Community Bank of Cameron, Securities

2025-03-31Rank
Total securities$35,606,0002,886
U.S. Government securities$10,315,0003,468
U.S. Treasury securities$3,378,0001,723
U.S. Government agency obligations$6,937,0003,383
Securities issued by states & political subdivisions$25,291,0001,457
Other domestic debt securities$02,309
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0549
Structured financial products - Total$0891
Other domestic debt securities - All other$01,818
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,570,0003,077
Mortgage-backed securities$1,0003,788
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,0003,606
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,779
Privately issued$0564
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,666
Other commercial mortgage-backed securities$01,323
Held to maturity securities (book value)$35,606,000592
Available-for-sale securities (fair market value)$04,103
Total debt securities$35,601,0002,866
Structured notes
Amortized cost$0936
Fair value$0936
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-12-31Rank
Total securities$35,112,0002,928
U.S. Government securities$9,289,0003,542
U.S. Treasury securities$3,535,0001,775
U.S. Government agency obligations$5,754,0003,487
Securities issued by states & political subdivisions$25,823,0001,464
Other domestic debt securities$02,330
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0897
Other domestic debt securities - All other$01,833
Foreign debt securities$0269
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,175,0003,046
Mortgage-backed securities$3,0003,796
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,0003,617
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,785
Privately issued$0569
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,653
Other commercial mortgage-backed securities$01,328
Held to maturity securities (book value)$35,112,000597
Available-for-sale securities (fair market value)$04,128
Total debt securities$35,112,0002,906
Structured notes
Amortized cost$0978
Fair value$0977
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contractsNANA
2024-09-30Rank
Total securities$32,892,0003,009
U.S. Government securities$8,197,0003,657
U.S. Treasury securities$3,537,0001,806
U.S. Government agency obligations$4,660,0003,609
Securities issued by states & political subdivisions$24,695,0001,536
Other domestic debt securities$02,301
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$0793
Other domestic debt securities - All other$01,835
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,180,0003,096
Mortgage-backed securities$6,0003,810
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$6,0003,628
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,782
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,640
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$32,892,000628
Available-for-sale securities (fair market value)$04,160
Total debt securities$32,892,0002,989
Structured notes
Amortized cost$01,000
Fair value$01,000
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-06-30Rank
Total securities$32,123,0003,052
U.S. Government securities$7,653,0003,704
U.S. Treasury securities$3,738,0001,834
U.S. Government agency obligations$3,915,0003,698
Securities issued by states & political subdivisions$24,470,0001,538
Other domestic debt securities$02,316
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$01,858
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,143,0003,113
Mortgage-backed securities$12,0003,815
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$12,0003,614
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,763
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,622
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$32,123,000650
Available-for-sale securities (fair market value)$04,178
Total debt securities$32,121,0003,029
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$32,968,0003,071
U.S. Government securities$7,662,0003,737
U.S. Treasury securities$3,739,0001,938
U.S. Government agency obligations$3,923,0003,758
Securities issued by states & political subdivisions$25,306,0001,514
Other domestic debt securities$02,328
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$01,839
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,147,0003,135
Mortgage-backed securities$20,0003,771
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$20,0003,608
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,731
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,620
Other commercial mortgage-backed securities$01,356
Held to maturity securities (book value)$32,968,000651
Available-for-sale securities (fair market value)$04,207
Total debt securities$32,967,0003,050
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$34,181,0003,061
U.S. Government securities$7,869,0003,742
U.S. Treasury securities$3,939,0001,975
U.S. Government agency obligations$3,930,0003,773
Securities issued by states & political subdivisions$26,312,0001,511
Other domestic debt securities$02,337
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,352,0003,150
Mortgage-backed securities$28,0003,760
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$28,0003,590
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$34,181,000653
Available-for-sale securities (fair market value)$04,214
Total debt securities$34,182,0003,039
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$34,569,0003,046
U.S. Government securities$7,879,0003,760
U.S. Treasury securities$3,939,0002,016
U.S. Government agency obligations$3,940,0003,784
Securities issued by states & political subdivisions$26,690,0001,473
Other domestic debt securities$02,352
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,376,0003,496
Mortgage-backed securities$38,0003,766
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$38,0003,596
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$34,569,000661
Available-for-sale securities (fair market value)$04,231
Total debt securities$34,568,0003,026
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$35,416,0003,060
U.S. Government securities$8,388,0003,765
U.S. Treasury securities$4,437,0001,994
U.S. Government agency obligations$3,951,0003,828
Securities issued by states & political subdivisions$27,028,0001,514
Other domestic debt securities$02,374
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,380,0003,486
Mortgage-backed securities$50,0003,777
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$50,0003,600
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$35,416,000659
Available-for-sale securities (fair market value)$04,256
Total debt securities$35,420,0003,036
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$36,815,0003,110
U.S. Government securities$8,397,0003,847
U.S. Treasury securities$4,434,0002,069
U.S. Government agency obligations$3,963,0003,848
Securities issued by states & political subdivisions$28,418,0001,505
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,384,0003,443
Mortgage-backed securities$62,0003,830
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$62,0003,642
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$36,815,000673
Available-for-sale securities (fair market value)$04,317
Total debt securities$36,815,0003,085
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$37,403,0003,126
U.S. Government securities$8,607,0003,860
U.S. Treasury securities$4,632,0002,087
U.S. Government agency obligations$3,975,0003,845
Securities issued by states & political subdivisions$28,796,0001,535
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,387,0003,383
Mortgage-backed securities$75,0003,853
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$75,0003,666
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$37,403,000672
Available-for-sale securities (fair market value)$04,347
Total debt securities$37,404,0003,103
Structured notes
Amortized cost$1,165,000860
Fair value$996,000867
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$38,385,0003,100
U.S. Government securities$8,616,0003,870
U.S. Treasury securities$4,628,0002,127
U.S. Government agency obligations$3,988,0003,866
Securities issued by states & political subdivisions$29,769,0001,492
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,363,0003,367
Mortgage-backed securities$88,0003,873
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$88,0003,684
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$38,385,000645
Available-for-sale securities (fair market value)$04,389
Total debt securities$38,385,0003,077
Structured notes
Amortized cost$1,165,000853
Fair value$992,000859
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$38,167,0003,147
U.S. Government securities$8,341,0003,902
U.S. Treasury securities$4,339,0002,136
U.S. Government agency obligations$4,002,0003,881
Securities issued by states & political subdivisions$29,826,0001,556
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,366,0003,368
Mortgage-backed securities$103,0003,914
Certificates of participation in pools of residential mortgages$103,0003,771
Issued or guaranteed by U.S.$103,0003,699
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$38,167,000584
Available-for-sale securities (fair market value)$04,420
Total debt securities$38,167,0003,130
Structured notes
Amortized cost$1,165,000832
Fair value$1,037,000831
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$38,118,0003,101
U.S. Government securities$8,354,0003,828
U.S. Treasury securities$4,338,0001,909
U.S. Government agency obligations$4,016,0003,861
Securities issued by states & political subdivisions$29,764,0001,574
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,359,0003,360
Mortgage-backed securities$117,0003,923
Certificates of participation in pools of residential mortgages$117,0003,780
Issued or guaranteed by U.S.$117,0003,714
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$38,118,000526
Available-for-sale securities (fair market value)$04,435
Total debt securities$38,117,0003,086
Structured notes
Amortized cost$1,165,000734
Fair value$1,095,000732
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$32,599,0003,208
U.S. Government securities$5,988,0003,901
U.S. Treasury securities$2,553,0001,676
U.S. Government agency obligations$3,435,0003,918
Securities issued by states & political subdivisions$26,611,0001,737
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,538,0003,508
Mortgage-backed securities$137,0003,931
Certificates of participation in pools of residential mortgages$137,0003,788
Issued or guaranteed by U.S.$137,0003,710
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$32,599,000456
Available-for-sale securities (fair market value)$04,480
Total debt securities$32,599,0003,185
Structured notes
Amortized cost$865,000773
Fair value$854,000772
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$25,440,0003,408
U.S. Government securities$5,328,0003,955
U.S. Treasury securities$2,165,0001,513
U.S. Government agency obligations$3,163,0003,981
Securities issued by states & political subdivisions$20,112,0002,003
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,540,0003,521
Mortgage-backed securities$156,0003,974
Certificates of participation in pools of residential mortgages$156,0003,825
Issued or guaranteed by U.S.$156,0003,753
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$25,440,000497
Available-for-sale securities (fair market value)$04,538
Total debt securities$25,440,0003,386
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$25,385,0003,387
U.S. Government securities$5,844,0003,905
U.S. Treasury securities$2,167,0001,404
U.S. Government agency obligations$3,677,0003,929
Securities issued by states & political subdivisions$19,541,0002,004
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,542,0003,533
Mortgage-backed securities$177,0003,989
Certificates of participation in pools of residential mortgages$177,0003,830
Issued or guaranteed by U.S.$177,0003,753
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$25,385,000470
Available-for-sale securities (fair market value)$04,566
Total debt securities$25,385,0003,364
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$21,405,0003,451
U.S. Government securities$4,328,0003,967
U.S. Treasury securities$1,923,0001,180
U.S. Government agency obligations$2,405,0004,079
Securities issued by states & political subdivisions$17,077,0002,097
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,537,0003,536
Mortgage-backed securities$205,0003,975
Certificates of participation in pools of residential mortgages$205,0003,812
Issued or guaranteed by U.S.$205,0003,726
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$21,405,000482
Available-for-sale securities (fair market value)$04,583
Total debt securities$21,405,0003,423
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$14,057,0003,771
U.S. Government securities$236,0004,572
U.S. Treasury securities$01,194
U.S. Government agency obligations$236,0004,467
Securities issued by states & political subdivisions$13,821,0002,281
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,539,0003,529
Mortgage-backed securities$236,0003,963
Certificates of participation in pools of residential mortgages$236,0003,790
Issued or guaranteed by U.S.$236,0003,711
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$14,057,000568
Available-for-sale securities (fair market value)$04,596
Total debt securities$14,057,0003,748
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$12,235,0003,839
U.S. Government securities$263,0004,579
U.S. Treasury securities$01,216
U.S. Government agency obligations$263,0004,473
Securities issued by states & political subdivisions$11,972,0002,318
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,332,0003,604
Mortgage-backed securities$263,0003,958
Certificates of participation in pools of residential mortgages$263,0003,780
Issued or guaranteed by U.S.$263,0003,702
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$12,235,000602
Available-for-sale securities (fair market value)$04,624
Total debt securities$12,236,0003,816
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$10,493,0003,963
U.S. Government securities$541,0004,554
U.S. Treasury securities$01,251
U.S. Government agency obligations$541,0004,433
Securities issued by states & political subdivisions$9,952,0002,431
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,333,0003,633
Mortgage-backed securities$291,0003,965
Certificates of participation in pools of residential mortgages$291,0003,775
Issued or guaranteed by U.S.$291,0003,700
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$10,493,000652
Available-for-sale securities (fair market value)$04,657
Total debt securities$10,492,0003,938
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$9,171,0004,102
U.S. Government securities$569,0004,617
U.S. Treasury securities$01,297
U.S. Government agency obligations$569,0004,499
Securities issued by states & political subdivisions$8,602,0002,479
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,335,0003,646
Mortgage-backed securities$319,0003,988
Certificates of participation in pools of residential mortgages$319,0003,788
Issued or guaranteed by U.S.$319,0003,699
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$9,171,000703
Available-for-sale securities (fair market value)$04,717
Total debt securities$9,171,0004,074
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$7,712,0004,268
U.S. Government securities$604,0004,694
U.S. Treasury securities$01,363
U.S. Government agency obligations$604,0004,564
Securities issued by states & political subdivisions$7,108,0002,667
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,329,0003,723
Mortgage-backed securities$354,0003,988
Certificates of participation in pools of residential mortgages$354,0003,778
Issued or guaranteed by U.S.$354,0003,704
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$7,712,000805
Available-for-sale securities (fair market value)$04,777
Total debt securities$7,713,0004,244
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$7,184,0004,387
U.S. Government securities$644,0004,778
U.S. Treasury securities$01,429
U.S. Government agency obligations$644,0004,646
Securities issued by states & political subdivisions$6,540,0002,759
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,321,0003,793
Mortgage-backed securities$394,0004,020
Certificates of participation in pools of residential mortgages$394,0003,801
Issued or guaranteed by U.S.$394,0003,724
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$7,184,000861
Available-for-sale securities (fair market value)$04,859
Total debt securities$7,183,0004,362
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$6,620,0004,481
U.S. Government securities$677,0004,830
U.S. Treasury securities$01,467
U.S. Government agency obligations$677,0004,699
Securities issued by states & political subdivisions$5,943,0002,924
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,322,0003,837
Mortgage-backed securities$427,0004,025
Certificates of participation in pools of residential mortgages$427,0003,807
Issued or guaranteed by U.S.$427,0003,738
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$6,620,000925
Available-for-sale securities (fair market value)$04,907
Total debt securities$6,620,0004,456
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$7,174,0004,506
U.S. Government securities$714,0004,880
U.S. Treasury securities$01,516
U.S. Government agency obligations$714,0004,751
Securities issued by states & political subdivisions$6,460,0002,892
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,020,0003,955
Mortgage-backed securities$464,0004,045
Certificates of participation in pools of residential mortgages$464,0003,820
Issued or guaranteed by U.S.$464,0003,738
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$7,174,000910
Available-for-sale securities (fair market value)$04,952
Total debt securities$7,174,0004,483
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$5,871,0004,653
U.S. Government securities$751,0004,920
U.S. Treasury securities$01,513
U.S. Government agency obligations$751,0004,783
Securities issued by states & political subdivisions$5,120,0003,169
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,197,0003,961
Mortgage-backed securities$501,0004,059
Certificates of participation in pools of residential mortgages$501,0003,831
Issued or guaranteed by U.S.$501,0003,766
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$5,871,0001,021
Available-for-sale securities (fair market value)$04,997
Total debt securities$5,872,0004,633
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$5,604,0004,726
U.S. Government securities$1,017,0004,917
U.S. Treasury securities$01,500
U.S. Government agency obligations$1,017,0004,784
Securities issued by states & political subdivisions$4,587,0003,300
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,432,0003,963
Mortgage-backed securities$542,0004,097
Certificates of participation in pools of residential mortgages$542,0003,861
Issued or guaranteed by U.S.$542,0003,836
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$5,604,0001,061
Available-for-sale securities (fair market value)$05,066
Total debt securities$5,604,0004,707
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$4,702,0004,888
U.S. Government securities$1,068,0004,947
U.S. Treasury securities$01,475
U.S. Government agency obligations$1,068,0004,807
Securities issued by states & political subdivisions$3,634,0003,514
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$2,443,0004,005
Mortgage-backed securities$593,0004,135
Certificates of participation in pools of residential mortgages$593,0003,892
Issued or guaranteed by U.S.$593,0003,730
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$4,702,0001,135
Available-for-sale securities (fair market value)$05,125
Total debt securities$4,701,0004,866
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$4,865,0004,926
U.S. Government securities$1,109,0005,017
U.S. Treasury securities$01,426
U.S. Government agency obligations$1,109,0004,894
Securities issued by states & political subdivisions$3,756,0003,532
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$2,451,0004,047
Mortgage-backed securities$634,0004,163
Certificates of participation in pools of residential mortgages$634,0003,919
Issued or guaranteed by U.S.$634,0003,912
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$4,865,0001,150
Available-for-sale securities (fair market value)$05,183
Total debt securities$4,866,0004,905
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$5,075,0004,974
U.S. Government securities$1,151,0005,055
U.S. Treasury securities$01,328
U.S. Government agency obligations$1,151,0004,938
Securities issued by states & political subdivisions$3,924,0003,568
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$3,340,0003,889
Mortgage-backed securities$676,0004,180
Certificates of participation in pools of residential mortgages$676,0003,945
Issued or guaranteed by U.S.$676,0003,939
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$5,075,0001,164
Available-for-sale securities (fair market value)$05,251
Total debt securities$5,075,0004,952
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$5,783,0004,954
U.S. Government securities$1,202,0005,104
U.S. Treasury securities$01,313
U.S. Government agency obligations$1,202,0004,988
Securities issued by states & political subdivisions$4,581,0003,497
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$3,192,0003,985
Mortgage-backed securities$727,0004,209
Certificates of participation in pools of residential mortgages$727,0003,966
Issued or guaranteed by U.S.$727,0003,961
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$5,783,0001,144
Available-for-sale securities (fair market value)$05,300
Total debt securities$5,781,0004,929
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$6,259,0004,942
U.S. Government securities$1,676,0005,052
U.S. Treasury securities$01,351
U.S. Government agency obligations$1,676,0004,930
Securities issued by states & political subdivisions$4,583,0003,537
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$2,954,0004,087
Mortgage-backed securities$801,0004,225
Certificates of participation in pools of residential mortgages$801,0003,979
Issued or guaranteed by U.S.$801,0003,973
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$6,259,0001,138
Available-for-sale securities (fair market value)$05,348
Total debt securities$6,257,0004,921
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$6,147,0005,017
U.S. Government securities$1,743,0005,113
U.S. Treasury securities$01,390
U.S. Government agency obligations$1,743,0004,990
Securities issued by states & political subdivisions$4,404,0003,601
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$2,966,0004,124
Mortgage-backed securities$868,0004,268
Certificates of participation in pools of residential mortgages$868,0004,021
Issued or guaranteed by U.S.$868,0004,017
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$6,147,0001,159
Available-for-sale securities (fair market value)$05,415
Total debt securities$6,148,0004,992
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$5,972,0005,061
U.S. Government securities$1,575,0005,186
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,575,0005,062
Securities issued by states & political subdivisions$4,397,0003,632
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$2,980,0004,142
Mortgage-backed securities$950,0004,270
Certificates of participation in pools of residential mortgages$950,0004,014
Issued or guaranteed by U.S.$950,0004,006
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$5,972,0001,185
Available-for-sale securities (fair market value)$05,466
Total debt securities$5,971,0005,035
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$5,389,0005,179
U.S. Government securities$1,652,0005,221
U.S. Treasury securities$01,214
U.S. Government agency obligations$1,652,0005,106
Securities issued by states & political subdivisions$3,737,0003,775
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$2,995,0004,199
Mortgage-backed securities$1,027,0004,286
Certificates of participation in pools of residential mortgages$1,027,0004,020
Issued or guaranteed by U.S.$1,027,0004,016
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$5,389,0001,225
Available-for-sale securities (fair market value)$05,526
Total debt securities$5,390,0005,153
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$5,452,0005,239
U.S. Government securities$1,714,0005,311
U.S. Treasury securities$01,253
U.S. Government agency obligations$1,714,0005,204
Securities issued by states & political subdivisions$3,738,0003,801
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$3,007,0004,275
Mortgage-backed securities$1,089,0004,315
Certificates of participation in pools of residential mortgages$1,089,0004,036
Issued or guaranteed by U.S.$1,089,0004,030
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$5,452,0001,250
Available-for-sale securities (fair market value)$05,605
Total debt securities$5,452,0005,218
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$6,319,0005,210
U.S. Government securities$2,280,0005,260
U.S. Treasury securities$01,296
U.S. Government agency obligations$2,280,0005,159
Securities issued by states & political subdivisions$4,039,0003,751
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$2,993,0004,324
Mortgage-backed securities$1,155,0004,333
Certificates of participation in pools of residential mortgages$1,155,0004,046
Issued or guaranteed by U.S.$1,155,0004,041
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$6,319,0001,233
Available-for-sale securities (fair market value)$05,655
Total debt securities$6,319,0005,193
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$4,963,0005,441
U.S. Government securities$1,326,0005,529
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,326,0005,427
Securities issued by states & political subdivisions$3,637,0003,866
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$2,985,0004,367
Mortgage-backed securities$1,0005,061
Certificates of participation in pools of residential mortgages$1,0004,898
Issued or guaranteed by U.S.$1,0004,893
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$4,963,0001,349
Available-for-sale securities (fair market value)$05,708
Total debt securities$4,964,0005,417
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$4,994,0005,516
U.S. Government securities$1,356,0005,610
U.S. Treasury securities$01,303
U.S. Government agency obligations$1,356,0005,516
Securities issued by states & political subdivisions$3,638,0003,905
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$2,985,0004,439
Mortgage-backed securities$1,0005,130
Certificates of participation in pools of residential mortgages$1,0004,964
Issued or guaranteed by U.S.$1,0004,958
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$4,994,0001,356
Available-for-sale securities (fair market value)$05,787
Total debt securities$4,994,0005,491
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$5,764,0005,510
U.S. Government securities$2,126,0005,555
U.S. Treasury securities$01,348
U.S. Government agency obligations$2,126,0005,457
Securities issued by states & political subdivisions$3,638,0003,912
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$2,975,0004,493
Mortgage-backed securities$1,0005,207
Certificates of participation in pools of residential mortgages$1,0005,042
Issued or guaranteed by U.S.$1,0005,038
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$5,764,0001,309
Available-for-sale securities (fair market value)$05,863
Total debt securities$5,764,0005,491
Structured notes
Amortized cost$500,0001,561
Fair value$499,0001,594
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$6,565,0005,465
U.S. Government securities$2,926,0005,484
U.S. Treasury securities$01,327
U.S. Government agency obligations$2,926,0005,390
Securities issued by states & political subdivisions$3,639,0003,913
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$2,975,0004,557
Mortgage-backed securities$1,0005,260
Certificates of participation in pools of residential mortgages$1,0005,099
Issued or guaranteed by U.S.$1,0005,090
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$6,565,0001,258
Available-for-sale securities (fair market value)$05,927
Total debt securities$6,565,0005,445
Structured notes
Amortized cost$500,0001,664
Fair value$499,0001,740
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$6,215,0005,622
U.S. Government securities$2,426,0005,670
U.S. Treasury securities$01,361
U.S. Government agency obligations$2,426,0005,569
Securities issued by states & political subdivisions$3,789,0003,919
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,974,0004,880
Mortgage-backed securities$1,0005,351
Certificates of participation in pools of residential mortgages$1,0005,179
Issued or guaranteed by U.S.$1,0005,170
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$6,215,0001,313
Available-for-sale securities (fair market value)$06,022
Total debt securities$6,214,0005,602
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$6,216,0005,697
U.S. Government securities$2,426,0005,757
U.S. Treasury securities$01,381
U.S. Government agency obligations$2,426,0005,662
Securities issued by states & political subdivisions$3,790,0003,957
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$1,974,0004,936
Mortgage-backed securities$1,0005,440
Certificates of participation in pools of residential mortgages$1,0005,267
Issued or guaranteed by U.S.$1,0005,261
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$6,216,0001,324
Available-for-sale securities (fair market value)$06,094
Total debt securities$6,216,0005,675
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$6,441,0005,725
U.S. Government securities$2,525,0005,802
U.S. Treasury securities$01,342
U.S. Government agency obligations$2,525,0005,701
Securities issued by states & political subdivisions$3,916,0003,964
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$2,721,0004,793
Mortgage-backed securities$1,0005,493
Certificates of participation in pools of residential mortgages$1,0005,322
Issued or guaranteed by U.S.$1,0005,316
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$6,441,0001,332
Available-for-sale securities (fair market value)$06,156
Total debt securities$6,441,0005,703
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$6,843,0005,740
U.S. Government securities$2,927,0005,768
U.S. Treasury securities$01,198
U.S. Government agency obligations$2,927,0005,669
Securities issued by states & political subdivisions$3,916,0003,996
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$2,722,0004,824
Mortgage-backed securities$2,0005,532
Certificates of participation in pools of residential mortgages$2,0005,362
Issued or guaranteed by U.S.$2,0005,354
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$6,843,0001,288
Available-for-sale securities (fair market value)$06,227
Total debt securities$6,841,0005,716
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$6,843,0005,780
U.S. Government securities$2,927,0005,813
U.S. Treasury securities$01,131
U.S. Government agency obligations$2,927,0005,717
Securities issued by states & political subdivisions$3,916,0004,025
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$2,722,0004,846
Mortgage-backed securities$2,0005,583
Certificates of participation in pools of residential mortgages$2,0005,410
Issued or guaranteed by U.S.$2,0005,401
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$6,843,0001,274
Available-for-sale securities (fair market value)$06,303
Total debt securities$6,843,0005,757
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$6,604,0005,865
U.S. Government securities$2,927,0005,883
U.S. Treasury securities$01,131
U.S. Government agency obligations$2,927,0005,783
Securities issued by states & political subdivisions$3,677,0004,091
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$2,722,0004,886
Mortgage-backed securities$2,0005,643
Certificates of participation in pools of residential mortgages$2,0005,468
Issued or guaranteed by U.S.$2,0005,459
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$6,604,0001,268
Available-for-sale securities (fair market value)$06,372
Total debt securities$6,604,0005,840
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$6,404,0005,902
U.S. Government securities$2,927,0005,896
U.S. Treasury securities$01,152
U.S. Government agency obligations$2,927,0005,791
Securities issued by states & political subdivisions$3,477,0004,140
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$1,975,0005,143
Mortgage-backed securities$2,0005,667
Certificates of participation in pools of residential mortgages$2,0005,486
Issued or guaranteed by U.S.$2,0005,476
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$6,404,0001,218
Available-for-sale securities (fair market value)$06,421
Total debt securities$6,404,0005,872
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$6,405,0005,939
U.S. Government securities$2,927,0005,939
U.S. Treasury securities$01,161
U.S. Government agency obligations$2,927,0005,830
Securities issued by states & political subdivisions$3,478,0004,128
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$1,975,0005,211
Mortgage-backed securities$2,0005,728
Certificates of participation in pools of residential mortgages$2,0005,537
Issued or guaranteed by U.S.$2,0005,529
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$6,405,0001,178
Available-for-sale securities (fair market value)$06,494
Total debt securities$6,405,0005,909
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$6,081,0006,032
U.S. Government securities$2,927,0005,966
U.S. Treasury securities$01,135
U.S. Government agency obligations$2,927,0005,861
Securities issued by states & political subdivisions$3,154,0004,218
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$1,975,0005,230
Mortgage-backed securities$2,0005,770
Certificates of participation in pools of residential mortgages$2,0005,569
Issued or guaranteed by U.S.$2,0005,563
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$6,081,0001,195
Available-for-sale securities (fair market value)$06,540
Total debt securities$6,081,0006,001
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$6,371,0006,098
U.S. Government securities$3,226,0006,014
U.S. Treasury securities$01,086
U.S. Government agency obligations$3,226,0005,918
Securities issued by states & political subdivisions$3,145,0004,222
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$1,825,0005,341
Mortgage-backed securities$2,0005,866
Certificates of participation in pools of residential mortgages$2,0005,672
Issued or guaranteed by U.S.$2,0005,661
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
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)$6,371,0001,207
Available-for-sale securities (fair market value)$06,625
Total debt securities$6,372,0006,069
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$5,372,0006,283
U.S. Government securities$2,227,0006,331
U.S. Treasury securities$01,068
U.S. Government agency obligations$2,227,0006,234
Securities issued by states & political subdivisions$3,145,0004,176
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$1,825,0005,394
Mortgage-backed securities$2,0005,907
Certificates of participation in pools of residential mortgages$2,0005,712
Issued or guaranteed by U.S.$2,0005,702
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
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)$5,372,0001,283
Available-for-sale securities (fair market value)$06,685
Total debt securities$5,372,0006,255
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$6,373,0006,194
U.S. Government securities$3,227,0006,206
U.S. Treasury securities$01,157
U.S. Government agency obligations$3,227,0006,100
Securities issued by states & political subdivisions$3,146,0004,102
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$1,825,0005,438
Mortgage-backed securities$2,0005,945
Certificates of participation in pools of residential mortgages$2,0005,749
Issued or guaranteed by U.S.$2,0005,741
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
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)$6,373,0001,211
Available-for-sale securities (fair market value)$06,742
Total debt securities$6,373,0006,166
Structured notes
Amortized cost$1,000,0002,204
Fair value$1,001,0002,266
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$5,129,0006,382
U.S. Government securities$3,227,0006,218
U.S. Treasury securities$01,076
U.S. Government agency obligations$3,227,0006,120
Securities issued by states & political subdivisions$1,902,0004,534
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$1,825,0005,190
Mortgage-backed securities$2,0005,963
Certificates of participation in pools of residential mortgages$2,0005,751
Issued or guaranteed by U.S.$2,0005,740
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
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)$5,129,0001,360
Available-for-sale securities (fair market value)$06,765
Total debt securities$5,129,0006,356
Structured notes
Amortized cost$1,000,0002,154
Fair value$1,000,0002,278
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$3,723,0006,634
U.S. Government securities$3,227,0006,280
U.S. Treasury securities$01,126
U.S. Government agency obligations$3,227,0006,167
Securities issued by states & political subdivisions$496,0005,305
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$1,825,0005,208
Mortgage-backed securities$2,0005,992
Certificates of participation in pools of residential mortgages$2,0005,772
Issued or guaranteed by U.S.$2,0005,760
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
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)$3,723,0001,530
Available-for-sale securities (fair market value)$06,827
Total debt securities$3,723,0006,600
Structured notes
Amortized cost$1,000,0002,239
Fair value$998,0002,418
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$2,523,0006,904
U.S. Government securities$2,027,0006,656
U.S. Treasury securities$01,225
U.S. Government agency obligations$2,027,0006,547
Securities issued by states & political subdivisions$496,0005,281
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,525,0005,316
Mortgage-backed securities$2,0006,027
Certificates of participation in pools of residential mortgages$2,0005,797
Issued or guaranteed by U.S.$2,0005,790
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
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)$2,523,0001,749
Available-for-sale securities (fair market value)$06,900
Total debt securities$2,523,0006,873
Structured notes
Amortized cost$03,156
Fair value$03,156
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$2,723,0006,921
U.S. Government securities$2,227,0006,641
U.S. Treasury securities$01,272
U.S. Government agency obligations$2,227,0006,526
Securities issued by states & political subdivisions$496,0005,294
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,725,0005,303
Mortgage-backed securities$2,0006,047
Certificates of participation in pools of residential mortgages$2,0005,807
Issued or guaranteed by U.S.$2,0005,795
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
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)$2,723,0001,720
Available-for-sale securities (fair market value)$06,957
Total debt securities$2,721,0006,882
Structured notes
Amortized cost$03,198
Fair value$03,198
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$2,723,0006,951
U.S. Government securities$2,227,0006,613
U.S. Treasury securities$01,275
U.S. Government agency obligations$2,227,0006,498
Securities issued by states & political subdivisions$496,0005,300
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,725,0005,337
Mortgage-backed securities$2,0006,086
Certificates of participation in pools of residential mortgages$2,0005,815
Issued or guaranteed by U.S.$2,0005,803
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
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)$2,723,0001,734
Available-for-sale securities (fair market value)$07,005
Total debt securities$2,723,0006,911
Structured notes
Amortized cost$03,095
Fair value$03,095
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$2,552,0007,015
U.S. Government securities$2,327,0006,613
U.S. Treasury securities$01,180
U.S. Government agency obligations$2,327,0006,495
Securities issued by states & political subdivisions$225,0005,546
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,725,0005,408
Mortgage-backed securities$2,0006,146
Certificates of participation in pools of residential mortgages$2,0005,862
Issued or guaranteed by U.S.$2,0005,847
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
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)$2,552,0001,808
Available-for-sale securities (fair market value)$07,084
Total debt securities$2,552,0006,982
Structured notes
Amortized cost$03,132
Fair value$03,132
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$2,418,0007,141
U.S. Government securities$2,228,0006,775
U.S. Treasury securities$01,121
U.S. Government agency obligations$2,228,0006,660
Securities issued by states & political subdivisions$190,0005,580
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,725,0005,462
Mortgage-backed securities$3,0006,172
Certificates of participation in pools of residential mortgages$3,0005,899
Issued or guaranteed by U.S.$3,0005,887
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
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)$2,418,0001,909
Available-for-sale securities (fair market value)$07,144
Total debt securities$2,418,0007,104
Structured notes
Amortized cost$03,207
Fair value$03,207
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$2,618,0007,171
U.S. Government securities$2,428,0006,823
U.S. Treasury securities$01,130
U.S. Government agency obligations$2,428,0006,711
Securities issued by states & political subdivisions$190,0005,611
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,725,0005,532
Mortgage-backed securities$3,0006,265
Certificates of participation in pools of residential mortgages$3,0006,000
Issued or guaranteed by U.S.$3,0005,988
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
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)$2,618,0001,884
Available-for-sale securities (fair market value)$07,234
Total debt securities$2,618,0007,132
Structured notes
Amortized cost$03,015
Fair value$03,015
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$2,618,0007,195
U.S. Government securities$2,428,0006,843
U.S. Treasury securities$01,077
U.S. Government agency obligations$2,428,0006,743
Securities issued by states & political subdivisions$190,0005,646
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,725,0005,582
Mortgage-backed securities$3,0006,317
Certificates of participation in pools of residential mortgages$3,0006,058
Issued or guaranteed by U.S.$3,0006,043
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
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)$2,618,0001,899
Available-for-sale securities (fair market value)$07,286
Total debt securities$2,618,0007,155
Structured notes
Amortized cost$02,781
Fair value$02,782
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$2,618,0007,270
U.S. Government securities$2,428,0006,901
U.S. Treasury securities$01,047
U.S. Government agency obligations$2,428,0006,799
Securities issued by states & political subdivisions$190,0005,678
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,725,0005,594
Mortgage-backed securities$3,0006,399
Certificates of participation in pools of residential mortgages$3,0006,145
Issued or guaranteed by U.S.$3,0006,125
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
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)$2,618,0001,994
Available-for-sale securities (fair market value)$07,355
Total debt securities$2,618,0007,231
Structured notes
Amortized cost$02,432
Fair value$02,433
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$2,548,0007,319
U.S. Government securities$2,428,0006,933
U.S. Treasury securities$01,036
U.S. Government agency obligations$2,428,0006,835
Securities issued by states & political subdivisions$120,0005,794
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,725,0005,611
Mortgage-backed securities$3,0006,457
Certificates of participation in pools of residential mortgages$3,0006,200
Issued or guaranteed by U.S.$3,0006,178
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$2,548,0002,010
Available-for-sale securities (fair market value)$07,425
Total debt securities$2,548,0007,277
Structured notes
Amortized cost$01,968
Fair value$01,968
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$2,648,0007,363
U.S. Government securities$2,428,0007,026
U.S. Treasury securities$0981
U.S. Government agency obligations$2,428,0006,932
Securities issued by states & political subdivisions$220,0005,610
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,725,0005,667
Mortgage-backed securities$3,0006,512
Certificates of participation in pools of residential mortgages$3,0006,267
Issued or guaranteed by U.S.$3,0006,249
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,648,0002,016
Available-for-sale securities (fair market value)$07,481
Total debt securities$2,648,0007,323
Structured notes
Amortized cost$01,699
Fair value$01,699
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$2,648,0007,447
U.S. Government securities$2,428,0007,146
U.S. Treasury securities$0973
U.S. Government agency obligations$2,428,0007,060
Securities issued by states & political subdivisions$220,0005,568
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,325,0005,471
Mortgage-backed securities$3,0006,550
Certificates of participation in pools of residential mortgages$3,0006,306
Issued or guaranteed by U.S.$3,0006,284
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,648,0002,027
Available-for-sale securities (fair market value)$07,524
Total debt securities$2,648,0007,404
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$2,623,0007,474
U.S. Government securities$2,403,0007,192
U.S. Treasury securities$01,019
U.S. Government agency obligations$2,403,0007,093
Securities issued by states & political subdivisions$220,0005,589
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$2,300,0005,500
Mortgage-backed securities$3,0006,573
Certificates of participation in pools of residential mortgages$3,0006,338
Issued or guaranteed by U.S.$3,0006,318
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,623,0002,049
Available-for-sale securities (fair market value)$07,569
Total debt securities$2,623,0007,435
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$2,623,0007,544
U.S. Government securities$2,403,0007,236
U.S. Treasury securities$01,021
U.S. Government agency obligations$2,403,0007,149
Securities issued by states & political subdivisions$220,0005,641
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,300,0005,492
Mortgage-backed securities$3,0006,604
Certificates of participation in pools of residential mortgages$3,0006,368
Issued or guaranteed by U.S.$3,0006,344
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,623,0002,048
Available-for-sale securities (fair market value)$07,617
Total debt securities$2,623,0007,488
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$2,604,0007,565
U.S. Government securities$2,404,0007,252
U.S. Treasury securities$01,044
U.S. Government agency obligations$2,404,0007,152
Securities issued by states & political subdivisions$200,0005,680
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,300,0005,468
Mortgage-backed securities$4,0006,599
Certificates of participation in pools of residential mortgages$4,0006,349
Issued or guaranteed by U.S.$4,0006,320
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,604,0002,089
Available-for-sale securities (fair market value)$07,643
Total debt securities$2,604,0007,509
Structured notes
Amortized cost$01,922
Fair value$01,923
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$2,604,0007,649
U.S. Government securities$2,404,0007,389
U.S. Treasury securities$01,146
U.S. Government agency obligations$2,404,0007,272
Securities issued by states & political subdivisions$200,0005,703
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,300,0005,533
Mortgage-backed securities$4,0006,547
Certificates of participation in pools of residential mortgages$4,0006,302
Issued or guaranteed by U.S.$4,0006,281
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,604,0002,156
Available-for-sale securities (fair market value)$07,657
Total debt securities$2,604,0007,601
Structured notes
Amortized cost$02,424
Fair value$02,424
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$2,504,0007,704
U.S. Government securities$2,304,0007,470
U.S. Treasury securities$01,235
U.S. Government agency obligations$2,304,0007,354
Securities issued by states & political subdivisions$200,0005,737
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,300,0005,543
Mortgage-backed securities$4,0006,531
Certificates of participation in pools of residential mortgages$4,0006,267
Issued or guaranteed by U.S.$4,0006,244
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,504,0002,210
Available-for-sale securities (fair market value)$07,682
Total debt securities$2,504,0007,659
Structured notes
Amortized cost$02,643
Fair value$02,645
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$2,604,0007,743
U.S. Government securities$2,404,0007,505
U.S. Treasury securities$01,362
U.S. Government agency obligations$2,404,0007,384
Securities issued by states & political subdivisions$200,0005,781
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,400,0005,555
Mortgage-backed securities$4,0006,564
Certificates of participation in pools of residential mortgages$4,0006,296
Issued or guaranteed by U.S.$4,0006,276
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,604,0002,217
Available-for-sale securities (fair market value)$07,721
Total debt securities$2,604,0007,693
Structured notes
Amortized cost$02,714
Fair value$02,715
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$2,605,0007,779
U.S. Government securities$2,405,0007,538
U.S. Treasury securities$01,448
U.S. Government agency obligations$2,405,0007,421
Securities issued by states & political subdivisions$200,0005,843
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,400,0005,562
Mortgage-backed securities$5,0006,572
Certificates of participation in pools of residential mortgages$5,0006,302
Issued or guaranteed by U.S.$5,0006,278
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,605,0002,252
Available-for-sale securities (fair market value)$07,742
Total debt securities$2,604,0007,730
Structured notes
Amortized cost$02,791
Fair value$02,792
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$2,606,0007,827
U.S. Government securities$2,406,0007,575
U.S. Treasury securities$01,498
U.S. Government agency obligations$2,406,0007,456
Securities issued by states & political subdivisions$200,0005,888
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,400,0005,580
Mortgage-backed securities$5,0006,599
Certificates of participation in pools of residential mortgages$5,0006,330
Issued or guaranteed by U.S.$5,0006,305
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,606,0002,291
Available-for-sale securities (fair market value)$07,796
Total debt securities$2,606,0007,780
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$2,606,0007,900
U.S. Government securities$2,406,0007,654
U.S. Treasury securities$01,574
U.S. Government agency obligations$2,406,0007,524
Securities issued by states & political subdivisions$200,0005,960
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,301,0005,648
Mortgage-backed securities$5,0006,653
Certificates of participation in pools of residential mortgages$5,0006,385
Issued or guaranteed by U.S.$5,0006,357
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,606,0002,338
Available-for-sale securities (fair market value)$07,856
Total debt securities$2,606,0007,854
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$2,606,0007,954
U.S. Government securities$2,406,0007,702
U.S. Treasury securities$01,634
U.S. Government agency obligations$2,406,0007,569
Securities issued by states & political subdivisions$200,0005,994
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,301,0005,658
Mortgage-backed securities$5,0006,712
Certificates of participation in pools of residential mortgages$5,0006,441
Issued or guaranteed by U.S.$5,0006,419
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,606,0002,371
Available-for-sale securities (fair market value)$07,901
Total debt securities$2,606,0007,907
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$2,602,0007,995
U.S. Government securities$2,507,0007,722
U.S. Treasury securities$01,715
U.S. Government agency obligations$2,507,0007,592
Securities issued by states & political subdivisions$95,0006,213
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,301,0005,654
Mortgage-backed securities$6,0006,735
Certificates of participation in pools of residential mortgages$6,0006,456
Issued or guaranteed by U.S.$6,0006,436
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,602,0002,404
Available-for-sale securities (fair market value)$07,929
Total debt securities$2,602,0007,952
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$2,602,0008,042
U.S. Government securities$2,507,0007,745
U.S. Treasury securities$01,737
U.S. Government agency obligations$2,507,0007,616
Securities issued by states & political subdivisions$95,0006,263
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,301,0005,681
Mortgage-backed securities$6,0006,817
Certificates of participation in pools of residential mortgages$6,0006,526
Issued or guaranteed by U.S.$6,0006,509
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,602,0002,447
Available-for-sale securities (fair market value)$07,975
Total debt securities$2,602,0007,992
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$2,602,0008,074
U.S. Government securities$2,507,0007,763
U.S. Treasury securities$01,786
U.S. Government agency obligations$2,507,0007,637
Securities issued by states & political subdivisions$95,0006,309
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,301,0005,694
Mortgage-backed securities$6,0006,850
Certificates of participation in pools of residential mortgages$6,0006,567
Issued or guaranteed by U.S.$6,0006,550
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,602,0002,468
Available-for-sale securities (fair market value)$08,010
Total debt securities$2,602,0008,021
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$2,603,0008,106
U.S. Government securities$2,508,0007,807
U.S. Treasury securities$01,839
U.S. Government agency obligations$2,508,0007,670
Securities issued by states & political subdivisions$95,0006,320
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,301,0005,683
Mortgage-backed securities$7,0006,878
Certificates of participation in pools of residential mortgages$7,0006,601
Issued or guaranteed by U.S.$7,0006,582
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,603,0002,509
Available-for-sale securities (fair market value)$08,027
Total debt securities$2,603,0008,057
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$2,704,0008,157
U.S. Government securities$2,509,0007,868
U.S. Treasury securities$01,963
U.S. Government agency obligations$2,509,0007,711
Securities issued by states & political subdivisions$195,0006,156
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,301,0005,739
Mortgage-backed securities$7,0006,961
Certificates of participation in pools of residential mortgages$7,0006,681
Issued or guaranteed by U.S.$7,0006,664
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,704,0002,513
Available-for-sale securities (fair market value)$08,105
Total debt securities$2,704,0008,104
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$2,705,0008,206
U.S. Government securities$2,510,0007,898
U.S. Treasury securities$01,963
U.S. Government agency obligations$2,510,0007,745
Securities issued by states & political subdivisions$195,0006,180
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,302,0005,727
Mortgage-backed securities$8,0007,001
Certificates of participation in pools of residential mortgages$8,0006,713
Issued or guaranteed by U.S.$8,0006,701
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,705,0002,542
Available-for-sale securities (fair market value)$08,136
Total debt securities$2,705,0008,146
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$2,706,0008,250
U.S. Government securities$2,511,0007,940
U.S. Treasury securities$100,0001,917
U.S. Government agency obligations$2,411,0007,822
Securities issued by states & political subdivisions$195,0006,228
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,302,0005,727
Mortgage-backed securities$9,0007,038
Certificates of participation in pools of residential mortgages$9,0006,740
Issued or guaranteed by U.S.$9,0006,728
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)$2,706,0002,572
Available-for-sale securities (fair market value)$08,182
Total debt securities$2,705,0008,192
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$2,707,0008,318
U.S. Government securities$2,512,0008,026
U.S. Treasury securities$101,0002,028
U.S. Government agency obligations$2,411,0007,900
Securities issued by states & political subdivisions$195,0006,271
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,303,0005,745
Mortgage-backed securities$9,0007,111
Certificates of participation in pools of residential mortgages$9,0006,812
Issued or guaranteed by U.S.$9,0006,800
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)$2,707,0002,594
Available-for-sale securities (fair market value)$08,240
Total debt securities$2,707,0008,269
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$2,709,0008,297
U.S. Government securities$2,514,0007,984
U.S. Treasury securities$101,0002,013
U.S. Government agency obligations$2,413,0007,853
Securities issued by states & political subdivisions$195,0006,264
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,303,0005,710
Mortgage-backed securities$10,0007,127
Certificates of participation in pools of residential mortgages$10,0006,824
Issued or guaranteed by U.S.$10,0006,808
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,709,0002,566
Available-for-sale securities (fair market value)$08,255
Total debt securities$2,708,0008,232
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$2,611,0008,393
U.S. Government securities$2,416,0008,087
U.S. Treasury securities$101,0002,149
U.S. Government agency obligations$2,315,0007,951
Securities issued by states & political subdivisions$195,0006,338
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,304,0005,658
Mortgage-backed securities$11,0007,168
Certificates of participation in pools of residential mortgages$11,0006,887
Issued or guaranteed by U.S.$11,0006,863
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,611,0002,639
Available-for-sale securities (fair market value)$08,321
Total debt securities$2,610,0008,321
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$2,813,0008,363
U.S. Government securities$2,318,0008,084
U.S. Treasury securities$102,0002,207
U.S. Government agency obligations$2,216,0007,953
Securities issued by states & political subdivisions$395,0005,996
Other domestic debt securities$100,0003,736
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$100,0003,334
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$2,205,0005,686
Mortgage-backed securities$13,0007,194
Certificates of participation in pools of residential mortgages$13,0006,906
Issued or guaranteed by U.S.$13,0006,882
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,813,0002,602
Available-for-sale securities (fair market value)$08,370
Total debt securities$2,813,0008,284
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$2,816,0008,381
U.S. Government securities$2,321,0008,078
U.S. Treasury securities$102,0002,240
U.S. Government agency obligations$2,219,0007,947
Securities issued by states & political subdivisions$395,0005,996
Other domestic debt securities$100,0003,789
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$100,0003,363
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$2,205,0005,698
Mortgage-backed securities$15,0007,225
Certificates of participation in pools of residential mortgages$15,0006,910
Issued or guaranteed by U.S.$15,0006,890
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,816,0002,624
Available-for-sale securities (fair market value)$08,383
Total debt securities$2,816,0008,298
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$2,953,0008,396
U.S. Government securities$2,423,0008,119
U.S. Treasury securities$103,0002,295
U.S. Government agency obligations$2,320,0007,979
Securities issued by states & political subdivisions$430,0005,910
Other domestic debt securities$100,0003,839
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$100,0003,403
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$2,106,0005,786
Mortgage-backed securities$16,0007,257
Certificates of participation in pools of residential mortgages$16,0006,926
Issued or guaranteed by U.S.$16,0006,906
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,953,0002,614
Available-for-sale securities (fair market value)$08,426
Total debt securities$2,953,0008,316
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$3,155,0008,380
U.S. Government securities$2,625,0008,079
U.S. Treasury securities$103,0002,445
U.S. Government agency obligations$2,522,0007,923
Securities issued by states & political subdivisions$430,0005,924
Other domestic debt securities$100,0003,887
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,0003,433
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$2,006,0005,883
Mortgage-backed securities$18,0007,264
Certificates of participation in pools of residential mortgages$18,0006,911
Issued or guaranteed by U.S.$18,0006,890
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
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)$3,155,0002,603
Available-for-sale securities (fair market value)$08,446
Total debt securities$3,156,0008,294
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$3,152,0008,522
U.S. Government securities$2,732,0008,181
U.S. Treasury securities$204,0002,950
U.S. Government agency obligations$2,528,0008,055
Securities issued by states & political subdivisions$320,0006,237
Other domestic debt securities$100,0003,936
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$100,0003,406
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$2,204,0005,808
Mortgage-backed securities$28,0007,248
Certificates of participation in pools of residential mortgages$28,0006,847
Issued or guaranteed by U.S.$28,0006,825
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)$3,152,0002,734
Available-for-sale securities (fair market value)$08,616
Total debt securities$3,152,0008,426
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$3,498,0008,859
U.S. Government securities$2,847,0008,667
U.S. Treasury securities$507,0003,246
U.S. Government agency obligations$2,340,0008,549
Securities issued by states & political subdivisions$411,0006,241
Other domestic debt securities$100,0003,590
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$100,0003,131
Foreign debt securitiesNANA
Equity securities$140,0006,383
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,900,0006,367
Mortgage-backed securities$40,0007,154
Certificates of participation in pools of residential mortgages$40,0006,711
Issued or guaranteed by U.S.$40,0006,689
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)$3,358,0003,278
Available-for-sale securities (fair market value)$140,0009,045
Total debt securities$3,358,0008,796
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$3,159,0009,281
U.S. Government securities$2,659,0009,069
U.S. Treasury securities$609,0004,189
U.S. Government agency obligations$2,050,0008,888
Securities issued by states & political subdivisions$400,0006,569
Other domestic debt securities$100,0003,509
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$100,0002,969
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,903,0006,439
Mortgage-backed securities$49,0007,489
Certificates of participation in pools of residential mortgages$49,0007,005
Issued or guaranteed by U.S.$49,0006,988
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
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)$3,159,0003,704
Available-for-sale securities (fair market value)$09,616
Total debt securities$3,159,0009,177
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$2,874,0009,539
U.S. Government securities$2,369,0009,274
U.S. Treasury securities$904,0005,350
U.S. Government agency obligations$1,465,0009,071
Securities issued by states & political subdivisions$405,0006,789
Other domestic debt securities$100,0003,452
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,0002,868
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,704,0006,386
Mortgage-backed securities$65,0007,661
Certificates of participation in pools of residential mortgages$65,0007,170
Issued or guaranteed by U.S.$65,0007,152
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,874,0004,262
Available-for-sale securities (fair market value)$09,801
Total debt securities$2,874,0009,423
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$3,210,0009,901
U.S. Government securities$2,703,0009,706
U.S. Treasury securities$1,303,0005,961
U.S. Government agency obligations$1,400,0009,449
Securities issued by states & political subdivisions$507,0006,713
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$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,399,0007,085
Mortgage-backed securities$100,0007,896
Certificates of participation in pools of residential mortgages$100,0007,295
Issued or guaranteed by U.S.$100,0007,268
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
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)$3,210,0004,931
Available-for-sale securities (fair market value)$010,178
Total debt securities$3,210,0009,799
Structured notes
Amortized cost$500,0001,789
Fair value$498,0001,976
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$3,306,00010,448
U.S. Government securities$2,861,00010,229
U.S. Treasury securities$1,400,0006,710
U.S. Government agency obligations$1,461,0009,845
Securities issued by states & political subdivisions$445,0007,201
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$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,094,0007,708
Mortgage-backed securities$162,0008,275
Certificates of participation in pools of residential mortgages$162,0007,605
Issued or guaranteed by U.S.$162,0007,586
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
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)$3,306,0005,494
Available-for-sale securities (fair market value)$010,545
Total debt securities$3,306,00010,352
Structured notes
Amortized cost$600,0002,340
Fair value$590,0002,370
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$2,947,00011,046
U.S. Government securities$2,412,00010,906
U.S. Treasury securities$889,0008,841
U.S. Government agency obligations$1,523,00010,110
Securities issued by states & political subdivisions$535,0007,241
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,100,0007,937
Mortgage-backed securities$223,0008,608
Certificates of participation in pools of residential mortgages$223,0007,771
Issued or guaranteed by U.S.$223,0007,741
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
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)$2,947,0006,056
Available-for-sale securities (fair market value)$011,064
Total debt securities$2,947,00010,938
Structured notes
Amortized cost$900,0002,958
Fair value$881,0002,979
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$2,977,00011,706
U.S. Government securities$2,341,00011,598
U.S. Treasury securities$786,00010,044
U.S. Government agency obligations$1,555,00010,344
Securities issued by states & political subdivisions$536,0007,590
Other domestic debt securities$100,0005,037
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$100,0003,983
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$1,300,0007,974
Mortgage-backed securities$155,0009,393
Certificates of participation in pools of residential mortgages$155,0008,547
Issued or guaranteed by U.S.$155,0008,519
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
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)$2,977,0009,331
Available-for-sale securities (fair market value)$011,262
Total debt securities$2,977,00011,615
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$2,889,00012,209
U.S. Government securities$1,745,00012,362
U.S. Treasury securities$401,00011,069
U.S. Government agency obligations$1,344,00010,861
Securities issued by states & political subdivisions$536,0007,780
Other domestic debt securities$100,0005,775
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$100,0004,513
Foreign debt securitiesNANA
Equity securities$508,0003,025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$700,0009,125
Mortgage-backed securities$244,0009,824
Certificates of participation in pools of residential mortgages$244,0008,846
Issued or guaranteed by U.S.$244,0008,790
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
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$2,381,00012,291
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$2,249,00012,941
U.S. Government securities$1,863,00012,791
U.S. Treasury securities$502,00011,287
U.S. Government agency obligations$1,361,00011,160
Securities issued by states & political subdivisions$234,0008,622
Other domestic debt securities$152,0006,392
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$152,0004,937
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$600,0009,490
Mortgage-backed securities$361,00010,070
Certificates of participation in pools of residential mortgages$361,0008,964
Issued or guaranteed by U.S.$361,0008,896
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
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$2,249,00012,823
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