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First Bank, Securities

2020-12-31Rank
Total securities$1,620,683,000160
U.S. Government securities$1,436,893,000143
U.S. Treasury securities$01,194
U.S. Government agency obligations$1,436,893,000132
Securities issued by states & political subdivisions$137,591,000321
Other domestic debt securities$46,199,000323
Privately issued residential mortgage-backed securities$979,000411
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$45,220,000179
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$629,802,000143
Mortgage-backed securities$1,345,230,000129
Certificates of participation in pools of residential mortgages$534,517,000131
Issued or guaranteed by U.S.$533,538,000131
Privately issued$979,000160
Collaterized mortgage obligations$382,217,000123
CMOs issued by government agencies or sponsored agencies$382,217,000117
Privately issued$0474
Commercial mortgage-backed securities$428,496,000101
Commercial mortgage pass-through securities$123,682,00089
Other commercial mortgage-backed securities$304,814,00088
Held to maturity securities (book value)$167,550,000147
Available-for-sale securities (fair market value)$1,453,133,000151
Total debt securities$1,620,683,000158
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 contracts$0137
2020-09-30Rank
Total securities$1,278,905,000174
U.S. Government securities$1,155,822,000150
U.S. Treasury securities$01,216
U.S. Government agency obligations$1,155,822,000142
Securities issued by states & political subdivisions$76,978,000551
Other domestic debt securities$46,105,000307
Privately issued residential mortgage-backed securities$974,000411
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$45,131,000170
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$414,668,000200
Mortgage-backed securities$1,057,571,000141
Certificates of participation in pools of residential mortgages$401,765,000157
Issued or guaranteed by U.S.$400,791,000155
Privately issued$974,000172
Collaterized mortgage obligations$301,858,000135
CMOs issued by government agencies or sponsored agencies$301,858,000127
Privately issued$0464
Commercial mortgage-backed securities$353,948,000105
Commercial mortgage pass-through securities$103,951,00095
Other commercial mortgage-backed securities$249,997,00095
Held to maturity securities (book value)$110,200,000171
Available-for-sale securities (fair market value)$1,168,705,000168
Total debt securities$1,278,904,000173
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 contracts$0131
2020-06-30Rank
Total securities$879,756,000226
U.S. Government securities$775,092,000194
U.S. Treasury securities$01,251
U.S. Government agency obligations$775,092,000183
Securities issued by states & political subdivisions$58,537,000689
Other domestic debt securities$46,127,000307
Privately issued residential mortgage-backed securities$988,000387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$45,139,000168
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$370,522,000217
Mortgage-backed securities$706,282,000185
Certificates of participation in pools of residential mortgages$291,527,000187
Issued or guaranteed by U.S.$290,539,000185
Privately issued$988,000167
Collaterized mortgage obligations$152,102,000205
CMOs issued by government agencies or sponsored agencies$152,102,000192
Privately issued$0454
Commercial mortgage-backed securities$262,653,000120
Commercial mortgage pass-through securities$103,293,00095
Other commercial mortgage-backed securities$159,360,000113
Held to maturity securities (book value)$94,924,000198
Available-for-sale securities (fair market value)$784,832,000221
Total debt securities$879,765,000223
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 contracts$0132
2020-03-31Rank
Total securities$867,773,000223
U.S. Government securities$800,103,000187
U.S. Treasury securities$01,297
U.S. Government agency obligations$800,103,000177
Securities issued by states & political subdivisions$22,190,0001,441
Other domestic debt securities$45,480,000293
Privately issued residential mortgage-backed securities$969,000402
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$44,511,000156
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$254,485,000273
Mortgage-backed securities$770,823,000174
Certificates of participation in pools of residential mortgages$409,230,000141
Issued or guaranteed by U.S.$408,261,000139
Privately issued$969,000176
Collaterized mortgage obligations$96,081,000280
CMOs issued by government agencies or sponsored agencies$96,081,000258
Privately issued$0460
Commercial mortgage-backed securities$265,512,000121
Commercial mortgage pass-through securities$113,894,00084
Other commercial mortgage-backed securities$151,618,000115
Held to maturity securities (book value)$61,303,000255
Available-for-sale securities (fair market value)$806,470,000212
Total debt securities$867,773,000220
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 contracts$0129
2019-12-31Rank
Total securities$889,876,000220
U.S. Government securities$827,663,000185
U.S. Treasury securities$01,363
U.S. Government agency obligations$827,663,000172
Securities issued by states & political subdivisions$26,509,0001,237
Other domestic debt securities$35,704,000328
Privately issued residential mortgage-backed securities$1,053,000374
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$34,651,000175
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$260,826,000244
Mortgage-backed securities$782,501,000166
Certificates of participation in pools of residential mortgages$424,815,000133
Issued or guaranteed by U.S.$423,762,000133
Privately issued$1,053,000162
Collaterized mortgage obligations$95,393,000281
CMOs issued by government agencies or sponsored agencies$95,393,000263
Privately issued$0457
Commercial mortgage-backed securities$262,293,000119
Commercial mortgage pass-through securities$108,820,00086
Other commercial mortgage-backed securities$153,473,000114
Held to maturity securities (book value)$67,931,000257
Available-for-sale securities (fair market value)$821,945,000208
Total debt securities$889,875,000215
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$779,489,000230
U.S. Government securities$713,468,000201
U.S. Treasury securities$01,429
U.S. Government agency obligations$713,468,000192
Securities issued by states & political subdivisions$30,297,0001,090
Other domestic debt securities$35,724,000328
Privately issued residential mortgage-backed securities$1,041,000389
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$34,683,000174
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$287,418,000230
Mortgage-backed securities$662,105,000179
Certificates of participation in pools of residential mortgages$400,440,000135
Issued or guaranteed by U.S.$399,399,000135
Privately issued$1,041,000181
Collaterized mortgage obligations$68,997,000342
CMOs issued by government agencies or sponsored agencies$68,997,000326
Privately issued$0463
Commercial mortgage-backed securities$192,668,000134
Commercial mortgage pass-through securities$67,644,000109
Other commercial mortgage-backed securities$125,024,000122
Held to maturity securities (book value)$74,265,000254
Available-for-sale securities (fair market value)$705,224,000223
Total debt securities$779,490,000226
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$771,021,000237
U.S. Government securities$702,914,000203
U.S. Treasury securities$01,467
U.S. Government agency obligations$702,914,000196
Securities issued by states & political subdivisions$32,603,0001,018
Other domestic debt securities$35,504,000307
Privately issued residential mortgage-backed securities$1,034,000356
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$34,470,000168
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$303,878,000225
Mortgage-backed securities$620,475,000186
Certificates of participation in pools of residential mortgages$421,959,000135
Issued or guaranteed by U.S.$420,925,000135
Privately issued$1,034,000142
Collaterized mortgage obligations$5,568,0001,519
CMOs issued by government agencies or sponsored agencies$5,568,0001,476
Privately issued$0476
Commercial mortgage-backed securities$192,948,000131
Commercial mortgage pass-through securities$67,537,000110
Other commercial mortgage-backed securities$125,411,000117
Held to maturity securities (book value)$79,050,000254
Available-for-sale securities (fair market value)$691,971,000225
Total debt securities$771,020,000233
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$730,512,000245
U.S. Government securities$654,175,000217
U.S. Treasury securities$01,516
U.S. Government agency obligations$654,175,000198
Securities issued by states & political subdivisions$41,542,000836
Other domestic debt securities$34,795,000295
Privately issued residential mortgage-backed securities$1,021,000363
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$33,774,000168
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$245,711,000272
Mortgage-backed securities$551,032,000197
Certificates of participation in pools of residential mortgages$356,128,000148
Issued or guaranteed by U.S.$355,107,000148
Privately issued$1,021,000146
Collaterized mortgage obligations$5,679,0001,500
CMOs issued by government agencies or sponsored agencies$5,679,0001,451
Privately issued$0499
Commercial mortgage-backed securities$189,225,000124
Commercial mortgage pass-through securities$65,316,000106
Other commercial mortgage-backed securities$123,909,000109
Held to maturity securities (book value)$90,903,000237
Available-for-sale securities (fair market value)$639,609,000240
Total debt securities$730,508,000240
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$602,588,000282
U.S. Government securities$519,227,000248
U.S. Treasury securities$01,513
U.S. Government agency obligations$519,227,000234
Securities issued by states & political subdivisions$49,189,000720
Other domestic debt securities$34,172,000289
Privately issued residential mortgage-backed securities$1,034,000333
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$33,138,000171
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$221,147,000290
Mortgage-backed securities$411,575,000233
Certificates of participation in pools of residential mortgages$251,932,000191
Issued or guaranteed by U.S.$250,898,000191
Privately issued$1,034,000114
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$159,643,000131
Commercial mortgage pass-through securities$47,766,000126
Other commercial mortgage-backed securities$111,877,000110
Held to maturity securities (book value)$101,237,000235
Available-for-sale securities (fair market value)$501,351,000284
Total debt securities$602,586,000276
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$457,887,000340
U.S. Government securities$373,364,000299
U.S. Treasury securities$01,500
U.S. Government agency obligations$373,364,000282
Securities issued by states & political subdivisions$50,307,000700
Other domestic debt securities$34,216,000282
Privately issued residential mortgage-backed securities$1,044,000285
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$33,172,000173
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$225,467,000288
Mortgage-backed securities$303,570,000273
Certificates of participation in pools of residential mortgages$254,428,000188
Issued or guaranteed by U.S.$253,384,000188
Privately issued$1,044,00060
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$49,142,000255
Commercial mortgage pass-through securities$2,975,000741
Other commercial mortgage-backed securities$46,167,000178
Held to maturity securities (book value)$104,819,000230
Available-for-sale securities (fair market value)$353,068,000368
Total debt securities$457,888,000332
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$442,333,000359
U.S. Government securities$357,576,000311
U.S. Treasury securities$01,475
U.S. Government agency obligations$357,576,000295
Securities issued by states & political subdivisions$50,458,000723
Other domestic debt securities$34,299,000300
Privately issued residential mortgage-backed securities$1,055,000475
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$33,244,000175
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$233,437,000281
Mortgage-backed securities$310,792,000273
Certificates of participation in pools of residential mortgages$262,800,000188
Issued or guaranteed by U.S.$261,745,000187
Privately issued$1,055,000254
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$47,992,000244
Commercial mortgage pass-through securities$1,430,000924
Other commercial mortgage-backed securities$46,562,000164
Held to maturity securities (book value)$108,265,000222
Available-for-sale securities (fair market value)$334,068,000392
Total debt securities$442,338,000353
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$453,059,000353
U.S. Government securities$367,834,000309
U.S. Treasury securities$01,426
U.S. Government agency obligations$367,834,000294
Securities issued by states & political subdivisions$51,274,000732
Other domestic debt securities$33,951,000277
Privately issued residential mortgage-backed securities$478,000342
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$33,473,000178
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$209,482,000321
Mortgage-backed securities$317,307,000270
Certificates of participation in pools of residential mortgages$266,502,000184
Issued or guaranteed by U.S.$266,024,000183
Privately issued$478,00039
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$50,805,000224
Commercial mortgage pass-through securities$3,433,000528
Other commercial mortgage-backed securities$47,372,000158
Held to maturity securities (book value)$112,058,000222
Available-for-sale securities (fair market value)$341,001,000387
Total debt securities$453,059,000347
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$461,773,000348
U.S. Government securities$372,425,000304
U.S. Treasury securities$01,328
U.S. Government agency obligations$372,425,000291
Securities issued by states & political subdivisions$54,674,000721
Other domestic debt securities$34,674,000264
Privately issued residential mortgage-backed securities$484,000347
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$34,190,000172
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$177,043,000361
Mortgage-backed securities$324,664,000260
Certificates of participation in pools of residential mortgages$274,484,000179
Issued or guaranteed by U.S.$274,000,000178
Privately issued$484,00036
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$50,180,000219
Commercial mortgage pass-through securities$1,539,000732
Other commercial mortgage-backed securities$48,641,000151
Held to maturity securities (book value)$118,503,000220
Available-for-sale securities (fair market value)$343,270,000386
Total debt securities$461,773,000342
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$322,080,000468
U.S. Government securities$231,745,000427
U.S. Treasury securities$01,313
U.S. Government agency obligations$231,745,000413
Securities issued by states & political subdivisions$55,448,000723
Other domestic debt securities$34,887,000263
Privately issued residential mortgage-backed securities$490,000350
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$34,397,000171
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$213,825,000323
Mortgage-backed securities$186,668,000389
Certificates of participation in pools of residential mortgages$183,529,000258
Issued or guaranteed by U.S.$183,039,000258
Privately issued$490,00037
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$3,139,000845
Commercial mortgage pass-through securities$3,139,000551
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$123,156,000223
Available-for-sale securities (fair market value)$198,924,000626
Total debt securities$322,080,000463
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$335,362,000457
U.S. Government securities$244,860,000417
U.S. Treasury securities$01,351
U.S. Government agency obligations$244,860,000402
Securities issued by states & political subdivisions$55,609,000731
Other domestic debt securities$34,893,000271
Privately issued residential mortgage-backed securities$496,000361
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$34,397,000180
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$183,529,000366
Mortgage-backed securities$190,648,000392
Certificates of participation in pools of residential mortgages$187,494,000256
Issued or guaranteed by U.S.$186,998,000256
Privately issued$496,00036
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$3,154,000828
Commercial mortgage pass-through securities$3,154,000530
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$127,866,000222
Available-for-sale securities (fair market value)$207,496,000607
Total debt securities$335,362,000452
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$347,997,000448
U.S. Government securities$256,413,000405
U.S. Treasury securities$01,390
U.S. Government agency obligations$256,413,000389
Securities issued by states & political subdivisions$57,053,000693
Other domestic debt securities$34,531,000283
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$34,531,000185
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$193,673,000360
Mortgage-backed securities$197,332,000384
Certificates of participation in pools of residential mortgages$194,130,000252
Issued or guaranteed by U.S.$194,130,000251
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$3,202,000803
Commercial mortgage pass-through securities$3,202,000511
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$133,254,000220
Available-for-sale securities (fair market value)$214,743,000599
Total debt securities$347,997,000439
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$328,868,000461
U.S. Government securities$246,140,000412
U.S. Treasury securities$01,367
U.S. Government agency obligations$246,140,000390
Securities issued by states & political subdivisions$49,128,000833
Other domestic debt securities$33,600,000282
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$33,600,000185
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$146,372,000435
Mortgage-backed securities$189,074,000384
Certificates of participation in pools of residential mortgages$189,074,000254
Issued or guaranteed by U.S.$189,074,000252
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$129,713,000216
Available-for-sale securities (fair market value)$199,155,000638
Total debt securities$328,868,000455
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$334,822,000458
U.S. Government securities$250,906,000406
U.S. Treasury securities$01,214
U.S. Government agency obligations$250,906,000390
Securities issued by states & political subdivisions$49,345,000829
Other domestic debt securities$34,571,000283
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$34,571,000183
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$169,100,000396
Mortgage-backed securities$205,521,000364
Certificates of participation in pools of residential mortgages$205,521,000230
Issued or guaranteed by U.S.$205,521,000229
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$135,808,000215
Available-for-sale securities (fair market value)$199,014,000640
Total debt securities$334,822,000450
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$361,702,000433
U.S. Government securities$277,923,000382
U.S. Treasury securities$01,253
U.S. Government agency obligations$277,923,000370
Securities issued by states & political subdivisions$49,398,000831
Other domestic debt securities$34,381,000291
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$34,381,000185
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$141,155,000470
Mortgage-backed securities$218,205,000344
Certificates of participation in pools of residential mortgages$218,199,000210
Issued or guaranteed by U.S.$218,199,000208
Privately issued$071
Collaterized mortgage obligations$6,0003,206
CMOs issued by government agencies or sponsored agencies$6,0003,090
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$142,073,000206
Available-for-sale securities (fair market value)$219,629,000585
Total debt securities$361,702,000421
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$395,498,000403
U.S. Government securities$311,317,000349
U.S. Treasury securities$01,296
U.S. Government agency obligations$311,317,000334
Securities issued by states & political subdivisions$50,383,000793
Other domestic debt securities$33,798,000292
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$33,798,000192
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$158,504,000435
Mortgage-backed securities$227,824,000340
Certificates of participation in pools of residential mortgages$227,803,000208
Issued or guaranteed by U.S.$227,803,000207
Privately issued$066
Collaterized mortgage obligations$21,0003,188
CMOs issued by government agencies or sponsored agencies$21,0003,078
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$148,485,000206
Available-for-sale securities (fair market value)$247,013,000537
Total debt securities$395,498,000397
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$320,081,000491
U.S. Government securities$243,034,000435
U.S. Treasury securities$01,367
U.S. Government agency obligations$243,034,000412
Securities issued by states & political subdivisions$52,101,000760
Other domestic debt securities$24,946,000339
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$24,946,000224
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$132,610,000497
Mortgage-backed securities$178,198,000411
Certificates of participation in pools of residential mortgages$178,163,000256
Issued or guaranteed by U.S.$178,163,000254
Privately issued$066
Collaterized mortgage obligations$35,0003,195
CMOs issued by government agencies or sponsored agencies$35,0003,085
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$154,610,000201
Available-for-sale securities (fair market value)$165,471,000775
Total debt securities$320,081,000487
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$338,682,000465
U.S. Government securities$261,473,000413
U.S. Treasury securities$01,303
U.S. Government agency obligations$261,473,000396
Securities issued by states & political subdivisions$52,261,000746
Other domestic debt securities$24,948,000339
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$24,948,000222
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$135,652,000501
Mortgage-backed securities$185,258,000411
Certificates of participation in pools of residential mortgages$185,201,000246
Issued or guaranteed by U.S.$185,201,000243
Privately issued$065
Collaterized mortgage obligations$57,0003,213
CMOs issued by government agencies or sponsored agencies$57,0003,109
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$160,048,000192
Available-for-sale securities (fair market value)$178,634,000727
Total debt securities$338,682,000456
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$379,563,000412
U.S. Government securities$302,508,000360
U.S. Treasury securities$01,348
U.S. Government agency obligations$302,508,000344
Securities issued by states & political subdivisions$52,322,000735
Other domestic debt securities$24,733,000346
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$24,733,000224
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,087,000716
Mortgage-backed securities$194,772,000397
Certificates of participation in pools of residential mortgages$194,694,000235
Issued or guaranteed by U.S.$194,694,000233
Privately issued$067
Collaterized mortgage obligations$78,0003,231
CMOs issued by government agencies or sponsored agencies$78,0003,129
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$165,245,000180
Available-for-sale securities (fair market value)$214,318,000612
Total debt securities$379,563,000406
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$342,999,000459
U.S. Government securities$289,694,000380
U.S. Treasury securities$01,327
U.S. Government agency obligations$289,694,000364
Securities issued by states & political subdivisions$52,405,000713
Other domestic debt securities$900,0001,758
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$900,0001,403
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$91,904,000686
Mortgage-backed securities$194,387,000397
Certificates of participation in pools of residential mortgages$194,290,000239
Issued or guaranteed by U.S.$194,290,000237
Privately issued$070
Collaterized mortgage obligations$97,0003,246
CMOs issued by government agencies or sponsored agencies$97,0003,144
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$170,804,000181
Available-for-sale securities (fair market value)$172,195,000767
Total debt securities$342,999,000454
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$336,583,000466
U.S. Government securities$281,955,000398
U.S. Treasury securities$01,361
U.S. Government agency obligations$281,955,000381
Securities issued by states & political subdivisions$53,763,000681
Other domestic debt securities$865,0001,780
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$865,0001,429
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,113,000641
Mortgage-backed securities$202,501,000382
Certificates of participation in pools of residential mortgages$202,390,000225
Issued or guaranteed by U.S.$202,390,000224
Privately issued$075
Collaterized mortgage obligations$111,0003,277
CMOs issued by government agencies or sponsored agencies$111,0003,174
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$178,687,000173
Available-for-sale securities (fair market value)$157,896,000841
Total debt securities$336,583,000461
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$206,945,000733
U.S. Government securities$152,234,000695
U.S. Treasury securities$01,381
U.S. Government agency obligations$152,234,000655
Securities issued by states & political subdivisions$53,821,000683
Other domestic debt securities$890,0001,826
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$890,0001,450
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,263,000803
Mortgage-backed securities$80,746,000813
Certificates of participation in pools of residential mortgages$80,619,000555
Issued or guaranteed by U.S.$80,619,000555
Privately issued$073
Collaterized mortgage obligations$127,0003,330
CMOs issued by government agencies or sponsored agencies$127,0003,214
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$53,821,000415
Available-for-sale securities (fair market value)$153,124,000872
Total debt securities$206,945,000725
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$171,827,000897
U.S. Government securities$117,158,000874
U.S. Treasury securities$01,342
U.S. Government agency obligations$117,158,000841
Securities issued by states & political subdivisions$53,879,000677
Other domestic debt securities$790,0001,911
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$790,0001,521
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$63,670,000945
Mortgage-backed securities$57,830,0001,095
Certificates of participation in pools of residential mortgages$57,681,000765
Issued or guaranteed by U.S.$57,681,000765
Privately issued$075
Collaterized mortgage obligations$149,0003,348
CMOs issued by government agencies or sponsored agencies$149,0003,233
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$53,879,000409
Available-for-sale securities (fair market value)$117,948,0001,107
Total debt securities$171,827,000882
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$227,989,000677
U.S. Government securities$170,377,000625
U.S. Treasury securities$01,198
U.S. Government agency obligations$170,377,000601
Securities issued by states & political subdivisions$53,937,000688
Other domestic debt securities$3,675,0001,122
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$3,675,000834
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$82,120,000763
Mortgage-backed securities$84,904,000801
Certificates of participation in pools of residential mortgages$84,723,000554
Issued or guaranteed by U.S.$84,723,000554
Privately issued$076
Collaterized mortgage obligations$181,0003,347
CMOs issued by government agencies or sponsored agencies$181,0003,226
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$53,937,000401
Available-for-sale securities (fair market value)$174,052,000765
Total debt securities$227,989,000667
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$223,025,000687
U.S. Government securities$165,432,000638
U.S. Treasury securities$01,131
U.S. Government agency obligations$165,432,000618
Securities issued by states & political subdivisions$53,995,000685
Other domestic debt securities$3,598,0001,178
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$3,598,000873
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$79,838,000777
Mortgage-backed securities$82,711,000809
Certificates of participation in pools of residential mortgages$82,510,000558
Issued or guaranteed by U.S.$82,510,000558
Privately issued$081
Collaterized mortgage obligations$201,0003,345
CMOs issued by government agencies or sponsored agencies$201,0003,220
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$53,995,000388
Available-for-sale securities (fair market value)$169,030,000780
Total debt securities$223,025,000677
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$222,589,000697
U.S. Government securities$164,884,000644
U.S. Treasury securities$01,131
U.S. Government agency obligations$164,884,000623
Securities issued by states & political subdivisions$54,054,000687
Other domestic debt securities$3,651,0001,207
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$3,651,000888
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$91,589,000677
Mortgage-backed securities$81,202,000820
Certificates of participation in pools of residential mortgages$80,974,000560
Issued or guaranteed by U.S.$80,974,000559
Privately issued$080
Collaterized mortgage obligations$228,0003,361
CMOs issued by government agencies or sponsored agencies$228,0003,231
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$54,054,000374
Available-for-sale securities (fair market value)$168,535,000805
Total debt securities$222,589,000685
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$237,003,000648
U.S. Government securities$178,986,000597
U.S. Treasury securities$01,152
U.S. Government agency obligations$178,986,000581
Securities issued by states & political subdivisions$54,361,000670
Other domestic debt securities$3,656,0001,221
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$3,656,000897
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,418,000616
Mortgage-backed securities$94,526,000726
Certificates of participation in pools of residential mortgages$94,265,000483
Issued or guaranteed by U.S.$94,265,000482
Privately issued$083
Collaterized mortgage obligations$261,0003,354
CMOs issued by government agencies or sponsored agencies$261,0003,223
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$54,361,000351
Available-for-sale securities (fair market value)$182,642,000748
Total debt securities$237,003,000638
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$221,875,000703
U.S. Government securities$162,361,000653
U.S. Treasury securities$01,161
U.S. Government agency obligations$162,361,000631
Securities issued by states & political subdivisions$55,649,000630
Other domestic debt securities$3,865,0001,196
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$3,865,000854
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$101,094,000616
Mortgage-backed securities$87,217,000796
Certificates of participation in pools of residential mortgages$86,922,000532
Issued or guaranteed by U.S.$86,922,000531
Privately issued$083
Collaterized mortgage obligations$295,0003,375
CMOs issued by government agencies or sponsored agencies$295,0003,232
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$55,649,000320
Available-for-sale securities (fair market value)$166,226,000832
Total debt securities$221,875,000689
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$218,399,000699
U.S. Government securities$158,522,000652
U.S. Treasury securities$01,135
U.S. Government agency obligations$158,522,000628
Securities issued by states & political subdivisions$56,064,000601
Other domestic debt securities$3,813,0001,167
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$3,813,000829
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,519,000769
Mortgage-backed securities$91,215,000755
Certificates of participation in pools of residential mortgages$90,818,000489
Issued or guaranteed by U.S.$90,818,000487
Privately issued$085
Collaterized mortgage obligations$397,0003,355
CMOs issued by government agencies or sponsored agencies$397,0003,213
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$56,064,000315
Available-for-sale securities (fair market value)$162,335,000834
Total debt securities$218,399,000689
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$209,582,000738
U.S. Government securities$149,148,000708
U.S. Treasury securities$01,086
U.S. Government agency obligations$149,148,000687
Securities issued by states & political subdivisions$56,123,000572
Other domestic debt securities$3,857,0001,199
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$3,857,000863
Foreign debt securities$0302
Equity securities$454,000778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$83,557,000712
Mortgage-backed securities$89,714,000810
Certificates of participation in pools of residential mortgages$89,182,000528
Issued or guaranteed by U.S.$89,182,000527
Privately issued$088
Collaterized mortgage obligations$532,0003,351
CMOs issued by government agencies or sponsored agencies$532,0003,194
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$56,123,000320
Available-for-sale securities (fair market value)$153,459,000898
Total debt securities$209,128,000726
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$218,906,000703
U.S. Government securities$149,162,000716
U.S. Treasury securities$01,068
U.S. Government agency obligations$149,162,000694
Securities issued by states & political subdivisions$56,182,000549
Other domestic debt securities$13,139,000612
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$13,139,000385
Foreign debt securities$0295
Equity securities$423,000790
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$86,865,000708
Mortgage-backed securities$82,178,000895
Certificates of participation in pools of residential mortgages$81,494,000591
Issued or guaranteed by U.S.$81,494,000591
Privately issued$094
Collaterized mortgage obligations$684,0003,303
CMOs issued by government agencies or sponsored agencies$684,0003,142
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$56,182,000319
Available-for-sale securities (fair market value)$162,724,000845
Total debt securities$218,483,000697
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$205,267,000758
U.S. Government securities$134,660,000832
U.S. Treasury securities$01,157
U.S. Government agency obligations$134,660,000802
Securities issued by states & political subdivisions$57,066,000507
Other domestic debt securities$13,137,000610
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$13,137,000388
Foreign debt securities$0227
Equity securities$404,000783
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,421,0001,837
Mortgage-backed securities$72,951,0001,010
Certificates of participation in pools of residential mortgages$71,882,000662
Issued or guaranteed by U.S.$71,882,000662
Privately issued$094
Collaterized mortgage obligations$830,0003,255
CMOs issued by government agencies or sponsored agencies$830,0003,098
Privately issued$01,155
Commercial mortgage-backed securities$239,000513
Commercial mortgage pass-through securities$239,000359
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$57,066,000323
Available-for-sale securities (fair market value)$148,201,000929
Total debt securities$204,863,000753
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$229,645,000657
U.S. Government securities$158,770,000670
U.S. Treasury securities$01,076
U.S. Government agency obligations$158,770,000650
Securities issued by states & political subdivisions$57,988,000493
Other domestic debt securities$12,488,000641
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$12,488,000380
Foreign debt securities$0182
Equity securities$399,000768
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,419,0001,109
Mortgage-backed securities$85,050,000860
Certificates of participation in pools of residential mortgages$83,285,000549
Issued or guaranteed by U.S.$83,285,000549
Privately issued$0121
Collaterized mortgage obligations$1,515,0002,931
CMOs issued by government agencies or sponsored agencies$1,515,0002,712
Privately issued$01,216
Commercial mortgage-backed securities$250,000441
Commercial mortgage pass-through securities$250,000307
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$57,988,000321
Available-for-sale securities (fair market value)$171,657,000772
Total debt securities$229,246,000646
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$205,447,000718
U.S. Government securities$134,771,000767
U.S. Treasury securities$01,126
U.S. Government agency obligations$134,771,000746
Securities issued by states & political subdivisions$57,533,000453
Other domestic debt securities$12,806,000622
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$12,806,000351
Foreign debt securities$0176
Equity securities$337,000823
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$90,399,000623
Mortgage-backed securities$75,905,000909
Certificates of participation in pools of residential mortgages$73,803,000588
Issued or guaranteed by U.S.$73,803,000586
Privately issued$0132
Collaterized mortgage obligations$1,844,0002,816
CMOs issued by government agencies or sponsored agencies$1,844,0002,598
Privately issued$01,235
Commercial mortgage-backed securities$258,000390
Commercial mortgage pass-through securities$258,000275
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$57,533,000305
Available-for-sale securities (fair market value)$147,914,000882
Total debt securities$205,110,000708
Structured notes
Amortized cost$2,998,0001,476
Fair value$3,003,0001,467
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$216,555,000679
U.S. Government securities$145,514,000733
U.S. Treasury securities$01,225
U.S. Government agency obligations$145,514,000705
Securities issued by states & political subdivisions$57,593,000430
Other domestic debt securities$13,117,000604
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$13,117,000332
Foreign debt securities$0168
Equity securities$331,000824
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$105,816,000555
Mortgage-backed securities$76,762,000874
Certificates of participation in pools of residential mortgages$74,395,000571
Issued or guaranteed by U.S.$74,395,000569
Privately issued$0125
Collaterized mortgage obligations$2,100,0002,683
CMOs issued by government agencies or sponsored agencies$2,100,0002,459
Privately issued$01,265
Commercial mortgage-backed securities$267,000379
Commercial mortgage pass-through securities$267,000276
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$57,593,000304
Available-for-sale securities (fair market value)$158,962,000804
Total debt securities$216,224,000667
Structured notes
Amortized cost$5,998,0001,036
Fair value$5,993,0001,040
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$234,436,000625
U.S. Government securities$161,143,000668
U.S. Treasury securities$01,272
U.S. Government agency obligations$161,143,000636
Securities issued by states & political subdivisions$57,426,000424
Other domestic debt securities$15,578,000555
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$15,578,000300
Foreign debt securities$0165
Equity securities$289,000861
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$115,581,000519
Mortgage-backed securities$78,955,000841
Certificates of participation in pools of residential mortgages$76,276,000546
Issued or guaranteed by U.S.$76,276,000543
Privately issued$0136
Collaterized mortgage obligations$2,405,0002,538
CMOs issued by government agencies or sponsored agencies$2,405,0002,318
Privately issued$01,299
Commercial mortgage-backed securities$274,000369
Commercial mortgage pass-through securities$274,000271
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$57,433,000297
Available-for-sale securities (fair market value)$177,003,000726
Total debt securities$234,147,000616
Structured notes
Amortized cost$5,998,0001,091
Fair value$5,906,0001,097
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$220,370,000635
U.S. Government securities$150,452,000676
U.S. Treasury securities$01,275
U.S. Government agency obligations$150,452,000647
Securities issued by states & political subdivisions$54,011,000434
Other domestic debt securities$15,618,000582
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$281,000336
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$15,337,000290
Foreign debt securities$0158
Equity securities$289,000857
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,654,000719
Mortgage-backed securities$85,684,000754
Certificates of participation in pools of residential mortgages$82,663,000487
Issued or guaranteed by U.S.$82,663,000482
Privately issued$0141
Collaterized mortgage obligations$2,740,0002,417
CMOs issued by government agencies or sponsored agencies$2,740,0002,183
Privately issued$01,350
Commercial mortgage-backed securities$281,000336
Commercial mortgage pass-through securities$281,000255
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$54,018,000299
Available-for-sale securities (fair market value)$166,352,000744
Total debt securities$220,081,000623
Structured notes
Amortized cost$5,997,000995
Fair value$5,898,000996
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$179,304,000759
U.S. Government securities$111,434,000849
U.S. Treasury securities$01,180
U.S. Government agency obligations$111,434,000810
Securities issued by states & political subdivisions$51,654,000452
Other domestic debt securities$15,884,000575
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$290,000308
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$15,594,000271
Foreign debt securities$0158
Equity securities$332,000891
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$90,018,000621
Mortgage-backed securities$95,457,000672
Certificates of participation in pools of residential mortgages$91,612,000426
Issued or guaranteed by U.S.$91,612,000423
Privately issued$0141
Collaterized mortgage obligations$3,555,0002,218
CMOs issued by government agencies or sponsored agencies$3,555,0001,974
Privately issued$01,417
Commercial mortgage-backed securities$290,000308
Commercial mortgage pass-through securities$290,000229
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$51,661,000323
Available-for-sale securities (fair market value)$127,643,000923
Total debt securities$178,972,000752
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$194,035,000695
U.S. Government securities$130,993,000737
U.S. Treasury securities$01,121
U.S. Government agency obligations$130,993,000702
Securities issued by states & political subdivisions$47,305,000478
Other domestic debt securities$15,421,000582
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$315,000297
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$15,106,000261
Foreign debt securities$0158
Equity securities$316,000925
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$94,469,000606
Mortgage-backed securities$103,972,000620
Certificates of participation in pools of residential mortgages$99,269,000400
Issued or guaranteed by U.S.$99,269,000397
Privately issued$0148
Collaterized mortgage obligations$4,388,0001,997
CMOs issued by government agencies or sponsored agencies$4,388,0001,747
Privately issued$01,445
Commercial mortgage-backed securities$315,000297
Commercial mortgage pass-through securities$315,000218
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$47,312,000358
Available-for-sale securities (fair market value)$146,723,000801
Total debt securities$193,719,000684
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$196,491,000679
U.S. Government securities$137,454,000699
U.S. Treasury securities$01,130
U.S. Government agency obligations$137,454,000667
Securities issued by states & political subdivisions$43,190,000517
Other domestic debt securities$15,420,000605
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$335,000309
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$15,085,000257
Foreign debt securities$0171
Equity securities$427,000900
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$94,227,000623
Mortgage-backed securities$110,960,000605
Certificates of participation in pools of residential mortgages$105,630,000404
Issued or guaranteed by U.S.$105,630,000401
Privately issued$0145
Collaterized mortgage obligations$4,995,0001,863
CMOs issued by government agencies or sponsored agencies$4,995,0001,607
Privately issued$01,481
Commercial mortgage-backed securities$335,000309
Commercial mortgage pass-through securities$335,000227
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$43,206,000388
Available-for-sale securities (fair market value)$153,285,000756
Total debt securities$196,064,000671
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$197,574,000656
U.S. Government securities$147,925,000628
U.S. Treasury securities$01,077
U.S. Government agency obligations$147,925,000603
Securities issued by states & political subdivisions$34,394,000677
Other domestic debt securities$14,845,000642
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$390,000282
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$14,455,000260
Foreign debt securities$0171
Equity securities$410,000928
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,359,000648
Mortgage-backed securities$111,797,000608
Certificates of participation in pools of residential mortgages$105,806,000401
Issued or guaranteed by U.S.$105,806,000399
Privately issued$0157
Collaterized mortgage obligations$5,601,0001,768
CMOs issued by government agencies or sponsored agencies$5,601,0001,501
Privately issued$01,512
Commercial mortgage-backed securities$390,000282
Commercial mortgage pass-through securities$390,000204
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$34,413,000492
Available-for-sale securities (fair market value)$163,161,000692
Total debt securities$197,164,000644
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$179,955,000719
U.S. Government securities$137,485,000663
U.S. Treasury securities$01,047
U.S. Government agency obligations$137,485,000634
Securities issued by states & political subdivisions$27,725,000871
Other domestic debt securities$14,421,000712
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$14,421,000283
Foreign debt securities$0175
Equity securities$324,0001,028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$122,434,000486
Mortgage-backed securities$93,732,000695
Certificates of participation in pools of residential mortgages$87,553,000487
Issued or guaranteed by U.S.$87,553,000484
Privately issued$0171
Collaterized mortgage obligations$6,179,0001,698
CMOs issued by government agencies or sponsored agencies$6,179,0001,404
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$27,747,000594
Available-for-sale securities (fair market value)$152,208,000735
Total debt securities$179,631,000708
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$197,351,000640
U.S. Government securities$159,571,000556
U.S. Treasury securities$01,036
U.S. Government agency obligations$159,571,000536
Securities issued by states & political subdivisions$24,386,000959
Other domestic debt securities$13,079,000770
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$13,079,000314
Foreign debt securities$0183
Equity securities$315,0001,065
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$126,991,000460
Mortgage-backed securities$96,461,000664
Certificates of participation in pools of residential mortgages$89,139,000493
Issued or guaranteed by U.S.$89,139,000488
Privately issued$0181
Collaterized mortgage obligations$7,322,0001,579
CMOs issued by government agencies or sponsored agencies$7,322,0001,282
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$24,408,000648
Available-for-sale securities (fair market value)$172,943,000628
Total debt securities$197,036,000626
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$176,150,000715
U.S. Government securities$150,242,000605
U.S. Treasury securities$0981
U.S. Government agency obligations$150,242,000584
Securities issued by states & political subdivisions$15,577,0001,474
Other domestic debt securities$10,049,000871
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,049,000384
Foreign debt securities$0181
Equity securities$282,0001,091
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$105,335,000546
Mortgage-backed securities$86,281,000761
Certificates of participation in pools of residential mortgages$79,937,000554
Issued or guaranteed by U.S.$79,937,000546
Privately issued$0191
Collaterized mortgage obligations$6,344,0001,683
CMOs issued by government agencies or sponsored agencies$6,344,0001,348
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,600,000881
Available-for-sale securities (fair market value)$160,550,000661
Total debt securities$175,868,000698
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$170,491,000716
U.S. Government securities$137,387,000649
U.S. Treasury securities$0973
U.S. Government agency obligations$137,387,000633
Securities issued by states & political subdivisions$15,967,0001,422
Other domestic debt securities$16,871,000604
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$16,871,000250
Foreign debt securities$0172
Equity securities$266,0001,086
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$137,307,000435
Mortgage-backed securities$46,963,0001,253
Certificates of participation in pools of residential mortgages$39,189,0001,030
Issued or guaranteed by U.S.$39,189,0001,019
Privately issued$0188
Collaterized mortgage obligations$7,774,0001,489
CMOs issued by government agencies or sponsored agencies$7,774,0001,194
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,990,000871
Available-for-sale securities (fair market value)$154,501,000675
Total debt securities$170,225,000705
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$164,853,000715
U.S. Government securities$131,786,000647
U.S. Treasury securities$01,019
U.S. Government agency obligations$131,786,000636
Securities issued by states & political subdivisions$16,100,0001,381
Other domestic debt securities$16,613,000597
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$16,613,000251
Foreign debt securities$0181
Equity securities$354,0001,062
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$109,589,000524
Mortgage-backed securities$43,670,0001,247
Certificates of participation in pools of residential mortgages$35,760,0001,066
Issued or guaranteed by U.S.$35,760,0001,056
Privately issued$0192
Collaterized mortgage obligations$7,910,0001,418
CMOs issued by government agencies or sponsored agencies$7,910,0001,126
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,123,000871
Available-for-sale securities (fair market value)$148,730,000666
Total debt securities$164,499,000705
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$155,551,000765
U.S. Government securities$124,106,000673
U.S. Treasury securities$01,021
U.S. Government agency obligations$124,106,000655
Securities issued by states & political subdivisions$15,352,0001,447
Other domestic debt securities$15,626,000659
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,626,000306
Foreign debt securities$0189
Equity securities$467,0001,305
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$102,927,000551
Mortgage-backed securities$45,104,0001,209
Certificates of participation in pools of residential mortgages$36,864,0001,031
Issued or guaranteed by U.S.$36,864,0001,020
Privately issued$0202
Collaterized mortgage obligations$8,240,0001,385
CMOs issued by government agencies or sponsored agencies$8,240,0001,104
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,376,000891
Available-for-sale securities (fair market value)$140,175,000744
Total debt securities$155,084,000752
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$141,983,000850
U.S. Government securities$108,896,000770
U.S. Treasury securities$01,044
U.S. Government agency obligations$108,896,000753
Securities issued by states & political subdivisions$16,510,0001,366
Other domestic debt securities$16,219,000618
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$16,219,000295
Foreign debt securities$0199
Equity securities$358,0001,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$94,372,000579
Mortgage-backed securities$38,197,0001,335
Certificates of participation in pools of residential mortgages$29,108,0001,194
Issued or guaranteed by U.S.$29,108,0001,183
Privately issued$0205
Collaterized mortgage obligations$9,089,0001,298
CMOs issued by government agencies or sponsored agencies$9,089,0001,029
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,538,000837
Available-for-sale securities (fair market value)$125,445,000848
Total debt securities$141,625,000823
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$139,685,000847
U.S. Government securities$109,189,000770
U.S. Treasury securities$01,146
U.S. Government agency obligations$109,189,000750
Securities issued by states & political subdivisions$16,612,0001,327
Other domestic debt securities$13,884,000652
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,884,000332
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$111,842,000488
Mortgage-backed securities$39,296,0001,177
Certificates of participation in pools of residential mortgages$29,923,0001,031
Issued or guaranteed by U.S.$29,923,0001,023
Privately issued$0191
Collaterized mortgage obligations$9,373,0001,204
CMOs issued by government agencies or sponsored agencies$9,373,000962
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,640,000870
Available-for-sale securities (fair market value)$123,045,000839
Total debt securities$139,685,000826
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$141,731,000842
U.S. Government securities$118,916,000707
U.S. Treasury securities$01,235
U.S. Government agency obligations$118,916,000690
Securities issued by states & political subdivisions$13,624,0001,565
Other domestic debt securities$9,191,000789
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,191,000442
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$109,517,000487
Mortgage-backed securities$40,096,0001,080
Certificates of participation in pools of residential mortgages$30,581,000962
Issued or guaranteed by U.S.$30,581,000956
Privately issued$0194
Collaterized mortgage obligations$9,515,0001,138
CMOs issued by government agencies or sponsored agencies$9,515,000912
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,652,0001,040
Available-for-sale securities (fair market value)$128,079,000788
Total debt securities$141,731,000815
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$138,141,000857
U.S. Government securities$115,491,000732
U.S. Treasury securities$01,362
U.S. Government agency obligations$115,491,000717
Securities issued by states & political subdivisions$13,442,0001,567
Other domestic debt securities$9,208,000749
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,208,000416
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,189,000484
Mortgage-backed securities$40,208,0001,066
Certificates of participation in pools of residential mortgages$30,199,000947
Issued or guaranteed by U.S.$30,199,000941
Privately issued$0207
Collaterized mortgage obligations$10,009,0001,067
CMOs issued by government agencies or sponsored agencies$10,009,000855
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,469,0001,062
Available-for-sale securities (fair market value)$124,672,000813
Total debt securities$138,141,000839
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$130,144,000921
U.S. Government securities$102,953,000822
U.S. Treasury securities$01,448
U.S. Government agency obligations$102,953,000797
Securities issued by states & political subdivisions$13,579,0001,549
Other domestic debt securities$13,612,000607
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,612,000324
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$106,245,000497
Mortgage-backed securities$41,837,0001,041
Certificates of participation in pools of residential mortgages$30,900,000920
Issued or guaranteed by U.S.$30,900,000914
Privately issued$0218
Collaterized mortgage obligations$10,937,0001,006
CMOs issued by government agencies or sponsored agencies$10,937,000800
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,607,0001,076
Available-for-sale securities (fair market value)$116,537,000888
Total debt securities$130,144,000899
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$132,850,000923
U.S. Government securities$105,898,000829
U.S. Treasury securities$01,498
U.S. Government agency obligations$105,898,000803
Securities issued by states & political subdivisions$13,089,0001,601
Other domestic debt securities$13,863,000591
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,863,000323
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$90,811,000597
Mortgage-backed securities$43,442,0001,033
Certificates of participation in pools of residential mortgages$31,925,000915
Issued or guaranteed by U.S.$31,925,000907
Privately issued$0208
Collaterized mortgage obligations$11,517,000972
CMOs issued by government agencies or sponsored agencies$11,517,000785
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,372,0001,108
Available-for-sale securities (fair market value)$119,478,000876
Total debt securities$132,850,000902
Structured notes
Amortized cost$2,000,0001,406
Fair value$2,000,0001,408
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$126,846,000980
U.S. Government securities$102,338,000885
U.S. Treasury securities$01,574
U.S. Government agency obligations$102,338,000858
Securities issued by states & political subdivisions$10,679,0001,883
Other domestic debt securities$13,829,000589
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,829,000319
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$88,261,000608
Mortgage-backed securities$42,781,0001,050
Certificates of participation in pools of residential mortgages$30,680,000951
Issued or guaranteed by U.S.$30,680,000941
Privately issued$0214
Collaterized mortgage obligations$12,101,000933
CMOs issued by government agencies or sponsored agencies$12,101,000748
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,964,0001,277
Available-for-sale securities (fair market value)$115,882,000916
Total debt securities$126,846,000956
Structured notes
Amortized cost$2,000,0001,480
Fair value$1,997,0001,483
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$116,699,0001,058
U.S. Government securities$92,417,000979
U.S. Treasury securities$01,634
U.S. Government agency obligations$92,417,000951
Securities issued by states & political subdivisions$10,685,0001,838
Other domestic debt securities$13,597,000596
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,597,000328
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$88,221,000610
Mortgage-backed securities$41,847,0001,075
Certificates of participation in pools of residential mortgages$29,242,000996
Issued or guaranteed by U.S.$29,242,000987
Privately issued$0211
Collaterized mortgage obligations$12,605,000903
CMOs issued by government agencies or sponsored agencies$12,605,000732
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)$10,977,0001,294
Available-for-sale securities (fair market value)$105,722,0001,001
Total debt securities$116,699,0001,027
Structured notes
Amortized cost$2,000,0001,533
Fair value$1,987,0001,538
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$117,206,0001,067
U.S. Government securities$89,247,0001,038
U.S. Treasury securities$01,715
U.S. Government agency obligations$89,247,000998
Securities issued by states & political subdivisions$12,399,0001,603
Other domestic debt securities$15,560,000569
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,560,000314
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$85,396,000626
Mortgage-backed securities$44,777,0001,038
Certificates of participation in pools of residential mortgages$31,227,000964
Issued or guaranteed by U.S.$31,227,000955
Privately issued$0205
Collaterized mortgage obligations$13,550,000870
CMOs issued by government agencies or sponsored agencies$13,550,000702
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)$12,705,0001,216
Available-for-sale securities (fair market value)$104,501,0001,034
Total debt securities$117,206,0001,039
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$119,020,0001,057
U.S. Government securities$92,409,000997
U.S. Treasury securities$01,737
U.S. Government agency obligations$92,409,000970
Securities issued by states & political subdivisions$11,382,0001,734
Other domestic debt securities$15,229,000586
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,229,000328
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,982,000624
Mortgage-backed securities$47,928,000987
Certificates of participation in pools of residential mortgages$32,529,000955
Issued or guaranteed by U.S.$32,529,000949
Privately issued$0216
Collaterized mortgage obligations$15,399,000805
CMOs issued by government agencies or sponsored agencies$15,399,000649
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)$11,699,0001,314
Available-for-sale securities (fair market value)$107,321,000992
Total debt securities$119,020,0001,029
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$120,041,0001,027
U.S. Government securities$94,150,000971
U.S. Treasury securities$01,786
U.S. Government agency obligations$94,150,000932
Securities issued by states & political subdivisions$10,442,0001,856
Other domestic debt securities$15,449,000581
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,449,000339
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,127,000717
Mortgage-backed securities$52,374,000917
Certificates of participation in pools of residential mortgages$34,790,000922
Issued or guaranteed by U.S.$34,790,000916
Privately issued$0225
Collaterized mortgage obligations$17,584,000737
CMOs issued by government agencies or sponsored agencies$17,584,000596
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,763,0001,382
Available-for-sale securities (fair market value)$109,278,000957
Total debt securities$120,041,0001,007
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$124,150,000998
U.S. Government securities$97,970,000934
U.S. Treasury securities$01,839
U.S. Government agency obligations$97,970,000898
Securities issued by states & political subdivisions$10,445,0001,848
Other domestic debt securities$15,735,000590
Privately issued residential mortgage-backed securities$43,0001,147
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,692,000348
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,780,000990
Mortgage-backed securities$55,072,000895
Certificates of participation in pools of residential mortgages$36,251,000920
Issued or guaranteed by U.S.$36,251,000913
Privately issued$0223
Collaterized mortgage obligations$18,821,000729
CMOs issued by government agencies or sponsored agencies$18,778,000598
Privately issued$43,0001,045
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,768,0001,391
Available-for-sale securities (fair market value)$113,382,000914
Total debt securities$124,150,000978
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$120,682,0001,048
U.S. Government securities$97,218,000966
U.S. Treasury securities$01,963
U.S. Government agency obligations$97,218,000932
Securities issued by states & political subdivisions$10,972,0001,772
Other domestic debt securities$12,492,000683
Privately issued residential mortgage-backed securities$144,0001,033
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,348,000433
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,424,0001,050
Mortgage-backed securities$57,627,000899
Certificates of participation in pools of residential mortgages$37,818,000926
Issued or guaranteed by U.S.$37,818,000917
Privately issued$0207
Collaterized mortgage obligations$19,809,000718
CMOs issued by government agencies or sponsored agencies$19,665,000593
Privately issued$144,000947
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,308,0001,377
Available-for-sale securities (fair market value)$109,374,000982
Total debt securities$120,682,0001,018
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$94,896,0001,344
U.S. Government securities$70,607,0001,323
U.S. Treasury securities$01,963
U.S. Government agency obligations$70,607,0001,268
Securities issued by states & political subdivisions$11,605,0001,698
Other domestic debt securities$12,684,000696
Privately issued residential mortgage-backed securities$264,000964
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,420,000455
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,441,0001,034
Mortgage-backed securities$41,061,0001,190
Certificates of participation in pools of residential mortgages$25,230,0001,260
Issued or guaranteed by U.S.$25,230,0001,252
Privately issued$0203
Collaterized mortgage obligations$15,831,000862
CMOs issued by government agencies or sponsored agencies$15,567,000721
Privately issued$264,000891
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,941,0001,350
Available-for-sale securities (fair market value)$82,955,0001,300
Total debt securities$94,896,0001,313
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$97,684,0001,308
U.S. Government securities$73,420,0001,268
U.S. Treasury securities$01,990
U.S. Government agency obligations$73,420,0001,222
Securities issued by states & political subdivisions$11,309,0001,735
Other domestic debt securities$12,955,000696
Privately issued residential mortgage-backed securities$432,000853
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,523,000461
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,342,0001,072
Mortgage-backed securities$43,153,0001,155
Certificates of participation in pools of residential mortgages$26,343,0001,224
Issued or guaranteed by U.S.$26,343,0001,214
Privately issued$0225
Collaterized mortgage obligations$16,810,000818
CMOs issued by government agencies or sponsored agencies$16,378,000700
Privately issued$432,000787
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,649,0001,376
Available-for-sale securities (fair market value)$86,035,0001,261
Total debt securities$97,684,0001,268
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$105,850,0001,224
U.S. Government securities$81,340,0001,170
U.S. Treasury securities$02,098
U.S. Government agency obligations$81,340,0001,119
Securities issued by states & political subdivisions$11,788,0001,659
Other domestic debt securities$12,722,000720
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$432,000269
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,290,000495
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,327,0001,059
Mortgage-backed securities$45,718,0001,121
Certificates of participation in pools of residential mortgages$28,084,0001,190
Issued or guaranteed by U.S.$28,084,0001,182
Privately issued$0225
Collaterized mortgage obligations$17,634,000804
CMOs issued by government agencies or sponsored agencies$17,634,000676
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,132,0001,337
Available-for-sale securities (fair market value)$93,718,0001,186
Total debt securities$105,850,0001,185
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$105,738,0001,247
U.S. Government securities$78,945,0001,196
U.S. Treasury securities$02,082
U.S. Government agency obligations$78,945,0001,147
Securities issued by states & political subdivisions$12,865,0001,532
Other domestic debt securities$13,928,000726
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$486,000276
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,442,000495
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,560,0001,004
Mortgage-backed securities$45,972,0001,145
Certificates of participation in pools of residential mortgages$25,721,0001,276
Issued or guaranteed by U.S.$25,721,0001,267
Privately issued$0230
Collaterized mortgage obligations$20,251,000757
CMOs issued by government agencies or sponsored agencies$20,251,000635
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,221,0001,243
Available-for-sale securities (fair market value)$92,517,0001,215
Total debt securities$105,738,0001,203
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$111,004,0001,220
U.S. Government securities$83,741,0001,187
U.S. Treasury securities$02,227
U.S. Government agency obligations$83,741,0001,134
Securities issued by states & political subdivisions$12,947,0001,527
Other domestic debt securities$14,316,000687
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$540,000286
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,776,000518
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,324,0001,130
Mortgage-backed securities$47,933,0001,109
Certificates of participation in pools of residential mortgages$27,011,0001,242
Issued or guaranteed by U.S.$27,011,0001,233
Privately issued$0248
Collaterized mortgage obligations$20,922,000746
CMOs issued by government agencies or sponsored agencies$20,922,000688
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,308,0001,232
Available-for-sale securities (fair market value)$97,696,0001,192
Total debt securities$111,004,0001,179
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$97,259,0001,376
U.S. Government securities$68,721,0001,391
U.S. Treasury securities$02,287
U.S. Government agency obligations$68,721,0001,344
Securities issued by states & political subdivisions$13,154,0001,512
Other domestic debt securities$15,384,000673
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$640,000289
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,744,000519
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,170,0001,725
Mortgage-backed securities$43,965,0001,171
Certificates of participation in pools of residential mortgages$21,988,0001,435
Issued or guaranteed by U.S.$21,988,0001,429
Privately issued$0253
Collaterized mortgage obligations$21,977,000729
CMOs issued by government agencies or sponsored agencies$21,977,000675
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,527,0001,205
Available-for-sale securities (fair market value)$83,732,0001,337
Total debt securities$97,259,0001,321
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$85,307,0001,485
U.S. Government securities$55,739,0001,623
U.S. Treasury securities$02,322
U.S. Government agency obligations$55,739,0001,559
Securities issued by states & political subdivisions$14,112,0001,366
Other domestic debt securities$15,456,000702
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$687,000296
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,769,000536
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,757,0001,658
Mortgage-backed securities$41,204,0001,229
Certificates of participation in pools of residential mortgages$22,687,0001,394
Issued or guaranteed by U.S.$22,687,0001,386
Privately issued$0256
Collaterized mortgage obligations$18,517,000853
CMOs issued by government agencies or sponsored agencies$18,517,000790
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,487,0001,139
Available-for-sale securities (fair market value)$70,820,0001,503
Total debt securities$85,307,0001,443
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$76,816,0001,609
U.S. Government securities$50,927,0001,744
U.S. Treasury securities$02,382
U.S. Government agency obligations$50,927,0001,668
Securities issued by states & political subdivisions$13,172,0001,409
Other domestic debt securities$12,717,000797
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$765,000294
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,952,000612
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,918,0002,324
Mortgage-backed securities$38,464,0001,266
Certificates of participation in pools of residential mortgages$25,488,0001,261
Issued or guaranteed by U.S.$25,488,0001,257
Privately issued$0257
Collaterized mortgage obligations$12,976,0001,084
CMOs issued by government agencies or sponsored agencies$12,976,0001,001
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,566,0001,226
Available-for-sale securities (fair market value)$63,250,0001,636
Total debt securities$76,816,0001,566
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$74,605,0001,652
U.S. Government securities$46,539,0001,856
U.S. Treasury securities$02,544
U.S. Government agency obligations$46,539,0001,778
Securities issued by states & political subdivisions$13,951,0001,318
Other domestic debt securities$14,115,000747
Privately issued residential mortgage-backed securities$1,295,000649
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$903,000293
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,917,000632
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,034,0001,054
Mortgage-backed securities$34,305,0001,360
Certificates of participation in pools of residential mortgages$22,488,0001,343
Issued or guaranteed by U.S.$22,488,0001,339
Privately issued$0252
Collaterized mortgage obligations$11,817,0001,148
CMOs issued by government agencies or sponsored agencies$10,522,0001,140
Privately issued$1,295,000576
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,361,0001,185
Available-for-sale securities (fair market value)$60,244,0001,678
Total debt securities$74,605,0001,596
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$106,817,0001,060
U.S. Government securities$75,792,0001,062
U.S. Treasury securities$512,0002,472
U.S. Government agency obligations$75,280,0001,014
Securities issued by states & political subdivisions$16,130,0001,055
Other domestic debt securities$13,930,000768
Privately issued residential mortgage-backed securities$3,749,000466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,309,000266
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,872,000788
Foreign debt securities$0319
Equity securities$965,0001,379
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,649,000981
Mortgage-backed securities$50,917,000941
Certificates of participation in pools of residential mortgages$30,341,000952
Issued or guaranteed by U.S.$30,341,000944
Privately issued$0260
Collaterized mortgage obligations$20,576,000817
CMOs issued by government agencies or sponsored agencies$16,827,000848
Privately issued$3,749,000418
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,338,0001,079
Available-for-sale securities (fair market value)$90,479,0001,047
Total debt securities$105,852,0001,040
Structured notes
Amortized cost$1,284,000277
Fair value$1,276,000277
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$117,448,000965
U.S. Government securities$89,515,000919
U.S. Treasury securities$5,527,000983
U.S. Government agency obligations$83,988,000910
Securities issued by states & political subdivisions$17,184,000929
Other domestic debt securities$5,720,0001,124
Privately issued residential mortgage-backed securities$3,987,000427
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,733,0001,760
Foreign debt securities$0313
Equity securities$5,029,000848
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,156,0001,204
Mortgage-backed securities$35,323,0001,012
Certificates of participation in pools of residential mortgages$23,222,000963
Issued or guaranteed by U.S.$23,222,000953
Privately issued$0308
Collaterized mortgage obligations$12,101,000897
CMOs issued by government agencies or sponsored agencies$8,114,0001,035
Privately issued$3,987,000379
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$47,924,000531
Available-for-sale securities (fair market value)$69,524,0001,235
Total debt securities$112,419,000961
Structured notes
Amortized cost$11,854,00032
Fair value$11,578,00032
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$70,462,0001,623
U.S. Government securities$47,506,0001,762
U.S. Treasury securities$514,0004,284
U.S. Government agency obligations$46,992,0001,596
Securities issued by states & political subdivisions$17,221,000941
Other domestic debt securities$4,213,0001,306
Privately issued residential mortgage-backed securities$3,916,000455
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$297,0002,677
Foreign debt securities$0343
Equity securities$1,522,0001,821
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,372,0001,977
Mortgage-backed securities$17,410,0001,766
Certificates of participation in pools of residential mortgages$8,211,0002,112
Issued or guaranteed by U.S.$8,211,0002,100
Privately issued$0307
Collaterized mortgage obligations$9,199,0001,150
CMOs issued by government agencies or sponsored agencies$5,283,0001,451
Privately issued$3,916,000400
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,518,0001,416
Available-for-sale securities (fair market value)$52,944,0001,634
Total debt securities$68,940,0001,591
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$75,816,0001,553
U.S. Government securities$49,905,0001,738
U.S. Treasury securities$544,0005,741
U.S. Government agency obligations$49,361,0001,497
Securities issued by states & political subdivisions$18,121,000889
Other domestic debt securities$6,564,000973
Privately issued residential mortgage-backed securities$6,205,000335
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$359,0002,436
Foreign debt securities$0363
Equity securities$1,226,0002,068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,945,0001,765
Mortgage-backed securities$25,582,0001,454
Certificates of participation in pools of residential mortgages$10,787,0001,869
Issued or guaranteed by U.S.$10,787,0001,856
Privately issued$0349
Collaterized mortgage obligations$14,795,000921
CMOs issued by government agencies or sponsored agencies$8,590,0001,218
Privately issued$6,205,000277
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,480,0001,471
Available-for-sale securities (fair market value)$57,336,0001,521
Total debt securities$74,590,0001,521
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$70,083,0001,636
U.S. Government securities$48,203,0001,898
U.S. Treasury securities$534,0007,032
U.S. Government agency obligations$47,669,0001,499
Securities issued by states & political subdivisions$20,460,000645
Other domestic debt securities$396,0002,540
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$396,0002,036
Foreign debt securities$0390
Equity securities$1,024,0002,282
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,620,0002,257
Mortgage-backed securities$9,243,0002,767
Certificates of participation in pools of residential mortgages$4,036,0003,262
Issued or guaranteed by U.S.$4,036,0003,248
Privately issued$0394
Collaterized mortgage obligations$5,207,0001,669
CMOs issued by government agencies or sponsored agencies$5,207,0001,594
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,856,0001,612
Available-for-sale securities (fair market value)$49,227,0001,636
Total debt securities$69,059,0001,598
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$74,713,0001,623
U.S. Government securities$52,368,0001,860
U.S. Treasury securities$5,537,0003,526
U.S. Government agency obligations$46,831,0001,557
Securities issued by states & political subdivisions$21,869,000570
Other domestic debt securities$454,0002,795
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$454,0002,146
Foreign debt securities$0466
Equity securities$22,0007,704
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,964,0002,942
Mortgage-backed securities$5,530,0004,008
Certificates of participation in pools of residential mortgages$312,0007,132
Issued or guaranteed by U.S.$312,0007,111
Privately issued$0472
Collaterized mortgage obligations$5,218,0001,877
CMOs issued by government agencies or sponsored agencies$5,218,0001,787
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,323,0001,739
Available-for-sale securities (fair market value)$52,390,0001,559
Total debt securities$74,691,0001,574
Structured notes
Amortized cost$03,659
Fair value$03,659
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$68,795,0001,831
U.S. Government securities$49,033,0002,051
U.S. Treasury securities$9,590,0002,809
U.S. Government agency obligations$39,443,0001,789
Securities issued by states & political subdivisions$19,357,000637
Other domestic debt securities$383,0003,488
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$383,0002,740
Foreign debt securities$0553
Equity securities$22,0007,766
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,834,0002,232
Mortgage-backed securities$389,0008,218
Certificates of participation in pools of residential mortgages$389,0007,292
Issued or guaranteed by U.S.$389,0007,257
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,740,0002,037
Available-for-sale securities (fair market value)$49,055,0001,722
Total debt securities$68,773,0001,772
Structured notes
Amortized cost$04,562
Fair value$04,561
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$66,552,0001,965
U.S. Government securities$47,879,0002,194
U.S. Treasury securities$10,213,0003,329
U.S. Government agency obligations$37,666,0001,797
Securities issued by states & political subdivisions$18,248,000690
Other domestic debt securities$406,0003,861
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$406,0003,084
Foreign debt securities$0600
Equity securities$19,0007,939
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,596,0002,606
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,654,0003,363
Available-for-sale securities (fair market value)$45,898,0001,240
Total debt securities$66,533,0001,921
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$65,425,0002,095
U.S. Government securities$49,194,0002,242
U.S. Treasury securities$11,989,0003,014
U.S. Government agency obligations$37,205,0001,887
Securities issued by states & political subdivisions$15,893,000849
Other domestic debt securities$319,0004,769
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$319,0003,699
Foreign debt securities$0649
Equity securities$19,0007,840
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,979,0001,832
Mortgage-backed securities$710,0008,869
Certificates of participation in pools of residential mortgages$710,0007,598
Issued or guaranteed by U.S.$710,0007,551
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$65,406,0002,038
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$68,068,0001,979
U.S. Government securities$50,910,0002,110
U.S. Treasury securities$12,504,0002,912
U.S. Government agency obligations$38,406,0001,775
Securities issued by states & political subdivisions$16,821,000707
Other domestic debt securities$318,0005,669
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$318,0004,310
Foreign debt securities$0699
Equity securities$19,0007,682
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,593,0001,839
Mortgage-backed securities$2,918,0006,834
Certificates of participation in pools of residential mortgages$2,918,0005,255
Issued or guaranteed by U.S.$2,918,0005,199
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$68,049,0001,934
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