First National Bank in Taylorville, Securities

2021-12-31Rank
Total securities$123,472,0001,513
U.S. Government securities$42,624,0002,057
U.S. Treasury securities$02,212
U.S. Government agency obligations$42,624,0001,843
Securities issued by states & political subdivisions$79,888,000720
Other domestic debt securities$960,0001,909
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$960,0001,599
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,716,0002,087
Mortgage-backed securities$35,177,0001,702
Certificates of participation in pools of residential mortgages$28,136,0001,407
Issued or guaranteed by U.S.$28,136,0001,376
Privately issued$0246
Collaterized mortgage obligations$7,009,0001,393
CMOs issued by government agencies or sponsored agencies$7,009,0001,340
Privately issued$0500
Commercial mortgage-backed securities$32,0001,980
Commercial mortgage pass-through securities$32,0001,499
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$123,472,0001,404
Total debt securities$123,470,0001,495
Structured notes
Amortized cost$5,000,000268
Fair value$4,923,000280
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$119,924,0001,495
U.S. Government securities$38,912,0002,076
U.S. Treasury securities$02,008
U.S. Government agency obligations$38,912,0001,905
Securities issued by states & political subdivisions$80,045,000696
Other domestic debt securities$967,0001,859
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$967,0001,535
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,190,0002,029
Mortgage-backed securities$32,398,0001,773
Certificates of participation in pools of residential mortgages$26,954,0001,417
Issued or guaranteed by U.S.$26,954,0001,384
Privately issued$0234
Collaterized mortgage obligations$5,404,0001,535
CMOs issued by government agencies or sponsored agencies$5,404,0001,493
Privately issued$0491
Commercial mortgage-backed securities$40,0001,987
Commercial mortgage pass-through securities$40,0001,509
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$119,924,0001,383
Total debt securities$119,924,0001,478
Structured notes
Amortized cost$4,499,000253
Fair value$4,468,000255
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$118,798,0001,451
U.S. Government securities$36,689,0002,095
U.S. Treasury securities$01,913
U.S. Government agency obligations$36,689,0001,943
Securities issued by states & political subdivisions$81,138,000667
Other domestic debt securities$971,0001,835
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$971,0001,480
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,486,0001,980
Mortgage-backed securities$31,671,0001,753
Certificates of participation in pools of residential mortgages$27,339,0001,352
Issued or guaranteed by U.S.$27,339,0001,319
Privately issued$0247
Collaterized mortgage obligations$4,289,0001,627
CMOs issued by government agencies or sponsored agencies$4,289,0001,587
Privately issued$0478
Commercial mortgage-backed securities$43,0001,993
Commercial mortgage pass-through securities$43,0001,522
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$118,798,0001,342
Total debt securities$118,798,0001,438
Structured notes
Amortized cost$3,000,000286
Fair value$2,972,000310
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$115,454,0001,386
U.S. Government securities$32,856,0002,087
U.S. Treasury securities$01,631
U.S. Government agency obligations$32,856,0001,957
Securities issued by states & political subdivisions$81,424,000615
Other domestic debt securities$1,174,0001,695
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$1,174,0001,325
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,912,0001,936
Mortgage-backed securities$30,322,0001,723
Certificates of participation in pools of residential mortgages$26,402,0001,331
Issued or guaranteed by U.S.$26,402,0001,294
Privately issued$0261
Collaterized mortgage obligations$3,867,0001,651
CMOs issued by government agencies or sponsored agencies$3,867,0001,613
Privately issued$0475
Commercial mortgage-backed securities$53,0001,976
Commercial mortgage pass-through securities$53,0001,514
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$115,454,0001,290
Total debt securities$115,454,0001,372
Structured notes
Amortized cost$1,000,000361
Fair value$978,000407
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$115,423,0001,264
U.S. Government securities$33,885,0001,914
U.S. Treasury securities$01,194
U.S. Government agency obligations$33,885,0001,811
Securities issued by states & political subdivisions$80,360,000599
Other domestic debt securities$1,178,0001,639
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$1,178,0001,276
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$20,081,0001,912
Mortgage-backed securities$31,320,0001,627
Certificates of participation in pools of residential mortgages$26,750,0001,209
Issued or guaranteed by U.S.$26,750,0001,185
Privately issued$0245
Collaterized mortgage obligations$4,512,0001,595
CMOs issued by government agencies or sponsored agencies$4,512,0001,553
Privately issued$0474
Commercial mortgage-backed securities$58,0001,931
Commercial mortgage pass-through securities$58,0001,461
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$115,423,0001,177
Total debt securities$115,423,0001,246
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$112,878,0001,238
U.S. Government securities$34,814,0001,827
U.S. Treasury securities$01,216
U.S. Government agency obligations$34,814,0001,742
Securities issued by states & political subdivisions$77,128,000548
Other domestic debt securities$936,0001,718
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$936,0001,332
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$20,620,0001,856
Mortgage-backed securities$30,740,0001,598
Certificates of participation in pools of residential mortgages$25,840,0001,198
Issued or guaranteed by U.S.$25,840,0001,168
Privately issued$0251
Collaterized mortgage obligations$4,833,0001,581
CMOs issued by government agencies or sponsored agencies$4,833,0001,544
Privately issued$0464
Commercial mortgage-backed securities$67,0001,917
Commercial mortgage pass-through securities$67,0001,450
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$112,878,0001,147
Total debt securities$112,878,0001,221
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$106,265,0001,253
U.S. Government securities$37,376,0001,752
U.S. Treasury securities$01,251
U.S. Government agency obligations$37,376,0001,658
Securities issued by states & political subdivisions$67,649,000584
Other domestic debt securities$1,240,0001,535
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$1,240,0001,176
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$20,644,0001,872
Mortgage-backed securities$32,786,0001,520
Certificates of participation in pools of residential mortgages$26,998,0001,117
Issued or guaranteed by U.S.$26,998,0001,085
Privately issued$0251
Collaterized mortgage obligations$5,717,0001,515
CMOs issued by government agencies or sponsored agencies$5,717,0001,477
Privately issued$0454
Commercial mortgage-backed securities$71,0001,903
Commercial mortgage pass-through securities$71,0001,447
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$106,265,0001,160
Total debt securities$106,265,0001,234
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$91,930,0001,359
U.S. Government securities$38,398,0001,732
U.S. Treasury securities$01,297
U.S. Government agency obligations$38,398,0001,646
Securities issued by states & political subdivisions$51,306,000701
Other domestic debt securities$1,727,0001,362
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$1,727,000993
Foreign debt securities$499,000234
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,348,0001,832
Mortgage-backed securities$32,337,0001,514
Certificates of participation in pools of residential mortgages$25,871,0001,143
Issued or guaranteed by U.S.$25,871,0001,112
Privately issued$0267
Collaterized mortgage obligations$6,386,0001,456
CMOs issued by government agencies or sponsored agencies$6,386,0001,421
Privately issued$0460
Commercial mortgage-backed securities$80,0001,879
Commercial mortgage pass-through securities$80,0001,410
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$91,930,0001,260
Total debt securities$91,930,0001,343
Structured notes
Amortized cost$1,000,000287
Fair value$1,000,000339
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$95,469,0001,318
U.S. Government securities$42,276,0001,643
U.S. Treasury securities$01,363
U.S. Government agency obligations$42,276,0001,552
Securities issued by states & political subdivisions$50,569,000670
Other domestic debt securities$2,123,0001,247
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$2,123,000888
Foreign debt securities$501,000210
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,637,0001,803
Mortgage-backed securities$29,333,0001,567
Certificates of participation in pools of residential mortgages$22,386,0001,252
Issued or guaranteed by U.S.$22,386,0001,221
Privately issued$0249
Collaterized mortgage obligations$6,860,0001,404
CMOs issued by government agencies or sponsored agencies$6,860,0001,366
Privately issued$0457
Commercial mortgage-backed securities$87,0001,853
Commercial mortgage pass-through securities$87,0001,407
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$95,469,0001,216
Total debt securities$95,469,0001,306
Structured notes
Amortized cost$4,500,000151
Fair value$4,448,000154
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$96,535,0001,299
U.S. Government securities$44,296,0001,594
U.S. Treasury securities$01,429
U.S. Government agency obligations$44,296,0001,512
Securities issued by states & political subdivisions$49,616,000667
Other domestic debt securities$2,122,0001,251
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$2,122,000880
Foreign debt securities$501,000218
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,165,0001,829
Mortgage-backed securities$30,827,0001,499
Certificates of participation in pools of residential mortgages$23,906,0001,135
Issued or guaranteed by U.S.$23,906,0001,105
Privately issued$0287
Collaterized mortgage obligations$6,820,0001,415
CMOs issued by government agencies or sponsored agencies$6,820,0001,376
Privately issued$0463
Commercial mortgage-backed securities$101,0001,828
Commercial mortgage pass-through securities$101,0001,398
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$96,535,0001,185
Total debt securities$96,535,0001,282
Structured notes
Amortized cost$5,000,000183
Fair value$4,970,000195
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$98,492,0001,293
U.S. Government securities$46,587,0001,554
U.S. Treasury securities$01,467
U.S. Government agency obligations$46,587,0001,465
Securities issued by states & political subdivisions$49,286,000684
Other domestic debt securities$2,118,0001,233
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$2,118,000885
Foreign debt securities$501,000232
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,157,0001,891
Mortgage-backed securities$31,663,0001,449
Certificates of participation in pools of residential mortgages$24,822,0001,096
Issued or guaranteed by U.S.$24,822,0001,084
Privately issued$0244
Collaterized mortgage obligations$6,731,0001,425
CMOs issued by government agencies or sponsored agencies$6,731,0001,381
Privately issued$0476
Commercial mortgage-backed securities$110,0001,808
Commercial mortgage pass-through securities$110,0001,389
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$98,492,0001,169
Total debt securities$98,492,0001,275
Structured notes
Amortized cost$5,000,000208
Fair value$4,929,000221
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$95,403,0001,338
U.S. Government securities$44,334,0001,626
U.S. Treasury securities$01,516
U.S. Government agency obligations$44,334,0001,534
Securities issued by states & political subdivisions$48,260,000715
Other domestic debt securities$2,100,0001,235
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$2,100,000886
Foreign debt securities$709,000233
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,981,0001,922
Mortgage-backed securities$29,796,0001,500
Certificates of participation in pools of residential mortgages$22,694,0001,191
Issued or guaranteed by U.S.$22,694,0001,177
Privately issued$0248
Collaterized mortgage obligations$6,980,0001,401
CMOs issued by government agencies or sponsored agencies$6,980,0001,354
Privately issued$0499
Commercial mortgage-backed securities$122,0001,737
Commercial mortgage pass-through securities$122,0001,362
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$95,403,0001,214
Total debt securities$95,403,0001,323
Structured notes
Amortized cost$5,210,000217
Fair value$5,014,000218
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$91,390,0001,396
U.S. Government securities$42,513,0001,701
U.S. Treasury securities$01,513
U.S. Government agency obligations$42,513,0001,612
Securities issued by states & political subdivisions$46,100,000774
Other domestic debt securities$2,071,0001,225
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$2,071,000900
Foreign debt securities$706,000235
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,830,0001,948
Mortgage-backed securities$28,151,0001,561
Certificates of participation in pools of residential mortgages$21,879,0001,224
Issued or guaranteed by U.S.$21,879,0001,214
Privately issued$0211
Collaterized mortgage obligations$6,143,0001,450
CMOs issued by government agencies or sponsored agencies$6,143,0001,404
Privately issued$0498
Commercial mortgage-backed securities$129,0001,699
Commercial mortgage pass-through securities$129,0001,342
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$91,390,0001,272
Total debt securities$91,390,0001,381
Structured notes
Amortized cost$5,210,000222
Fair value$4,947,000225
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$93,026,0001,374
U.S. Government securities$42,271,0001,705
U.S. Treasury securities$01,500
U.S. Government agency obligations$42,271,0001,611
Securities issued by states & political subdivisions$47,967,000733
Other domestic debt securities$2,076,0001,175
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$2,076,000893
Foreign debt securities$712,000230
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,020,0001,980
Mortgage-backed securities$28,121,0001,567
Certificates of participation in pools of residential mortgages$22,170,0001,233
Issued or guaranteed by U.S.$22,170,0001,227
Privately issued$0145
Collaterized mortgage obligations$5,804,0001,471
CMOs issued by government agencies or sponsored agencies$5,804,0001,422
Privately issued$0515
Commercial mortgage-backed securities$147,0001,684
Commercial mortgage pass-through securities$147,0001,320
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$93,026,0001,252
Total debt securities$93,026,0001,355
Structured notes
Amortized cost$5,210,000221
Fair value$4,862,000230
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$95,055,0001,374
U.S. Government securities$43,994,0001,646
U.S. Treasury securities$01,475
U.S. Government agency obligations$43,994,0001,554
Securities issued by states & political subdivisions$48,271,000749
Other domestic debt securities$2,079,0001,322
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$2,079,000895
Foreign debt securities$711,000229
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,131,0002,013
Mortgage-backed securities$29,722,0001,531
Certificates of participation in pools of residential mortgages$23,456,0001,227
Issued or guaranteed by U.S.$23,456,0001,189
Privately issued$0453
Collaterized mortgage obligations$6,089,0001,448
CMOs issued by government agencies or sponsored agencies$6,089,0001,400
Privately issued$0544
Commercial mortgage-backed securities$177,0001,645
Commercial mortgage pass-through securities$177,0001,272
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$95,055,0001,250
Total debt securities$95,053,0001,353
Structured notes
Amortized cost$5,210,000218
Fair value$4,909,000225
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$94,787,0001,387
U.S. Government securities$42,741,0001,716
U.S. Treasury securities$01,426
U.S. Government agency obligations$42,741,0001,631
Securities issued by states & political subdivisions$49,251,000764
Other domestic debt securities$2,086,0001,173
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$2,086,000911
Foreign debt securities$709,000221
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,097,0002,049
Mortgage-backed securities$28,255,0001,569
Certificates of participation in pools of residential mortgages$22,393,0001,296
Issued or guaranteed by U.S.$22,393,0001,293
Privately issued$067
Collaterized mortgage obligations$5,862,0001,472
CMOs issued by government agencies or sponsored agencies$5,862,0001,422
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$94,787,0001,255
Total debt securities$94,788,0001,365
Structured notes
Amortized cost$5,210,000215
Fair value$4,906,000221
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$97,573,0001,351
U.S. Government securities$41,028,0001,779
U.S. Treasury securities$01,328
U.S. Government agency obligations$41,028,0001,708
Securities issued by states & political subdivisions$53,322,000745
Other domestic debt securities$2,115,0001,169
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$2,115,000918
Foreign debt securities$1,108,000167
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,599,0002,257
Mortgage-backed securities$26,247,0001,644
Certificates of participation in pools of residential mortgages$20,046,0001,416
Issued or guaranteed by U.S.$20,046,0001,415
Privately issued$064
Collaterized mortgage obligations$6,201,0001,420
CMOs issued by government agencies or sponsored agencies$6,201,0001,372
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$97,573,0001,218
Total debt securities$97,574,0001,331
Structured notes
Amortized cost$5,610,000204
Fair value$5,415,000204
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$102,184,0001,322
U.S. Government securities$42,294,0001,757
U.S. Treasury securities$01,313
U.S. Government agency obligations$42,294,0001,682
Securities issued by states & political subdivisions$56,145,000711
Other domestic debt securities$2,631,0001,103
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$2,631,000881
Foreign debt securities$1,114,000169
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,691,0002,279
Mortgage-backed securities$27,362,0001,607
Certificates of participation in pools of residential mortgages$20,764,0001,420
Issued or guaranteed by U.S.$20,764,0001,416
Privately issued$069
Collaterized mortgage obligations$6,598,0001,379
CMOs issued by government agencies or sponsored agencies$6,598,0001,333
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$102,184,0001,176
Total debt securities$102,184,0001,304
Structured notes
Amortized cost$5,610,000209
Fair value$5,439,000210
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$105,414,0001,298
U.S. Government securities$44,993,0001,719
U.S. Treasury securities$01,351
U.S. Government agency obligations$44,993,0001,640
Securities issued by states & political subdivisions$56,669,000715
Other domestic debt securities$2,640,0001,119
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$2,640,000894
Foreign debt securities$1,112,000178
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,778,0002,298
Mortgage-backed securities$28,470,0001,601
Certificates of participation in pools of residential mortgages$21,518,0001,421
Issued or guaranteed by U.S.$21,518,0001,420
Privately issued$067
Collaterized mortgage obligations$6,952,0001,345
CMOs issued by government agencies or sponsored agencies$6,952,0001,298
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$105,414,0001,156
Total debt securities$105,414,0001,279
Structured notes
Amortized cost$6,610,000195
Fair value$6,487,000197
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$105,505,0001,320
U.S. Government securities$45,873,0001,726
U.S. Treasury securities$01,390
U.S. Government agency obligations$45,873,0001,642
Securities issued by states & political subdivisions$55,909,000709
Other domestic debt securities$2,621,0001,161
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$2,621,000918
Foreign debt securities$1,102,000180
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,833,0002,328
Mortgage-backed securities$29,073,0001,605
Certificates of participation in pools of residential mortgages$21,830,0001,433
Issued or guaranteed by U.S.$21,830,0001,432
Privately issued$066
Collaterized mortgage obligations$7,243,0001,342
CMOs issued by government agencies or sponsored agencies$7,243,0001,281
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$105,505,0001,176
Total debt securities$105,505,0001,297
Structured notes
Amortized cost$7,110,000192
Fair value$6,889,000202
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$101,826,0001,347
U.S. Government securities$40,952,0001,844
U.S. Treasury securities$01,367
U.S. Government agency obligations$40,952,0001,753
Securities issued by states & political subdivisions$57,170,000684
Other domestic debt securities$2,615,0001,154
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$2,615,000903
Foreign debt securities$1,089,000178
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,804,0002,323
Mortgage-backed securities$26,198,0001,727
Certificates of participation in pools of residential mortgages$18,544,0001,623
Issued or guaranteed by U.S.$18,544,0001,622
Privately issued$071
Collaterized mortgage obligations$7,654,0001,281
CMOs issued by government agencies or sponsored agencies$7,654,0001,220
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)$02,250
Available-for-sale securities (fair market value)$101,826,0001,197
Total debt securities$101,826,0001,325
Structured notes
Amortized cost$5,610,000227
Fair value$5,362,000233
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$101,029,0001,342
U.S. Government securities$38,624,0001,909
U.S. Treasury securities$01,214
U.S. Government agency obligations$38,624,0001,833
Securities issued by states & political subdivisions$58,644,000676
Other domestic debt securities$2,666,0001,151
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$2,666,000905
Foreign debt securities$1,095,000178
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,942,0002,236
Mortgage-backed securities$25,234,0001,785
Certificates of participation in pools of residential mortgages$16,828,0001,723
Issued or guaranteed by U.S.$16,828,0001,723
Privately issued$067
Collaterized mortgage obligations$8,406,0001,250
CMOs issued by government agencies or sponsored agencies$8,406,0001,190
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)$02,275
Available-for-sale securities (fair market value)$101,029,0001,197
Total debt securities$101,029,0001,321
Structured notes
Amortized cost$3,610,000315
Fair value$3,584,000317
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$104,821,0001,315
U.S. Government securities$41,915,0001,856
U.S. Treasury securities$01,253
U.S. Government agency obligations$41,915,0001,772
Securities issued by states & political subdivisions$59,141,000677
Other domestic debt securities$2,669,0001,168
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$2,669,000916
Foreign debt securities$1,096,000174
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,091,0002,275
Mortgage-backed securities$25,776,0001,776
Certificates of participation in pools of residential mortgages$16,831,0001,738
Issued or guaranteed by U.S.$16,831,0001,734
Privately issued$071
Collaterized mortgage obligations$8,945,0001,238
CMOs issued by government agencies or sponsored agencies$8,945,0001,176
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)$02,328
Available-for-sale securities (fair market value)$104,821,0001,166
Total debt securities$104,821,0001,293
Structured notes
Amortized cost$5,095,000267
Fair value$5,105,000266
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$103,017,0001,347
U.S. Government securities$42,009,0001,925
U.S. Treasury securities$01,296
U.S. Government agency obligations$42,009,0001,828
Securities issued by states & political subdivisions$57,275,000683
Other domestic debt securities$2,636,0001,175
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$2,636,000918
Foreign debt securities$1,097,000180
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,201,0002,297
Mortgage-backed securities$21,762,0001,977
Certificates of participation in pools of residential mortgages$12,585,0002,071
Issued or guaranteed by U.S.$12,585,0002,069
Privately issued$066
Collaterized mortgage obligations$9,177,0001,228
CMOs issued by government agencies or sponsored agencies$9,177,0001,169
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)$02,372
Available-for-sale securities (fair market value)$103,017,0001,191
Total debt securities$103,017,0001,326
Structured notes
Amortized cost$4,594,000372
Fair value$4,597,000372
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$104,198,0001,347
U.S. Government securities$43,457,0001,882
U.S. Treasury securities$01,367
U.S. Government agency obligations$43,457,0001,794
Securities issued by states & political subdivisions$57,030,000681
Other domestic debt securities$2,604,0001,160
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$2,604,000902
Foreign debt securities$1,107,000168
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,763,0002,251
Mortgage-backed securities$22,770,0001,933
Certificates of participation in pools of residential mortgages$13,230,0002,016
Issued or guaranteed by U.S.$13,230,0002,014
Privately issued$066
Collaterized mortgage obligations$9,540,0001,198
CMOs issued by government agencies or sponsored agencies$9,540,0001,141
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)$02,417
Available-for-sale securities (fair market value)$104,198,0001,179
Total debt securities$104,198,0001,323
Structured notes
Amortized cost$4,591,000426
Fair value$4,576,000425
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$103,144,0001,359
U.S. Government securities$41,190,0001,978
U.S. Treasury securities$01,303
U.S. Government agency obligations$41,190,0001,901
Securities issued by states & political subdivisions$58,438,000655
Other domestic debt securities$2,407,0001,213
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$2,407,000953
Foreign debt securities$1,109,000171
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,085,0002,312
Mortgage-backed securities$19,340,0002,141
Certificates of participation in pools of residential mortgages$10,241,0002,333
Issued or guaranteed by U.S.$10,241,0002,331
Privately issued$065
Collaterized mortgage obligations$9,099,0001,263
CMOs issued by government agencies or sponsored agencies$9,099,0001,204
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)$02,442
Available-for-sale securities (fair market value)$103,144,0001,207
Total debt securities$103,144,0001,337
Structured notes
Amortized cost$4,561,000501
Fair value$4,571,000500
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$102,854,0001,403
U.S. Government securities$42,279,0002,018
U.S. Treasury securities$01,348
U.S. Government agency obligations$42,279,0001,942
Securities issued by states & political subdivisions$57,557,000659
Other domestic debt securities$1,909,0001,352
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$1,909,0001,068
Foreign debt securities$1,109,000174
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,290,0002,488
Mortgage-backed securities$20,029,0002,152
Certificates of participation in pools of residential mortgages$10,517,0002,356
Issued or guaranteed by U.S.$10,517,0002,355
Privately issued$067
Collaterized mortgage obligations$9,512,0001,287
CMOs issued by government agencies or sponsored agencies$9,512,0001,223
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)$02,482
Available-for-sale securities (fair market value)$102,854,0001,236
Total debt securities$102,854,0001,381
Structured notes
Amortized cost$5,557,000491
Fair value$5,529,000489
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$108,777,0001,323
U.S. Government securities$48,566,0001,853
U.S. Treasury securities$01,327
U.S. Government agency obligations$48,566,0001,773
Securities issued by states & political subdivisions$57,799,000641
Other domestic debt securities$1,512,0001,482
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$1,512,0001,165
Foreign debt securities$900,000221
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,739,0002,577
Mortgage-backed securities$24,527,0001,946
Certificates of participation in pools of residential mortgages$12,646,0002,176
Issued or guaranteed by U.S.$12,646,0002,176
Privately issued$070
Collaterized mortgage obligations$11,881,0001,173
CMOs issued by government agencies or sponsored agencies$11,881,0001,121
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)$02,501
Available-for-sale securities (fair market value)$108,777,0001,165
Total debt securities$108,777,0001,298
Structured notes
Amortized cost$5,343,000560
Fair value$5,322,000563
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$104,402,0001,369
U.S. Government securities$47,041,0001,912
U.S. Treasury securities$01,361
U.S. Government agency obligations$47,041,0001,838
Securities issued by states & political subdivisions$55,367,000660
Other domestic debt securities$1,499,0001,498
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$1,499,0001,181
Foreign debt securities$495,000247
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,691,0002,595
Mortgage-backed securities$23,716,0002,031
Certificates of participation in pools of residential mortgages$13,260,0002,172
Issued or guaranteed by U.S.$13,260,0002,170
Privately issued$075
Collaterized mortgage obligations$10,456,0001,287
CMOs issued by government agencies or sponsored agencies$10,456,0001,228
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)$02,532
Available-for-sale securities (fair market value)$104,402,0001,203
Total debt securities$104,402,0001,346
Structured notes
Amortized cost$4,939,000649
Fair value$4,879,000651
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$110,829,0001,314
U.S. Government securities$51,941,0001,803
U.S. Treasury securities$01,381
U.S. Government agency obligations$51,941,0001,737
Securities issued by states & political subdivisions$56,899,000633
Other domestic debt securities$1,492,0001,547
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$1,492,0001,209
Foreign debt securities$497,000242
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,066,0002,558
Mortgage-backed securities$24,947,0002,008
Certificates of participation in pools of residential mortgages$16,225,0001,994
Issued or guaranteed by U.S.$16,225,0001,993
Privately issued$073
Collaterized mortgage obligations$8,722,0001,446
CMOs issued by government agencies or sponsored agencies$8,722,0001,367
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$110,829,0001,160
Total debt securities$110,829,0001,296
Structured notes
Amortized cost$7,929,000493
Fair value$7,767,000490
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$112,489,0001,314
U.S. Government securities$53,576,0001,763
U.S. Treasury securities$01,342
U.S. Government agency obligations$53,576,0001,702
Securities issued by states & political subdivisions$56,931,000638
Other domestic debt securities$1,489,0001,591
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$1,489,0001,250
Foreign debt securities$493,000244
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,824,0002,571
Mortgage-backed securities$26,303,0001,988
Certificates of participation in pools of residential mortgages$17,180,0001,953
Issued or guaranteed by U.S.$17,180,0001,953
Privately issued$075
Collaterized mortgage obligations$9,123,0001,420
CMOs issued by government agencies or sponsored agencies$9,123,0001,346
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$112,489,0001,154
Total debt securities$112,489,0001,298
Structured notes
Amortized cost$7,922,000516
Fair value$7,689,000519
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$113,020,0001,327
U.S. Government securities$52,135,0001,808
U.S. Treasury securities$01,198
U.S. Government agency obligations$52,135,0001,751
Securities issued by states & political subdivisions$58,904,000606
Other domestic debt securities$1,482,0001,640
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$1,482,0001,284
Foreign debt securities$499,000235
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,129,0002,564
Mortgage-backed securities$26,553,0002,002
Certificates of participation in pools of residential mortgages$17,173,0001,955
Issued or guaranteed by U.S.$17,173,0001,954
Privately issued$076
Collaterized mortgage obligations$9,380,0001,400
CMOs issued by government agencies or sponsored agencies$9,380,0001,335
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$113,020,0001,167
Total debt securities$113,020,0001,306
Structured notes
Amortized cost$7,433,000561
Fair value$7,070,000565
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$104,635,0001,419
U.S. Government securities$44,082,0002,086
U.S. Treasury securities$01,131
U.S. Government agency obligations$44,082,0002,018
Securities issued by states & political subdivisions$58,591,000610
Other domestic debt securities$1,462,0001,694
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$1,462,0001,316
Foreign debt securities$500,000223
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,865,0002,507
Mortgage-backed securities$23,800,0002,130
Certificates of participation in pools of residential mortgages$15,280,0002,122
Issued or guaranteed by U.S.$15,280,0002,120
Privately issued$081
Collaterized mortgage obligations$8,520,0001,469
CMOs issued by government agencies or sponsored agencies$8,520,0001,405
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$104,635,0001,250
Total debt securities$104,635,0001,400
Structured notes
Amortized cost$6,470,000605
Fair value$5,944,000609
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$103,668,0001,441
U.S. Government securities$41,920,0002,183
U.S. Treasury securities$01,131
U.S. Government agency obligations$41,920,0002,125
Securities issued by states & political subdivisions$59,795,000594
Other domestic debt securities$1,459,0001,743
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$1,459,0001,346
Foreign debt securities$494,000247
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,871,0002,464
Mortgage-backed securities$22,927,0002,173
Certificates of participation in pools of residential mortgages$15,326,0002,127
Issued or guaranteed by U.S.$15,326,0002,125
Privately issued$080
Collaterized mortgage obligations$7,601,0001,567
CMOs issued by government agencies or sponsored agencies$7,601,0001,490
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$103,668,0001,286
Total debt securities$103,668,0001,421
Structured notes
Amortized cost$5,969,000637
Fair value$5,515,000642
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$107,716,0001,394
U.S. Government securities$45,794,0002,008
U.S. Treasury securities$01,152
U.S. Government agency obligations$45,794,0001,958
Securities issued by states & political subdivisions$59,985,000583
Other domestic debt securities$1,451,0001,784
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$1,451,0001,374
Foreign debt securities$486,000240
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,045,0002,440
Mortgage-backed securities$27,843,0001,940
Certificates of participation in pools of residential mortgages$18,973,0001,854
Issued or guaranteed by U.S.$18,973,0001,852
Privately issued$083
Collaterized mortgage obligations$8,870,0001,478
CMOs issued by government agencies or sponsored agencies$8,870,0001,401
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$107,716,0001,252
Total debt securities$107,716,0001,375
Structured notes
Amortized cost$5,497,000668
Fair value$5,341,000660
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$113,401,0001,344
U.S. Government securities$49,850,0001,914
U.S. Treasury securities$01,161
U.S. Government agency obligations$49,850,0001,859
Securities issued by states & political subdivisions$62,036,000533
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$1,515,000148
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,047,0002,297
Mortgage-backed securities$30,355,0001,876
Certificates of participation in pools of residential mortgages$20,315,0001,803
Issued or guaranteed by U.S.$20,315,0001,802
Privately issued$083
Collaterized mortgage obligations$10,040,0001,435
CMOs issued by government agencies or sponsored agencies$10,040,0001,356
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$113,401,0001,217
Total debt securities$113,401,0001,329
Structured notes
Amortized cost$6,496,000586
Fair value$6,454,000586
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$109,968,0001,352
U.S. Government securities$47,674,0001,930
U.S. Treasury securities$01,135
U.S. Government agency obligations$47,674,0001,877
Securities issued by states & political subdivisions$61,273,000530
Other domestic debt securities$1,021,0001,957
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$1,021,0001,472
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$19,133,0002,270
Mortgage-backed securities$30,060,0001,882
Certificates of participation in pools of residential mortgages$20,272,0001,761
Issued or guaranteed by U.S.$20,272,0001,759
Privately issued$085
Collaterized mortgage obligations$9,788,0001,521
CMOs issued by government agencies or sponsored agencies$9,788,0001,425
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$109,968,0001,218
Total debt securities$109,968,0001,337
Structured notes
Amortized cost$5,996,000659
Fair value$5,973,000665
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$112,454,0001,352
U.S. Government securities$48,463,0001,950
U.S. Treasury securities$01,086
U.S. Government agency obligations$48,463,0001,911
Securities issued by states & political subdivisions$62,975,000490
Other domestic debt securities$1,016,0002,021
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$1,016,0001,519
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,761,0002,320
Mortgage-backed securities$31,867,0001,911
Certificates of participation in pools of residential mortgages$21,966,0001,742
Issued or guaranteed by U.S.$21,966,0001,741
Privately issued$088
Collaterized mortgage obligations$9,901,0001,593
CMOs issued by government agencies or sponsored agencies$9,901,0001,493
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$112,454,0001,216
Total debt securities$112,454,0001,333
Structured notes
Amortized cost$5,995,000684
Fair value$6,009,000673
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$114,134,0001,340
U.S. Government securities$50,965,0001,886
U.S. Treasury securities$01,068
U.S. Government agency obligations$50,965,0001,840
Securities issued by states & political subdivisions$62,662,000468
Other domestic debt securities$507,0002,354
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$507,0001,810
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,224,0002,511
Mortgage-backed securities$33,065,0001,884
Certificates of participation in pools of residential mortgages$23,911,0001,659
Issued or guaranteed by U.S.$23,911,0001,658
Privately issued$094
Collaterized mortgage obligations$9,154,0001,670
CMOs issued by government agencies or sponsored agencies$9,154,0001,570
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$114,134,0001,216
Total debt securities$114,134,0001,320
Structured notes
Amortized cost$6,497,000732
Fair value$6,520,000728
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$110,460,0001,381
U.S. Government securities$51,696,0001,915
U.S. Treasury securities$01,157
U.S. Government agency obligations$51,696,0001,864
Securities issued by states & political subdivisions$58,252,000495
Other domestic debt securities$512,0002,313
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$512,0001,784
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,769,0002,450
Mortgage-backed securities$32,485,0001,902
Certificates of participation in pools of residential mortgages$24,255,0001,636
Issued or guaranteed by U.S.$24,255,0001,633
Privately issued$094
Collaterized mortgage obligations$8,230,0001,741
CMOs issued by government agencies or sponsored agencies$8,230,0001,648
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$110,460,0001,258
Total debt securities$110,460,0001,368
Structured notes
Amortized cost$7,844,000753
Fair value$7,811,000749
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$105,309,0001,394
U.S. Government securities$50,813,0001,874
U.S. Treasury securities$01,076
U.S. Government agency obligations$50,813,0001,826
Securities issued by states & political subdivisions$53,994,000531
Other domestic debt securities$502,0002,319
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$502,0001,717
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,873,0002,320
Mortgage-backed securities$32,689,0001,828
Certificates of participation in pools of residential mortgages$25,039,0001,504
Issued or guaranteed by U.S.$25,039,0001,501
Privately issued$0121
Collaterized mortgage obligations$7,650,0001,788
CMOs issued by government agencies or sponsored agencies$7,650,0001,628
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$105,309,0001,261
Total debt securities$105,309,0001,381
Structured notes
Amortized cost$9,497,000591
Fair value$9,502,000591
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$104,824,0001,372
U.S. Government securities$52,215,0001,771
U.S. Treasury securities$01,126
U.S. Government agency obligations$52,215,0001,724
Securities issued by states & political subdivisions$52,111,000521
Other domestic debt securities$498,0002,355
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$498,0001,743
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,852,0002,201
Mortgage-backed securities$33,488,0001,731
Certificates of participation in pools of residential mortgages$25,928,0001,407
Issued or guaranteed by U.S.$25,928,0001,403
Privately issued$0132
Collaterized mortgage obligations$7,560,0001,799
CMOs issued by government agencies or sponsored agencies$7,560,0001,629
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$104,824,0001,231
Total debt securities$104,824,0001,353
Structured notes
Amortized cost$9,496,000619
Fair value$9,534,000616
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$98,467,0001,444
U.S. Government securities$47,937,0001,919
U.S. Treasury securities$01,225
U.S. Government agency obligations$47,937,0001,861
Securities issued by states & political subdivisions$50,037,000524
Other domestic debt securities$493,0002,319
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$493,0001,689
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,689,0002,263
Mortgage-backed securities$30,028,0001,830
Certificates of participation in pools of residential mortgages$22,740,0001,526
Issued or guaranteed by U.S.$22,740,0001,523
Privately issued$0125
Collaterized mortgage obligations$7,288,0001,798
CMOs issued by government agencies or sponsored agencies$7,288,0001,621
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$98,467,0001,295
Total debt securities$98,467,0001,425
Structured notes
Amortized cost$9,498,000729
Fair value$9,474,000731
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$91,106,0001,523
U.S. Government securities$42,285,0002,116
U.S. Treasury securities$01,272
U.S. Government agency obligations$42,285,0002,051
Securities issued by states & political subdivisions$47,835,000522
Other domestic debt securities$986,0002,025
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$986,0001,426
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,800,0002,242
Mortgage-backed securities$25,518,0002,002
Certificates of participation in pools of residential mortgages$20,115,0001,621
Issued or guaranteed by U.S.$20,115,0001,617
Privately issued$0136
Collaterized mortgage obligations$5,403,0001,947
CMOs issued by government agencies or sponsored agencies$5,403,0001,757
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$91,106,0001,369
Total debt securities$91,106,0001,502
Structured notes
Amortized cost$9,000,000781
Fair value$8,884,000793
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$82,167,0001,592
U.S. Government securities$35,499,0002,331
U.S. Treasury securities$01,275
U.S. Government agency obligations$35,499,0002,254
Securities issued by states & political subdivisions$45,660,000548
Other domestic debt securities$1,008,0002,105
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$1,008,0001,381
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,676,0002,230
Mortgage-backed securities$22,612,0002,077
Certificates of participation in pools of residential mortgages$19,400,0001,593
Issued or guaranteed by U.S.$19,400,0001,588
Privately issued$0141
Collaterized mortgage obligations$3,212,0002,305
CMOs issued by government agencies or sponsored agencies$3,212,0002,069
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$82,167,0001,430
Total debt securities$82,167,0001,575
Structured notes
Amortized cost$6,000,000977
Fair value$5,911,000990
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$81,494,0001,580
U.S. Government securities$34,429,0002,352
U.S. Treasury securities$01,180
U.S. Government agency obligations$34,429,0002,272
Securities issued by states & political subdivisions$46,053,000521
Other domestic debt securities$1,012,0002,178
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$1,012,0001,390
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,907,0002,131
Mortgage-backed securities$22,728,0002,041
Certificates of participation in pools of residential mortgages$19,133,0001,585
Issued or guaranteed by U.S.$19,133,0001,582
Privately issued$0141
Collaterized mortgage obligations$3,595,0002,210
CMOs issued by government agencies or sponsored agencies$3,595,0001,969
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$81,494,0001,416
Total debt securities$81,494,0001,561
Structured notes
Amortized cost$5,000,0001,103
Fair value$5,027,0001,121
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$81,970,0001,582
U.S. Government securities$36,356,0002,293
U.S. Treasury securities$01,121
U.S. Government agency obligations$36,356,0002,220
Securities issued by states & political subdivisions$44,601,000504
Other domestic debt securities$1,013,0002,163
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$1,013,0001,340
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,266,0002,143
Mortgage-backed securities$22,091,0002,074
Certificates of participation in pools of residential mortgages$19,841,0001,558
Issued or guaranteed by U.S.$19,841,0001,550
Privately issued$0148
Collaterized mortgage obligations$2,250,0002,447
CMOs issued by government agencies or sponsored agencies$2,250,0002,183
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$81,970,0001,407
Total debt securities$81,970,0001,567
Structured notes
Amortized cost$8,098,000808
Fair value$8,120,000814
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$81,280,0001,598
U.S. Government securities$37,820,0002,262
U.S. Treasury securities$01,130
U.S. Government agency obligations$37,820,0002,196
Securities issued by states & political subdivisions$42,439,000530
Other domestic debt securities$1,021,0002,205
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$1,021,0001,354
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,104,0002,206
Mortgage-backed securities$23,151,0002,060
Certificates of participation in pools of residential mortgages$20,694,0001,583
Issued or guaranteed by U.S.$20,694,0001,579
Privately issued$0145
Collaterized mortgage obligations$2,457,0002,344
CMOs issued by government agencies or sponsored agencies$2,457,0002,067
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$81,280,0001,411
Total debt securities$81,280,0001,574
Structured notes
Amortized cost$6,848,000757
Fair value$6,839,000758
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$79,496,0001,602
U.S. Government securities$37,374,0002,241
U.S. Treasury securities$01,077
U.S. Government agency obligations$37,374,0002,174
Securities issued by states & political subdivisions$41,098,000548
Other domestic debt securities$1,024,0002,268
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$1,024,0001,385
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,882,0002,594
Mortgage-backed securities$23,365,0002,075
Certificates of participation in pools of residential mortgages$22,007,0001,568
Issued or guaranteed by U.S.$22,007,0001,561
Privately issued$0157
Collaterized mortgage obligations$1,358,0002,717
CMOs issued by government agencies or sponsored agencies$1,358,0002,383
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$79,496,0001,411
Total debt securities$79,496,0001,575
Structured notes
Amortized cost$5,497,000735
Fair value$5,470,000735
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$80,227,0001,591
U.S. Government securities$38,038,0002,197
U.S. Treasury securities$01,047
U.S. Government agency obligations$38,038,0002,138
Securities issued by states & political subdivisions$41,164,000543
Other domestic debt securities$1,025,0002,385
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$1,025,0001,466
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,473,0002,525
Mortgage-backed securities$22,498,0002,168
Certificates of participation in pools of residential mortgages$21,025,0001,674
Issued or guaranteed by U.S.$21,025,0001,669
Privately issued$0171
Collaterized mortgage obligations$1,473,0002,670
CMOs issued by government agencies or sponsored agencies$1,473,0002,319
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$80,227,0001,382
Total debt securities$80,227,0001,568
Structured notes
Amortized cost$3,747,000735
Fair value$3,753,000733
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$79,118,0001,580
U.S. Government securities$36,636,0002,222
U.S. Treasury securities$01,036
U.S. Government agency obligations$36,636,0002,173
Securities issued by states & political subdivisions$41,480,000500
Other domestic debt securities$1,002,0002,430
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$1,002,0001,515
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,929,0002,495
Mortgage-backed securities$22,130,0002,221
Certificates of participation in pools of residential mortgages$21,193,0001,696
Issued or guaranteed by U.S.$21,193,0001,686
Privately issued$0181
Collaterized mortgage obligations$937,0002,919
CMOs issued by government agencies or sponsored agencies$937,0002,555
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$79,118,0001,377
Total debt securities$79,118,0001,556
Structured notes
Amortized cost$2,750,000630
Fair value$2,752,000620
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$77,775,0001,594
U.S. Government securities$37,986,0002,173
U.S. Treasury securities$0981
U.S. Government agency obligations$37,986,0002,122
Securities issued by states & political subdivisions$39,289,000508
Other domestic debt securities$500,0002,720
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$500,0001,912
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,192,0002,343
Mortgage-backed securities$22,775,0002,192
Certificates of participation in pools of residential mortgages$21,747,0001,705
Issued or guaranteed by U.S.$21,747,0001,694
Privately issued$0191
Collaterized mortgage obligations$1,028,0002,912
CMOs issued by government agencies or sponsored agencies$1,028,0002,530
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$77,775,0001,391
Total debt securities$77,775,0001,568
Structured notes
Amortized cost$3,645,000348
Fair value$3,625,000347
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$71,592,0001,693
U.S. Government securities$34,676,0002,358
U.S. Treasury securities$0973
U.S. Government agency obligations$34,676,0002,307
Securities issued by states & political subdivisions$36,916,000531
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,956,0002,292
Mortgage-backed securities$22,511,0002,179
Certificates of participation in pools of residential mortgages$21,275,0001,698
Issued or guaranteed by U.S.$21,275,0001,688
Privately issued$0188
Collaterized mortgage obligations$1,236,0002,727
CMOs issued by government agencies or sponsored agencies$1,236,0002,398
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$71,592,0001,481
Total debt securities$71,592,0001,670
Structured notes
Amortized cost$3,439,000410
Fair value$3,461,000403
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$72,227,0001,645
U.S. Government securities$36,767,0002,185
U.S. Treasury securities$01,019
U.S. Government agency obligations$36,767,0002,141
Securities issued by states & political subdivisions$35,460,000538
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,454,0002,309
Mortgage-backed securities$23,937,0001,987
Certificates of participation in pools of residential mortgages$22,665,0001,555
Issued or guaranteed by U.S.$22,665,0001,546
Privately issued$0192
Collaterized mortgage obligations$1,272,0002,635
CMOs issued by government agencies or sponsored agencies$1,272,0002,297
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$72,227,0001,419
Total debt securities$72,227,0001,622
Structured notes
Amortized cost$3,938,000342
Fair value$3,874,000337
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$72,268,0001,651
U.S. Government securities$36,779,0002,217
U.S. Treasury securities$01,021
U.S. Government agency obligations$36,779,0002,176
Securities issued by states & political subdivisions$35,489,000556
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,734,0002,259
Mortgage-backed securities$23,482,0002,005
Certificates of participation in pools of residential mortgages$22,158,0001,559
Issued or guaranteed by U.S.$22,158,0001,551
Privately issued$0202
Collaterized mortgage obligations$1,324,0002,607
CMOs issued by government agencies or sponsored agencies$1,324,0002,274
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)$03,596
Available-for-sale securities (fair market value)$72,268,0001,437
Total debt securities$72,268,0001,618
Structured notes
Amortized cost$4,437,000318
Fair value$4,377,000317
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$65,041,0001,826
U.S. Government securities$33,542,0002,384
U.S. Treasury securities$01,044
U.S. Government agency obligations$33,542,0002,334
Securities issued by states & political subdivisions$31,499,000657
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,764,0002,320
Mortgage-backed securities$24,744,0001,849
Certificates of participation in pools of residential mortgages$23,326,0001,445
Issued or guaranteed by U.S.$23,326,0001,434
Privately issued$0205
Collaterized mortgage obligations$1,418,0002,565
CMOs issued by government agencies or sponsored agencies$1,418,0002,227
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)$03,628
Available-for-sale securities (fair market value)$65,041,0001,610
Total debt securities$65,041,0001,786
Structured notes
Amortized cost$2,294,000641
Fair value$2,302,000641
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$63,616,0001,837
U.S. Government securities$34,650,0002,342
U.S. Treasury securities$01,146
U.S. Government agency obligations$34,650,0002,294
Securities issued by states & political subdivisions$28,966,000684
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,581,0002,341
Mortgage-backed securities$25,452,0001,614
Certificates of participation in pools of residential mortgages$23,991,0001,228
Issued or guaranteed by U.S.$23,991,0001,216
Privately issued$0191
Collaterized mortgage obligations$1,461,0002,423
CMOs issued by government agencies or sponsored agencies$1,461,0002,124
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)$03,689
Available-for-sale securities (fair market value)$63,616,0001,601
Total debt securities$63,616,0001,792
Structured notes
Amortized cost$791,0001,777
Fair value$793,0001,779
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$62,678,0001,852
U.S. Government securities$34,922,0002,339
U.S. Treasury securities$01,235
U.S. Government agency obligations$34,922,0002,290
Securities issued by states & political subdivisions$27,756,000708
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,446,0002,323
Mortgage-backed securities$22,909,0001,633
Certificates of participation in pools of residential mortgages$21,402,0001,246
Issued or guaranteed by U.S.$21,402,0001,237
Privately issued$0194
Collaterized mortgage obligations$1,507,0002,348
CMOs issued by government agencies or sponsored agencies$1,507,0002,052
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)$03,749
Available-for-sale securities (fair market value)$62,678,0001,597
Total debt securities$62,678,0001,815
Structured notes
Amortized cost$2,195,0001,178
Fair value$2,189,0001,176
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$66,348,0001,755
U.S. Government securities$35,719,0002,291
U.S. Treasury securities$01,362
U.S. Government agency obligations$35,719,0002,230
Securities issued by states & political subdivisions$30,629,000632
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,173,0002,337
Mortgage-backed securities$22,916,0001,589
Certificates of participation in pools of residential mortgages$21,364,0001,229
Issued or guaranteed by U.S.$21,364,0001,220
Privately issued$0207
Collaterized mortgage obligations$1,552,0002,302
CMOs issued by government agencies or sponsored agencies$1,552,0002,018
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)$03,791
Available-for-sale securities (fair market value)$66,348,0001,519
Total debt securities$66,348,0001,722
Structured notes
Amortized cost$2,192,0001,247
Fair value$2,140,0001,249
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$70,695,0001,666
U.S. Government securities$38,012,0002,205
U.S. Treasury securities$01,448
U.S. Government agency obligations$38,012,0002,141
Securities issued by states & political subdivisions$32,683,000568
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,785,0002,380
Mortgage-backed securities$22,939,0001,579
Certificates of participation in pools of residential mortgages$21,285,0001,228
Issued or guaranteed by U.S.$21,285,0001,219
Privately issued$0218
Collaterized mortgage obligations$1,654,0002,226
CMOs issued by government agencies or sponsored agencies$1,654,0001,947
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)$03,860
Available-for-sale securities (fair market value)$70,695,0001,436
Total debt securities$70,695,0001,628
Structured notes
Amortized cost$2,784,0001,130
Fair value$2,773,0001,130
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$66,395,0001,788
U.S. Government securities$34,392,0002,454
U.S. Treasury securities$01,498
U.S. Government agency obligations$34,392,0002,384
Securities issued by states & political subdivisions$32,003,000589
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,293,0002,337
Mortgage-backed securities$22,168,0001,619
Certificates of participation in pools of residential mortgages$20,457,0001,278
Issued or guaranteed by U.S.$20,457,0001,270
Privately issued$0208
Collaterized mortgage obligations$1,711,0002,205
CMOs issued by government agencies or sponsored agencies$1,711,0001,933
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)$03,949
Available-for-sale securities (fair market value)$66,395,0001,535
Total debt securities$66,395,0001,754
Structured notes
Amortized cost$2,361,0001,325
Fair value$2,341,0001,324
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$65,153,0001,826
U.S. Government securities$33,773,0002,516
U.S. Treasury securities$01,574
U.S. Government agency obligations$33,773,0002,445
Securities issued by states & political subdivisions$31,380,000605
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,293,0002,646
Mortgage-backed securities$21,622,0001,654
Certificates of participation in pools of residential mortgages$19,857,0001,329
Issued or guaranteed by U.S.$19,857,0001,319
Privately issued$0214
Collaterized mortgage obligations$1,765,0002,159
CMOs issued by government agencies or sponsored agencies$1,765,0001,888
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)$04,052
Available-for-sale securities (fair market value)$65,153,0001,562
Total debt securities$65,153,0001,789
Structured notes
Amortized cost$2,361,0001,405
Fair value$2,326,0001,406
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$64,204,0001,875
U.S. Government securities$33,685,0002,532
U.S. Treasury securities$01,634
U.S. Government agency obligations$33,685,0002,449
Securities issued by states & political subdivisions$30,177,000602
Other domestic debt securities$342,0002,598
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$342,0002,015
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,003,0002,930
Mortgage-backed securities$21,715,0001,660
Certificates of participation in pools of residential mortgages$19,894,0001,342
Issued or guaranteed by U.S.$19,894,0001,335
Privately issued$0211
Collaterized mortgage obligations$1,821,0002,126
CMOs issued by government agencies or sponsored agencies$1,821,0001,865
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$64,204,0001,598
Total debt securities$64,204,0001,839
Structured notes
Amortized cost$2,910,0001,311
Fair value$2,821,0001,313
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$67,633,0001,797
U.S. Government securities$34,664,0002,496
U.S. Treasury securities$01,715
U.S. Government agency obligations$34,664,0002,427
Securities issued by states & political subdivisions$32,622,000555
Other domestic debt securities$347,0002,663
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$347,0002,112
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$15,870,0002,572
Mortgage-backed securities$22,545,0001,642
Certificates of participation in pools of residential mortgages$20,620,0001,317
Issued or guaranteed by U.S.$20,620,0001,310
Privately issued$0205
Collaterized mortgage obligations$1,925,0002,102
CMOs issued by government agencies or sponsored agencies$1,925,0001,842
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$67,633,0001,534
Total debt securities$67,633,0001,762
Structured notes
Amortized cost$3,410,0001,197
Fair value$3,356,0001,192
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$63,912,0001,896
U.S. Government securities$31,524,0002,665
U.S. Treasury securities$01,737
U.S. Government agency obligations$31,524,0002,584
Securities issued by states & political subdivisions$32,042,000558
Other domestic debt securities$346,0002,746
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$346,0002,224
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$14,953,0002,646
Mortgage-backed securities$20,346,0001,781
Certificates of participation in pools of residential mortgages$19,349,0001,414
Issued or guaranteed by U.S.$19,349,0001,405
Privately issued$0216
Collaterized mortgage obligations$997,0002,496
CMOs issued by government agencies or sponsored agencies$997,0002,226
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$63,912,0001,611
Total debt securities$63,912,0001,857
Structured notes
Amortized cost$3,409,0001,187
Fair value$3,360,0001,186
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$62,928,0001,914
U.S. Government securities$29,796,0002,774
U.S. Treasury securities$01,786
U.S. Government agency obligations$29,796,0002,675
Securities issued by states & political subdivisions$32,782,000547
Other domestic debt securities$350,0002,791
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$350,0002,290
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$13,921,0002,727
Mortgage-backed securities$19,976,0001,821
Certificates of participation in pools of residential mortgages$18,900,0001,452
Issued or guaranteed by U.S.$18,900,0001,442
Privately issued$0225
Collaterized mortgage obligations$1,076,0002,463
CMOs issued by government agencies or sponsored agencies$1,076,0002,196
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$62,928,0001,612
Total debt securities$62,928,0001,867
Structured notes
Amortized cost$3,408,0001,160
Fair value$3,396,0001,154
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$64,076,0001,889
U.S. Government securities$31,718,0002,677
U.S. Treasury securities$01,839
U.S. Government agency obligations$31,718,0002,581
Securities issued by states & political subdivisions$32,010,000547
Other domestic debt securities$348,0002,868
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$348,0002,385
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,982,0002,486
Mortgage-backed securities$21,854,0001,758
Certificates of participation in pools of residential mortgages$20,706,0001,403
Issued or guaranteed by U.S.$20,706,0001,390
Privately issued$0223
Collaterized mortgage obligations$1,148,0002,496
CMOs issued by government agencies or sponsored agencies$1,148,0002,228
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$64,076,0001,595
Total debt securities$64,076,0001,846
Structured notes
Amortized cost$3,408,0001,163
Fair value$3,408,0001,159
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$67,335,0001,831
U.S. Government securities$34,844,0002,503
U.S. Treasury securities$01,963
U.S. Government agency obligations$34,844,0002,416
Securities issued by states & political subdivisions$31,995,000549
Other domestic debt securities$496,0002,770
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$496,0002,336
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$16,625,0002,412
Mortgage-backed securities$22,774,0001,752
Certificates of participation in pools of residential mortgages$21,564,0001,390
Issued or guaranteed by U.S.$21,564,0001,379
Privately issued$0207
Collaterized mortgage obligations$1,210,0002,520
CMOs issued by government agencies or sponsored agencies$1,210,0002,262
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$67,335,0001,554
Total debt securities$67,335,0001,787
Structured notes
Amortized cost$3,406,0001,160
Fair value$3,371,0001,154
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$65,661,0001,900
U.S. Government securities$31,711,0002,743
U.S. Treasury securities$01,963
U.S. Government agency obligations$31,711,0002,633
Securities issued by states & political subdivisions$33,349,000526
Other domestic debt securities$601,0002,620
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$601,0002,189
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$15,273,0002,543
Mortgage-backed securities$24,006,0001,722
Certificates of participation in pools of residential mortgages$22,698,0001,356
Issued or guaranteed by U.S.$22,698,0001,345
Privately issued$0203
Collaterized mortgage obligations$1,308,0002,498
CMOs issued by government agencies or sponsored agencies$1,308,0002,251
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$65,661,0001,588
Total debt securities$65,661,0001,850
Structured notes
Amortized cost$2,906,0001,276
Fair value$2,896,0001,275
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$65,532,0001,887
U.S. Government securities$32,583,0002,659
U.S. Treasury securities$01,990
U.S. Government agency obligations$32,583,0002,561
Securities issued by states & political subdivisions$32,087,000552
Other domestic debt securities$862,0002,465
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$862,0002,091
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$15,289,0002,488
Mortgage-backed securities$24,807,0001,685
Certificates of participation in pools of residential mortgages$23,406,0001,335
Issued or guaranteed by U.S.$23,406,0001,326
Privately issued$0225
Collaterized mortgage obligations$1,401,0002,460
CMOs issued by government agencies or sponsored agencies$1,401,0002,218
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$65,532,0001,587
Total debt securities$65,532,0001,830
Structured notes
Amortized cost$2,906,0001,310
Fair value$2,922,0001,311
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$65,879,0001,889
U.S. Government securities$33,420,0002,623
U.S. Treasury securities$02,098
U.S. Government agency obligations$33,420,0002,523
Securities issued by states & political subdivisions$31,597,000554
Other domestic debt securities$862,0002,575
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$862,0002,195
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$15,092,0002,512
Mortgage-backed securities$24,536,0001,719
Certificates of participation in pools of residential mortgages$23,073,0001,366
Issued or guaranteed by U.S.$23,073,0001,355
Privately issued$0225
Collaterized mortgage obligations$1,463,0002,489
CMOs issued by government agencies or sponsored agencies$1,463,0002,256
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$65,879,0001,592
Total debt securities$65,879,0001,834
Structured notes
Amortized cost$4,152,000950
Fair value$4,064,000946
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$68,401,0001,846
U.S. Government securities$35,075,0002,487
U.S. Treasury securities$02,082
U.S. Government agency obligations$35,075,0002,407
Securities issued by states & political subdivisions$32,457,000536
Other domestic debt securities$869,0002,659
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$869,0002,269
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$15,569,0002,434
Mortgage-backed securities$25,927,0001,691
Certificates of participation in pools of residential mortgages$24,267,0001,326
Issued or guaranteed by U.S.$24,267,0001,319
Privately issued$0230
Collaterized mortgage obligations$1,660,0002,455
CMOs issued by government agencies or sponsored agencies$1,660,0002,222
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)$04,632
Available-for-sale securities (fair market value)$68,401,0001,579
Total debt securities$68,401,0001,791
Structured notes
Amortized cost$4,151,000812
Fair value$4,194,000807
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$61,852,0002,072
U.S. Government securities$29,585,0002,939
U.S. Treasury securities$02,227
U.S. Government agency obligations$29,585,0002,833
Securities issued by states & political subdivisions$31,401,000563
Other domestic debt securities$866,0002,703
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$866,0002,395
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$17,134,0002,201
Mortgage-backed securities$11,692,0002,763
Certificates of participation in pools of residential mortgages$10,959,0002,296
Issued or guaranteed by U.S.$10,959,0002,282
Privately issued$0248
Collaterized mortgage obligations$733,0002,980
CMOs issued by government agencies or sponsored agencies$733,0002,836
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$61,852,0001,746
Total debt securities$61,852,0002,013
Structured notes
Amortized cost$6,121,000514
Fair value$6,118,000510
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$59,203,0002,130
U.S. Government securities$37,452,0002,377
U.S. Treasury securities$02,287
U.S. Government agency obligations$37,452,0002,296
Securities issued by states & political subdivisions$20,885,000925
Other domestic debt securities$866,0002,814
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$866,0002,507
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$17,142,0002,139
Mortgage-backed securities$22,779,0001,849
Certificates of participation in pools of residential mortgages$22,447,0001,412
Issued or guaranteed by U.S.$22,447,0001,406
Privately issued$0253
Collaterized mortgage obligations$332,0003,437
CMOs issued by government agencies or sponsored agencies$332,0003,262
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$59,203,0001,798
Total debt securities$59,203,0002,071
Structured notes
Amortized cost$3,617,000689
Fair value$3,599,000690
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$59,746,0002,054
U.S. Government securities$38,543,0002,235
U.S. Treasury securities$02,322
U.S. Government agency obligations$38,543,0002,150
Securities issued by states & political subdivisions$20,333,000931
Other domestic debt securities$870,0002,884
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$870,0002,556
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$18,781,0001,940
Mortgage-backed securities$22,063,0001,913
Certificates of participation in pools of residential mortgages$21,576,0001,450
Issued or guaranteed by U.S.$21,576,0001,441
Privately issued$0256
Collaterized mortgage obligations$487,0003,484
CMOs issued by government agencies or sponsored agencies$487,0003,319
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$59,746,0001,741
Total debt securities$59,746,0001,986
Structured notes
Amortized cost$2,593,000703
Fair value$2,613,000705
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$60,802,0002,001
U.S. Government securities$40,575,0002,119
U.S. Treasury securities$02,382
U.S. Government agency obligations$40,575,0002,044
Securities issued by states & political subdivisions$19,385,000936
Other domestic debt securities$842,0002,951
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$842,0002,611
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$18,731,0001,964
Mortgage-backed securities$25,504,0001,714
Certificates of participation in pools of residential mortgages$24,866,0001,288
Issued or guaranteed by U.S.$24,866,0001,284
Privately issued$0257
Collaterized mortgage obligations$638,0003,397
CMOs issued by government agencies or sponsored agencies$638,0003,244
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$60,802,0001,686
Total debt securities$60,802,0001,930
Structured notes
Amortized cost$2,500,000519
Fair value$2,508,000533
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$56,167,0002,116
U.S. Government securities$36,601,0002,308
U.S. Treasury securities$02,544
U.S. Government agency obligations$36,601,0002,220
Securities issued by states & political subdivisions$18,740,000957
Other domestic debt securities$826,0002,978
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$826,0002,633
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$16,201,0002,160
Mortgage-backed securities$26,606,0001,638
Certificates of participation in pools of residential mortgages$25,153,0001,229
Issued or guaranteed by U.S.$25,153,0001,221
Privately issued$0252
Collaterized mortgage obligations$1,453,0002,892
CMOs issued by government agencies or sponsored agencies$1,453,0002,756
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$56,167,0001,775
Total debt securities$56,167,0002,034
Structured notes
Amortized cost$500,0001,148
Fair value$509,0001,209
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$42,394,0002,542
U.S. Government securities$26,355,0002,816
U.S. Treasury securities$03,182
U.S. Government agency obligations$26,355,0002,677
Securities issued by states & political subdivisions$15,431,0001,095
Other domestic debt securities$608,0003,230
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$608,0002,779
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,119,0001,999
Mortgage-backed securities$18,740,0001,936
Certificates of participation in pools of residential mortgages$17,951,0001,415
Issued or guaranteed by U.S.$17,951,0001,406
Privately issued$0260
Collaterized mortgage obligations$789,0003,485
CMOs issued by government agencies or sponsored agencies$789,0003,317
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$42,394,0002,120
Total debt securities$42,394,0002,476
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$43,072,0002,503
U.S. Government securities$29,806,0002,647
U.S. Treasury securities$04,186
U.S. Government agency obligations$29,806,0002,452
Securities issued by states & political subdivisions$12,635,0001,318
Other domestic debt securities$104,0003,568
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$104,0003,107
Foreign debt securitiesNANA
Equity securities$527,0003,724
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,186,0002,106
Mortgage-backed securities$19,646,0001,500
Certificates of participation in pools of residential mortgages$18,329,0001,140
Issued or guaranteed by U.S.$18,329,0001,133
Privately issued$0308
Collaterized mortgage obligations$1,317,0002,641
CMOs issued by government agencies or sponsored agencies$1,317,0002,488
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$43,072,0001,998
Total debt securities$42,545,0002,440
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$40,514,0002,764
U.S. Government securities$28,683,0002,864
U.S. Treasury securities$05,412
U.S. Government agency obligations$28,683,0002,564
Securities issued by states & political subdivisions$11,317,0001,490
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$514,0003,669
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,705,0003,217
Mortgage-backed securities$20,510,0001,588
Certificates of participation in pools of residential mortgages$19,082,0001,184
Issued or guaranteed by U.S.$19,082,0001,177
Privately issued$0307
Collaterized mortgage obligations$1,428,0002,729
CMOs issued by government agencies or sponsored agencies$1,428,0002,580
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$40,514,0002,139
Total debt securities$40,000,0002,721
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$38,332,0002,947
U.S. Government securities$26,586,0003,148
U.S. Treasury securities$06,820
U.S. Government agency obligations$26,586,0002,641
Securities issued by states & political subdivisions$11,253,0001,502
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$493,0003,610
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,285,0003,472
Mortgage-backed securities$22,188,0001,592
Certificates of participation in pools of residential mortgages$20,390,0001,221
Issued or guaranteed by U.S.$20,390,0001,213
Privately issued$0349
Collaterized mortgage obligations$1,798,0002,746
CMOs issued by government agencies or sponsored agencies$1,798,0002,607
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$38,332,0002,216
Total debt securities$37,839,0002,896
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$33,504,0003,304
U.S. Government securities$22,475,0003,742
U.S. Treasury securities$500,0007,201
U.S. Government agency obligations$21,975,0002,980
Securities issued by states & political subdivisions$10,392,0001,411
Other domestic debt securities$218,0002,870
Privately issued residential mortgage-backed securities$218,0001,018
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$419,0003,987
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,085,0003,388
Mortgage-backed securities$18,279,0001,778
Certificates of participation in pools of residential mortgages$15,549,0001,449
Issued or guaranteed by U.S.$15,549,0001,438
Privately issued$0394
Collaterized mortgage obligations$2,730,0002,355
CMOs issued by government agencies or sponsored agencies$2,512,0002,335
Privately issued$218,000822
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$33,504,0002,376
Total debt securities$33,085,0003,267
Structured notes
Amortized cost$250,0002,431
Fair value$248,0002,536
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$30,692,0003,848
U.S. Government securities$22,400,0004,079
U.S. Treasury securities$500,0008,061
U.S. Government agency obligations$21,900,0003,116
Securities issued by states & political subdivisions$7,166,0002,065
Other domestic debt securities$706,0002,377
Privately issued residential mortgage-backed securities$358,0001,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$348,0002,318
Foreign debt securitiesNANA
Equity securities$420,0003,865
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,745,0003,551
Mortgage-backed securities$18,569,0001,966
Certificates of participation in pools of residential mortgages$14,057,0001,713
Issued or guaranteed by U.S.$14,057,0001,695
Privately issued$0472
Collaterized mortgage obligations$4,512,0002,071
CMOs issued by government agencies or sponsored agencies$4,154,0002,057
Privately issued$358,000870
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$30,692,0002,683
Total debt securities$30,272,0003,804
Structured notes
Amortized cost$258,0003,172
Fair value$253,0003,174
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$32,924,0003,791
U.S. Government securities$25,973,0003,786
U.S. Treasury securities$1,401,0007,920
U.S. Government agency obligations$24,572,0002,793
Securities issued by states & political subdivisions$6,092,0002,394
Other domestic debt securities$477,0003,296
Privately issued residential mortgage-backed securities$28,0002,294
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$449,0002,627
Foreign debt securitiesNANA
Equity securities$382,0003,799
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,005,0004,209
Mortgage-backed securities$20,759,0001,901
Certificates of participation in pools of residential mortgages$15,265,0001,618
Issued or guaranteed by U.S.$15,265,0001,599
Privately issued$0558
Collaterized mortgage obligations$5,494,0002,056
CMOs issued by government agencies or sponsored agencies$5,466,0001,957
Privately issued$28,0001,967
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$32,924,0002,596
Total debt securities$32,542,0003,731
Structured notes
Amortized cost$500,0003,409
Fair value$492,0003,653
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$28,019,0004,518
U.S. Government securities$19,635,0004,998
U.S. Treasury securities$1,376,0009,111
U.S. Government agency obligations$18,259,0003,437
Securities issued by states & political subdivisions$6,925,0002,208
Other domestic debt securities$1,092,0002,672
Privately issued residential mortgage-backed securities$143,0001,982
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$949,0002,315
Foreign debt securitiesNANA
Equity securities$367,0003,657
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,179,0005,921
Mortgage-backed securities$15,111,0002,462
Certificates of participation in pools of residential mortgages$13,578,0001,832
Issued or guaranteed by U.S.$13,578,0001,814
Privately issued$0564
Collaterized mortgage obligations$1,533,0004,009
CMOs issued by government agencies or sponsored agencies$1,390,0003,953
Privately issued$143,0001,680
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,726,0004,855
Available-for-sale securities (fair market value)$15,293,0003,524
Total debt securities$27,652,0004,476
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$29,268,0004,580
U.S. Government securities$20,214,0005,087
U.S. Treasury securities$500,00010,857
U.S. Government agency obligations$19,714,0003,346
Securities issued by states & political subdivisions$7,469,0002,087
Other domestic debt securities$976,0003,422
Privately issued residential mortgage-backed securities$216,0002,290
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$760,0002,848
Foreign debt securitiesNANA
Equity securities$609,0002,756
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,181,0003,262
Mortgage-backed securities$15,406,0002,723
Certificates of participation in pools of residential mortgages$12,433,0002,140
Issued or guaranteed by U.S.$12,433,0002,111
Privately issued$0731
Collaterized mortgage obligations$2,973,0003,439
CMOs issued by government agencies or sponsored agencies$2,757,0003,370
Privately issued$216,0001,915
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$28,659,0004,553
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$23,493,0005,425
U.S. Government securities$16,185,0005,921
U.S. Treasury securities$499,00011,409
U.S. Government agency obligations$15,686,0003,971
Securities issued by states & political subdivisions$4,791,0002,853
Other domestic debt securities$1,658,0003,245
Privately issued residential mortgage-backed securities$676,0002,109
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$982,0003,032
Foreign debt securitiesNANA
Equity securities$859,0002,053
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,123,0004,425
Mortgage-backed securities$11,223,0003,441
Certificates of participation in pools of residential mortgages$7,466,0003,097
Issued or guaranteed by U.S.$7,466,0003,048
Privately issued$0831
Collaterized mortgage obligations$3,757,0003,091
CMOs issued by government agencies or sponsored agencies$3,081,0003,091
Privately issued$676,0001,742
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$22,634,0005,483
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