Farmers and Merchants Trust Company of Chambersburg, Securities

2021-12-31Rank
Total securities$529,811,000435
U.S. Government securities$217,987,000626
U.S. Treasury securities$84,286,000221
U.S. Government agency obligations$133,701,000832
Securities issued by states & political subdivisions$212,227,000238
Other domestic debt securities$99,597,000246
Privately issued residential mortgage-backed securities$21,458,000156
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$43,992,000110
Structured financial products - Total$0173
Other domestic debt securities - All other$24,939,000347
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$160,328,000464
Mortgage-backed securities$155,045,000614
Certificates of participation in pools of residential mortgages$38,757,0001,145
Issued or guaranteed by U.S.$38,757,0001,123
Privately issued$0246
Collaterized mortgage obligations$70,331,000367
CMOs issued by government agencies or sponsored agencies$48,873,000431
Privately issued$21,458,000116
Commercial mortgage-backed securities$45,957,000388
Commercial mortgage pass-through securities$4,644,000740
Other commercial mortgage-backed securities$41,313,000281
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$529,811,000380
Total debt securities$529,811,000428
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$545,788,000411
U.S. Government securities$217,330,000595
U.S. Treasury securities$79,499,000185
U.S. Government agency obligations$137,831,000782
Securities issued by states & political subdivisions$232,276,000202
Other domestic debt securities$96,182,000245
Privately issued residential mortgage-backed securities$17,743,000160
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$44,176,000113
Structured financial products - Total$0173
Other domestic debt securities - All other$24,956,000325
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$167,975,000435
Mortgage-backed securities$155,017,000603
Certificates of participation in pools of residential mortgages$38,120,0001,128
Issued or guaranteed by U.S.$38,120,0001,105
Privately issued$0234
Collaterized mortgage obligations$70,149,000369
CMOs issued by government agencies or sponsored agencies$52,406,000408
Privately issued$17,743,000112
Commercial mortgage-backed securities$46,748,000376
Commercial mortgage pass-through securities$4,803,000716
Other commercial mortgage-backed securities$41,945,000279
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$545,788,000365
Total debt securities$545,788,000405
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$512,247,000413
U.S. Government securities$197,687,000603
U.S. Treasury securities$69,074,000167
U.S. Government agency obligations$128,613,000787
Securities issued by states & political subdivisions$227,267,000203
Other domestic debt securities$87,293,000245
Privately issued residential mortgage-backed securities$12,291,000179
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$42,818,000115
Structured financial products - Total$0166
Other domestic debt securities - All other$24,411,000327
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$137,400,000502
Mortgage-backed securities$139,133,000626
Certificates of participation in pools of residential mortgages$30,589,0001,249
Issued or guaranteed by U.S.$30,589,0001,221
Privately issued$0247
Collaterized mortgage obligations$62,281,000388
CMOs issued by government agencies or sponsored agencies$49,990,000407
Privately issued$12,291,000121
Commercial mortgage-backed securities$46,263,000356
Commercial mortgage pass-through securities$4,948,000698
Other commercial mortgage-backed securities$41,315,000268
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$512,247,000364
Total debt securities$512,248,000407
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$422,178,000447
U.S. Government securities$107,734,000893
U.S. Treasury securities$9,832,000595
U.S. Government agency obligations$97,902,000914
Securities issued by states & political subdivisions$237,258,000180
Other domestic debt securities$77,186,000240
Privately issued residential mortgage-backed securities$9,682,000202
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$43,079,000109
Structured financial products - Total$0158
Other domestic debt securities - All other$22,158,000332
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$129,138,000501
Mortgage-backed securities$99,944,000758
Certificates of participation in pools of residential mortgages$10,003,0002,198
Issued or guaranteed by U.S.$10,003,0002,134
Privately issued$0261
Collaterized mortgage obligations$48,905,000422
CMOs issued by government agencies or sponsored agencies$39,223,000450
Privately issued$9,682,000123
Commercial mortgage-backed securities$41,036,000358
Commercial mortgage pass-through securities$4,916,000687
Other commercial mortgage-backed securities$36,120,000266
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$422,178,000400
Total debt securities$422,178,000438
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$396,940,000433
U.S. Government securities$86,163,000979
U.S. Treasury securities$01,194
U.S. Government agency obligations$86,163,000927
Securities issued by states & political subdivisions$247,053,000169
Other domestic debt securities$63,724,000258
Privately issued residential mortgage-backed securities$7,949,000207
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$34,983,000122
Structured financial products - Total$0156
Other domestic debt securities - All other$20,288,000334
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$137,355,000473
Mortgage-backed securities$82,849,000813
Certificates of participation in pools of residential mortgages$10,810,0002,014
Issued or guaranteed by U.S.$10,810,0001,961
Privately issued$0245
Collaterized mortgage obligations$43,874,000447
CMOs issued by government agencies or sponsored agencies$35,925,000468
Privately issued$7,949,000137
Commercial mortgage-backed securities$28,165,000426
Commercial mortgage pass-through securities$2,154,000932
Other commercial mortgage-backed securities$26,011,000302
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$396,940,000389
Total debt securities$396,940,000424
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$346,473,000462
U.S. Government securities$77,592,0001,005
U.S. Treasury securities$01,216
U.S. Government agency obligations$77,592,000951
Securities issued by states & political subdivisions$221,433,000172
Other domestic debt securities$47,448,000303
Privately issued residential mortgage-backed securities$5,810,000237
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$30,945,000122
Structured financial products - Total$0152
Other domestic debt securities - All other$10,693,000472
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$140,511,000447
Mortgage-backed securities$72,398,000873
Certificates of participation in pools of residential mortgages$9,013,0002,159
Issued or guaranteed by U.S.$9,013,0002,096
Privately issued$0251
Collaterized mortgage obligations$39,130,000483
CMOs issued by government agencies or sponsored agencies$33,320,000497
Privately issued$5,810,000148
Commercial mortgage-backed securities$24,255,000440
Commercial mortgage pass-through securities$2,208,000906
Other commercial mortgage-backed securities$22,047,000318
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$346,473,000411
Total debt securities$346,473,000456
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$286,217,000524
U.S. Government securities$79,606,000970
U.S. Treasury securities$01,251
U.S. Government agency obligations$79,606,000908
Securities issued by states & political subdivisions$175,215,000206
Other domestic debt securities$31,396,000382
Privately issued residential mortgage-backed securities$4,208,000249
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$22,341,000136
Structured financial products - Total$0154
Other domestic debt securities - All other$4,847,000694
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$91,773,000651
Mortgage-backed securities$72,161,000861
Certificates of participation in pools of residential mortgages$10,307,0002,010
Issued or guaranteed by U.S.$10,307,0001,957
Privately issued$0251
Collaterized mortgage obligations$41,127,000491
CMOs issued by government agencies or sponsored agencies$36,919,000481
Privately issued$4,208,000155
Commercial mortgage-backed securities$20,727,000495
Commercial mortgage pass-through securities$2,287,000878
Other commercial mortgage-backed securities$18,440,000352
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$286,217,000472
Total debt securities$286,217,000513
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$208,040,000679
U.S. Government securities$85,487,000941
U.S. Treasury securities$1,004,0001,086
U.S. Government agency obligations$84,483,000887
Securities issued by states & political subdivisions$97,211,000347
Other domestic debt securities$25,342,000422
Privately issued residential mortgage-backed securities$324,000504
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$21,472,000129
Structured financial products - Total$0155
Other domestic debt securities - All other$3,546,000735
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$97,967,000571
Mortgage-backed securities$70,470,000882
Certificates of participation in pools of residential mortgages$11,509,0001,901
Issued or guaranteed by U.S.$11,509,0001,846
Privately issued$0267
Collaterized mortgage obligations$39,833,000497
CMOs issued by government agencies or sponsored agencies$39,509,000468
Privately issued$324,000311
Commercial mortgage-backed securities$19,128,000506
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$19,128,000344
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$208,040,000613
Total debt securities$208,040,000669
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$187,433,000723
U.S. Government securities$69,228,0001,133
U.S. Treasury securities$1,001,0001,112
U.S. Government agency obligations$68,227,0001,074
Securities issued by states & political subdivisions$91,287,000339
Other domestic debt securities$26,918,000393
Privately issued residential mortgage-backed securities$430,000457
Commercial mortgage-backed securities - Total$0179
Asset backed securities$22,521,000129
Structured financial products - Total$0159
Other domestic debt securities - All other$3,967,000678
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$107,098,000514
Mortgage-backed securities$59,132,000979
Certificates of participation in pools of residential mortgages$12,190,0001,803
Issued or guaranteed by U.S.$12,190,0001,754
Privately issued$0249
Collaterized mortgage obligations$29,016,000636
CMOs issued by government agencies or sponsored agencies$28,586,000609
Privately issued$430,000290
Commercial mortgage-backed securities$17,926,000522
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$17,926,000340
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$187,433,000659
Total debt securities$187,433,000715
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 contracts$0128
2019-09-30Rank
Total securities$147,328,000896
U.S. Government securities$60,603,0001,255
U.S. Treasury securities$1,000,0001,145
U.S. Government agency obligations$59,603,0001,194
Securities issued by states & political subdivisions$74,691,000422
Other domestic debt securities$12,034,000594
Privately issued residential mortgage-backed securities$457,000480
Commercial mortgage-backed securities - Total$0182
Asset backed securities$7,665,000201
Structured financial products - Total$0154
Other domestic debt securities - All other$3,912,000691
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$111,546,000493
Mortgage-backed securities$51,333,0001,073
Certificates of participation in pools of residential mortgages$11,377,0001,860
Issued or guaranteed by U.S.$11,377,0001,805
Privately issued$0287
Collaterized mortgage obligations$24,794,000695
CMOs issued by government agencies or sponsored agencies$24,337,000677
Privately issued$457,000278
Commercial mortgage-backed securities$15,162,000564
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$15,162,000368
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$147,328,000809
Total debt securities$147,328,000884
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 contracts$0127
2019-06-30Rank
Total securities$129,422,0001,023
U.S. Government securities$57,480,0001,316
U.S. Treasury securities$999,0001,181
U.S. Government agency obligations$56,481,0001,253
Securities issued by states & political subdivisions$60,894,000540
Other domestic debt securities$11,048,000587
Privately issued residential mortgage-backed securities$477,000435
Commercial mortgage-backed securities - Total$0177
Asset backed securities$6,675,000197
Structured financial products - Total$0152
Other domestic debt securities - All other$3,896,000692
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$69,644,000750
Mortgage-backed securities$47,402,0001,120
Certificates of participation in pools of residential mortgages$12,988,0001,728
Issued or guaranteed by U.S.$12,988,0001,698
Privately issued$0244
Collaterized mortgage obligations$22,319,000732
CMOs issued by government agencies or sponsored agencies$21,842,000708
Privately issued$477,000282
Commercial mortgage-backed securities$12,095,000613
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$12,095,000386
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$129,422,000912
Total debt securities$129,422,0001,013
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$127,881,0001,045
U.S. Government securities$52,207,0001,416
U.S. Treasury securities$994,0001,207
U.S. Government agency obligations$51,213,0001,356
Securities issued by states & political subdivisions$64,556,000523
Other domestic debt securities$11,118,000581
Privately issued residential mortgage-backed securities$479,000445
Commercial mortgage-backed securities - Total$0171
Asset backed securities$6,739,000181
Structured financial products - Total$0154
Other domestic debt securities - All other$3,900,000691
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$76,738,000696
Mortgage-backed securities$43,067,0001,186
Certificates of participation in pools of residential mortgages$14,810,0001,583
Issued or guaranteed by U.S.$14,810,0001,554
Privately issued$0248
Collaterized mortgage obligations$21,377,000735
CMOs issued by government agencies or sponsored agencies$20,898,000716
Privately issued$479,000293
Commercial mortgage-backed securities$6,880,000775
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$6,880,000455
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$127,881,000932
Total debt securities$127,881,0001,034
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$131,472,0001,017
U.S. Government securities$53,735,0001,399
U.S. Treasury securities$990,0001,213
U.S. Government agency obligations$52,745,0001,360
Securities issued by states & political subdivisions$67,646,000510
Other domestic debt securities$10,091,000595
Privately issued residential mortgage-backed securities$488,000416
Commercial mortgage-backed securities - Total$0160
Asset backed securities$5,845,000189
Structured financial products - Total$0154
Other domestic debt securities - All other$3,758,000698
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$84,635,000646
Mortgage-backed securities$45,147,0001,137
Certificates of participation in pools of residential mortgages$16,744,0001,468
Issued or guaranteed by U.S.$16,744,0001,453
Privately issued$0211
Collaterized mortgage obligations$21,381,000738
CMOs issued by government agencies or sponsored agencies$20,893,000714
Privately issued$488,000293
Commercial mortgage-backed securities$7,022,000743
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$7,022,000445
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$131,472,000900
Total debt securities$131,472,0001,002
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 contracts$0138
2018-09-30Rank
Total securities$125,403,0001,054
U.S. Government securities$54,645,0001,387
U.S. Treasury securities$984,0001,211
U.S. Government agency obligations$53,661,0001,333
Securities issued by states & political subdivisions$62,404,000568
Other domestic debt securities$8,354,000638
Privately issued residential mortgage-backed securities$517,000357
Commercial mortgage-backed securities - Total$0150
Asset backed securities$3,890,000219
Structured financial products - Total$0171
Other domestic debt securities - All other$3,947,000681
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$86,896,000637
Mortgage-backed securities$45,886,0001,126
Certificates of participation in pools of residential mortgages$17,649,0001,433
Issued or guaranteed by U.S.$17,649,0001,426
Privately issued$0145
Collaterized mortgage obligations$21,241,000723
CMOs issued by government agencies or sponsored agencies$20,724,000700
Privately issued$517,000288
Commercial mortgage-backed securities$6,996,000741
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$6,996,000443
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$125,403,000941
Total debt securities$125,403,0001,036
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 contracts$0141
2018-06-30Rank
Total securities$127,899,0001,057
U.S. Government securities$60,050,0001,289
U.S. Treasury securities$987,0001,174
U.S. Government agency obligations$59,063,0001,242
Securities issued by states & political subdivisions$62,025,000590
Other domestic debt securities$5,824,000869
Privately issued residential mortgage-backed securities$861,000513
Commercial mortgage-backed securities - Total$0147
Asset backed securities$996,000299
Structured financial products - Total$0186
Other domestic debt securities - All other$3,967,000684
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$72,371,000745
Mortgage-backed securities$49,857,0001,068
Certificates of participation in pools of residential mortgages$19,704,0001,376
Issued or guaranteed by U.S.$19,704,0001,324
Privately issued$0453
Collaterized mortgage obligations$23,059,000691
CMOs issued by government agencies or sponsored agencies$22,198,000669
Privately issued$861,000259
Commercial mortgage-backed securities$7,094,000731
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$7,094,000429
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$127,899,000942
Total debt securities$127,899,0001,041
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 contracts$0145
2018-03-31Rank
Total securities$133,322,0001,035
U.S. Government securities$63,228,0001,271
U.S. Treasury securities$990,0001,128
U.S. Government agency obligations$62,238,0001,225
Securities issued by states & political subdivisions$63,310,000583
Other domestic debt securities$6,784,000704
Privately issued residential mortgage-backed securities$909,000282
Commercial mortgage-backed securities - Total$0147
Asset backed securities$25,000390
Structured financial products - Total$0193
Other domestic debt securities - All other$5,850,000579
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$78,937,000709
Mortgage-backed securities$53,655,0001,018
Certificates of participation in pools of residential mortgages$21,803,0001,319
Issued or guaranteed by U.S.$21,803,0001,316
Privately issued$067
Collaterized mortgage obligations$24,530,000651
CMOs issued by government agencies or sponsored agencies$23,621,000634
Privately issued$909,000264
Commercial mortgage-backed securities$7,322,000624
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$7,322,000402
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$133,322,000916
Total debt securities$133,322,0001,021
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 contracts$0146
2017-12-31Rank
Total securities$126,971,0001,080
U.S. Government securities$62,411,0001,293
U.S. Treasury securities$999,0001,042
U.S. Government agency obligations$61,412,0001,251
Securities issued by states & political subdivisions$57,771,000676
Other domestic debt securities$6,789,000711
Privately issued residential mortgage-backed securities$946,000280
Commercial mortgage-backed securities - Total$0146
Asset backed securities$26,000363
Structured financial products - Total$0204
Other domestic debt securities - All other$5,817,000572
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$84,088,000692
Mortgage-backed securities$51,883,0001,054
Certificates of participation in pools of residential mortgages$23,735,0001,264
Issued or guaranteed by U.S.$23,735,0001,263
Privately issued$064
Collaterized mortgage obligations$23,028,000676
CMOs issued by government agencies or sponsored agencies$22,082,000657
Privately issued$946,000263
Commercial mortgage-backed securities$5,120,000711
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$5,120,000448
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$126,971,000955
Total debt securities$126,971,0001,067
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 contracts$0146
2017-09-30Rank
Total securities$132,322,0001,054
U.S. Government securities$64,455,0001,275
U.S. Treasury securities$1,008,0001,006
U.S. Government agency obligations$63,447,0001,234
Securities issued by states & political subdivisions$60,699,000648
Other domestic debt securities$6,821,000718
Privately issued residential mortgage-backed securities$982,000284
Commercial mortgage-backed securities - Total$0146
Asset backed securities$28,000358
Structured financial products - Total$0214
Other domestic debt securities - All other$5,811,000594
Foreign debt securities$0334
Equity securities$347,000672
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,511,000649
Mortgage-backed securities$53,756,0001,038
Certificates of participation in pools of residential mortgages$24,866,0001,247
Issued or guaranteed by U.S.$24,866,0001,245
Privately issued$069
Collaterized mortgage obligations$23,708,000655
CMOs issued by government agencies or sponsored agencies$22,726,000643
Privately issued$982,000268
Commercial mortgage-backed securities$5,182,000692
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$5,182,000427
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$132,322,000925
Total debt securities$131,975,0001,042
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 contracts$0144
2017-06-30Rank
Total securities$136,036,0001,044
U.S. Government securities$67,503,0001,256
U.S. Treasury securities$1,009,0001,029
U.S. Government agency obligations$66,494,0001,213
Securities issued by states & political subdivisions$61,345,000643
Other domestic debt securities$6,832,000729
Privately issued residential mortgage-backed securities$1,014,000291
Commercial mortgage-backed securities - Total$0138
Asset backed securities$29,000343
Structured financial products - Total$0219
Other domestic debt securities - All other$5,789,000601
Foreign debt securities$0346
Equity securities$356,000678
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,963,000785
Mortgage-backed securities$56,386,0001,024
Certificates of participation in pools of residential mortgages$25,570,0001,255
Issued or guaranteed by U.S.$25,570,0001,254
Privately issued$067
Collaterized mortgage obligations$25,615,000633
CMOs issued by government agencies or sponsored agencies$24,601,000617
Privately issued$1,014,000273
Commercial mortgage-backed securities$5,201,000673
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$5,201,000419
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$136,036,000915
Total debt securities$135,680,0001,032
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 contracts$0145
2017-03-31Rank
Total securities$137,182,0001,047
U.S. Government securities$69,509,0001,247
U.S. Treasury securities$1,009,0001,051
U.S. Government agency obligations$68,500,0001,204
Securities issued by states & political subdivisions$60,707,000652
Other domestic debt securities$6,640,000749
Privately issued residential mortgage-backed securities$1,037,000315
Commercial mortgage-backed securities - Total$0146
Asset backed securities$30,000348
Structured financial products - Total$0221
Other domestic debt securities - All other$5,573,000621
Foreign debt securities$0350
Equity securities$326,000695
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,857,000782
Mortgage-backed securities$58,237,0001,013
Certificates of participation in pools of residential mortgages$26,082,0001,263
Issued or guaranteed by U.S.$26,082,0001,262
Privately issued$066
Collaterized mortgage obligations$26,476,000630
CMOs issued by government agencies or sponsored agencies$25,439,000609
Privately issued$1,037,000298
Commercial mortgage-backed securities$5,679,000641
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$5,679,000396
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$137,182,000925
Total debt securities$136,856,0001,037
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$143,875,000987
U.S. Government securities$74,006,0001,161
U.S. Treasury securities$1,010,0001,033
U.S. Government agency obligations$72,996,0001,125
Securities issued by states & political subdivisions$62,983,000619
Other domestic debt securities$6,596,000747
Privately issued residential mortgage-backed securities$1,104,000319
Commercial mortgage-backed securities - Total$0137
Asset backed securities$31,000347
Structured financial products - Total$0226
Other domestic debt securities - All other$5,461,000613
Foreign debt securities$0347
Equity securities$290,000702
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$79,005,000753
Mortgage-backed securities$62,390,000943
Certificates of participation in pools of residential mortgages$27,666,0001,216
Issued or guaranteed by U.S.$27,666,0001,215
Privately issued$071
Collaterized mortgage obligations$29,002,000587
CMOs issued by government agencies or sponsored agencies$27,898,000565
Privately issued$1,104,000301
Commercial mortgage-backed securities$5,722,000618
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$5,722,000386
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$143,875,000857
Total debt securities$143,585,000977
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$155,345,000924
U.S. Government securities$80,376,0001,085
U.S. Treasury securities$1,031,000907
U.S. Government agency obligations$79,345,0001,050
Securities issued by states & political subdivisions$68,080,000574
Other domestic debt securities$6,639,000743
Privately issued residential mortgage-backed securities$1,188,000313
Commercial mortgage-backed securities - Total$0131
Asset backed securities$33,000350
Structured financial products - Total$0228
Other domestic debt securities - All other$5,418,000618
Foreign debt securities$0338
Equity securities$250,000721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$86,027,000697
Mortgage-backed securities$68,565,000884
Certificates of participation in pools of residential mortgages$29,640,0001,163
Issued or guaranteed by U.S.$29,640,0001,162
Privately issued$067
Collaterized mortgage obligations$32,686,000552
CMOs issued by government agencies or sponsored agencies$31,498,000524
Privately issued$1,188,000299
Commercial mortgage-backed securities$6,239,000562
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$6,239,000357
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$155,345,000806
Total debt securities$155,095,000912
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$163,557,000875
U.S. Government securities$86,151,0001,037
U.S. Treasury securities$1,038,000934
U.S. Government agency obligations$85,113,0001,000
Securities issued by states & political subdivisions$70,740,000538
Other domestic debt securities$6,426,000777
Privately issued residential mortgage-backed securities$1,222,000322
Commercial mortgage-backed securities - Total$0142
Asset backed securities$34,000359
Structured financial products - Total$0235
Other domestic debt securities - All other$5,170,000635
Foreign debt securities$0339
Equity securities$240,000744
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,438,000852
Mortgage-backed securities$73,947,000836
Certificates of participation in pools of residential mortgages$31,253,0001,133
Issued or guaranteed by U.S.$31,253,0001,129
Privately issued$071
Collaterized mortgage obligations$36,407,000534
CMOs issued by government agencies or sponsored agencies$35,185,000506
Privately issued$1,222,000304
Commercial mortgage-backed securities$6,287,000539
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$6,287,000339
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$163,557,000769
Total debt securities$163,317,000867
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$154,691,000947
U.S. Government securities$81,296,0001,118
U.S. Treasury securities$1,031,000968
U.S. Government agency obligations$80,265,0001,072
Securities issued by states & political subdivisions$66,882,000565
Other domestic debt securities$6,277,000781
Privately issued residential mortgage-backed securities$1,277,000319
Commercial mortgage-backed securities - Total$0153
Asset backed securities$35,000357
Structured financial products - Total$0235
Other domestic debt securities - All other$4,965,000667
Foreign debt securities$0334
Equity securities$236,000747
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,824,000844
Mortgage-backed securities$68,952,000873
Certificates of participation in pools of residential mortgages$24,955,0001,326
Issued or guaranteed by U.S.$24,955,0001,325
Privately issued$066
Collaterized mortgage obligations$38,747,000532
CMOs issued by government agencies or sponsored agencies$37,470,000504
Privately issued$1,277,000304
Commercial mortgage-backed securities$5,250,000567
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$5,250,000365
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$154,691,000827
Total debt securities$154,455,000937
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$159,473,000932
U.S. Government securities$83,354,0001,111
U.S. Treasury securities$1,007,0001,029
U.S. Government agency obligations$82,347,0001,061
Securities issued by states & political subdivisions$69,188,000537
Other domestic debt securities$6,698,000747
Privately issued residential mortgage-backed securities$1,372,000308
Commercial mortgage-backed securities - Total$0131
Asset backed securities$37,000366
Structured financial products - Total$0235
Other domestic debt securities - All other$5,289,000620
Foreign debt securities$0322
Equity securities$233,000755
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$73,688,000809
Mortgage-backed securities$70,891,000858
Certificates of participation in pools of residential mortgages$23,696,0001,398
Issued or guaranteed by U.S.$23,696,0001,397
Privately issued$066
Collaterized mortgage obligations$42,070,000504
CMOs issued by government agencies or sponsored agencies$40,698,000479
Privately issued$1,372,000294
Commercial mortgage-backed securities$5,125,000536
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$5,125,000340
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$159,473,000800
Total debt securities$159,240,000925
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$169,516,000880
U.S. Government securities$91,370,0001,018
U.S. Treasury securities$1,023,000963
U.S. Government agency obligations$90,347,000979
Securities issued by states & political subdivisions$70,990,000514
Other domestic debt securities$6,923,000734
Privately issued residential mortgage-backed securities$1,446,000299
Commercial mortgage-backed securities - Total$0140
Asset backed securities$38,000378
Structured financial products - Total$0235
Other domestic debt securities - All other$5,439,000613
Foreign debt securities$0326
Equity securities$233,000775
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$79,577,000760
Mortgage-backed securities$76,777,000805
Certificates of participation in pools of residential mortgages$25,066,0001,345
Issued or guaranteed by U.S.$25,066,0001,345
Privately issued$065
Collaterized mortgage obligations$46,501,000471
CMOs issued by government agencies or sponsored agencies$45,055,000456
Privately issued$1,446,000285
Commercial mortgage-backed securities$5,210,000513
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$5,210,000315
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$169,516,000766
Total debt securities$169,283,000865
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$176,424,000859
U.S. Government securities$97,122,0001,011
U.S. Treasury securities$1,011,000994
U.S. Government agency obligations$96,111,000968
Securities issued by states & political subdivisions$72,132,000490
Other domestic debt securities$6,928,000739
Privately issued residential mortgage-backed securities$1,561,000307
Commercial mortgage-backed securities - Total$0123
Asset backed securities$38,000378
Structured financial products - Total$0242
Other domestic debt securities - All other$5,329,000625
Foreign debt securities$0330
Equity securities$242,000772
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,295,000863
Mortgage-backed securities$82,299,000777
Certificates of participation in pools of residential mortgages$26,294,0001,333
Issued or guaranteed by U.S.$26,294,0001,333
Privately issued$067
Collaterized mortgage obligations$50,861,000453
CMOs issued by government agencies or sponsored agencies$49,300,000436
Privately issued$1,561,000291
Commercial mortgage-backed securities$5,144,000497
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$5,144,000305
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$176,424,000743
Total debt securities$176,182,000846
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$176,740,000857
U.S. Government securities$95,776,0001,032
U.S. Treasury securities$1,023,000971
U.S. Government agency obligations$94,753,000987
Securities issued by states & political subdivisions$73,064,000461
Other domestic debt securities$6,857,000734
Privately issued residential mortgage-backed securities$1,627,000329
Commercial mortgage-backed securities - Total$0117
Asset backed securities$40,000387
Structured financial products - Total$0236
Other domestic debt securities - All other$5,190,000621
Foreign debt securities$0332
Equity securities$1,043,000545
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,569,000816
Mortgage-backed securities$80,774,000791
Certificates of participation in pools of residential mortgages$24,645,0001,433
Issued or guaranteed by U.S.$24,645,0001,433
Privately issued$070
Collaterized mortgage obligations$52,849,000445
CMOs issued by government agencies or sponsored agencies$51,222,000432
Privately issued$1,627,000312
Commercial mortgage-backed securities$3,280,000574
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$3,280,000363
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$176,740,000743
Total debt securities$175,697,000852
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$171,751,000875
U.S. Government securities$95,458,0001,027
U.S. Treasury securities$1,005,0001,008
U.S. Government agency obligations$94,453,000989
Securities issued by states & political subdivisions$68,364,000503
Other domestic debt securities$6,876,000731
Privately issued residential mortgage-backed securities$1,696,000325
Commercial mortgage-backed securities - Total$0120
Asset backed securities$43,000386
Structured financial products - Total$0236
Other domestic debt securities - All other$5,137,000629
Foreign debt securities$0316
Equity securities$1,053,000541
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$91,587,000690
Mortgage-backed securities$81,191,000797
Certificates of participation in pools of residential mortgages$23,592,0001,490
Issued or guaranteed by U.S.$23,592,0001,488
Privately issued$075
Collaterized mortgage obligations$54,355,000441
CMOs issued by government agencies or sponsored agencies$52,659,000430
Privately issued$1,696,000307
Commercial mortgage-backed securities$3,244,000558
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$3,244,000342
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$171,751,000756
Total debt securities$170,698,000872
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$176,111,000867
U.S. Government securities$102,132,000982
U.S. Treasury securities$993,0001,063
U.S. Government agency obligations$101,139,000949
Securities issued by states & political subdivisions$66,174,000525
Other domestic debt securities$7,195,000737
Privately issued residential mortgage-backed securities$1,803,000336
Commercial mortgage-backed securities - Total$0141
Asset backed securities$45,000392
Structured financial products - Total$0253
Other domestic debt securities - All other$5,347,000633
Foreign debt securities$0309
Equity securities$610,000666
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,613,000729
Mortgage-backed securities$87,844,000767
Certificates of participation in pools of residential mortgages$27,486,0001,358
Issued or guaranteed by U.S.$27,486,0001,358
Privately issued$073
Collaterized mortgage obligations$57,180,000429
CMOs issued by government agencies or sponsored agencies$55,377,000418
Privately issued$1,803,000321
Commercial mortgage-backed securities$3,178,000540
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$3,178,000321
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$176,111,000745
Total debt securities$175,501,000859
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$175,025,000875
U.S. Government securities$101,747,0001,002
U.S. Treasury securities$995,0001,015
U.S. Government agency obligations$100,752,000976
Securities issued by states & political subdivisions$65,049,000521
Other domestic debt securities$8,229,000695
Privately issued residential mortgage-backed securities$1,876,000334
Commercial mortgage-backed securities - Total$0128
Asset backed securities$46,000413
Structured financial products - Total$0259
Other domestic debt securities - All other$6,307,000587
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$83,893,000741
Mortgage-backed securities$88,229,000775
Certificates of participation in pools of residential mortgages$27,749,0001,375
Issued or guaranteed by U.S.$27,749,0001,375
Privately issued$075
Collaterized mortgage obligations$59,394,000419
CMOs issued by government agencies or sponsored agencies$57,518,000405
Privately issued$1,876,000321
Commercial mortgage-backed securities$1,086,000736
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$1,086,000437
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$175,025,000756
Total debt securities$175,025,000864
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$160,649,000971
U.S. Government securities$95,420,0001,070
U.S. Treasury securities$01,198
U.S. Government agency obligations$95,420,0001,021
Securities issued by states & political subdivisions$56,124,000654
Other domestic debt securities$8,066,000728
Privately issued residential mortgage-backed securities$1,922,000347
Commercial mortgage-backed securities - Total$0127
Asset backed securities$47,000428
Structured financial products - Total$0268
Other domestic debt securities - All other$6,097,000610
Foreign debt securities$0314
Equity securities$1,039,000574
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$104,768,000608
Mortgage-backed securities$82,802,000822
Certificates of participation in pools of residential mortgages$27,700,0001,390
Issued or guaranteed by U.S.$27,700,0001,390
Privately issued$076
Collaterized mortgage obligations$54,026,000453
CMOs issued by government agencies or sponsored agencies$52,104,000436
Privately issued$1,922,000334
Commercial mortgage-backed securities$1,076,000726
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$1,076,000424
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$160,649,000836
Total debt securities$159,610,000965
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$158,759,000970
U.S. Government securities$92,777,0001,088
U.S. Treasury securities$01,131
U.S. Government agency obligations$92,777,0001,040
Securities issued by states & political subdivisions$56,856,000639
Other domestic debt securities$8,070,000759
Privately issued residential mortgage-backed securities$1,969,000365
Commercial mortgage-backed securities - Total$0125
Asset backed securities$48,000431
Structured financial products - Total$0292
Other domestic debt securities - All other$6,053,000631
Foreign debt securities$0320
Equity securities$1,056,000578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$104,343,000618
Mortgage-backed securities$82,995,000806
Certificates of participation in pools of residential mortgages$27,824,0001,398
Issued or guaranteed by U.S.$27,824,0001,398
Privately issued$081
Collaterized mortgage obligations$54,112,000448
CMOs issued by government agencies or sponsored agencies$52,143,000438
Privately issued$1,969,000349
Commercial mortgage-backed securities$1,059,000688
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$1,059,000414
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$158,759,000834
Total debt securities$157,703,000968
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$162,231,000958
U.S. Government securities$94,960,0001,069
U.S. Treasury securities$01,131
U.S. Government agency obligations$94,960,0001,027
Securities issued by states & political subdivisions$58,047,000621
Other domestic debt securities$8,241,000779
Privately issued residential mortgage-backed securities$2,063,000386
Commercial mortgage-backed securities - Total$0126
Asset backed securities$49,000439
Structured financial products - Total$0318
Other domestic debt securities - All other$6,129,000630
Foreign debt securities$0328
Equity securities$983,000630
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$108,539,000584
Mortgage-backed securities$85,097,000792
Certificates of participation in pools of residential mortgages$29,357,0001,348
Issued or guaranteed by U.S.$29,357,0001,345
Privately issued$080
Collaterized mortgage obligations$54,689,000460
CMOs issued by government agencies or sponsored agencies$52,626,000439
Privately issued$2,063,000368
Commercial mortgage-backed securities$1,051,000676
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$1,051,000413
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$162,231,000836
Total debt securities$161,248,000951
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$149,487,0001,029
U.S. Government securities$80,275,0001,246
U.S. Treasury securities$01,152
U.S. Government agency obligations$80,275,0001,211
Securities issued by states & political subdivisions$60,017,000581
Other domestic debt securities$8,233,000781
Privately issued residential mortgage-backed securities$2,263,000383
Commercial mortgage-backed securities - Total$0134
Asset backed securities$50,000448
Structured financial products - Total$0318
Other domestic debt securities - All other$5,920,000672
Foreign debt securities$0316
Equity securities$962,000629
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$114,869,000550
Mortgage-backed securities$70,313,000950
Certificates of participation in pools of residential mortgages$17,770,0001,944
Issued or guaranteed by U.S.$17,770,0001,943
Privately issued$083
Collaterized mortgage obligations$51,453,000485
CMOs issued by government agencies or sponsored agencies$49,190,000471
Privately issued$2,263,000365
Commercial mortgage-backed securities$1,090,000640
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$1,090,000362
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$149,487,000916
Total debt securities$148,525,0001,026
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$134,081,0001,152
U.S. Government securities$64,036,0001,545
U.S. Treasury securities$01,161
U.S. Government agency obligations$64,036,0001,501
Securities issued by states & political subdivisions$60,238,000554
Other domestic debt securities$8,360,000796
Privately issued residential mortgage-backed securities$2,399,000400
Commercial mortgage-backed securities - Total$0135
Asset backed securities$45,000446
Structured financial products - Total$0323
Other domestic debt securities - All other$5,916,000665
Foreign debt securities$0322
Equity securities$1,447,000554
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$128,963,000518
Mortgage-backed securities$53,859,0001,218
Certificates of participation in pools of residential mortgages$12,430,0002,369
Issued or guaranteed by U.S.$12,430,0002,368
Privately issued$083
Collaterized mortgage obligations$41,429,000582
CMOs issued by government agencies or sponsored agencies$39,030,000570
Privately issued$2,399,000386
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$134,081,0001,044
Total debt securities$132,634,0001,155
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$132,636,0001,149
U.S. Government securities$61,874,0001,575
U.S. Treasury securities$01,135
U.S. Government agency obligations$61,874,0001,524
Securities issued by states & political subdivisions$61,215,000531
Other domestic debt securities$8,298,000776
Privately issued residential mortgage-backed securities$2,426,000410
Commercial mortgage-backed securities - Total$0125
Asset backed securities$46,000420
Structured financial products - Total$0329
Other domestic debt securities - All other$5,826,000647
Foreign debt securities$0317
Equity securities$1,249,000559
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,788,000539
Mortgage-backed securities$51,491,0001,278
Certificates of participation in pools of residential mortgages$8,779,0002,835
Issued or guaranteed by U.S.$8,779,0002,833
Privately issued$085
Collaterized mortgage obligations$42,712,000573
CMOs issued by government agencies or sponsored agencies$40,286,000557
Privately issued$2,426,000397
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$132,636,0001,032
Total debt securities$131,387,0001,141
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$133,635,0001,146
U.S. Government securities$62,838,0001,584
U.S. Treasury securities$01,086
U.S. Government agency obligations$62,838,0001,535
Securities issued by states & political subdivisions$61,271,000508
Other domestic debt securities$8,244,000799
Privately issued residential mortgage-backed securities$2,509,000444
Commercial mortgage-backed securities - Total$0122
Asset backed securities$49,000413
Structured financial products - Total$0340
Other domestic debt securities - All other$5,686,000685
Foreign debt securities$0302
Equity securities$1,282,000544
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$121,201,000532
Mortgage-backed securities$52,252,0001,323
Certificates of participation in pools of residential mortgages$9,462,0002,861
Issued or guaranteed by U.S.$9,462,0002,860
Privately issued$088
Collaterized mortgage obligations$42,790,000608
CMOs issued by government agencies or sponsored agencies$40,281,000601
Privately issued$2,509,000427
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$133,635,0001,036
Total debt securities$132,353,0001,144
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$132,151,0001,158
U.S. Government securities$64,008,0001,587
U.S. Treasury securities$01,068
U.S. Government agency obligations$64,008,0001,547
Securities issued by states & political subdivisions$57,469,000523
Other domestic debt securities$9,404,000766
Privately issued residential mortgage-backed securities$2,587,000472
Commercial mortgage-backed securities - Total$0125
Asset backed securities$47,000368
Structured financial products - Total$0339
Other domestic debt securities - All other$6,770,000618
Foreign debt securities$0295
Equity securities$1,270,000539
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$105,415,000608
Mortgage-backed securities$54,298,0001,318
Certificates of participation in pools of residential mortgages$7,846,0003,141
Issued or guaranteed by U.S.$7,846,0003,141
Privately issued$094
Collaterized mortgage obligations$46,452,000579
CMOs issued by government agencies or sponsored agencies$43,865,000560
Privately issued$2,587,000453
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$132,151,0001,047
Total debt securities$130,881,0001,159
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$121,037,0001,271
U.S. Government securities$62,817,0001,639
U.S. Treasury securities$01,157
U.S. Government agency obligations$62,817,0001,596
Securities issued by states & political subdivisions$47,000,000680
Other domestic debt securities$9,936,000735
Privately issued residential mortgage-backed securities$2,799,000479
Commercial mortgage-backed securities - Total$0130
Asset backed securities$47,000321
Structured financial products - Total$0346
Other domestic debt securities - All other$7,090,000599
Foreign debt securities$0227
Equity securities$1,284,000514
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$102,133,000631
Mortgage-backed securities$54,179,0001,301
Certificates of participation in pools of residential mortgages$4,991,0003,704
Issued or guaranteed by U.S.$4,991,0003,700
Privately issued$094
Collaterized mortgage obligations$49,188,000581
CMOs issued by government agencies or sponsored agencies$46,389,000562
Privately issued$2,799,000460
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$121,037,0001,151
Total debt securities$119,753,0001,268
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$124,682,0001,203
U.S. Government securities$68,513,0001,460
U.S. Treasury securities$01,076
U.S. Government agency obligations$68,513,0001,416
Securities issued by states & political subdivisions$45,083,000695
Other domestic debt securities$9,947,000731
Privately issued residential mortgage-backed securities$2,868,000532
Commercial mortgage-backed securities - Total$0110
Asset backed securities$49,000250
Structured financial products - Total$0321
Other domestic debt securities - All other$7,030,000561
Foreign debt securities$0182
Equity securities$1,139,000521
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,103,000534
Mortgage-backed securities$58,152,0001,182
Certificates of participation in pools of residential mortgages$5,318,0003,530
Issued or guaranteed by U.S.$5,318,0003,527
Privately issued$0121
Collaterized mortgage obligations$52,834,000543
CMOs issued by government agencies or sponsored agencies$49,966,000501
Privately issued$2,868,000505
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$124,682,0001,061
Total debt securities$123,543,0001,199
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$131,024,0001,110
U.S. Government securities$75,044,0001,319
U.S. Treasury securities$01,126
U.S. Government agency obligations$75,044,0001,268
Securities issued by states & political subdivisions$44,249,000657
Other domestic debt securities$10,490,000693
Privately issued residential mortgage-backed securities$3,270,000531
Commercial mortgage-backed securities - Total$092
Asset backed securities$50,000239
Structured financial products - Total$0323
Other domestic debt securities - All other$7,170,000523
Foreign debt securities$0176
Equity securities$1,241,000521
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$120,705,000495
Mortgage-backed securities$63,855,0001,057
Certificates of participation in pools of residential mortgages$5,680,0003,401
Issued or guaranteed by U.S.$5,680,0003,397
Privately issued$0132
Collaterized mortgage obligations$58,175,000526
CMOs issued by government agencies or sponsored agencies$54,905,000473
Privately issued$3,270,000499
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$131,024,000983
Total debt securities$129,783,0001,108
Structured notes
Amortized cost$03,032
Fair value$03,032
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$131,721,0001,100
U.S. Government securities$77,667,0001,285
U.S. Treasury securities$01,225
U.S. Government agency obligations$77,667,0001,238
Securities issued by states & political subdivisions$40,755,000669
Other domestic debt securities$11,112,000654
Privately issued residential mortgage-backed securities$3,522,000527
Commercial mortgage-backed securities - Total$087
Asset backed securities$51,000236
Structured financial products - Total$0330
Other domestic debt securities - All other$7,539,000471
Foreign debt securities$0168
Equity securities$2,187,000411
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$124,048,000497
Mortgage-backed securities$63,815,0001,037
Certificates of participation in pools of residential mortgages$5,757,0003,354
Issued or guaranteed by U.S.$5,757,0003,346
Privately issued$0125
Collaterized mortgage obligations$58,058,000520
CMOs issued by government agencies or sponsored agencies$54,536,000470
Privately issued$3,522,000500
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$131,721,000974
Total debt securities$129,534,0001,104
Structured notes
Amortized cost$1,500,0002,196
Fair value$1,501,0002,241
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$122,688,0001,172
U.S. Government securities$69,596,0001,400
U.S. Treasury securities$01,272
U.S. Government agency obligations$69,596,0001,347
Securities issued by states & political subdivisions$40,013,000672
Other domestic debt securities$10,997,000674
Privately issued residential mortgage-backed securities$3,768,000545
Commercial mortgage-backed securities - Total$081
Asset backed securities$52,000234
Structured financial products - Total$0337
Other domestic debt securities - All other$7,177,000483
Foreign debt securities$0165
Equity securities$2,082,000420
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$115,937,000518
Mortgage-backed securities$55,787,0001,125
Certificates of participation in pools of residential mortgages$5,831,0003,273
Issued or guaranteed by U.S.$5,831,0003,267
Privately issued$0136
Collaterized mortgage obligations$49,956,000573
CMOs issued by government agencies or sponsored agencies$46,188,000514
Privately issued$3,768,000523
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$122,688,0001,035
Total debt securities$120,606,0001,181
Structured notes
Amortized cost$1,499,0002,305
Fair value$1,501,0002,250
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$116,833,0001,169
U.S. Government securities$63,082,0001,449
U.S. Treasury securities$01,275
U.S. Government agency obligations$63,082,0001,396
Securities issued by states & political subdivisions$39,952,000646
Other domestic debt securities$10,944,000717
Privately issued residential mortgage-backed securities$4,030,000562
Commercial mortgage-backed securities - Total$0438
Asset backed securities$53,000218
Structured financial products - Total$0343
Other domestic debt securities - All other$6,861,000491
Foreign debt securities$0158
Equity securities$2,855,000353
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$108,598,000537
Mortgage-backed securities$52,326,0001,138
Certificates of participation in pools of residential mortgages$5,986,0003,117
Issued or guaranteed by U.S.$5,986,0003,110
Privately issued$0141
Collaterized mortgage obligations$46,340,000573
CMOs issued by government agencies or sponsored agencies$42,310,000518
Privately issued$4,030,000535
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$116,833,0001,045
Total debt securities$113,978,0001,183
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$124,489,0001,079
U.S. Government securities$68,530,0001,314
U.S. Treasury securities$01,180
U.S. Government agency obligations$68,530,0001,261
Securities issued by states & political subdivisions$42,757,000563
Other domestic debt securities$11,076,000713
Privately issued residential mortgage-backed securities$4,164,000615
Commercial mortgage-backed securities - Total$0411
Asset backed securities$52,000208
Structured financial products - Total$0351
Other domestic debt securities - All other$6,860,000489
Foreign debt securities$0158
Equity securities$2,126,000453
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$116,861,000495
Mortgage-backed securities$52,183,0001,112
Certificates of participation in pools of residential mortgages$1,958,0004,251
Issued or guaranteed by U.S.$1,958,0004,244
Privately issued$0141
Collaterized mortgage obligations$50,225,000541
CMOs issued by government agencies or sponsored agencies$46,061,000482
Privately issued$4,164,000585
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$124,489,000947
Total debt securities$122,363,0001,084
Structured notes
Amortized cost$996,0002,576
Fair value$1,056,0002,344
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$127,632,0001,056
U.S. Government securities$71,165,0001,299
U.S. Treasury securities$01,121
U.S. Government agency obligations$71,165,0001,249
Securities issued by states & political subdivisions$41,993,000544
Other domestic debt securities$11,167,000724
Privately issued residential mortgage-backed securities$4,265,000638
Commercial mortgage-backed securities - Total$0407
Asset backed securities$53,000207
Structured financial products - Total$0352
Other domestic debt securities - All other$6,849,000461
Foreign debt securities$0158
Equity securities$3,307,000355
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$117,489,000500
Mortgage-backed securities$52,388,0001,091
Certificates of participation in pools of residential mortgages$2,279,0004,182
Issued or guaranteed by U.S.$2,279,0004,173
Privately issued$0148
Collaterized mortgage obligations$50,109,000530
CMOs issued by government agencies or sponsored agencies$45,844,000466
Privately issued$4,265,000610
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$127,632,000924
Total debt securities$124,325,0001,065
Structured notes
Amortized cost$1,053,0002,436
Fair value$1,095,0002,431
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$131,857,0001,000
U.S. Government securities$73,189,0001,278
U.S. Treasury securities$01,130
U.S. Government agency obligations$73,189,0001,232
Securities issued by states & political subdivisions$42,627,000526
Other domestic debt securities$12,284,000703
Privately issued residential mortgage-backed securities$4,565,000638
Commercial mortgage-backed securities - Total$0422
Asset backed securities$53,000210
Structured financial products - Total$0358
Other domestic debt securities - All other$7,666,000428
Foreign debt securities$0171
Equity securities$3,757,000328
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$123,691,000498
Mortgage-backed securities$54,315,0001,090
Certificates of participation in pools of residential mortgages$2,464,0004,237
Issued or guaranteed by U.S.$2,464,0004,231
Privately issued$0145
Collaterized mortgage obligations$51,851,000522
CMOs issued by government agencies or sponsored agencies$47,286,000446
Privately issued$4,565,000613
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$131,857,000874
Total debt securities$128,100,0001,017
Structured notes
Amortized cost$1,115,0002,214
Fair value$1,181,0002,199
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$142,607,000903
U.S. Government securities$83,457,0001,092
U.S. Treasury securities$01,077
U.S. Government agency obligations$83,457,0001,057
Securities issued by states & political subdivisions$43,881,000504
Other domestic debt securities$11,974,000738
Privately issued residential mortgage-backed securities$4,668,000671
Commercial mortgage-backed securities - Total$0408
Asset backed securities$46,000238
Structured financial products - Total$0366
Other domestic debt securities - All other$7,260,000461
Foreign debt securities$0171
Equity securities$3,295,000385
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$134,867,000448
Mortgage-backed securities$59,411,0001,014
Certificates of participation in pools of residential mortgages$5,179,0003,488
Issued or guaranteed by U.S.$5,179,0003,478
Privately issued$0157
Collaterized mortgage obligations$54,232,000494
CMOs issued by government agencies or sponsored agencies$49,564,000413
Privately issued$4,668,000645
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$142,607,000774
Total debt securities$139,312,000910
Structured notes
Amortized cost$1,165,0001,916
Fair value$1,232,0001,892
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$155,659,000829
U.S. Government securities$96,383,000917
U.S. Treasury securities$9,999,000251
U.S. Government agency obligations$86,384,000984
Securities issued by states & political subdivisions$43,915,000496
Other domestic debt securities$12,038,000795
Privately issued residential mortgage-backed securities$5,031,000696
Commercial mortgage-backed securities - Total$0419
Asset backed securities$47,000243
Structured financial products - Total$0375
Other domestic debt securities - All other$6,960,000500
Foreign debt securities$0175
Equity securities$3,323,000419
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$137,747,000432
Mortgage-backed securities$59,637,0001,041
Certificates of participation in pools of residential mortgages$5,476,0003,512
Issued or guaranteed by U.S.$5,476,0003,501
Privately issued$0171
Collaterized mortgage obligations$54,161,000489
CMOs issued by government agencies or sponsored agencies$49,130,000397
Privately issued$5,031,000669
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$155,659,000718
Total debt securities$152,336,000836
Structured notes
Amortized cost$1,222,0001,454
Fair value$1,211,0001,457
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$146,715,000864
U.S. Government securities$85,892,0001,007
U.S. Treasury securities$01,036
U.S. Government agency obligations$85,892,000966
Securities issued by states & political subdivisions$43,329,000479
Other domestic debt securities$14,176,000739
Privately issued residential mortgage-backed securities$5,599,000677
Commercial mortgage-backed securities - Total$0346
Asset backed securities$45,000267
Structured financial products - Total$0397
Other domestic debt securities - All other$8,532,000454
Foreign debt securities$0183
Equity securities$3,318,000458
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$136,375,000429
Mortgage-backed securities$59,183,0001,050
Certificates of participation in pools of residential mortgages$5,754,0003,501
Issued or guaranteed by U.S.$5,754,0003,488
Privately issued$0181
Collaterized mortgage obligations$53,429,000473
CMOs issued by government agencies or sponsored agencies$47,830,000375
Privately issued$5,599,000652
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$146,715,000741
Total debt securities$143,397,000864
Structured notes
Amortized cost$1,293,0001,021
Fair value$1,281,0001,024
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$139,792,000891
U.S. Government securities$77,846,0001,123
U.S. Treasury securities$0981
U.S. Government agency obligations$77,846,0001,089
Securities issued by states & political subdivisions$44,771,000435
Other domestic debt securities$14,238,000703
Privately issued residential mortgage-backed securities$5,784,000667
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$48,000336
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,406,000453
Foreign debt securities$0181
Equity securities$2,937,000496
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$130,468,000450
Mortgage-backed securities$54,190,0001,143
Certificates of participation in pools of residential mortgages$6,283,0003,458
Issued or guaranteed by U.S.$6,283,0003,447
Privately issued$0191
Collaterized mortgage obligations$47,907,000500
CMOs issued by government agencies or sponsored agencies$42,123,000394
Privately issued$5,784,000636
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$139,792,000763
Total debt securities$136,855,000892
Structured notes
Amortized cost$1,363,000797
Fair value$1,348,000801
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$144,596,000844
U.S. Government securities$81,482,0001,056
U.S. Treasury securities$0973
U.S. Government agency obligations$81,482,0001,028
Securities issued by states & political subdivisions$45,683,000408
Other domestic debt securities$15,549,000633
Privately issued residential mortgage-backed securities$6,518,000610
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$51,000315
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,980,000417
Foreign debt securities$0172
Equity securities$1,882,000589
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$136,187,000437
Mortgage-backed securities$57,969,0001,045
Certificates of participation in pools of residential mortgages$9,901,0002,734
Issued or guaranteed by U.S.$9,901,0002,719
Privately issued$0188
Collaterized mortgage obligations$48,068,000489
CMOs issued by government agencies or sponsored agencies$41,550,000384
Privately issued$6,518,000584
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$144,596,000720
Total debt securities$142,714,000838
Structured notes
Amortized cost$1,389,000832
Fair value$1,374,000834
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$148,540,000788
U.S. Government securities$80,624,0001,021
U.S. Treasury securities$01,019
U.S. Government agency obligations$80,624,000997
Securities issued by states & political subdivisions$46,696,000373
Other domestic debt securities$19,095,000554
Privately issued residential mortgage-backed securities$7,084,000592
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$79,000289
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,932,000313
Foreign debt securities$0181
Equity securities$2,125,000560
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$137,484,000423
Mortgage-backed securities$57,278,0001,025
Certificates of participation in pools of residential mortgages$10,524,0002,612
Issued or guaranteed by U.S.$10,524,0002,595
Privately issued$0192
Collaterized mortgage obligations$46,754,000481
CMOs issued by government agencies or sponsored agencies$39,670,000377
Privately issued$7,084,000564
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$148,540,000670
Total debt securities$146,415,000786
Structured notes
Amortized cost$1,413,000811
Fair value$1,396,000811
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$152,774,000782
U.S. Government securities$81,355,0001,021
U.S. Treasury securities$01,021
U.S. Government agency obligations$81,355,0001,002
Securities issued by states & political subdivisions$47,480,000374
Other domestic debt securities$22,487,000504
Privately issued residential mortgage-backed securities$7,718,000569
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$84,000274
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,685,000321
Foreign debt securities$0189
Equity securities$1,452,000878
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$138,743,000406
Mortgage-backed securities$54,064,0001,059
Certificates of participation in pools of residential mortgages$11,669,0002,417
Issued or guaranteed by U.S.$11,669,0002,402
Privately issued$0202
Collaterized mortgage obligations$42,395,000506
CMOs issued by government agencies or sponsored agencies$34,677,000409
Privately issued$7,718,000541
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$152,774,000669
Total debt securities$151,322,000773
Structured notes
Amortized cost$1,463,000844
Fair value$1,445,000841
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$155,276,000773
U.S. Government securities$79,516,0001,052
U.S. Treasury securities$01,044
U.S. Government agency obligations$79,516,0001,024
Securities issued by states & political subdivisions$52,741,000332
Other domestic debt securities$21,737,000510
Privately issued residential mortgage-backed securities$8,607,000528
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$97,000269
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,033,000362
Foreign debt securities$0199
Equity securities$1,282,000948
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,920,000462
Mortgage-backed securities$52,708,0001,050
Certificates of participation in pools of residential mortgages$11,080,0002,405
Issued or guaranteed by U.S.$11,080,0002,391
Privately issued$0205
Collaterized mortgage obligations$41,628,000497
CMOs issued by government agencies or sponsored agencies$33,021,000415
Privately issued$8,607,000502
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$155,276,000663
Total debt securities$153,994,000759
Structured notes
Amortized cost$2,997,000519
Fair value$3,005,000516
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$162,824,000725
U.S. Government securities$89,561,000929
U.S. Treasury securities$01,146
U.S. Government agency obligations$89,561,000901
Securities issued by states & political subdivisions$51,238,000338
Other domestic debt securities$20,768,000504
Privately issued residential mortgage-backed securities$5,818,000582
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$107,000246
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,843,000314
Foreign debt securities$0202
Equity securities$1,257,000909
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$121,307,000455
Mortgage-backed securities$49,647,000982
Certificates of participation in pools of residential mortgages$11,495,0002,118
Issued or guaranteed by U.S.$11,495,0002,106
Privately issued$0191
Collaterized mortgage obligations$38,152,000505
CMOs issued by government agencies or sponsored agencies$32,334,000409
Privately issued$5,818,000546
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$162,824,000614
Total debt securities$161,567,000711
Structured notes
Amortized cost$2,989,000819
Fair value$2,996,000800
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$176,126,000687
U.S. Government securities$103,856,000808
U.S. Treasury securities$01,235
U.S. Government agency obligations$103,856,000788
Securities issued by states & political subdivisions$50,681,000340
Other domestic debt securities$20,173,000485
Privately issued residential mortgage-backed securities$4,995,000592
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$113,000243
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,065,000300
Foreign debt securities$0200
Equity securities$1,416,000863
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$122,793,000434
Mortgage-backed securities$46,529,000981
Certificates of participation in pools of residential mortgages$11,807,0001,912
Issued or guaranteed by U.S.$11,807,0001,903
Privately issued$0194
Collaterized mortgage obligations$34,722,000515
CMOs issued by government agencies or sponsored agencies$29,727,000416
Privately issued$4,995,000559
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$176,126,000584
Total debt securities$174,710,000671
Structured notes
Amortized cost$2,981,000987
Fair value$2,987,000958
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$185,491,000655
U.S. Government securities$98,634,000861
U.S. Treasury securities$01,362
U.S. Government agency obligations$98,634,000834
Securities issued by states & political subdivisions$50,367,000341
Other domestic debt securities$35,031,000354
Privately issued residential mortgage-backed securities$2,939,000670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$429,000203
Structured financial products - TotalNANA
Other domestic debt securities - All other$31,663,000166
Foreign debt securities$0201
Equity securities$1,459,000856
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$128,513,000418
Mortgage-backed securities$41,765,0001,031
Certificates of participation in pools of residential mortgages$10,844,0001,969
Issued or guaranteed by U.S.$10,844,0001,963
Privately issued$0207
Collaterized mortgage obligations$30,921,000545
CMOs issued by government agencies or sponsored agencies$27,982,000442
Privately issued$2,939,000631
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$185,491,000554
Total debt securities$184,032,000646
Structured notes
Amortized cost$2,973,0001,047
Fair value$2,971,0001,014
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$171,515,000710
U.S. Government securities$103,112,000820
U.S. Treasury securities$01,448
U.S. Government agency obligations$103,112,000795
Securities issued by states & political subdivisions$51,674,000330
Other domestic debt securities$15,194,000563
Privately issued residential mortgage-backed securities$3,204,000630
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,636,000161
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,354,000393
Foreign debt securities$0207
Equity securities$1,535,000861
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$113,929,000463
Mortgage-backed securities$44,486,000987
Certificates of participation in pools of residential mortgages$11,475,0001,901
Issued or guaranteed by U.S.$11,475,0001,895
Privately issued$0218
Collaterized mortgage obligations$33,011,000524
CMOs issued by government agencies or sponsored agencies$29,807,000424
Privately issued$3,204,000587
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$171,515,000590
Total debt securities$169,980,000700
Structured notes
Amortized cost$2,965,0001,094
Fair value$2,965,0001,075
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$185,685,000677
U.S. Government securities$115,944,000761
U.S. Treasury securities$01,498
U.S. Government agency obligations$115,944,000736
Securities issued by states & political subdivisions$52,294,000328
Other domestic debt securities$15,592,000545
Privately issued residential mortgage-backed securities$3,413,000604
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,861,000147
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,318,000403
Foreign debt securities$0210
Equity securities$1,855,000830
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$125,880,000439
Mortgage-backed securities$44,960,0001,003
Certificates of participation in pools of residential mortgages$11,915,0001,872
Issued or guaranteed by U.S.$11,915,0001,862
Privately issued$0208
Collaterized mortgage obligations$33,045,000526
CMOs issued by government agencies or sponsored agencies$29,632,000438
Privately issued$3,413,000571
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$185,685,000555
Total debt securities$183,830,000662
Structured notes
Amortized cost$2,957,0001,179
Fair value$2,956,0001,152
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$179,648,000707
U.S. Government securities$114,224,000784
U.S. Treasury securities$01,574
U.S. Government agency obligations$114,224,000758
Securities issued by states & political subdivisions$48,647,000348
Other domestic debt securities$15,189,000561
Privately issued residential mortgage-backed securities$2,245,000687
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,568,000136
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,376,000401
Foreign debt securities$0214
Equity securities$1,588,000888
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$123,252,000445
Mortgage-backed securities$34,832,0001,222
Certificates of participation in pools of residential mortgages$12,474,0001,826
Issued or guaranteed by U.S.$12,474,0001,814
Privately issued$0214
Collaterized mortgage obligations$22,358,000642
CMOs issued by government agencies or sponsored agencies$20,113,000545
Privately issued$2,245,000643
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$179,648,000585
Total debt securities$178,060,000699
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$165,375,000769
U.S. Government securities$102,263,000885
U.S. Treasury securities$01,634
U.S. Government agency obligations$102,263,000858
Securities issued by states & political subdivisions$45,082,000384
Other domestic debt securities$16,454,000549
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,961,000106
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,493,000396
Foreign debt securities$0223
Equity securities$1,576,000884
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$118,071,000465
Mortgage-backed securities$25,424,0001,506
Certificates of participation in pools of residential mortgages$10,417,0002,056
Issued or guaranteed by U.S.$10,417,0002,045
Privately issued$0211
Collaterized mortgage obligations$15,007,000821
CMOs issued by government agencies or sponsored agencies$15,007,000656
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)$04,097
Available-for-sale securities (fair market value)$165,375,000644
Total debt securities$163,799,000761
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$155,113,000813
U.S. Government securities$90,276,0001,017
U.S. Treasury securities$01,715
U.S. Government agency obligations$90,276,000983
Securities issued by states & political subdivisions$45,572,000378
Other domestic debt securities$17,654,000539
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,002,00099
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,652,000410
Foreign debt securities$0226
Equity securities$1,611,000898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$101,813,000528
Mortgage-backed securities$20,589,0001,747
Certificates of participation in pools of residential mortgages$11,113,0002,020
Issued or guaranteed by U.S.$11,113,0002,007
Privately issued$0205
Collaterized mortgage obligations$9,476,0001,054
CMOs issued by government agencies or sponsored agencies$9,476,000867
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)$04,162
Available-for-sale securities (fair market value)$155,113,000681
Total debt securities$153,502,000804
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$160,525,000795
U.S. Government securities$98,295,000938
U.S. Treasury securities$01,737
U.S. Government agency obligations$98,295,000908
Securities issued by states & political subdivisions$39,617,000433
Other domestic debt securities$21,086,000498
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,503,00084
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,583,000428
Foreign debt securities$0223
Equity securities$1,527,000937
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$104,743,000520
Mortgage-backed securities$21,914,0001,695
Certificates of participation in pools of residential mortgages$11,689,0001,968
Issued or guaranteed by U.S.$11,689,0001,957
Privately issued$0216
Collaterized mortgage obligations$10,225,0001,005
CMOs issued by government agencies or sponsored agencies$10,225,000838
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)$04,235
Available-for-sale securities (fair market value)$160,525,000659
Total debt securities$158,998,000783
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$161,662,000782
U.S. Government securities$93,879,000974
U.S. Treasury securities$01,786
U.S. Government agency obligations$93,879,000934
Securities issued by states & political subdivisions$40,908,000418
Other domestic debt securities$25,344,000445
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$14,634,00076
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,710,000445
Foreign debt securities$0234
Equity securities$1,531,000941
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$101,334,000525
Mortgage-backed securities$24,608,0001,589
Certificates of participation in pools of residential mortgages$12,538,0001,906
Issued or guaranteed by U.S.$12,538,0001,892
Privately issued$0225
Collaterized mortgage obligations$12,070,000938
CMOs issued by government agencies or sponsored agencies$12,070,000778
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)$04,298
Available-for-sale securities (fair market value)$161,662,000650
Total debt securities$160,131,000775
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$160,402,000781
U.S. Government securities$89,231,0001,018
U.S. Treasury securities$01,839
U.S. Government agency obligations$89,231,000983
Securities issued by states & political subdivisions$41,214,000411
Other domestic debt securities$28,321,000419
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$16,493,00076
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,828,000430
Foreign debt securities$0234
Equity securities$1,636,000927
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$96,661,000539
Mortgage-backed securities$24,617,0001,631
Certificates of participation in pools of residential mortgages$10,665,0002,183
Issued or guaranteed by U.S.$10,665,0002,170
Privately issued$0223
Collaterized mortgage obligations$13,952,000876
CMOs issued by government agencies or sponsored agencies$13,952,000728
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)$04,351
Available-for-sale securities (fair market value)$160,402,000652
Total debt securities$158,766,000771
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$157,430,000810
U.S. Government securities$83,747,0001,106
U.S. Treasury securities$01,963
U.S. Government agency obligations$83,747,0001,063
Securities issued by states & political subdivisions$41,077,000410
Other domestic debt securities$31,001,000399
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$18,137,00071
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,864,000418
Foreign debt securities$0247
Equity securities$1,605,000979
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,996,000559
Mortgage-backed securities$26,918,0001,577
Certificates of participation in pools of residential mortgages$11,485,0002,137
Issued or guaranteed by U.S.$11,485,0002,127
Privately issued$0207
Collaterized mortgage obligations$15,433,000858
CMOs issued by government agencies or sponsored agencies$15,433,000713
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)$04,419
Available-for-sale securities (fair market value)$157,430,000686
Total debt securities$155,825,000795
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$159,158,000819
U.S. Government securities$80,967,0001,159
U.S. Treasury securities$01,963
U.S. Government agency obligations$80,967,0001,115
Securities issued by states & political subdivisions$41,515,000413
Other domestic debt securities$34,972,000379
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$20,896,00073
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,076,000421
Foreign debt securities$0244
Equity securities$1,704,000998
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,743,000516
Mortgage-backed securities$29,608,0001,500
Certificates of participation in pools of residential mortgages$12,320,0002,084
Issued or guaranteed by U.S.$12,320,0002,075
Privately issued$0203
Collaterized mortgage obligations$17,288,000812
CMOs issued by government agencies or sponsored agencies$17,288,000671
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)$04,483
Available-for-sale securities (fair market value)$159,158,000690
Total debt securities$157,454,000804
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$157,148,000825
U.S. Government securities$73,207,0001,270
U.S. Treasury securities$01,990
U.S. Government agency obligations$73,207,0001,223
Securities issued by states & political subdivisions$41,784,000404
Other domestic debt securities$40,581,000334
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$25,461,00069
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,120,000406
Foreign debt securities$0248
Equity securities$1,576,0001,029
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$103,131,000501
Mortgage-backed securities$30,337,0001,483
Certificates of participation in pools of residential mortgages$11,205,0002,204
Issued or guaranteed by U.S.$11,205,0002,194
Privately issued$0225
Collaterized mortgage obligations$19,132,000756
CMOs issued by government agencies or sponsored agencies$19,132,000635
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$157,148,000701
Total debt securities$155,572,000814
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$147,212,000884
U.S. Government securities$59,566,0001,591
U.S. Treasury securities$02,098
U.S. Government agency obligations$59,566,0001,526
Securities issued by states & political subdivisions$40,240,000412
Other domestic debt securities$45,877,000310
Privately issued residential mortgage-backed securities$1,0001,279
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$30,099,00065
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,777,000416
Foreign debt securities$0251
Equity securities$1,529,0001,071
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$96,792,000516
Mortgage-backed securities$28,760,0001,553
Certificates of participation in pools of residential mortgages$8,810,0002,558
Issued or guaranteed by U.S.$8,810,0002,552
Privately issued$0225
Collaterized mortgage obligations$19,950,000739
CMOs issued by government agencies or sponsored agencies$19,949,000621
Privately issued$1,0001,171
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$147,212,000760
Total debt securities$145,683,000864
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$145,227,000903
U.S. Government securities$52,460,0001,764
U.S. Treasury securities$1,002,0001,418
U.S. Government agency obligations$51,458,0001,733
Securities issued by states & political subdivisions$38,151,000450
Other domestic debt securities$53,677,000300
Privately issued residential mortgage-backed securities$106,0001,072
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$33,575,00065
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,996,000362
Foreign debt securities$0264
Equity securities$939,0001,369
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$91,498,000531
Mortgage-backed securities$32,085,0001,451
Certificates of participation in pools of residential mortgages$10,136,0002,386
Issued or guaranteed by U.S.$10,136,0002,376
Privately issued$0230
Collaterized mortgage obligations$21,949,000717
CMOs issued by government agencies or sponsored agencies$21,843,000602
Privately issued$106,000984
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$145,227,000774
Total debt securities$144,288,000877
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$147,108,000912
U.S. Government securities$53,245,0001,787
U.S. Treasury securities$1,008,0001,435
U.S. Government agency obligations$52,237,0001,757
Securities issued by states & political subdivisions$37,061,000464
Other domestic debt securities$56,193,000268
Privately issued residential mortgage-backed securities$134,000917
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$35,990,00067
Structured financial products - TotalNANA
Other domestic debt securities - All other$20,069,000387
Foreign debt securities$0283
Equity securities$609,0001,505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$93,805,000521
Mortgage-backed securities$33,717,0001,415
Certificates of participation in pools of residential mortgages$10,887,0002,299
Issued or guaranteed by U.S.$10,887,0002,285
Privately issued$0248
Collaterized mortgage obligations$22,830,000704
CMOs issued by government agencies or sponsored agencies$22,696,000648
Privately issued$134,000799
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$147,108,000783
Total debt securities$146,499,000892
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$146,642,000919
U.S. Government securities$48,962,0001,896
U.S. Treasury securities$1,014,0001,459
U.S. Government agency obligations$47,948,0001,857
Securities issued by states & political subdivisions$36,823,000464
Other domestic debt securities$60,593,000261
Privately issued residential mortgage-backed securities$150,000975
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$40,939,00063
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,504,000422
Foreign debt securities$0291
Equity securities$264,0001,833
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$98,251,000484
Mortgage-backed securities$30,114,0001,532
Certificates of participation in pools of residential mortgages$8,688,0002,600
Issued or guaranteed by U.S.$8,688,0002,591
Privately issued$0253
Collaterized mortgage obligations$21,426,000737
CMOs issued by government agencies or sponsored agencies$21,276,000690
Privately issued$150,000853
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$146,642,000779
Total debt securities$146,378,000888
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$148,935,000884
U.S. Government securities$42,488,0002,062
U.S. Treasury securities$1,021,0001,484
U.S. Government agency obligations$41,467,0002,031
Securities issued by states & political subdivisions$37,845,000435
Other domestic debt securities$68,347,000240
Privately issued residential mortgage-backed securities$179,0001,003
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$43,767,00058
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,401,000359
Foreign debt securities$0294
Equity securities$255,0001,853
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$80,169,000550
Mortgage-backed securities$22,867,0001,869
Certificates of participation in pools of residential mortgages$5,013,0003,431
Issued or guaranteed by U.S.$5,013,0003,420
Privately issued$0256
Collaterized mortgage obligations$17,854,000877
CMOs issued by government agencies or sponsored agencies$17,675,000821
Privately issued$179,000889
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$148,935,000761
Total debt securities$148,680,000853
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$148,953,000866
U.S. Government securities$40,148,0002,144
U.S. Treasury securities$1,023,0001,491
U.S. Government agency obligations$39,125,0002,122
Securities issued by states & political subdivisions$37,178,000422
Other domestic debt securities$71,395,000240
Privately issued residential mortgage-backed securities$215,0001,008
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$48,294,00055
Structured financial products - TotalNANA
Other domestic debt securities - All other$22,886,000384
Foreign debt securities$0294
Equity securities$232,0001,895
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,361,000598
Mortgage-backed securities$22,334,0001,890
Certificates of participation in pools of residential mortgages$5,947,0003,149
Issued or guaranteed by U.S.$5,947,0003,136
Privately issued$0257
Collaterized mortgage obligations$16,387,000933
CMOs issued by government agencies or sponsored agencies$16,172,000869
Privately issued$215,000897
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$148,953,000744
Total debt securities$148,721,000833
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$156,328,000807
U.S. Government securities$43,008,0001,987
U.S. Treasury securities$2,031,0001,235
U.S. Government agency obligations$40,977,0001,999
Securities issued by states & political subdivisions$37,417,000394
Other domestic debt securities$75,638,000227
Privately issued residential mortgage-backed securities$263,0001,008
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$52,380,00057
Structured financial products - TotalNANA
Other domestic debt securities - All other$22,995,000388
Foreign debt securities$0302
Equity securities$265,0001,846
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,710,000558
Mortgage-backed securities$23,310,0001,795
Certificates of participation in pools of residential mortgages$7,141,0002,817
Issued or guaranteed by U.S.$7,141,0002,807
Privately issued$0252
Collaterized mortgage obligations$16,169,000955
CMOs issued by government agencies or sponsored agencies$15,906,000887
Privately issued$263,000905
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$156,328,000685
Total debt securities$156,063,000779
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$141,804,000818
U.S. Government securities$29,753,0002,563
U.S. Treasury securities$2,059,0001,361
U.S. Government agency obligations$27,694,0002,576
Securities issued by states & political subdivisions$34,946,000419
Other domestic debt securities$76,837,000229
Privately issued residential mortgage-backed securities$631,000913
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$56,621,00050
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,585,000436
Foreign debt securities$0319
Equity securities$268,0001,788
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,572,000563
Mortgage-backed securities$15,274,0002,221
Certificates of participation in pools of residential mortgages$5,634,0002,972
Issued or guaranteed by U.S.$5,634,0002,956
Privately issued$0260
Collaterized mortgage obligations$9,640,0001,317
CMOs issued by government agencies or sponsored agencies$9,009,0001,275
Privately issued$631,000826
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$141,804,000674
Total debt securities$141,536,000795
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$122,905,000927
U.S. Government securities$36,144,0002,216
U.S. Treasury securities$3,021,0001,499
U.S. Government agency obligations$33,123,0002,224
Securities issued by states & political subdivisions$43,783,000290
Other domestic debt securities$39,285,000334
Privately issued residential mortgage-backed securities$1,152,000690
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$38,133,000247
Foreign debt securities$0313
Equity securities$3,693,0001,047
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,021,000572
Mortgage-backed securities$26,764,0001,222
Certificates of participation in pools of residential mortgages$8,363,0001,949
Issued or guaranteed by U.S.$8,363,0001,937
Privately issued$0308
Collaterized mortgage obligations$18,401,000714
CMOs issued by government agencies or sponsored agencies$17,249,000662
Privately issued$1,152,000609
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$122,905,000695
Total debt securities$119,212,000915
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 contracts$060
1999-12-31Rank
Total securities$127,652,000911
U.S. Government securities$42,800,0001,969
U.S. Treasury securities$2,003,0002,677
U.S. Government agency obligations$40,797,0001,855
Securities issued by states & political subdivisions$47,271,000277
Other domestic debt securities$33,892,000391
Privately issued residential mortgage-backed securities$5,424,000392
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$28,468,000328
Foreign debt securities$0343
Equity securities$3,689,0001,034
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,616,000486
Mortgage-backed securities$34,403,0001,111
Certificates of participation in pools of residential mortgages$10,079,0001,861
Issued or guaranteed by U.S.$10,079,0001,851
Privately issued$0307
Collaterized mortgage obligations$24,324,000650
CMOs issued by government agencies or sponsored agencies$18,900,000688
Privately issued$5,424,000343
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$127,652,000696
Total debt securities$123,963,000905
Structured notes
Amortized cost$5,322,00099
Fair value$5,241,00099
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$124,384,000935
U.S. Government securities$36,321,0002,357
U.S. Treasury securities$3,014,0003,177
U.S. Government agency obligations$33,307,0002,158
Securities issued by states & political subdivisions$49,453,000249
Other domestic debt securities$36,670,000320
Privately issued residential mortgage-backed securities$3,617,000433
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$33,053,000233
Foreign debt securities$0363
Equity securities$1,940,0001,553
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,388,000586
Mortgage-backed securities$25,695,0001,448
Certificates of participation in pools of residential mortgages$10,192,0001,956
Issued or guaranteed by U.S.$10,192,0001,941
Privately issued$0349
Collaterized mortgage obligations$15,503,000897
CMOs issued by government agencies or sponsored agencies$11,886,000966
Privately issued$3,617,000367
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$124,384,000710
Total debt securities$122,444,000918
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 contracts$053
1997-12-31Rank
Total securities$84,100,0001,371
U.S. Government securities$42,307,0002,135
U.S. Treasury securities$4,517,0003,408
U.S. Government agency obligations$37,790,0001,846
Securities issued by states & political subdivisions$30,625,000385
Other domestic debt securities$9,138,000595
Privately issued residential mortgage-backed securities$2,715,000395
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,423,000563
Foreign debt securities$0390
Equity securities$2,030,0001,466
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,046,000698
Mortgage-backed securities$22,855,0001,538
Certificates of participation in pools of residential mortgages$12,307,0001,701
Issued or guaranteed by U.S.$12,307,0001,691
Privately issued$0394
Collaterized mortgage obligations$10,548,0001,066
CMOs issued by government agencies or sponsored agencies$7,833,0001,261
Privately issued$2,715,000303
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$26,388,0001,327
Available-for-sale securities (fair market value)$57,712,0001,363
Total debt securities$82,070,0001,354
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$88,031,0001,359
U.S. Government securities$52,728,0001,847
U.S. Treasury securities$4,521,0004,039
U.S. Government agency obligations$48,207,0001,516
Securities issued by states & political subdivisions$21,425,000586
Other domestic debt securities$11,926,000502
Privately issued residential mortgage-backed securities$3,136,000444
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,790,000426
Foreign debt securities$0466
Equity securities$1,952,0001,505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,499,000646
Mortgage-backed securities$27,757,0001,433
Certificates of participation in pools of residential mortgages$15,139,0001,636
Issued or guaranteed by U.S.$15,139,0001,623
Privately issued$0472
Collaterized mortgage obligations$12,618,0001,052
CMOs issued by government agencies or sponsored agencies$9,482,0001,241
Privately issued$3,136,000317
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,067,0001,166
Available-for-sale securities (fair market value)$52,964,0001,541
Total debt securities$86,079,0001,348
Structured notes
Amortized cost$600,0002,340
Fair value$599,0002,343
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$75,018,0001,692
U.S. Government securities$45,593,0002,208
U.S. Treasury securities$4,755,0004,762
U.S. Government agency obligations$40,838,0001,734
Securities issued by states & political subdivisions$18,644,000668
Other domestic debt securities$8,960,000741
Privately issued residential mortgage-backed securities$1,115,000814
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,845,000580
Foreign debt securities$0553
Equity securities$1,821,0001,514
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,547,000810
Mortgage-backed securities$20,785,0001,897
Certificates of participation in pools of residential mortgages$6,956,0002,723
Issued or guaranteed by U.S.$6,956,0002,700
Privately issued$0558
Collaterized mortgage obligations$13,829,0001,099
CMOs issued by government agencies or sponsored agencies$12,714,0001,117
Privately issued$1,115,000594
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$33,328,0001,297
Available-for-sale securities (fair market value)$41,690,0002,029
Total debt securities$73,197,0001,679
Structured notes
Amortized cost$601,0003,286
Fair value$600,0003,286
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$65,435,0002,004
U.S. Government securities$33,231,0003,145
U.S. Treasury securities$4,450,0005,923
U.S. Government agency obligations$28,781,0002,352
Securities issued by states & political subdivisions$16,936,000753
Other domestic debt securities$13,617,000615
Privately issued residential mortgage-backed securities$1,347,000815
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,270,000454
Foreign debt securities$0600
Equity securities$1,651,0001,484
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,434,000707
Mortgage-backed securities$18,546,0002,154
Certificates of participation in pools of residential mortgages$4,270,0003,686
Issued or guaranteed by U.S.$4,270,0003,658
Privately issued$0564
Collaterized mortgage obligations$14,276,0001,152
CMOs issued by government agencies or sponsored agencies$12,929,0001,166
Privately issued$1,347,000625
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$51,250,0001,442
Available-for-sale securities (fair market value)$14,185,0003,726
Total debt securities$63,784,0002,001
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$79,674,0001,758
U.S. Government securities$39,328,0002,784
U.S. Treasury securities$6,828,0004,674
U.S. Government agency obligations$32,500,0002,134
Securities issued by states & political subdivisions$19,893,000618
Other domestic debt securities$17,968,000588
Privately issued residential mortgage-backed securities$4,717,000524
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,251,000503
Foreign debt securities$0649
Equity securities$2,485,0001,223
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,017,000816
Mortgage-backed securities$27,200,0001,805
Certificates of participation in pools of residential mortgages$4,925,0003,810
Issued or guaranteed by U.S.$4,925,0003,774
Privately issued$0731
Collaterized mortgage obligations$22,275,000965
CMOs issued by government agencies or sponsored agencies$17,558,0001,056
Privately issued$4,717,000344
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$77,189,0001,752
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$71,217,0001,896
U.S. Government securities$33,353,0003,240
U.S. Treasury securities$7,871,0004,269
U.S. Government agency obligations$25,482,0002,623
Securities issued by states & political subdivisions$15,941,000761
Other domestic debt securities$19,314,000641
Privately issued residential mortgage-backed securities$2,636,0001,006
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$16,678,000476
Foreign debt securities$0699
Equity securities$2,609,0001,042
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,179,000928
Mortgage-backed securities$23,098,0002,061
Certificates of participation in pools of residential mortgages$10,471,0002,438
Issued or guaranteed by U.S.$10,471,0002,399
Privately issued$0831
Collaterized mortgage obligations$12,627,0001,407
CMOs issued by government agencies or sponsored agencies$9,991,0001,496
Privately issued$2,636,000746
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$68,608,0001,917
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