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Fulton Savings Bank, Securities

2021-12-31Rank
Total securities$149,992,0001,322
U.S. Government securities$29,710,0002,486
U.S. Treasury securities$8,366,0001,121
U.S. Government agency obligations$21,344,0002,602
Securities issued by states & political subdivisions$111,200,000510
Other domestic debt securities$9,082,000990
Privately issued residential mortgage-backed securities$1,386,000450
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$7,696,000766
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$902,0003,846
Mortgage-backed securities$22,730,0002,086
Certificates of participation in pools of residential mortgages$21,344,0001,639
Issued or guaranteed by U.S.$21,344,0001,605
Privately issued$0246
Collaterized mortgage obligations$1,386,0002,182
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$1,386,000301
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$149,992,0001,217
Total debt securities$149,992,0001,306
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$28,817,00076
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$150,284,0001,262
U.S. Government securities$28,505,0002,454
U.S. Treasury securities$8,352,000935
U.S. Government agency obligations$20,153,0002,650
Securities issued by states & political subdivisions$111,349,000485
Other domestic debt securities$10,430,000870
Privately issued residential mortgage-backed securities$1,624,000391
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$8,806,000662
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$906,0003,871
Mortgage-backed securities$21,777,0002,126
Certificates of participation in pools of residential mortgages$20,153,0001,674
Issued or guaranteed by U.S.$20,153,0001,636
Privately issued$0234
Collaterized mortgage obligations$1,624,0002,151
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$1,624,000259
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$150,284,0001,162
Total debt securities$150,284,0001,245
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$27,440,00080
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$139,479,0001,284
U.S. Government securities$23,160,0002,638
U.S. Treasury securities$8,401,000852
U.S. Government agency obligations$14,759,0002,935
Securities issued by states & political subdivisions$106,105,000488
Other domestic debt securities$10,214,000852
Privately issued residential mortgage-backed securities$1,866,000376
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$8,348,000631
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$910,0003,895
Mortgage-backed securities$16,625,0002,337
Certificates of participation in pools of residential mortgages$14,759,0001,910
Issued or guaranteed by U.S.$14,759,0001,862
Privately issued$0247
Collaterized mortgage obligations$1,866,0002,068
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$1,866,000235
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$139,479,0001,180
Total debt securities$139,479,0001,263
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$27,708,00083
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$133,188,0001,234
U.S. Government securities$17,267,0002,854
U.S. Treasury securities$8,113,000663
U.S. Government agency obligations$9,154,0003,300
Securities issued by states & political subdivisions$105,285,000451
Other domestic debt securities$10,636,000804
Privately issued residential mortgage-backed securities$2,333,000350
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$8,303,000591
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$1,511,0003,737
Mortgage-backed securities$11,487,0002,611
Certificates of participation in pools of residential mortgages$9,154,0002,279
Issued or guaranteed by U.S.$9,154,0002,210
Privately issued$0261
Collaterized mortgage obligations$2,333,0001,923
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$2,333,000214
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$133,188,0001,141
Total debt securities$133,188,0001,216
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$27,364,00080
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$135,693,0001,132
U.S. Government securities$16,046,0002,774
U.S. Treasury securities$9,059,000459
U.S. Government agency obligations$6,987,0003,413
Securities issued by states & political subdivisions$108,192,000421
Other domestic debt securities$11,455,000726
Privately issued residential mortgage-backed securities$3,021,000305
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$8,434,000572
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$1,517,0003,745
Mortgage-backed securities$8,005,0002,838
Certificates of participation in pools of residential mortgages$4,984,0002,702
Issued or guaranteed by U.S.$4,984,0002,626
Privately issued$0245
Collaterized mortgage obligations$3,021,0001,825
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$3,021,000196
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$135,693,0001,046
Total debt securities$135,693,0001,112
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$27,284,00091
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$140,502,0001,023
U.S. Government securities$15,208,0002,796
U.S. Treasury securities$9,344,000434
U.S. Government agency obligations$5,864,0003,549
Securities issued by states & political subdivisions$113,331,000354
Other domestic debt securities$11,963,000683
Privately issued residential mortgage-backed securities$3,547,000291
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$8,416,000549
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,258,0003,620
Mortgage-backed securities$7,392,0002,883
Certificates of participation in pools of residential mortgages$3,845,0002,852
Issued or guaranteed by U.S.$3,845,0002,768
Privately issued$0251
Collaterized mortgage obligations$3,547,0001,768
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$3,547,000178
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$140,502,000938
Total debt securities$140,502,0001,010
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$24,711,00096
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$125,907,0001,097
U.S. Government securities$15,506,0002,781
U.S. Treasury securities$9,396,000452
U.S. Government agency obligations$6,110,0003,531
Securities issued by states & political subdivisions$100,328,000370
Other domestic debt securities$10,073,000711
Privately issued residential mortgage-backed securities$3,705,000266
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$6,368,000592
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$1,843,0003,748
Mortgage-backed securities$7,796,0002,834
Certificates of participation in pools of residential mortgages$4,091,0002,807
Issued or guaranteed by U.S.$4,091,0002,727
Privately issued$0251
Collaterized mortgage obligations$3,705,0001,777
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$3,705,000165
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$125,907,000993
Total debt securities$125,908,0001,075
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$23,112,00098
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$119,903,0001,101
U.S. Government securities$17,675,0002,651
U.S. Treasury securities$9,451,000450
U.S. Government agency obligations$8,224,0003,344
Securities issued by states & political subdivisions$92,647,000368
Other domestic debt securities$9,581,000705
Privately issued residential mortgage-backed securities$3,723,000274
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$5,858,000583
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,503,0003,609
Mortgage-backed securities$5,919,0003,055
Certificates of participation in pools of residential mortgages$2,196,0003,187
Issued or guaranteed by U.S.$2,196,0003,093
Privately issued$0267
Collaterized mortgage obligations$3,723,0001,776
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$3,723,000159
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$119,903,000993
Total debt securities$119,903,0001,088
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$20,186,000100
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$120,992,0001,079
U.S. Government securities$28,299,0002,124
U.S. Treasury securities$18,121,000304
U.S. Government agency obligations$10,178,0003,211
Securities issued by states & political subdivisions$82,652,000392
Other domestic debt securities$10,041,000656
Privately issued residential mortgage-backed securities$3,858,000258
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$6,183,000540
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,509,0003,693
Mortgage-backed securities$6,123,0003,004
Certificates of participation in pools of residential mortgages$2,265,0003,148
Issued or guaranteed by U.S.$2,265,0003,055
Privately issued$0249
Collaterized mortgage obligations$3,858,0001,761
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$3,858,000160
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$120,992,000973
Total debt securities$120,991,0001,066
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$26,095,00077
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$120,638,0001,083
U.S. Government securities$33,256,0001,955
U.S. Treasury securities$18,392,000300
U.S. Government agency obligations$14,864,0002,810
Securities issued by states & political subdivisions$81,121,000388
Other domestic debt securities$6,261,000807
Privately issued residential mortgage-backed securities$126,000576
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$6,135,000544
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,854,0003,679
Mortgage-backed securities$4,061,0003,281
Certificates of participation in pools of residential mortgages$3,935,0002,790
Issued or guaranteed by U.S.$3,935,0002,707
Privately issued$0287
Collaterized mortgage obligations$126,0002,789
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$126,000352
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$120,638,000974
Total debt securities$120,638,0001,068
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$25,024,00081
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$112,241,0001,155
U.S. Government securities$23,410,0002,427
U.S. Treasury securities$8,103,000522
U.S. Government agency obligations$15,307,0002,823
Securities issued by states & political subdivisions$82,637,000380
Other domestic debt securities$6,194,000796
Privately issued residential mortgage-backed securities$135,000544
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$6,059,000559
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,858,0003,741
Mortgage-backed securities$4,656,0003,190
Certificates of participation in pools of residential mortgages$4,521,0002,678
Issued or guaranteed by U.S.$4,521,0002,606
Privately issued$0244
Collaterized mortgage obligations$135,0002,788
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$135,000361
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$112,241,0001,039
Total debt securities$112,241,0001,136
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$24,466,00078
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$118,294,0001,111
U.S. Government securities$22,910,0002,494
U.S. Treasury securities$7,776,000549
U.S. Government agency obligations$15,134,0002,860
Securities issued by states & political subdivisions$89,369,000351
Other domestic debt securities$6,015,000803
Privately issued residential mortgage-backed securities$141,000554
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$5,874,000571
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,560,0003,639
Mortgage-backed securities$4,730,0003,192
Certificates of participation in pools of residential mortgages$4,589,0002,686
Issued or guaranteed by U.S.$4,589,0002,616
Privately issued$0248
Collaterized mortgage obligations$141,0002,803
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$141,000372
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$118,294,000994
Total debt securities$118,294,0001,093
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$23,927,00068
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$132,484,0001,006
U.S. Government securities$26,116,0002,328
U.S. Treasury securities$13,254,000376
U.S. Government agency obligations$12,862,0003,105
Securities issued by states & political subdivisions$89,442,000364
Other domestic debt securities$16,926,000446
Privately issued residential mortgage-backed securities$150,000515
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$16,776,000294
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,558,0003,665
Mortgage-backed securities$2,693,0003,538
Certificates of participation in pools of residential mortgages$2,543,0003,140
Issued or guaranteed by U.S.$2,543,0003,072
Privately issued$0211
Collaterized mortgage obligations$150,0002,808
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$150,000365
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$132,484,000890
Total debt securities$132,483,000993
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$10,397,00090
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$131,119,0001,015
U.S. Government securities$22,734,0002,538
U.S. Treasury securities$12,868,000369
U.S. Government agency obligations$9,866,0003,496
Securities issued by states & political subdivisions$92,899,000355
Other domestic debt securities$15,486,000456
Privately issued residential mortgage-backed securities$153,000466
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$15,333,000305
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,320,0003,564
Mortgage-backed securities$2,756,0003,567
Certificates of participation in pools of residential mortgages$2,603,0003,171
Issued or guaranteed by U.S.$2,603,0003,140
Privately issued$0145
Collaterized mortgage obligations$153,0002,816
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$153,000372
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$131,119,000900
Total debt securities$131,119,0001,000
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$10,843,00083
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$132,987,0001,024
U.S. Government securities$21,443,0002,617
U.S. Treasury securities$13,222,000347
U.S. Government agency obligations$8,221,0003,679
Securities issued by states & political subdivisions$95,669,000358
Other domestic debt securities$15,875,000502
Privately issued residential mortgage-backed securities$163,000721
Commercial mortgage-backed securities - Total$0147
Asset backed securities$8,000401
Structured financial products - Total$0186
Other domestic debt securities - All other$15,704,000305
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,182,0003,451
Mortgage-backed securities$2,893,0003,575
Certificates of participation in pools of residential mortgages$2,462,0003,255
Issued or guaranteed by U.S.$2,462,0003,093
Privately issued$0453
Collaterized mortgage obligations$431,0002,675
CMOs issued by government agencies or sponsored agencies$268,0002,696
Privately issued$163,000381
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$132,987,000900
Total debt securities$132,988,0001,007
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$10,190,00084
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$136,244,0001,012
U.S. Government securities$21,751,0002,668
U.S. Treasury securities$13,371,000348
U.S. Government agency obligations$8,380,0003,743
Securities issued by states & political subdivisions$98,606,000351
Other domestic debt securities$15,887,000432
Privately issued residential mortgage-backed securities$173,000428
Commercial mortgage-backed securities - Total$0147
Asset backed securities$45,000385
Structured financial products - Total$0193
Other domestic debt securities - All other$15,669,000304
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,446,0003,455
Mortgage-backed securities$3,008,0003,576
Certificates of participation in pools of residential mortgages$2,556,0003,284
Issued or guaranteed by U.S.$2,556,0003,278
Privately issued$067
Collaterized mortgage obligations$452,0002,658
CMOs issued by government agencies or sponsored agencies$279,0002,686
Privately issued$173,000395
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)$136,244,000895
Total debt securities$136,244,000998
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$10,028,00083
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$142,037,000987
U.S. Government securities$22,523,0002,634
U.S. Treasury securities$13,884,000329
U.S. Government agency obligations$8,639,0003,749
Securities issued by states & political subdivisions$102,228,000343
Other domestic debt securities$17,286,000415
Privately issued residential mortgage-backed securities$184,000424
Commercial mortgage-backed securities - Total$0146
Asset backed securities$63,000353
Structured financial products - Total$0204
Other domestic debt securities - All other$17,039,000288
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,477,0003,510
Mortgage-backed securities$3,168,0003,587
Certificates of participation in pools of residential mortgages$2,692,0003,287
Issued or guaranteed by U.S.$2,692,0003,282
Privately issued$064
Collaterized mortgage obligations$476,0002,641
CMOs issued by government agencies or sponsored agencies$292,0002,669
Privately issued$184,000395
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)$142,037,000871
Total debt securities$142,037,000973
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$9,841,00079
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$139,275,0001,014
U.S. Government securities$20,840,0002,772
U.S. Treasury securities$13,902,000318
U.S. Government agency obligations$6,938,0004,022
Securities issued by states & political subdivisions$100,684,000353
Other domestic debt securities$17,751,000416
Privately issued residential mortgage-backed securities$200,000425
Commercial mortgage-backed securities - Total$0146
Asset backed securities$103,000340
Structured financial products - Total$0214
Other domestic debt securities - All other$17,448,000295
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,572,0003,367
Mortgage-backed securities$3,324,0003,618
Certificates of participation in pools of residential mortgages$2,814,0003,311
Issued or guaranteed by U.S.$2,814,0003,307
Privately issued$069
Collaterized mortgage obligations$510,0002,633
CMOs issued by government agencies or sponsored agencies$310,0002,673
Privately issued$200,000398
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)$139,275,000890
Total debt securities$139,275,0001,000
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$9,817,00081
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$140,220,0001,023
U.S. Government securities$20,943,0002,795
U.S. Treasury securities$13,937,000322
U.S. Government agency obligations$7,006,0004,070
Securities issued by states & political subdivisions$100,573,000360
Other domestic debt securities$18,704,000414
Privately issued residential mortgage-backed securities$204,000440
Commercial mortgage-backed securities - Total$0138
Asset backed securities$129,000329
Structured financial products - Total$0219
Other domestic debt securities - All other$18,371,000290
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,259,0003,302
Mortgage-backed securities$3,442,0003,627
Certificates of participation in pools of residential mortgages$2,914,0003,333
Issued or guaranteed by U.S.$2,914,0003,329
Privately issued$067
Collaterized mortgage obligations$528,0002,654
CMOs issued by government agencies or sponsored agencies$324,0002,690
Privately issued$204,000410
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)$140,220,000893
Total debt securities$140,220,0001,011
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$9,407,00082
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$139,176,0001,037
U.S. Government securities$20,835,0002,847
U.S. Treasury securities$13,738,000336
U.S. Government agency obligations$7,097,0004,118
Securities issued by states & political subdivisions$99,910,000368
Other domestic debt securities$18,431,000423
Privately issued residential mortgage-backed securities$217,000463
Commercial mortgage-backed securities - Total$0146
Asset backed securities$146,000335
Structured financial products - Total$0221
Other domestic debt securities - All other$18,068,000302
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,231,0003,187
Mortgage-backed securities$3,598,0003,645
Certificates of participation in pools of residential mortgages$3,037,0003,352
Issued or guaranteed by U.S.$3,037,0003,348
Privately issued$066
Collaterized mortgage obligations$561,0002,681
CMOs issued by government agencies or sponsored agencies$344,0002,721
Privately issued$217,000437
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)$139,176,000911
Total debt securities$139,176,0001,024
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$9,207,00079
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$132,793,0001,066
U.S. Government securities$17,257,0003,104
U.S. Treasury securities$13,688,000332
U.S. Government agency obligations$3,569,0004,652
Securities issued by states & political subdivisions$99,464,000364
Other domestic debt securities$16,072,000450
Privately issued residential mortgage-backed securities$229,000481
Commercial mortgage-backed securities - Total$0137
Asset backed securities$180,000327
Structured financial products - Total$0226
Other domestic debt securities - All other$15,663,000316
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,033
Mortgage-backed securities$3,798,0003,623
Certificates of participation in pools of residential mortgages$3,204,0003,333
Issued or guaranteed by U.S.$3,204,0003,329
Privately issued$071
Collaterized mortgage obligations$594,0002,675
CMOs issued by government agencies or sponsored agencies$365,0002,707
Privately issued$229,000452
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)$132,793,000926
Total debt securities$132,793,0001,052
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$9,779,00083
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$135,689,0001,033
U.S. Government securities$19,090,0002,956
U.S. Treasury securities$15,178,000276
U.S. Government agency obligations$3,912,0004,657
Securities issued by states & political subdivisions$101,211,000357
Other domestic debt securities$15,388,000465
Privately issued residential mortgage-backed securities$251,000473
Commercial mortgage-backed securities - Total$0131
Asset backed securities$214,000322
Structured financial products - Total$0228
Other domestic debt securities - All other$14,923,000334
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,116
Mortgage-backed securities$4,163,0003,594
Certificates of participation in pools of residential mortgages$3,510,0003,293
Issued or guaranteed by U.S.$3,510,0003,292
Privately issued$067
Collaterized mortgage obligations$653,0002,678
CMOs issued by government agencies or sponsored agencies$402,0002,718
Privately issued$251,000450
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)$135,689,000909
Total debt securities$135,689,0001,025
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$8,746,00096
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$136,581,0001,047
U.S. Government securities$20,574,0002,911
U.S. Treasury securities$15,436,000275
U.S. Government agency obligations$5,138,0004,541
Securities issued by states & political subdivisions$102,602,000340
Other domestic debt securities$13,405,000511
Privately issued residential mortgage-backed securities$267,000489
Commercial mortgage-backed securities - Total$0142
Asset backed securities$244,000322
Structured financial products - Total$0235
Other domestic debt securities - All other$12,894,000369
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,199
Mortgage-backed securities$4,406,0003,587
Certificates of participation in pools of residential mortgages$3,711,0003,285
Issued or guaranteed by U.S.$3,711,0003,281
Privately issued$071
Collaterized mortgage obligations$695,0002,689
CMOs issued by government agencies or sponsored agencies$428,0002,729
Privately issued$267,000462
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)$136,581,000923
Total debt securities$136,581,0001,037
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$8,552,000101
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$138,217,0001,046
U.S. Government securities$25,593,0002,664
U.S. Treasury securities$14,806,000292
U.S. Government agency obligations$10,787,0003,832
Securities issued by states & political subdivisions$100,558,000338
Other domestic debt securities$12,066,000549
Privately issued residential mortgage-backed securities$278,000483
Commercial mortgage-backed securities - Total$0153
Asset backed securities$334,000302
Structured financial products - Total$0235
Other domestic debt securities - All other$11,454,000401
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,255
Mortgage-backed securities$4,625,0003,561
Certificates of participation in pools of residential mortgages$3,899,0003,274
Issued or guaranteed by U.S.$3,899,0003,272
Privately issued$066
Collaterized mortgage obligations$726,0002,693
CMOs issued by government agencies or sponsored agencies$448,0002,745
Privately issued$278,000460
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)$138,217,000920
Total debt securities$138,217,0001,035
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$8,425,00094
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$138,470,0001,044
U.S. Government securities$29,653,0002,467
U.S. Treasury securities$16,543,000298
U.S. Government agency obligations$13,110,0003,588
Securities issued by states & political subdivisions$98,197,000352
Other domestic debt securities$10,620,000573
Privately issued residential mortgage-backed securities$300,000477
Commercial mortgage-backed securities - Total$0131
Asset backed securities$362,000312
Structured financial products - Total$0235
Other domestic debt securities - All other$9,958,000422
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,301
Mortgage-backed securities$4,788,0003,536
Certificates of participation in pools of residential mortgages$4,004,0003,258
Issued or guaranteed by U.S.$4,004,0003,255
Privately issued$066
Collaterized mortgage obligations$784,0002,695
CMOs issued by government agencies or sponsored agencies$484,0002,759
Privately issued$300,000456
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)$138,470,000912
Total debt securities$138,470,0001,035
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$8,621,00082
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$137,550,0001,051
U.S. Government securities$30,389,0002,463
U.S. Treasury securities$16,908,000274
U.S. Government agency obligations$13,481,0003,643
Securities issued by states & political subdivisions$97,151,000350
Other domestic debt securities$10,010,000597
Privately issued residential mortgage-backed securities$325,000486
Commercial mortgage-backed securities - Total$0140
Asset backed securities$388,000323
Structured financial products - Total$0235
Other domestic debt securities - All other$9,297,000443
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,371
Mortgage-backed securities$5,147,0003,525
Certificates of participation in pools of residential mortgages$4,285,0003,227
Issued or guaranteed by U.S.$4,285,0003,223
Privately issued$065
Collaterized mortgage obligations$862,0002,690
CMOs issued by government agencies or sponsored agencies$537,0002,771
Privately issued$325,000463
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)$137,550,000922
Total debt securities$137,550,0001,040
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$8,029,00093
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$133,238,0001,099
U.S. Government securities$29,827,0002,559
U.S. Treasury securities$16,298,000270
U.S. Government agency obligations$13,529,0003,746
Securities issued by states & political subdivisions$94,620,000341
Other domestic debt securities$8,791,000628
Privately issued residential mortgage-backed securities$345,000495
Commercial mortgage-backed securities - Total$0123
Asset backed securities$419,000323
Structured financial products - Total$0242
Other domestic debt securities - All other$8,027,000470
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,428
Mortgage-backed securities$5,432,0003,552
Certificates of participation in pools of residential mortgages$4,500,0003,259
Issued or guaranteed by U.S.$4,500,0003,256
Privately issued$067
Collaterized mortgage obligations$932,0002,715
CMOs issued by government agencies or sponsored agencies$587,0002,796
Privately issued$345,000471
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)$133,238,000975
Total debt securities$133,238,0001,085
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$8,564,00090
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$136,790,0001,073
U.S. Government securities$31,749,0002,507
U.S. Treasury securities$17,572,000259
U.S. Government agency obligations$14,177,0003,735
Securities issued by states & political subdivisions$95,997,000323
Other domestic debt securities$9,044,000617
Privately issued residential mortgage-backed securities$368,000525
Commercial mortgage-backed securities - Total$0117
Asset backed securities$438,000331
Structured financial products - Total$0236
Other domestic debt securities - All other$8,238,000462
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,487
Mortgage-backed securities$5,895,0003,547
Certificates of participation in pools of residential mortgages$4,868,0003,253
Issued or guaranteed by U.S.$4,868,0003,250
Privately issued$070
Collaterized mortgage obligations$1,027,0002,707
CMOs issued by government agencies or sponsored agencies$659,0002,795
Privately issued$368,000498
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)$136,790,000940
Total debt securities$136,790,0001,062
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$8,897,00090
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$134,574,0001,098
U.S. Government securities$31,385,0002,548
U.S. Treasury securities$17,151,000272
U.S. Government agency obligations$14,234,0003,790
Securities issued by states & political subdivisions$94,438,000334
Other domestic debt securities$8,751,000630
Privately issued residential mortgage-backed securities$375,000520
Commercial mortgage-backed securities - Total$0120
Asset backed securities$461,000329
Structured financial products - Total$0236
Other domestic debt securities - All other$7,915,000478
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,563
Mortgage-backed securities$6,164,0003,571
Certificates of participation in pools of residential mortgages$5,071,0003,267
Issued or guaranteed by U.S.$5,071,0003,263
Privately issued$075
Collaterized mortgage obligations$1,093,0002,719
CMOs issued by government agencies or sponsored agencies$718,0002,814
Privately issued$375,000490
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)$134,574,000962
Total debt securities$134,574,0001,087
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$8,813,00087
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$130,405,0001,159
U.S. Government securities$30,289,0002,687
U.S. Treasury securities$16,094,000269
U.S. Government agency obligations$14,195,0003,905
Securities issued by states & political subdivisions$92,549,000340
Other domestic debt securities$7,567,000713
Privately issued residential mortgage-backed securities$396,000544
Commercial mortgage-backed securities - Total$0141
Asset backed securities$484,000330
Structured financial products - Total$0253
Other domestic debt securities - All other$6,687,000547
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,639
Mortgage-backed securities$6,410,0003,614
Certificates of participation in pools of residential mortgages$5,242,0003,318
Issued or guaranteed by U.S.$5,242,0003,316
Privately issued$073
Collaterized mortgage obligations$1,168,0002,743
CMOs issued by government agencies or sponsored agencies$772,0002,828
Privately issued$396,000519
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)$130,405,0001,013
Total debt securities$130,405,0001,143
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$7,735,00090
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$125,304,0001,202
U.S. Government securities$30,303,0002,726
U.S. Treasury securities$15,874,000247
U.S. Government agency obligations$14,429,0003,940
Securities issued by states & political subdivisions$87,766,000351
Other domestic debt securities$7,235,000758
Privately issued residential mortgage-backed securities$417,000545
Commercial mortgage-backed securities - Total$0128
Asset backed securities$494,000349
Structured financial products - Total$0259
Other domestic debt securities - All other$6,324,000586
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,698
Mortgage-backed securities$6,769,0003,623
Certificates of participation in pools of residential mortgages$5,515,0003,335
Issued or guaranteed by U.S.$5,515,0003,335
Privately issued$075
Collaterized mortgage obligations$1,254,0002,754
CMOs issued by government agencies or sponsored agencies$837,0002,839
Privately issued$417,000521
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)$125,304,0001,051
Total debt securities$125,304,0001,188
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$7,829,00087
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$121,968,0001,233
U.S. Government securities$29,695,0002,782
U.S. Treasury securities$15,369,000244
U.S. Government agency obligations$14,326,0004,000
Securities issued by states & political subdivisions$85,257,000365
Other domestic debt securities$7,016,000786
Privately issued residential mortgage-backed securities$438,000558
Commercial mortgage-backed securities - Total$0127
Asset backed securities$511,000358
Structured financial products - Total$0268
Other domestic debt securities - All other$6,067,000613
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,749
Mortgage-backed securities$6,942,0003,617
Certificates of participation in pools of residential mortgages$5,627,0003,336
Issued or guaranteed by U.S.$5,627,0003,336
Privately issued$076
Collaterized mortgage obligations$1,315,0002,737
CMOs issued by government agencies or sponsored agencies$877,0002,847
Privately issued$438,000534
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$423,0002,203
Available-for-sale securities (fair market value)$121,545,0001,086
Total debt securities$121,968,0001,217
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$7,924,00085
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$115,599,0001,296
U.S. Government securities$28,573,0002,828
U.S. Treasury securities$21,795,000181
U.S. Government agency obligations$6,778,0005,016
Securities issued by states & political subdivisions$79,491,000388
Other domestic debt securities$7,535,000787
Privately issued residential mortgage-backed securities$470,000586
Commercial mortgage-backed securities - Total$0125
Asset backed securities$501,000362
Structured financial products - Total$0292
Other domestic debt securities - All other$6,564,000594
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,833
Mortgage-backed securities$7,248,0003,567
Certificates of participation in pools of residential mortgages$5,809,0003,300
Issued or guaranteed by U.S.$5,809,0003,297
Privately issued$081
Collaterized mortgage obligations$1,439,0002,678
CMOs issued by government agencies or sponsored agencies$969,0002,777
Privately issued$470,000558
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$453,0002,198
Available-for-sale securities (fair market value)$115,146,0001,135
Total debt securities$115,599,0001,276
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$7,605,00082
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$112,823,0001,329
U.S. Government securities$29,899,0002,781
U.S. Treasury securities$22,608,000163
U.S. Government agency obligations$7,291,0004,986
Securities issued by states & political subdivisions$76,625,000415
Other domestic debt securities$6,299,000888
Privately issued residential mortgage-backed securities$490,000613
Commercial mortgage-backed securities - Total$0126
Asset backed securities$491,000381
Structured financial products - Total$0318
Other domestic debt securities - All other$5,318,000696
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,888
Mortgage-backed securities$7,781,0003,517
Certificates of participation in pools of residential mortgages$6,143,0003,256
Issued or guaranteed by U.S.$6,143,0003,252
Privately issued$080
Collaterized mortgage obligations$1,638,0002,623
CMOs issued by government agencies or sponsored agencies$1,148,0002,733
Privately issued$490,000586
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)$112,823,0001,168
Total debt securities$112,823,0001,312
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$7,125,00082
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$110,548,0001,357
U.S. Government securities$31,265,0002,685
U.S. Treasury securities$23,146,000158
U.S. Government agency obligations$8,119,0004,840
Securities issued by states & political subdivisions$72,499,000452
Other domestic debt securities$6,784,000878
Privately issued residential mortgage-backed securities$511,000622
Commercial mortgage-backed securities - Total$0134
Asset backed securities$511,000383
Structured financial products - Total$0318
Other domestic debt securities - All other$5,762,000682
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,912
Mortgage-backed securities$8,630,0003,401
Certificates of participation in pools of residential mortgages$6,632,0003,158
Issued or guaranteed by U.S.$6,632,0003,156
Privately issued$083
Collaterized mortgage obligations$1,998,0002,547
CMOs issued by government agencies or sponsored agencies$1,487,0002,620
Privately issued$511,000597
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)$110,548,0001,215
Total debt securities$110,548,0001,341
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$7,144,00087
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$118,416,0001,290
U.S. Government securities$36,960,0002,416
U.S. Treasury securities$25,776,000149
U.S. Government agency obligations$11,184,0004,453
Securities issued by states & political subdivisions$75,039,000429
Other domestic debt securities$6,417,000911
Privately issued residential mortgage-backed securities$550,000643
Commercial mortgage-backed securities - Total$0135
Asset backed securities$519,000375
Structured financial products - Total$0323
Other domestic debt securities - All other$5,348,000699
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,985
Mortgage-backed securities$11,734,0003,081
Certificates of participation in pools of residential mortgages$9,116,0002,775
Issued or guaranteed by U.S.$9,116,0002,774
Privately issued$083
Collaterized mortgage obligations$2,618,0002,422
CMOs issued by government agencies or sponsored agencies$2,068,0002,496
Privately issued$550,000620
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)$118,416,0001,169
Total debt securities$118,416,0001,272
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$7,405,00087
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$117,712,0001,275
U.S. Government securities$39,660,0002,234
U.S. Treasury securities$25,994,000150
U.S. Government agency obligations$13,666,0004,090
Securities issued by states & political subdivisions$71,030,000445
Other domestic debt securities$7,022,000848
Privately issued residential mortgage-backed securities$542,000679
Commercial mortgage-backed securities - Total$0125
Asset backed securities$1,338,000278
Structured financial products - Total$0329
Other domestic debt securities - All other$5,142,000698
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$06,039
Mortgage-backed securities$14,208,0002,857
Certificates of participation in pools of residential mortgages$10,973,0002,527
Issued or guaranteed by U.S.$10,973,0002,526
Privately issued$085
Collaterized mortgage obligations$3,235,0002,338
CMOs issued by government agencies or sponsored agencies$2,693,0002,379
Privately issued$542,000656
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)$117,712,0001,151
Total debt securities$117,712,0001,258
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$7,694,00089
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$119,628,0001,272
U.S. Government securities$43,838,0002,124
U.S. Treasury securities$22,914,000145
U.S. Government agency obligations$20,924,0003,416
Securities issued by states & political subdivisions$70,374,000426
Other domestic debt securities$5,416,0001,004
Privately issued residential mortgage-backed securities$557,000724
Commercial mortgage-backed securities - Total$0122
Asset backed securities$1,325,000269
Structured financial products - Total$0340
Other domestic debt securities - All other$3,534,000903
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$06,124
Mortgage-backed securities$21,481,0002,418
Certificates of participation in pools of residential mortgages$14,666,0002,279
Issued or guaranteed by U.S.$14,666,0002,278
Privately issued$088
Collaterized mortgage obligations$6,815,0001,855
CMOs issued by government agencies or sponsored agencies$6,258,0001,834
Privately issued$557,000696
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)$119,628,0001,141
Total debt securities$119,628,0001,257
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$7,212,00093
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$118,871,0001,287
U.S. Government securities$45,652,0002,048
U.S. Treasury securities$23,026,000146
U.S. Government agency obligations$22,626,0003,313
Securities issued by states & political subdivisions$67,821,000425
Other domestic debt securities$5,398,0001,022
Privately issued residential mortgage-backed securities$511,000798
Commercial mortgage-backed securities - Total$0125
Asset backed securities$1,145,000237
Structured financial products - Total$0339
Other domestic debt securities - All other$3,742,000884
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$23,808,0002,011
Mortgage-backed securities$23,137,0002,331
Certificates of participation in pools of residential mortgages$15,714,0002,215
Issued or guaranteed by U.S.$15,714,0002,214
Privately issued$094
Collaterized mortgage obligations$7,423,0001,809
CMOs issued by government agencies or sponsored agencies$6,912,0001,770
Privately issued$511,000770
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)$118,871,0001,162
Total debt securities$118,871,0001,272
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$7,190,00093
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$116,742,0001,317
U.S. Government securities$44,958,0002,128
U.S. Treasury securities$21,288,000155
U.S. Government agency obligations$23,670,0003,289
Securities issued by states & political subdivisions$66,280,000417
Other domestic debt securities$5,504,0001,015
Privately issued residential mortgage-backed securities$506,000832
Commercial mortgage-backed securities - Total$0130
Asset backed securities$1,195,000202
Structured financial products - Total$0346
Other domestic debt securities - All other$3,803,000868
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$23,942,0002,025
Mortgage-backed securities$24,176,0002,296
Certificates of participation in pools of residential mortgages$16,405,0002,164
Issued or guaranteed by U.S.$16,405,0002,161
Privately issued$094
Collaterized mortgage obligations$7,771,0001,792
CMOs issued by government agencies or sponsored agencies$7,265,0001,761
Privately issued$506,000802
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)$116,742,0001,193
Total debt securities$116,742,0001,300
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$7,001,00098
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$117,925,0001,260
U.S. Government securities$47,660,0001,965
U.S. Treasury securities$22,521,000145
U.S. Government agency obligations$25,139,0003,093
Securities issued by states & political subdivisions$65,304,000408
Other domestic debt securities$4,961,0001,042
Privately issued residential mortgage-backed securities$534,000904
Commercial mortgage-backed securities - Total$0110
Asset backed securities$1,076,000152
Structured financial products - Total$0321
Other domestic debt securities - All other$3,351,000852
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$24,066,0001,898
Mortgage-backed securities$25,673,0002,117
Certificates of participation in pools of residential mortgages$17,565,0001,973
Issued or guaranteed by U.S.$17,565,0001,971
Privately issued$0121
Collaterized mortgage obligations$8,108,0001,738
CMOs issued by government agencies or sponsored agencies$7,574,0001,638
Privately issued$534,000858
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)$117,925,0001,136
Total debt securities$117,925,0001,247
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$7,009,00095
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$118,189,0001,225
U.S. Government securities$49,015,0001,866
U.S. Treasury securities$22,298,000159
U.S. Government agency obligations$26,717,0002,889
Securities issued by states & political subdivisions$64,211,000390
Other domestic debt securities$4,963,0001,050
Privately issued residential mortgage-backed securities$560,000925
Commercial mortgage-backed securities - Total$092
Asset backed securities$1,124,000137
Structured financial products - Total$0323
Other domestic debt securities - All other$3,279,000846
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$23,820,0001,870
Mortgage-backed securities$27,277,0001,975
Certificates of participation in pools of residential mortgages$18,606,0001,828
Issued or guaranteed by U.S.$18,606,0001,823
Privately issued$0132
Collaterized mortgage obligations$8,671,0001,687
CMOs issued by government agencies or sponsored agencies$8,111,0001,572
Privately issued$560,000874
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)$118,189,0001,091
Total debt securities$118,189,0001,213
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$6,108,00098
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$100,656,0001,419
U.S. Government securities$40,777,0002,190
U.S. Treasury securities$17,470,000214
U.S. Government agency obligations$23,307,0003,233
Securities issued by states & political subdivisions$54,516,000463
Other domestic debt securities$5,363,000984
Privately issued residential mortgage-backed securities$620,000931
Commercial mortgage-backed securities - Total$087
Asset backed securities$1,244,000128
Structured financial products - Total$0330
Other domestic debt securities - All other$3,499,000763
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$23,442,0001,940
Mortgage-backed securities$23,927,0002,110
Certificates of participation in pools of residential mortgages$16,257,0001,944
Issued or guaranteed by U.S.$16,257,0001,942
Privately issued$0125
Collaterized mortgage obligations$7,670,0001,756
CMOs issued by government agencies or sponsored agencies$7,050,0001,647
Privately issued$620,000881
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)$100,656,0001,276
Total debt securities$100,656,0001,397
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$4,398,000109
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$90,024,0001,540
U.S. Government securities$37,836,0002,304
U.S. Treasury securities$17,026,000240
U.S. Government agency obligations$20,810,0003,469
Securities issued by states & political subdivisions$46,795,000546
Other domestic debt securities$5,393,0001,010
Privately issued residential mortgage-backed securities$624,000966
Commercial mortgage-backed securities - Total$081
Asset backed securities$1,323,000128
Structured financial products - Total$0337
Other domestic debt securities - All other$3,446,000781
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$23,042,0001,980
Mortgage-backed securities$21,434,0002,198
Certificates of participation in pools of residential mortgages$14,423,0002,057
Issued or guaranteed by U.S.$14,423,0002,052
Privately issued$0136
Collaterized mortgage obligations$7,011,0001,778
CMOs issued by government agencies or sponsored agencies$6,387,0001,644
Privately issued$624,000916
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)$90,024,0001,384
Total debt securities$90,024,0001,518
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$5,602,00096
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$86,938,0001,526
U.S. Government securities$39,381,0002,126
U.S. Treasury securities$17,366,000235
U.S. Government agency obligations$22,015,0003,168
Securities issued by states & political subdivisions$42,293,000589
Other domestic debt securities$5,264,0001,082
Privately issued residential mortgage-backed securities$666,0001,002
Commercial mortgage-backed securities - Total$0438
Asset backed securities$1,327,000115
Structured financial products - Total$0343
Other domestic debt securities - All other$3,271,000794
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$22,841,0001,943
Mortgage-backed securities$22,681,0002,075
Certificates of participation in pools of residential mortgages$15,088,0001,912
Issued or guaranteed by U.S.$15,088,0001,906
Privately issued$0141
Collaterized mortgage obligations$7,593,0001,687
CMOs issued by government agencies or sponsored agencies$6,927,0001,564
Privately issued$666,000951
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)$86,938,0001,362
Total debt securities$86,938,0001,505
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$5,953,00096
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$81,965,0001,572
U.S. Government securities$35,400,0002,304
U.S. Treasury securities$12,201,000270
U.S. Government agency obligations$23,199,0003,028
Securities issued by states & political subdivisions$41,375,000593
Other domestic debt securities$5,190,0001,125
Privately issued residential mortgage-backed securities$707,0001,069
Commercial mortgage-backed securities - Total$0411
Asset backed securities$1,385,000112
Structured financial products - Total$0351
Other domestic debt securities - All other$3,098,000824
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$23,790,0001,908
Mortgage-backed securities$23,906,0001,979
Certificates of participation in pools of residential mortgages$14,814,0001,888
Issued or guaranteed by U.S.$14,814,0001,881
Privately issued$0141
Collaterized mortgage obligations$9,092,0001,542
CMOs issued by government agencies or sponsored agencies$8,385,0001,407
Privately issued$707,0001,020
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)$81,965,0001,408
Total debt securities$81,965,0001,554
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$5,820,000101
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$77,188,0001,658
U.S. Government securities$33,502,0002,457
U.S. Treasury securities$4,361,000482
U.S. Government agency obligations$29,141,0002,653
Securities issued by states & political subdivisions$38,697,000607
Other domestic debt securities$4,989,0001,153
Privately issued residential mortgage-backed securities$733,0001,105
Commercial mortgage-backed securities - Total$0407
Asset backed securities$1,364,000106
Structured financial products - Total$0352
Other domestic debt securities - All other$2,892,000829
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$24,330,0001,893
Mortgage-backed securities$29,874,0001,700
Certificates of participation in pools of residential mortgages$14,725,0001,911
Issued or guaranteed by U.S.$14,725,0001,904
Privately issued$0148
Collaterized mortgage obligations$15,149,0001,143
CMOs issued by government agencies or sponsored agencies$14,416,000981
Privately issued$733,0001,061
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)$77,188,0001,472
Total debt securities$77,188,0001,642
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$5,479,000106
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$74,460,0001,711
U.S. Government securities$33,811,0002,468
U.S. Treasury securities$3,937,000520
U.S. Government agency obligations$29,874,0002,646
Securities issued by states & political subdivisions$35,322,000669
Other domestic debt securities$5,327,0001,152
Privately issued residential mortgage-backed securities$805,0001,122
Commercial mortgage-backed securities - Total$0422
Asset backed securities$1,431,000107
Structured financial products - Total$0358
Other domestic debt securities - All other$3,091,000816
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$23,976,0001,971
Mortgage-backed securities$30,679,0001,694
Certificates of participation in pools of residential mortgages$15,213,0001,971
Issued or guaranteed by U.S.$15,213,0001,967
Privately issued$0145
Collaterized mortgage obligations$15,466,0001,109
CMOs issued by government agencies or sponsored agencies$14,661,000951
Privately issued$805,0001,076
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)$74,460,0001,519
Total debt securities$74,460,0001,693
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$7,313,000106
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$69,156,0001,811
U.S. Government securities$29,435,0002,717
U.S. Treasury securities$01,077
U.S. Government agency obligations$29,435,0002,649
Securities issued by states & political subdivisions$34,413,000675
Other domestic debt securities$5,308,0001,194
Privately issued residential mortgage-backed securities$829,0001,151
Commercial mortgage-backed securities - Total$0408
Asset backed securities$1,747,000119
Structured financial products - Total$0366
Other domestic debt securities - All other$2,732,000890
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$24,031,0001,982
Mortgage-backed securities$30,264,0001,730
Certificates of participation in pools of residential mortgages$14,898,0002,077
Issued or guaranteed by U.S.$14,898,0002,069
Privately issued$0157
Collaterized mortgage obligations$15,366,0001,106
CMOs issued by government agencies or sponsored agencies$14,537,000934
Privately issued$829,0001,108
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)$69,156,0001,608
Total debt securities$69,156,0001,790
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$6,725,000113
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$65,806,0001,881
U.S. Government securities$27,313,0002,857
U.S. Treasury securities$01,047
U.S. Government agency obligations$27,313,0002,797
Securities issued by states & political subdivisions$33,332,000711
Other domestic debt securities$5,161,0001,282
Privately issued residential mortgage-backed securities$876,0001,199
Commercial mortgage-backed securities - Total$0419
Asset backed securities$1,830,000123
Structured financial products - Total$0375
Other domestic debt securities - All other$2,455,0001,007
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$22,895,0002,025
Mortgage-backed securities$28,189,0001,861
Certificates of participation in pools of residential mortgages$11,884,0002,411
Issued or guaranteed by U.S.$11,884,0002,401
Privately issued$0171
Collaterized mortgage obligations$16,305,0001,052
CMOs issued by government agencies or sponsored agencies$15,429,000871
Privately issued$876,0001,150
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)$65,806,0001,660
Total debt securities$65,806,0001,853
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$5,391,000124
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$62,926,0001,936
U.S. Government securities$28,381,0002,741
U.S. Treasury securities$01,036
U.S. Government agency obligations$28,381,0002,678
Securities issued by states & political subdivisions$29,127,000790
Other domestic debt securities$5,418,0001,283
Privately issued residential mortgage-backed securities$791,0001,260
Commercial mortgage-backed securities - Total$0346
Asset backed securities$2,039,000130
Structured financial products - Total$0397
Other domestic debt securities - All other$2,588,000983
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$22,062,0002,074
Mortgage-backed securities$29,172,0001,826
Certificates of participation in pools of residential mortgages$12,599,0002,382
Issued or guaranteed by U.S.$12,599,0002,374
Privately issued$0181
Collaterized mortgage obligations$16,573,0001,022
CMOs issued by government agencies or sponsored agencies$15,782,000814
Privately issued$791,0001,200
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)$62,926,0001,696
Total debt securities$62,926,0001,912
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$5,233,000134
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$60,056,0001,994
U.S. Government securities$30,144,0002,666
U.S. Treasury securities$0981
U.S. Government agency obligations$30,144,0002,608
Securities issued by states & political subdivisions$24,084,000929
Other domestic debt securities$5,828,0001,154
Privately issued residential mortgage-backed securities$922,0001,252
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,261,000165
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,645,000981
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$23,416,0002,022
Mortgage-backed securities$31,066,0001,763
Certificates of participation in pools of residential mortgages$13,666,0002,309
Issued or guaranteed by U.S.$13,666,0002,298
Privately issued$0191
Collaterized mortgage obligations$17,400,000980
CMOs issued by government agencies or sponsored agencies$16,478,000780
Privately issued$922,0001,193
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)$60,056,0001,744
Total debt securities$60,056,0001,978
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$3,691,000148
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$62,710,0001,895
U.S. Government securities$32,436,0002,508
U.S. Treasury securities$0973
U.S. Government agency obligations$32,436,0002,455
Securities issued by states & political subdivisions$23,389,000933
Other domestic debt securities$6,885,0001,040
Privately issued residential mortgage-backed securities$906,0001,201
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,002,000141
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,977,000896
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$06,541
Mortgage-backed securities$33,342,0001,616
Certificates of participation in pools of residential mortgages$14,322,0002,213
Issued or guaranteed by U.S.$14,322,0002,202
Privately issued$0188
Collaterized mortgage obligations$19,020,000903
CMOs issued by government agencies or sponsored agencies$18,114,000708
Privately issued$906,0001,145
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)$62,710,0001,660
Total debt securities$62,710,0001,879
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$4,118,000147
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$66,144,0001,760
U.S. Government securities$37,951,0002,125
U.S. Treasury securities$4,631,000300
U.S. Government agency obligations$33,320,0002,338
Securities issued by states & political subdivisions$20,366,0001,050
Other domestic debt securities$7,827,000941
Privately issued residential mortgage-backed securities$583,0001,261
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,120,000126
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,124,000848
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$06,576
Mortgage-backed securities$33,903,0001,525
Certificates of participation in pools of residential mortgages$14,269,0002,141
Issued or guaranteed by U.S.$14,269,0002,130
Privately issued$0192
Collaterized mortgage obligations$19,634,000841
CMOs issued by government agencies or sponsored agencies$19,051,000645
Privately issued$583,0001,207
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)$66,144,0001,546
Total debt securities$66,144,0001,742
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$4,938,000148
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$66,549,0001,789
U.S. Government securities$36,424,0002,234
U.S. Treasury securities$4,442,000308
U.S. Government agency obligations$31,982,0002,449
Securities issued by states & political subdivisions$20,317,0001,074
Other domestic debt securities$9,808,000875
Privately issued residential mortgage-backed securities$612,0001,240
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,396,000126
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,800,000718
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$06,612
Mortgage-backed securities$32,594,0001,564
Certificates of participation in pools of residential mortgages$14,616,0002,102
Issued or guaranteed by U.S.$14,616,0002,091
Privately issued$0202
Collaterized mortgage obligations$17,978,000868
CMOs issued by government agencies or sponsored agencies$17,366,000678
Privately issued$612,0001,182
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)$66,549,0001,560
Total debt securities$66,549,0001,765
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$5,787,000144
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$69,179,0001,709
U.S. Government securities$39,629,0002,074
U.S. Treasury securities$4,609,000310
U.S. Government agency obligations$35,020,0002,251
Securities issued by states & political subdivisions$18,820,0001,174
Other domestic debt securities$10,730,000809
Privately issued residential mortgage-backed securities$637,0001,212
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,793,000125
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,300,000676
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$06,633
Mortgage-backed securities$35,657,0001,408
Certificates of participation in pools of residential mortgages$15,749,0001,935
Issued or guaranteed by U.S.$15,749,0001,924
Privately issued$0205
Collaterized mortgage obligations$19,908,000798
CMOs issued by government agencies or sponsored agencies$19,271,000602
Privately issued$637,0001,154
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)$69,179,0001,505
Total debt securities$69,179,0001,664
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$5,191,000156
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$59,732,0001,955
U.S. Government securities$35,662,0002,284
U.S. Treasury securities$4,477,000352
U.S. Government agency obligations$31,185,0002,534
Securities issued by states & political subdivisions$18,164,0001,207
Other domestic debt securities$5,906,0001,039
Privately issued residential mortgage-backed securities$696,0001,104
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,210,000124
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$06,689
Mortgage-backed securities$31,881,0001,374
Certificates of participation in pools of residential mortgages$10,698,0002,203
Issued or guaranteed by U.S.$10,698,0002,190
Privately issued$0191
Collaterized mortgage obligations$21,183,000712
CMOs issued by government agencies or sponsored agencies$20,487,000552
Privately issued$696,0001,051
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)$59,732,0001,697
Total debt securities$59,732,0001,903
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$8,524,000138
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$60,111,0001,929
U.S. Government securities$36,960,0002,221
U.S. Treasury securities$4,281,000374
U.S. Government agency obligations$32,679,0002,450
Securities issued by states & political subdivisions$16,554,0001,298
Other domestic debt securities$6,597,000943
Privately issued residential mortgage-backed securities$1,693,000857
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,904,000124
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$06,710
Mortgage-backed securities$34,372,0001,215
Certificates of participation in pools of residential mortgages$10,810,0002,025
Issued or guaranteed by U.S.$10,810,0002,016
Privately issued$0194
Collaterized mortgage obligations$23,562,000642
CMOs issued by government agencies or sponsored agencies$21,869,000512
Privately issued$1,693,000818
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)$60,111,0001,666
Total debt securities$60,111,0001,882
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$5,541,000153
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$59,145,0001,942
U.S. Government securities$35,620,0002,299
U.S. Treasury securities$4,070,000439
U.S. Government agency obligations$31,550,0002,511
Securities issued by states & political subdivisions$15,533,0001,359
Other domestic debt securities$7,992,000817
Privately issued residential mortgage-backed securities$1,753,000805
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,239,000103
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$06,778
Mortgage-backed securities$33,303,0001,223
Certificates of participation in pools of residential mortgages$9,285,0002,166
Issued or guaranteed by U.S.$9,285,0002,156
Privately issued$0207
Collaterized mortgage obligations$24,018,000628
CMOs issued by government agencies or sponsored agencies$22,265,000506
Privately issued$1,753,000762
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)$59,145,0001,673
Total debt securities$59,145,0001,897
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$5,455,000152
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$59,064,0001,967
U.S. Government securities$35,293,0002,353
U.S. Treasury securities$4,274,000454
U.S. Government agency obligations$31,019,0002,548
Securities issued by states & political subdivisions$14,742,0001,420
Other domestic debt securities$9,029,000768
Privately issued residential mortgage-backed securities$1,833,000759
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,196,00097
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$06,814
Mortgage-backed securities$32,852,0001,234
Certificates of participation in pools of residential mortgages$9,856,0002,078
Issued or guaranteed by U.S.$9,856,0002,070
Privately issued$0218
Collaterized mortgage obligations$22,996,000637
CMOs issued by government agencies or sponsored agencies$21,163,000519
Privately issued$1,833,000713
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)$59,064,0001,689
Total debt securities$59,064,0001,930
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$4,942,000195
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$61,744,0001,920
U.S. Government securities$37,182,0002,297
U.S. Treasury securities$4,286,000491
U.S. Government agency obligations$32,896,0002,478
Securities issued by states & political subdivisions$14,733,0001,418
Other domestic debt securities$9,829,000712
Privately issued residential mortgage-backed securities$1,867,000745
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,962,00091
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$06,854
Mortgage-backed securities$34,763,0001,203
Certificates of participation in pools of residential mortgages$10,137,0002,054
Issued or guaranteed by U.S.$10,137,0002,043
Privately issued$0208
Collaterized mortgage obligations$24,626,000619
CMOs issued by government agencies or sponsored agencies$22,759,000514
Privately issued$1,867,000705
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)$61,744,0001,646
Total debt securities$61,744,0001,877
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$4,891,00091
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$63,917,0001,858
U.S. Government securities$39,191,0002,203
U.S. Treasury securities$4,320,000512
U.S. Government agency obligations$34,871,0002,370
Securities issued by states & political subdivisions$13,599,0001,515
Other domestic debt securities$11,127,000658
Privately issued residential mortgage-backed securities$1,921,000730
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,206,00093
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$06,913
Mortgage-backed securities$36,792,0001,177
Certificates of participation in pools of residential mortgages$10,497,0002,039
Issued or guaranteed by U.S.$10,497,0002,025
Privately issued$0214
Collaterized mortgage obligations$26,295,000586
CMOs issued by government agencies or sponsored agencies$24,374,000479
Privately issued$1,921,000683
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)$63,917,0001,593
Total debt securities$63,917,0001,814
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$4,855,00094
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$61,219,0001,959
U.S. Government securities$39,524,0002,197
U.S. Treasury securities$4,040,000567
U.S. Government agency obligations$35,484,0002,340
Securities issued by states & political subdivisions$11,504,0001,718
Other domestic debt securities$10,191,000697
Privately issued residential mortgage-backed securities$955,000852
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,236,00092
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,970
Mortgage-backed securities$36,439,0001,197
Certificates of participation in pools of residential mortgages$10,898,0001,991
Issued or guaranteed by U.S.$10,898,0001,980
Privately issued$0211
Collaterized mortgage obligations$25,541,000592
CMOs issued by government agencies or sponsored agencies$24,586,000474
Privately issued$955,000796
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)$61,219,0001,669
Total debt securities$61,219,0001,912
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$4,551,000101
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$63,718,0001,900
U.S. Government securities$41,614,0002,142
U.S. Treasury securities$4,211,000606
U.S. Government agency obligations$37,403,0002,268
Securities issued by states & political subdivisions$10,581,0001,859
Other domestic debt securities$11,523,000662
Privately issued residential mortgage-backed securities$1,006,000833
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,517,00082
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,996
Mortgage-backed securities$38,409,0001,159
Certificates of participation in pools of residential mortgages$11,494,0001,971
Issued or guaranteed by U.S.$11,494,0001,960
Privately issued$0205
Collaterized mortgage obligations$26,915,000577
CMOs issued by government agencies or sponsored agencies$25,909,000468
Privately issued$1,006,000776
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)$63,718,0001,622
Total debt securities$63,717,0001,853
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$4,602,000102
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$65,220,0001,854
U.S. Government securities$41,893,0002,104
U.S. Treasury securities$4,501,000603
U.S. Government agency obligations$37,392,0002,256
Securities issued by states & political subdivisions$10,416,0001,873
Other domestic debt securities$12,911,000646
Privately issued residential mortgage-backed securities$1,064,000798
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$11,847,00079
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,036
Mortgage-backed securities$38,456,0001,162
Certificates of participation in pools of residential mortgages$12,045,0001,928
Issued or guaranteed by U.S.$12,045,0001,915
Privately issued$0216
Collaterized mortgage obligations$26,411,000577
CMOs issued by government agencies or sponsored agencies$25,347,000466
Privately issued$1,064,000746
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)$65,220,0001,577
Total debt securities$65,220,0001,817
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$4,346,00096
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$67,393,0001,792
U.S. Government securities$44,603,0001,983
U.S. Treasury securities$4,495,000584
U.S. Government agency obligations$40,108,0002,096
Securities issued by states & political subdivisions$8,735,0002,156
Other domestic debt securities$14,055,000616
Privately issued residential mortgage-backed securities$1,352,000750
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$12,303,00082
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0002,249
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$07,079
Mortgage-backed securities$41,460,0001,118
Certificates of participation in pools of residential mortgages$12,841,0001,880
Issued or guaranteed by U.S.$12,841,0001,866
Privately issued$0225
Collaterized mortgage obligations$28,619,000545
CMOs issued by government agencies or sponsored agencies$27,267,000447
Privately issued$1,352,000699
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)$67,393,0001,508
Total debt securities$67,393,0001,751
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$4,261,00094
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$68,660,0001,773
U.S. Government securities$47,202,0001,895
U.S. Treasury securities$4,699,000589
U.S. Government agency obligations$42,503,0002,016
Securities issued by states & political subdivisions$7,746,0002,322
Other domestic debt securities$13,712,000637
Privately issued residential mortgage-backed securities$1,500,000711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$11,812,00084
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0002,339
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$07,094
Mortgage-backed securities$44,003,0001,091
Certificates of participation in pools of residential mortgages$13,826,0001,848
Issued or guaranteed by U.S.$13,826,0001,834
Privately issued$0223
Collaterized mortgage obligations$30,177,000545
CMOs issued by government agencies or sponsored agencies$28,677,000454
Privately issued$1,500,000667
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)$68,660,0001,497
Total debt securities$68,660,0001,730
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$4,081,00097
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$68,146,0001,815
U.S. Government securities$47,971,0001,915
U.S. Treasury securities$4,340,000675
U.S. Government agency obligations$43,631,0001,996
Securities issued by states & political subdivisions$6,401,0002,638
Other domestic debt securities$13,774,000649
Privately issued residential mortgage-backed securities$2,152,000617
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$11,222,00085
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0002,416
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$9,847,0003,384
Mortgage-backed securities$45,783,0001,086
Certificates of participation in pools of residential mortgages$14,643,0001,831
Issued or guaranteed by U.S.$14,643,0001,819
Privately issued$0207
Collaterized mortgage obligations$31,140,000542
CMOs issued by government agencies or sponsored agencies$28,988,000466
Privately issued$2,152,000573
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)$68,146,0001,531
Total debt securities$68,146,0001,777
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$4,022,000102
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$71,019,0001,758
U.S. Government securities$49,274,0001,865
U.S. Treasury securities$4,298,000693
U.S. Government agency obligations$44,976,0001,955
Securities issued by states & political subdivisions$7,761,0002,363
Other domestic debt securities$13,984,000672
Privately issued residential mortgage-backed securities$1,755,000655
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$11,829,00088
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0002,475
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$10,227,0003,305
Mortgage-backed securities$46,731,0001,087
Certificates of participation in pools of residential mortgages$15,512,0001,783
Issued or guaranteed by U.S.$15,512,0001,775
Privately issued$0203
Collaterized mortgage obligations$31,219,000564
CMOs issued by government agencies or sponsored agencies$29,464,000465
Privately issued$1,755,000612
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)$71,019,0001,490
Total debt securities$71,019,0001,715
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$4,106,000100
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$69,070,0001,788
U.S. Government securities$50,046,0001,814
U.S. Treasury securities$4,299,000676
U.S. Government agency obligations$45,747,0001,900
Securities issued by states & political subdivisions$4,578,0003,195
Other domestic debt securities$14,446,000659
Privately issued residential mortgage-backed securities$1,900,000584
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$12,146,00094
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0002,534
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$10,533,0003,193
Mortgage-backed securities$47,647,0001,063
Certificates of participation in pools of residential mortgages$16,386,0001,733
Issued or guaranteed by U.S.$16,386,0001,725
Privately issued$0225
Collaterized mortgage obligations$31,261,000557
CMOs issued by government agencies or sponsored agencies$29,361,000469
Privately issued$1,900,000542
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)$69,070,0001,505
Total debt securities$69,070,0001,741
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$3,697,00095
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$60,683,0002,066
U.S. Government securities$49,090,0001,885
U.S. Treasury securities$4,009,000747
U.S. Government agency obligations$45,081,0001,961
Securities issued by states & political subdivisions$3,158,0003,751
Other domestic debt securities$8,435,000904
Privately issued residential mortgage-backed securities$1,150,000672
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,885,000108
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0002,642
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$10,252,0003,232
Mortgage-backed securities$46,231,0001,112
Certificates of participation in pools of residential mortgages$15,895,0001,786
Issued or guaranteed by U.S.$15,895,0001,778
Privately issued$0225
Collaterized mortgage obligations$30,336,000577
CMOs issued by government agencies or sponsored agencies$29,186,000491
Privately issued$1,150,000629
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)$60,683,0001,741
Total debt securities$60,683,0002,012
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$3,791,00097
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$49,446,0002,477
U.S. Government securities$25,418,0003,243
U.S. Treasury securities$3,248,000799
U.S. Government agency obligations$22,170,0003,462
Securities issued by states & political subdivisions$2,950,0003,852
Other domestic debt securities$21,078,000560
Privately issued residential mortgage-backed securities$13,375,000312
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,303,000108
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0002,725
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$10,978,0003,079
Mortgage-backed securities$35,545,0001,362
Certificates of participation in pools of residential mortgages$11,646,0002,204
Issued or guaranteed by U.S.$11,646,0002,195
Privately issued$0230
Collaterized mortgage obligations$23,899,000676
CMOs issued by government agencies or sponsored agencies$10,524,000969
Privately issued$13,375,000294
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)$49,446,0002,114
Total debt securities$49,446,0002,408
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$3,591,00094
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$44,546,0002,739
U.S. Government securities$20,929,0003,791
U.S. Treasury securities$3,126,000883
U.S. Government agency obligations$17,803,0004,072
Securities issued by states & political subdivisions$2,288,0004,223
Other domestic debt securities$21,329,000529
Privately issued residential mortgage-backed securities$11,758,000258
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,171,000106
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0002,869
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$07,280
Mortgage-backed securities$29,561,0001,550
Certificates of participation in pools of residential mortgages$8,203,0002,711
Issued or guaranteed by U.S.$8,203,0002,696
Privately issued$0248
Collaterized mortgage obligations$21,358,000736
CMOs issued by government agencies or sponsored agencies$9,600,0001,080
Privately issued$11,758,000222
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)$44,546,0002,362
Total debt securities$44,546,0002,674
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$3,378,000106
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$36,514,0003,143
U.S. Government securities$19,095,0003,925
U.S. Treasury securities$3,219,000864
U.S. Government agency obligations$15,876,0004,241
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$17,419,000627
Privately issued residential mortgage-backed securities$6,742,000323
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,277,000104
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0002,974
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$07,307
Mortgage-backed securities$22,618,0001,860
Certificates of participation in pools of residential mortgages$9,119,0002,533
Issued or guaranteed by U.S.$9,119,0002,523
Privately issued$0253
Collaterized mortgage obligations$13,499,000966
CMOs issued by government agencies or sponsored agencies$6,757,0001,298
Privately issued$6,742,000283
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)$36,514,0002,716
Total debt securities$36,514,0003,076
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$2,886,000106
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$39,789,0002,895
U.S. Government securities$18,247,0003,932
U.S. Treasury securities$2,252,0001,053
U.S. Government agency obligations$15,995,0004,136
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$21,542,000565
Privately issued residential mortgage-backed securities$9,245,000312
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$11,897,00099
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0003,008
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$07,339
Mortgage-backed securities$25,240,0001,757
Certificates of participation in pools of residential mortgages$9,990,0002,405
Issued or guaranteed by U.S.$9,990,0002,392
Privately issued$0256
Collaterized mortgage obligations$15,250,000963
CMOs issued by government agencies or sponsored agencies$6,005,0001,490
Privately issued$9,245,000277
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)$39,789,0002,488
Total debt securities$39,789,0002,818
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$2,812,000113
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$36,811,0003,021
U.S. Government securities$14,698,0004,583
U.S. Treasury securities$02,382
U.S. Government agency obligations$14,698,0004,419
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$22,113,000560
Privately issued residential mortgage-backed securities$10,956,000294
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,757,000106
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0003,043
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$07,369
Mortgage-backed securities$25,654,0001,708
Certificates of participation in pools of residential mortgages$11,689,0002,163
Issued or guaranteed by U.S.$11,689,0002,154
Privately issued$0257
Collaterized mortgage obligations$13,965,0001,041
CMOs issued by government agencies or sponsored agencies$3,009,0002,119
Privately issued$10,956,000263
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)$36,811,0002,594
Total debt securities$36,811,0002,943
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$2,337,000111
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$38,768,0002,882
U.S. Government securities$13,208,0004,825
U.S. Treasury securities$02,544
U.S. Government agency obligations$13,208,0004,650
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$25,560,000495
Privately issued residential mortgage-backed securities$13,883,000244
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$11,277,000101
Structured financial products - TotalNANA
Other domestic debt securities - All other$400,0003,069
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$07,400
Mortgage-backed securities$27,091,0001,623
Certificates of participation in pools of residential mortgages$11,926,0002,089
Issued or guaranteed by U.S.$11,926,0002,079
Privately issued$0252
Collaterized mortgage obligations$15,165,000989
CMOs issued by government agencies or sponsored agencies$1,282,0002,817
Privately issued$13,883,000215
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)$38,768,0002,461
Total debt securities$38,768,0002,798
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$2,399,000111
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$36,408,0002,885
U.S. Government securities$7,031,0006,449
U.S. Treasury securities$03,182
U.S. Government agency obligations$7,031,0006,215
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$26,410,000511
Privately issued residential mortgage-backed securities$15,018,000271
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,395,000107
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,997,0001,938
Foreign debt securities$0319
Equity securities$2,967,000887
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,583
Mortgage-backed securities$22,049,0001,708
Certificates of participation in pools of residential mortgages$5,827,0002,928
Issued or guaranteed by U.S.$5,827,0002,911
Privately issued$0260
Collaterized mortgage obligations$16,222,000951
CMOs issued by government agencies or sponsored agencies$1,204,0002,977
Privately issued$15,018,000242
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)$36,408,0002,397
Total debt securities$33,441,0003,018
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$56,656,0001,946
U.S. Government securities$13,437,0004,899
U.S. Treasury securities$04,186
U.S. Government agency obligations$13,437,0004,592
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$37,537,000345
Privately issued residential mortgage-backed securities$22,140,000181
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,397,000502
Foreign debt securities$0313
Equity securities$5,682,000785
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securities$35,577,0001,007
Certificates of participation in pools of residential mortgages$9,384,0001,810
Issued or guaranteed by U.S.$9,384,0001,798
Privately issued$0308
Collaterized mortgage obligations$26,193,000570
CMOs issued by government agencies or sponsored agencies$4,053,0001,542
Privately issued$22,140,000157
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)$56,656,0001,507
Total debt securities$50,974,0002,064
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$59,136,0001,942
U.S. Government securities$18,220,0004,147
U.S. Treasury securities$2,003,0002,677
U.S. Government agency obligations$16,217,0004,079
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$36,337,000373
Privately issued residential mortgage-backed securities$18,850,000225
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$17,487,000475
Foreign debt securities$0343
Equity securities$4,579,000879
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,327,0004,934
Mortgage-backed securities$35,067,0001,095
Certificates of participation in pools of residential mortgages$11,005,0001,760
Issued or guaranteed by U.S.$11,005,0001,749
Privately issued$0307
Collaterized mortgage obligations$24,062,000657
CMOs issued by government agencies or sponsored agencies$5,212,0001,463
Privately issued$18,850,000190
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)$59,136,0001,463
Total debt securities$54,557,0002,016
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$57,073,0002,030
U.S. Government securities$18,448,0004,148
U.S. Treasury securities$2,040,0003,793
U.S. Government agency obligations$16,408,0003,863
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$29,847,000376
Privately issued residential mortgage-backed securities$12,454,000251
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$17,393,000412
Foreign debt securities$0363
Equity securities$8,778,000550
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,358
Mortgage-backed securities$28,862,0001,340
Certificates of participation in pools of residential mortgages$13,076,0001,640
Issued or guaranteed by U.S.$13,076,0001,629
Privately issued$0349
Collaterized mortgage obligations$15,786,000884
CMOs issued by government agencies or sponsored agencies$3,332,0002,001
Privately issued$12,454,000210
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)$57,073,0001,536
Total debt securities$48,295,0002,307
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$46,736,0002,447
U.S. Government securities$19,043,0004,242
U.S. Treasury securities$5,514,0002,965
U.S. Government agency obligations$13,529,0004,308
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$22,185,000340
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$22,185,000219
Foreign debt securities$0390
Equity securities$5,508,000742
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,806
Mortgage-backed securities$13,529,0002,159
Certificates of participation in pools of residential mortgages$13,529,0001,595
Issued or guaranteed by U.S.$13,529,0001,584
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$46,736,0001,723
Total debt securities$41,228,0002,660
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$45,480,0002,658
U.S. Government securities$14,807,0005,548
U.S. Treasury securities$7,000,0002,977
U.S. Government agency obligations$7,807,0006,359
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$24,651,000318
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,651,000174
Foreign debt securities$0466
Equity securities$6,022,000654
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,225
Mortgage-backed securities$7,306,0003,485
Certificates of participation in pools of residential mortgages$7,306,0002,600
Issued or guaranteed by U.S.$7,306,0002,579
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$45,480,0001,811
Total debt securities$39,334,0002,984
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$34,627,0003,648
U.S. Government securities$9,797,0007,400
U.S. Treasury securities$6,832,0003,693
U.S. Government agency obligations$2,965,0009,032
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$22,783,000405
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$22,783,000251
Foreign debt securities$0553
Equity securities$2,047,0001,405
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,636
Mortgage-backed securities$445,0008,095
Certificates of participation in pools of residential mortgages$445,0007,128
Issued or guaranteed by U.S.$445,0007,094
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$34,627,0002,497
Total debt securities$32,278,0003,763
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$39,548,0003,322
U.S. Government securities$9,963,0007,758
U.S. Treasury securities$9,431,0003,592
U.S. Government agency obligations$532,00011,272
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$25,626,000396
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$25,626,000244
Foreign debt securities$0600
Equity securities$3,959,000783
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,127
Mortgage-backed securities$532,0008,457
Certificates of participation in pools of residential mortgages$532,0007,309
Issued or guaranteed by U.S.$532,0007,282
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$011,523
Available-for-sale securities (fair market value)$39,548,0001,443
Total debt securities$36,427,0003,519
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$37,005,0003,710
U.S. Government securities$8,661,0008,601
U.S. Treasury securities$7,983,0004,216
U.S. Government agency obligations$678,00011,507
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$24,972,000481
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,972,000311
Foreign debt securities$1,441,000158
Equity securities$1,931,0001,457
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,569
Mortgage-backed securities$678,0008,929
Certificates of participation in pools of residential mortgages$678,0007,676
Issued or guaranteed by U.S.$678,0007,625
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$35,074,0003,814
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$37,668,0003,651
U.S. Government securities$11,404,0007,462
U.S. Treasury securities$10,544,0003,362
U.S. Government agency obligations$860,00011,752
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$23,838,000556
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$23,838,000365
Foreign debt securities$1,055,000176
Equity securities$1,371,0001,574
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,910
Mortgage-backed securities$860,0009,156
Certificates of participation in pools of residential mortgages$860,0007,785
Issued or guaranteed by U.S.$860,0007,722
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$36,297,0003,683
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