,0001,518
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$14,127,0002,619
Mortgage-backed securities$07,304
Certificates of participation in pools of residential mortgages$07,033
Issued or guaranteed by U.S.$07,018
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)$04,584
Available-for-sale securities (fair market value)$78,273,0001,392
Total debt securities$78,273,0001,592
Structured notes
Amortized cost$16,000,000241
Fair value$15,717,000241
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$58,348,0002,122
U.S. Government securities$51,547,0001,788
U.S. Treasury securities$14,038,000304
U.S. Government agency obligations$37,509,0002,290
Securities issued by states & political subdivisions$3,684,0003,542
Other domestic debt securities$3,117,0001,632
Privately issued residential mortgage-backed securities$1,000,000725
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,117,0001,582
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$12,759,0002,795
Mortgage-backed securities$1,540,0005,428
Certificates of participation in pools of residential mortgages$07,041
Issued or guaranteed by U.S.$07,023
Privately issued$0230
Collaterized mortgage obligations$1,540,0002,502
CMOs issued by government agencies or sponsored agencies$540,0002,823
Privately issued$1,000,000676
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$58,348,0001,818
Total debt securities$58,348,0002,063
Structured notes
Amortized cost$15,999,000196
Fair value$16,023,000197
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$68,044,0001,896
U.S. Government securities$63,126,0001,552
U.S. Treasury securities$19,060,000261
U.S. Government agency obligations$44,066,0002,051
Securities issued by states & political subdivisions$3,404,0003,694
Other domestic debt securities$1,514,0002,239
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$1,514,0001,955
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$11,429,0002,915
Mortgage-backed securities$929,0005,844
Certificates of participation in pools of residential mortgages$07,104
Issued or guaranteed by U.S.$07,078
Privately issued$0248
Collaterized mortgage obligations$929,0002,856
CMOs issued by government agencies or sponsored agencies$929,0002,720
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$68,044,0001,607
Total debt securities$68,044,0001,853
Structured notes
Amortized cost$17,997,000148
Fair value$17,845,000147
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$54,789,0002,272
U.S. Government securities$50,839,0001,822
U.S. Treasury securities$4,995,000681
U.S. Government agency obligations$45,844,0001,933
Securities issued by states & political subdivisions$3,430,0003,671
Other domestic debt securities$520,0003,132
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$520,0002,792
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$9,529,0003,179
Mortgage-backed securities$2,727,0004,845
Certificates of participation in pools of residential mortgages$07,144
Issued or guaranteed by U.S.$07,117
Privately issued$0253
Collaterized mortgage obligations$2,727,0002,106
CMOs issued by government agencies or sponsored agencies$2,727,0001,977
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$54,789,0001,926
Total debt securities$54,790,0002,218
Structured notes
Amortized cost$20,995,00098
Fair value$20,819,00095
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$46,817,0002,531
U.S. Government securities$39,179,0002,197
U.S. Treasury securities$02,322
U.S. Government agency obligations$39,179,0002,115
Securities issued by states & political subdivisions$3,471,0003,624
Other domestic debt securities$4,167,0001,539
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$4,167,0001,269
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$10,652,0002,920
Mortgage-backed securities$2,097,0005,258
Certificates of participation in pools of residential mortgages$07,164
Issued or guaranteed by U.S.$07,141
Privately issued$0256
Collaterized mortgage obligations$2,097,0002,452
CMOs issued by government agencies or sponsored agencies$2,097,0002,323
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$46,817,0002,158
Total debt securities$46,818,0002,464
Structured notes
Amortized cost$24,998,00049
Fair value$25,012,00052
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$16,437,0005,265
U.S. Government securities$11,884,0005,131
U.S. Treasury securities$02,382
U.S. Government agency obligations$11,884,0004,948
Securities issued by states & political subdivisions$3,545,0003,524
Other domestic debt securities$1,008,0002,794
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$1,008,0002,461
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$10,034,0003,076
Mortgage-backed securities$2,363,0005,159
Certificates of participation in pools of residential mortgages$07,183
Issued or guaranteed by U.S.$07,158
Privately issued$0257
Collaterized mortgage obligations$2,363,0002,438
CMOs issued by government agencies or sponsored agencies$2,363,0002,303
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$16,437,0004,548
Total debt securities$16,438,0005,167
Structured notes
Amortized cost$6,000,000221
Fair value$6,006,000229
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$26,721,0003,823
U.S. Government securities$21,176,0003,539
U.S. Treasury securities$02,544
U.S. Government agency obligations$21,176,0003,375
Securities issued by states & political subdivisions$3,552,0003,510
Other domestic debt securities$1,993,0002,225
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$985,000284
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,008,0002,481
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$9,351,0003,189
Mortgage-backed securities$673,0006,192
Certificates of participation in pools of residential mortgages$07,180
Issued or guaranteed by U.S.$07,155
Privately issued$0252
Collaterized mortgage obligations$673,0003,420
CMOs issued by government agencies or sponsored agencies$673,0003,271
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$26,721,0003,270
Total debt securities$26,721,0003,742
Structured notes
Amortized cost$9,925,000102
Fair value$9,936,000103
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$25,645,0003,780
U.S. Government securities$21,232,0003,356
U.S. Treasury securities$997,0002,089
U.S. Government agency obligations$20,235,0003,320
Securities issued by states & political subdivisions$4,413,0003,092
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$8,023,0003,408
Mortgage-backed securities$07,553
Certificates of participation in pools of residential mortgages$07,193
Issued or guaranteed by U.S.$07,167
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$25,645,0003,186
Total debt securities$25,645,0003,692
Structured notes
Amortized cost$5,500,00060
Fair value$5,536,00059
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$23,417,0004,130
U.S. Government securities$11,880,0005,293
U.S. Treasury securities$04,186
U.S. Government agency obligations$11,880,0004,975
Securities issued by states & political subdivisions$4,290,0003,086
Other domestic debt securities$6,882,0001,013
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$6,882,000838
Foreign debt securities$0313
Equity securities$365,0004,533
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,625,0004,396
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
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)$05,708
Available-for-sale securities (fair market value)$23,417,0003,357
Total debt securities$23,052,0004,066
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$18,596,0005,091
U.S. Government securities$14,561,0004,863
U.S. Treasury securities$248,0005,061
U.S. Government agency obligations$14,313,0004,445
Securities issued by states & political subdivisions$1,516,0005,063
Other domestic debt securities$2,179,0001,767
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$2,179,0001,459
Foreign debt securitiesNANA
Equity securities$340,0004,571
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,445,0006,801
Mortgage-backed securities$332,0006,726
Certificates of participation in pools of residential mortgages$152,0006,530
Issued or guaranteed by U.S.$152,0006,512
Privately issued$0307
Collaterized mortgage obligations$180,0004,040
CMOs issued by government agencies or sponsored agencies$180,0003,855
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)$06,120
Available-for-sale securities (fair market value)$18,596,0004,105
Total debt securities$18,256,0005,040
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$8,693,0007,494
U.S. Government securities$8,090,0006,733
U.S. Treasury securities$3,471,0002,894
U.S. Government agency obligations$4,619,0007,401
Securities issued by states & political subdivisions$241,0007,151
Other domestic debt securities$103,0003,419
Privately issued residential mortgage-backed securities$103,0001,220
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$259,0004,928
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,557,0005,699
Mortgage-backed securities$728,0006,391
Certificates of participation in pools of residential mortgages$402,0006,157
Issued or guaranteed by U.S.$402,0006,139
Privately issued$0349
Collaterized mortgage obligations$326,0004,045
CMOs issued by government agencies or sponsored agencies$223,0004,046
Privately issued$103,0001,041
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$8,693,0006,141
Total debt securities$8,434,0007,435
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$5,601,0008,971
U.S. Government securities$5,140,0008,490
U.S. Treasury securities$346,0007,472
U.S. Government agency obligations$4,794,0007,412
Securities issued by states & political subdivisions$256,0007,327
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 securitiesNANA
Equity securities$205,0005,369
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,969,0005,695
Mortgage-backed securities$1,150,0006,167
Certificates of participation in pools of residential mortgages$559,0006,045
Issued or guaranteed by U.S.$559,0006,026
Privately issued$0394
Collaterized mortgage obligations$591,0003,853
CMOs issued by government agencies or sponsored agencies$591,0003,712
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)$07,375
Available-for-sale securities (fair market value)$5,601,0007,224
Total debt securities$5,396,0008,934
Structured notes
Amortized cost$447,0002,223
Fair value$446,0002,211
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$5,840,0009,421
U.S. Government securities$5,146,0009,077
U.S. Treasury securities$846,0007,558
U.S. Government agency obligations$4,300,0008,042
Securities issued by states & political subdivisions$537,0006,973
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 securitiesNANA
Equity securities$157,0005,665
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,645,0006,150
Mortgage-backed securities$952,0006,926
Certificates of participation in pools of residential mortgages$08,543
Issued or guaranteed by U.S.$08,513
Privately issued$0472
Collaterized mortgage obligations$952,0003,900
CMOs issued by government agencies or sponsored agencies$952,0003,752
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)$08,064
Available-for-sale securities (fair market value)$5,840,0007,401
Total debt securities$5,683,0009,383
Structured notes
Amortized cost$198,0003,483
Fair value$199,0003,399
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$5,872,0009,833
U.S. Government securities$4,968,0009,583
U.S. Treasury securities$841,0008,876
U.S. Government agency obligations$4,127,0008,246
Securities issued by states & political subdivisions$251,0008,018
Other domestic debt securities$551,0003,045
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$551,0002,382
Foreign debt securitiesNANA
Equity securities$102,0006,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,494,0007,489
Mortgage-backed securities$1,956,0006,305
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$1,956,0003,480
CMOs issued by government agencies or sponsored agencies$1,956,0003,338
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)$08,463
Available-for-sale securities (fair market value)$5,872,0007,639
Total debt securities$5,770,0009,772
Structured notes
Amortized cost$187,0004,408
Fair value$200,0004,289
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$8,512,0009,337
U.S. Government securities$7,154,0009,058
U.S. Treasury securities$2,441,0007,745
U.S. Government agency obligations$4,713,0007,889
Securities issued by states & political subdivisions$2,0009,541
Other domestic debt securities$1,356,0002,442
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$1,356,0001,916
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$999,0008,471
Mortgage-backed securities$3,594,0005,464
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$3,594,0002,774
CMOs issued by government agencies or sponsored agencies$3,594,0002,630
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)$2,819,0009,439
Available-for-sale securities (fair market value)$5,693,0006,506
Total debt securities$8,512,0009,234
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$5,964,00010,800
U.S. Government securities$5,207,00010,390
U.S. Treasury securities$1,013,0009,862
U.S. Government agency obligations$4,194,0008,451
Securities issued by states & political subdivisions$505,0007,850
Other domestic debt securities$252,0005,011
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$252,0003,896
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$269,00010,068
Mortgage-backed securities$3,989,0005,822
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$3,989,0002,989
CMOs issued by government agencies or sponsored agencies$3,989,0002,819
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$5,964,00010,649
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$5,314,00011,424
U.S. Government securities$5,296,00010,602
U.S. Treasury securities$1,527,0009,426
U.S. Government agency obligations$3,769,0008,906
Securities issued by states & political subdivisions$8,0009,927
Other domestic debt securities$10,0007,367
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$10,0005,728
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$383,00010,100
Mortgage-backed securities$2,487,0007,183
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$2,487,0003,752
CMOs issued by government agencies or sponsored agencies$2,487,0003,429
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$5,314,00011,290
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