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SB One Bank, Securities

2020-06-30Rank
Total securities$244,865,000610
U.S. Government securities$72,101,0001,057
U.S. Treasury securities$01,251
U.S. Government agency obligations$72,101,000995
Securities issued by states & political subdivisions$91,735,000409
Other domestic debt securities$81,029,000202
Privately issued residential mortgage-backed securities$5,091,000229
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$53,792,00080
Structured financial products - Total$0154
Other domestic debt securities - All other$13,305,000400
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$4,225,0003,290
Mortgage-backed securities$84,905,000762
Certificates of participation in pools of residential mortgages$19,209,0001,423
Issued or guaranteed by U.S.$19,209,0001,385
Privately issued$0251
Collaterized mortgage obligations$42,922,000473
CMOs issued by government agencies or sponsored agencies$37,831,000477
Privately issued$5,091,000141
Commercial mortgage-backed securities$22,774,000458
Commercial mortgage pass-through securities$5,844,000577
Other commercial mortgage-backed securities$16,930,000369
Held to maturity securities (book value)$12,250,000606
Available-for-sale securities (fair market value)$232,615,000577
Total debt securities$244,865,000602
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$238,544,000608
U.S. Government securities$91,370,000888
U.S. Treasury securities$01,297
U.S. Government agency obligations$91,370,000837
Securities issued by states & political subdivisions$54,252,000664
Other domestic debt securities$92,922,000187
Privately issued residential mortgage-backed securities$2,502,000311
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$53,425,00076
Structured financial products - Total$0155
Other domestic debt securities - All other$12,665,000379
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$4,283,0003,283
Mortgage-backed securities$112,506,000614
Certificates of participation in pools of residential mortgages$19,667,0001,397
Issued or guaranteed by U.S.$19,667,0001,359
Privately issued$0267
Collaterized mortgage obligations$40,718,000490
CMOs issued by government agencies or sponsored agencies$38,216,000479
Privately issued$2,502,000180
Commercial mortgage-backed securities$52,121,000272
Commercial mortgage pass-through securities$1,532,000986
Other commercial mortgage-backed securities$50,589,000202
Held to maturity securities (book value)$6,339,000828
Available-for-sale securities (fair market value)$232,205,000564
Total debt securities$238,544,000600
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$216,193,000641
U.S. Government securities$88,435,000936
U.S. Treasury securities$01,363
U.S. Government agency obligations$88,435,000881
Securities issued by states & political subdivisions$36,227,000917
Other domestic debt securities$91,531,000174
Privately issued residential mortgage-backed securities$2,572,000296
Commercial mortgage-backed securities - Total$19,873,00065
Asset backed securities$55,961,00074
Structured financial products - Total$0159
Other domestic debt securities - All other$13,125,000356
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$4,313,0003,326
Mortgage-backed securities$104,914,000641
Certificates of participation in pools of residential mortgages$20,835,0001,309
Issued or guaranteed by U.S.$20,835,0001,275
Privately issued$0249
Collaterized mortgage obligations$39,194,000504
CMOs issued by government agencies or sponsored agencies$36,622,000491
Privately issued$2,572,000180
Commercial mortgage-backed securities$44,885,000293
Commercial mortgage pass-through securities$1,480,000990
Other commercial mortgage-backed securities$43,405,000212
Held to maturity securities (book value)$4,012,000993
Available-for-sale securities (fair market value)$212,181,000586
Total debt securities$216,193,000631
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$211,467,000643
U.S. Government securities$112,360,000765
U.S. Treasury securities$01,429
U.S. Government agency obligations$112,360,000720
Securities issued by states & political subdivisions$24,555,0001,303
Other domestic debt securities$74,552,000199
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$18,176,00066
Asset backed securities$49,704,00080
Structured financial products - Total$0154
Other domestic debt securities - All other$6,672,000520
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$4,425,0003,377
Mortgage-backed securities$113,343,000582
Certificates of participation in pools of residential mortgages$16,837,0001,454
Issued or guaranteed by U.S.$16,837,0001,413
Privately issued$0287
Collaterized mortgage obligations$28,654,000637
CMOs issued by government agencies or sponsored agencies$28,654,000613
Privately issued$0463
Commercial mortgage-backed securities$67,852,000237
Commercial mortgage pass-through securities$5,858,000554
Other commercial mortgage-backed securities$61,994,000177
Held to maturity securities (book value)$4,331,0001,030
Available-for-sale securities (fair market value)$207,136,000582
Total debt securities$211,467,000636
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$198,191,000694
U.S. Government securities$111,819,000784
U.S. Treasury securities$01,467
U.S. Government agency obligations$111,819,000743
Securities issued by states & political subdivisions$21,855,0001,456
Other domestic debt securities$64,517,000198
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$15,398,00075
Asset backed securities$44,526,00082
Structured financial products - Total$0152
Other domestic debt securities - All other$4,593,000634
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$2,296,0003,840
Mortgage-backed securities$108,650,000595
Certificates of participation in pools of residential mortgages$17,194,0001,419
Issued or guaranteed by U.S.$17,194,0001,399
Privately issued$0244
Collaterized mortgage obligations$29,207,000606
CMOs issued by government agencies or sponsored agencies$29,207,000581
Privately issued$0476
Commercial mortgage-backed securities$62,249,000246
Commercial mortgage pass-through securities$5,841,000559
Other commercial mortgage-backed securities$56,408,000185
Held to maturity securities (book value)$4,024,0001,095
Available-for-sale securities (fair market value)$194,167,000623
Total debt securities$198,191,000685
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$196,081,000694
U.S. Government securities$103,080,000843
U.S. Treasury securities$01,516
U.S. Government agency obligations$103,080,000787
Securities issued by states & political subdivisions$67,028,000502
Other domestic debt securities$25,973,000345
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$22,733,000110
Structured financial products - Total$0154
Other domestic debt securities - All other$3,240,000747
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,415,0003,876
Mortgage-backed securities$79,591,000763
Certificates of participation in pools of residential mortgages$18,385,0001,378
Issued or guaranteed by U.S.$18,385,0001,356
Privately issued$0248
Collaterized mortgage obligations$30,657,000571
CMOs issued by government agencies or sponsored agencies$30,657,000547
Privately issued$0499
Commercial mortgage-backed securities$30,549,000341
Commercial mortgage pass-through securities$7,276,000487
Other commercial mortgage-backed securities$23,273,000268
Held to maturity securities (book value)$4,031,0001,106
Available-for-sale securities (fair market value)$192,050,000625
Total debt securities$196,081,000685
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$186,217,000733
U.S. Government securities$98,406,000878
U.S. Treasury securities$01,513
U.S. Government agency obligations$98,406,000826
Securities issued by states & political subdivisions$64,441,000545
Other domestic debt securities$23,370,000362
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$20,362,000113
Structured financial products - Total$0154
Other domestic debt securities - All other$3,008,000773
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,527,0003,890
Mortgage-backed securities$73,612,000797
Certificates of participation in pools of residential mortgages$18,620,0001,367
Issued or guaranteed by U.S.$18,620,0001,353
Privately issued$0211
Collaterized mortgage obligations$28,030,000608
CMOs issued by government agencies or sponsored agencies$28,030,000582
Privately issued$0498
Commercial mortgage-backed securities$26,962,000367
Commercial mortgage pass-through securities$7,137,000479
Other commercial mortgage-backed securities$19,825,000282
Held to maturity securities (book value)$4,078,0001,140
Available-for-sale securities (fair market value)$182,139,000659
Total debt securities$186,217,000724
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$177,547,000767
U.S. Government securities$93,523,000916
U.S. Treasury securities$01,500
U.S. Government agency obligations$93,523,000872
Securities issued by states & political subdivisions$64,512,000545
Other domestic debt securities$19,512,000392
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$17,525,000117
Structured financial products - Total$0171
Other domestic debt securities - All other$1,987,000922
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,843,0003,870
Mortgage-backed securities$67,199,000849
Certificates of participation in pools of residential mortgages$18,780,0001,374
Issued or guaranteed by U.S.$18,780,0001,368
Privately issued$0145
Collaterized mortgage obligations$24,205,000664
CMOs issued by government agencies or sponsored agencies$24,205,000632
Privately issued$0515
Commercial mortgage-backed securities$24,214,000389
Commercial mortgage pass-through securities$7,035,000466
Other commercial mortgage-backed securities$17,179,000287
Held to maturity securities (book value)$4,889,0001,101
Available-for-sale securities (fair market value)$172,658,000687
Total debt securities$177,547,000756
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$179,943,000777
U.S. Government securities$95,824,000900
U.S. Treasury securities$01,475
U.S. Government agency obligations$95,824,000857
Securities issued by states & political subdivisions$64,678,000566
Other domestic debt securities$19,441,000434
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$17,418,000115
Structured financial products - Total$0186
Other domestic debt securities - All other$2,023,000908
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$3,076,0003,834
Mortgage-backed securities$68,055,000853
Certificates of participation in pools of residential mortgages$18,185,0001,452
Issued or guaranteed by U.S.$18,185,0001,395
Privately issued$0453
Collaterized mortgage obligations$25,382,000644
CMOs issued by government agencies or sponsored agencies$25,382,000611
Privately issued$0544
Commercial mortgage-backed securities$24,488,000363
Commercial mortgage pass-through securities$7,105,000449
Other commercial mortgage-backed securities$17,383,000273
Held to maturity securities (book value)$5,418,0001,090
Available-for-sale securities (fair market value)$174,525,000695
Total debt securities$179,943,000765
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$179,635,000781
U.S. Government securities$95,123,000914
U.S. Treasury securities$01,426
U.S. Government agency obligations$95,123,000876
Securities issued by states & political subdivisions$66,482,000559
Other domestic debt securities$18,030,000403
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$15,982,000112
Structured financial products - Total$0193
Other domestic debt securities - All other$2,048,000919
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$16,853,0002,208
Mortgage-backed securities$65,221,000874
Certificates of participation in pools of residential mortgages$18,798,0001,465
Issued or guaranteed by U.S.$18,798,0001,462
Privately issued$067
Collaterized mortgage obligations$20,292,000734
CMOs issued by government agencies or sponsored agencies$20,292,000701
Privately issued$0557
Commercial mortgage-backed securities$26,131,000319
Commercial mortgage pass-through securities$7,151,000357
Other commercial mortgage-backed securities$18,980,000258
Held to maturity securities (book value)$5,534,0001,096
Available-for-sale securities (fair market value)$174,101,000702
Total debt securities$179,635,000772
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$104,034,0001,294
U.S. Government securities$49,406,0001,562
U.S. Treasury securities$01,328
U.S. Government agency obligations$49,406,0001,495
Securities issued by states & political subdivisions$46,537,000855
Other domestic debt securities$8,091,000648
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$6,061,000157
Structured financial products - Total$0204
Other domestic debt securities - All other$2,030,000935
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$17,328,0002,197
Mortgage-backed securities$30,544,0001,500
Certificates of participation in pools of residential mortgages$10,483,0002,092
Issued or guaranteed by U.S.$10,483,0002,091
Privately issued$064
Collaterized mortgage obligations$17,881,000792
CMOs issued by government agencies or sponsored agencies$17,881,000748
Privately issued$0573
Commercial mortgage-backed securities$2,180,000982
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$2,180,000619
Held to maturity securities (book value)$5,304,0001,145
Available-for-sale securities (fair market value)$98,730,0001,210
Total debt securities$104,034,0001,272
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$109,053,0001,246
U.S. Government securities$56,216,0001,419
U.S. Treasury securities$01,313
U.S. Government agency obligations$56,216,0001,360
Securities issued by states & political subdivisions$50,804,000786
Other domestic debt securities$2,033,0001,207
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$2,033,000967
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$22,806,0001,890
Mortgage-backed securities$36,679,0001,335
Certificates of participation in pools of residential mortgages$15,917,0001,690
Issued or guaranteed by U.S.$15,917,0001,688
Privately issued$069
Collaterized mortgage obligations$16,667,000819
CMOs issued by government agencies or sponsored agencies$16,667,000780
Privately issued$0584
Commercial mortgage-backed securities$4,095,000757
Commercial mortgage pass-through securities$1,882,000701
Other commercial mortgage-backed securities$2,213,000597
Held to maturity securities (book value)$8,075,0001,008
Available-for-sale securities (fair market value)$100,978,0001,184
Total debt securities$109,053,0001,223
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$106,721,0001,282
U.S. Government securities$52,961,0001,524
U.S. Treasury securities$01,351
U.S. Government agency obligations$52,961,0001,457
Securities issued by states & political subdivisions$51,727,000780
Other domestic debt securities$2,033,0001,222
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$2,033,000987
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$44,463,0001,177
Mortgage-backed securities$35,968,0001,375
Certificates of participation in pools of residential mortgages$16,649,0001,689
Issued or guaranteed by U.S.$16,649,0001,688
Privately issued$067
Collaterized mortgage obligations$15,069,000892
CMOs issued by government agencies or sponsored agencies$15,069,000855
Privately issued$0606
Commercial mortgage-backed securities$4,250,000738
Commercial mortgage pass-through securities$1,897,000681
Other commercial mortgage-backed securities$2,353,000574
Held to maturity securities (book value)$8,654,0001,004
Available-for-sale securities (fair market value)$98,067,0001,242
Total debt securities$106,721,0001,266
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$108,427,0001,279
U.S. Government securities$57,324,0001,443
U.S. Treasury securities$01,390
U.S. Government agency obligations$57,324,0001,378
Securities issued by states & political subdivisions$49,070,000837
Other domestic debt securities$2,033,0001,253
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$2,033,000998
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$47,093,0001,145
Mortgage-backed securities$35,081,0001,416
Certificates of participation in pools of residential mortgages$17,309,0001,694
Issued or guaranteed by U.S.$17,309,0001,694
Privately issued$066
Collaterized mortgage obligations$13,546,000955
CMOs issued by government agencies or sponsored agencies$13,546,000916
Privately issued$0642
Commercial mortgage-backed securities$4,226,000724
Commercial mortgage pass-through securities$1,875,000661
Other commercial mortgage-backed securities$2,351,000568
Held to maturity securities (book value)$8,630,0001,022
Available-for-sale securities (fair market value)$99,797,0001,238
Total debt securities$108,427,0001,258
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$100,229,0001,367
U.S. Government securities$45,940,0001,706
U.S. Treasury securities$01,367
U.S. Government agency obligations$45,940,0001,619
Securities issued by states & political subdivisions$52,307,000771
Other domestic debt securities$1,982,0001,285
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$1,982,0001,031
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$34,349,0001,444
Mortgage-backed securities$32,853,0001,474
Certificates of participation in pools of residential mortgages$17,956,0001,669
Issued or guaranteed by U.S.$17,956,0001,668
Privately issued$071
Collaterized mortgage obligations$10,532,0001,101
CMOs issued by government agencies or sponsored agencies$10,532,0001,049
Privately issued$0666
Commercial mortgage-backed securities$4,365,000692
Commercial mortgage pass-through securities$1,876,000631
Other commercial mortgage-backed securities$2,489,000541
Held to maturity securities (book value)$11,618,000917
Available-for-sale securities (fair market value)$88,611,0001,381
Total debt securities$100,228,0001,344
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$98,258,0001,389
U.S. Government securities$55,599,0001,446
U.S. Treasury securities$01,214
U.S. Government agency obligations$55,599,0001,384
Securities issued by states & political subdivisions$39,494,0001,030
Other domestic debt securities$3,165,0001,079
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$3,165,000834
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$33,664,0001,483
Mortgage-backed securities$41,946,0001,255
Certificates of participation in pools of residential mortgages$25,649,0001,302
Issued or guaranteed by U.S.$25,649,0001,301
Privately issued$067
Collaterized mortgage obligations$12,136,0001,028
CMOs issued by government agencies or sponsored agencies$12,136,000973
Privately issued$0671
Commercial mortgage-backed securities$4,161,000676
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$4,161,000436
Held to maturity securities (book value)$6,628,0001,145
Available-for-sale securities (fair market value)$91,630,0001,327
Total debt securities$98,258,0001,371
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$100,457,0001,376
U.S. Government securities$58,038,0001,433
U.S. Treasury securities$01,253
U.S. Government agency obligations$58,038,0001,373
Securities issued by states & political subdivisions$42,344,000961
Other domestic debt securities$75,0002,148
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$75,0001,740
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$32,857,0001,538
Mortgage-backed securities$44,005,0001,235
Certificates of participation in pools of residential mortgages$26,327,0001,277
Issued or guaranteed by U.S.$26,327,0001,273
Privately issued$071
Collaterized mortgage obligations$13,435,000970
CMOs issued by government agencies or sponsored agencies$13,435,000923
Privately issued$0687
Commercial mortgage-backed securities$4,243,000637
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$4,243,000420
Held to maturity securities (book value)$5,660,0001,235
Available-for-sale securities (fair market value)$94,797,0001,288
Total debt securities$100,457,0001,358
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$93,339,0001,490
U.S. Government securities$56,279,0001,514
U.S. Treasury securities$01,296
U.S. Government agency obligations$56,279,0001,445
Securities issued by states & political subdivisions$37,060,0001,075
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,776,0001,545
Mortgage-backed securities$43,752,0001,247
Certificates of participation in pools of residential mortgages$28,462,0001,196
Issued or guaranteed by U.S.$28,462,0001,195
Privately issued$066
Collaterized mortgage obligations$11,097,0001,103
CMOs issued by government agencies or sponsored agencies$11,097,0001,050
Privately issued$0699
Commercial mortgage-backed securities$4,193,000630
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$4,193,000412
Held to maturity securities (book value)$6,816,0001,191
Available-for-sale securities (fair market value)$86,523,0001,423
Total debt securities$93,339,0001,467
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$100,610,0001,390
U.S. Government securities$55,627,0001,551
U.S. Treasury securities$01,367
U.S. Government agency obligations$55,627,0001,478
Securities issued by states & political subdivisions$44,983,000905
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,351,0001,517
Mortgage-backed securities$42,839,0001,271
Certificates of participation in pools of residential mortgages$26,586,0001,277
Issued or guaranteed by U.S.$26,586,0001,276
Privately issued$066
Collaterized mortgage obligations$12,151,0001,064
CMOs issued by government agencies or sponsored agencies$12,151,0001,005
Privately issued$0704
Commercial mortgage-backed securities$4,102,000582
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$4,102,000375
Held to maturity securities (book value)$6,834,0001,203
Available-for-sale securities (fair market value)$93,776,0001,324
Total debt securities$100,610,0001,370
Structured notes
Amortized cost$2,124,000695
Fair value$2,149,000691
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$100,559,0001,401
U.S. Government securities$56,992,0001,534
U.S. Treasury securities$01,303
U.S. Government agency obligations$56,992,0001,468
Securities issued by states & political subdivisions$43,555,000916
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$12,0001,056
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,003,0001,548
Mortgage-backed securities$45,030,0001,237
Certificates of participation in pools of residential mortgages$27,571,0001,235
Issued or guaranteed by U.S.$27,571,0001,235
Privately issued$065
Collaterized mortgage obligations$13,264,0001,023
CMOs issued by government agencies or sponsored agencies$13,264,000969
Privately issued$0721
Commercial mortgage-backed securities$4,195,000556
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$4,195,000348
Held to maturity securities (book value)$5,857,0001,284
Available-for-sale securities (fair market value)$94,702,0001,309
Total debt securities$100,547,0001,382
Structured notes
Amortized cost$2,181,000805
Fair value$2,222,000803
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$99,861,0001,441
U.S. Government securities$59,735,0001,513
U.S. Treasury securities$01,348
U.S. Government agency obligations$59,735,0001,449
Securities issued by states & political subdivisions$40,115,000978
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$11,0001,082
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,571,0001,639
Mortgage-backed securities$48,492,0001,198
Certificates of participation in pools of residential mortgages$27,725,0001,276
Issued or guaranteed by U.S.$27,725,0001,276
Privately issued$067
Collaterized mortgage obligations$15,707,000968
CMOs issued by government agencies or sponsored agencies$15,707,000919
Privately issued$0741
Commercial mortgage-backed securities$5,060,000499
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$5,060,000306
Held to maturity securities (book value)$5,982,0001,297
Available-for-sale securities (fair market value)$93,879,0001,346
Total debt securities$99,850,0001,419
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$91,064,0001,563
U.S. Government securities$52,361,0001,742
U.S. Treasury securities$01,327
U.S. Government agency obligations$52,361,0001,666
Securities issued by states & political subdivisions$38,692,000993
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$11,0001,085
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,351,0001,592
Mortgage-backed securities$40,954,0001,385
Certificates of participation in pools of residential mortgages$24,158,0001,448
Issued or guaranteed by U.S.$24,158,0001,448
Privately issued$070
Collaterized mortgage obligations$13,706,0001,080
CMOs issued by government agencies or sponsored agencies$13,706,0001,034
Privately issued$0776
Commercial mortgage-backed securities$3,090,000585
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$3,090,000373
Held to maturity securities (book value)$6,491,0001,266
Available-for-sale securities (fair market value)$84,573,0001,510
Total debt securities$91,053,0001,547
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$83,982,0001,702
U.S. Government securities$51,582,0001,771
U.S. Treasury securities$01,361
U.S. Government agency obligations$51,582,0001,697
Securities issued by states & political subdivisions$32,390,0001,189
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$10,0001,110
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,698,0001,591
Mortgage-backed securities$43,724,0001,355
Certificates of participation in pools of residential mortgages$21,427,0001,601
Issued or guaranteed by U.S.$21,427,0001,599
Privately issued$075
Collaterized mortgage obligations$19,242,000902
CMOs issued by government agencies or sponsored agencies$19,242,000857
Privately issued$0785
Commercial mortgage-backed securities$3,055,000572
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$3,055,000355
Held to maturity securities (book value)$6,006,0001,326
Available-for-sale securities (fair market value)$77,976,0001,636
Total debt securities$83,972,0001,685
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$76,539,0001,885
U.S. Government securities$49,576,0001,872
U.S. Treasury securities$01,381
U.S. Government agency obligations$49,576,0001,804
Securities issued by states & political subdivisions$26,825,0001,428
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$138,000871
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,154,0001,726
Mortgage-backed securities$44,657,0001,359
Certificates of participation in pools of residential mortgages$18,941,0001,793
Issued or guaranteed by U.S.$18,941,0001,791
Privately issued$073
Collaterized mortgage obligations$25,716,000761
CMOs issued by government agencies or sponsored agencies$25,716,000722
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$5,106,0001,405
Available-for-sale securities (fair market value)$71,433,0001,804
Total debt securities$76,401,0001,864
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$87,080,0001,689
U.S. Government securities$52,626,0001,794
U.S. Treasury securities$01,342
U.S. Government agency obligations$52,626,0001,731
Securities issued by states & political subdivisions$34,300,0001,131
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$154,000892
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,165,0001,824
Mortgage-backed securities$47,637,0001,308
Certificates of participation in pools of residential mortgages$19,691,0001,799
Issued or guaranteed by U.S.$19,691,0001,797
Privately issued$075
Collaterized mortgage obligations$27,946,000725
CMOs issued by government agencies or sponsored agencies$27,946,000686
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$6,055,0001,359
Available-for-sale securities (fair market value)$81,025,0001,613
Total debt securities$86,926,0001,671
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$93,754,0001,593
U.S. Government securities$60,648,0001,595
U.S. Treasury securities$01,198
U.S. Government agency obligations$60,648,0001,535
Securities issued by states & political subdivisions$32,964,0001,177
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$142,000909
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,749,0001,369
Mortgage-backed securities$55,419,0001,152
Certificates of participation in pools of residential mortgages$24,086,0001,544
Issued or guaranteed by U.S.$24,086,0001,543
Privately issued$076
Collaterized mortgage obligations$31,333,000670
CMOs issued by government agencies or sponsored agencies$31,333,000635
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$5,800,0001,380
Available-for-sale securities (fair market value)$87,954,0001,501
Total debt securities$93,612,0001,578
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$96,429,0001,540
U.S. Government securities$64,317,0001,491
U.S. Treasury securities$01,131
U.S. Government agency obligations$64,317,0001,443
Securities issued by states & political subdivisions$31,949,0001,213
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$163,000906
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,192,0001,461
Mortgage-backed securities$58,936,0001,072
Certificates of participation in pools of residential mortgages$25,180,0001,515
Issued or guaranteed by U.S.$25,180,0001,514
Privately issued$081
Collaterized mortgage obligations$33,756,000638
CMOs issued by government agencies or sponsored agencies$33,756,000601
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$6,074,0001,344
Available-for-sale securities (fair market value)$90,355,0001,454
Total debt securities$96,266,0001,516
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$100,899,0001,482
U.S. Government securities$68,818,0001,441
U.S. Treasury securities$01,131
U.S. Government agency obligations$68,818,0001,395
Securities issued by states & political subdivisions$31,938,0001,212
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$143,000925
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,921,0001,376
Mortgage-backed securities$63,305,0001,027
Certificates of participation in pools of residential mortgages$27,474,0001,425
Issued or guaranteed by U.S.$27,474,0001,423
Privately issued$080
Collaterized mortgage obligations$35,831,000617
CMOs issued by government agencies or sponsored agencies$35,831,000574
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$5,824,0001,329
Available-for-sale securities (fair market value)$95,075,0001,409
Total debt securities$100,756,0001,467
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$110,150,0001,362
U.S. Government securities$78,735,0001,268
U.S. Treasury securities$01,152
U.S. Government agency obligations$78,735,0001,233
Securities issued by states & political subdivisions$31,281,0001,222
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$134,000932
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,848,0001,707
Mortgage-backed securities$73,125,000919
Certificates of participation in pools of residential mortgages$29,834,0001,318
Issued or guaranteed by U.S.$29,834,0001,318
Privately issued$083
Collaterized mortgage obligations$43,291,000537
CMOs issued by government agencies or sponsored agencies$43,291,000504
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$5,239,0001,309
Available-for-sale securities (fair market value)$104,911,0001,284
Total debt securities$110,016,0001,346
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$128,424,0001,208
U.S. Government securities$93,686,0001,095
U.S. Treasury securities$01,161
U.S. Government agency obligations$93,686,0001,053
Securities issued by states & political subdivisions$34,602,0001,101
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$136,000947
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,235,0001,531
Mortgage-backed securities$88,060,000788
Certificates of participation in pools of residential mortgages$33,238,0001,229
Issued or guaranteed by U.S.$33,238,0001,227
Privately issued$083
Collaterized mortgage obligations$54,822,000483
CMOs issued by government agencies or sponsored agencies$54,822,000450
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$5,473,0001,255
Available-for-sale securities (fair market value)$122,951,0001,137
Total debt securities$128,288,0001,196
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$123,778,0001,225
U.S. Government securities$90,710,0001,104
U.S. Treasury securities$01,135
U.S. Government agency obligations$90,710,0001,062
Securities issued by states & political subdivisions$32,962,0001,127
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$106,000951
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,085,0001,847
Mortgage-backed securities$90,710,000761
Certificates of participation in pools of residential mortgages$29,516,0001,351
Issued or guaranteed by U.S.$29,516,0001,347
Privately issued$085
Collaterized mortgage obligations$61,194,000446
CMOs issued by government agencies or sponsored agencies$61,194,000416
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$5,221,0001,288
Available-for-sale securities (fair market value)$118,557,0001,140
Total debt securities$123,672,0001,210
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$124,217,0001,225
U.S. Government securities$87,910,0001,168
U.S. Treasury securities$01,086
U.S. Government agency obligations$87,910,0001,134
Securities issued by states & political subdivisions$36,203,000982
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$104,000956
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,793,0002,415
Mortgage-backed securities$87,910,000829
Certificates of participation in pools of residential mortgages$27,245,0001,493
Issued or guaranteed by U.S.$27,245,0001,491
Privately issued$088
Collaterized mortgage obligations$60,665,000471
CMOs issued by government agencies or sponsored agencies$60,665,000443
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$5,593,0001,265
Available-for-sale securities (fair market value)$118,624,0001,152
Total debt securities$124,113,0001,206
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$120,289,0001,271
U.S. Government securities$86,194,0001,205
U.S. Treasury securities$01,068
U.S. Government agency obligations$86,194,0001,169
Securities issued by states & political subdivisions$33,137,0001,044
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$958,000622
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,516,0001,859
Mortgage-backed securities$86,194,000863
Certificates of participation in pools of residential mortgages$29,343,0001,450
Issued or guaranteed by U.S.$29,343,0001,448
Privately issued$094
Collaterized mortgage obligations$56,851,000506
CMOs issued by government agencies or sponsored agencies$56,851,000474
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$5,168,0001,305
Available-for-sale securities (fair market value)$115,121,0001,208
Total debt securities$119,331,0001,266
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$105,245,0001,433
U.S. Government securities$74,609,0001,422
U.S. Treasury securities$01,157
U.S. Government agency obligations$74,609,0001,384
Securities issued by states & political subdivisions$29,684,0001,122
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$952,000605
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,450,0001,745
Mortgage-backed securities$74,609,000993
Certificates of participation in pools of residential mortgages$17,010,0002,114
Issued or guaranteed by U.S.$17,010,0002,111
Privately issued$094
Collaterized mortgage obligations$57,599,000526
CMOs issued by government agencies or sponsored agencies$57,599,000489
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$4,728,0001,371
Available-for-sale securities (fair market value)$100,517,0001,361
Total debt securities$104,293,0001,437
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$100,204,0001,458
U.S. Government securities$71,998,0001,393
U.S. Treasury securities$01,076
U.S. Government agency obligations$71,998,0001,350
Securities issued by states & political subdivisions$24,791,0001,302
Other domestic debt securities$2,477,0001,451
Privately issued residential mortgage-backed securities$2,477,000558
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$938,000585
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,001,0001,954
Mortgage-backed securities$74,475,000954
Certificates of participation in pools of residential mortgages$17,422,0001,988
Issued or guaranteed by U.S.$17,422,0001,986
Privately issued$0121
Collaterized mortgage obligations$57,053,000524
CMOs issued by government agencies or sponsored agencies$54,576,000474
Privately issued$2,477,000531
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$4,220,0001,455
Available-for-sale securities (fair market value)$95,984,0001,366
Total debt securities$99,266,0001,449
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$81,514,0001,677
U.S. Government securities$46,393,0001,944
U.S. Treasury securities$01,126
U.S. Government agency obligations$46,393,0001,891
Securities issued by states & political subdivisions$31,128,000988
Other domestic debt securities$3,087,0001,337
Privately issued residential mortgage-backed securities$3,087,000543
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$906,000604
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,245,0002,444
Mortgage-backed securities$45,476,0001,358
Certificates of participation in pools of residential mortgages$19,423,0001,761
Issued or guaranteed by U.S.$19,423,0001,757
Privately issued$0132
Collaterized mortgage obligations$26,053,000883
CMOs issued by government agencies or sponsored agencies$22,966,000844
Privately issued$3,087,000512
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$3,287,0001,589
Available-for-sale securities (fair market value)$78,227,0001,589
Total debt securities$80,608,0001,676
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$73,401,0001,836
U.S. Government securities$38,542,0002,301
U.S. Treasury securities$01,225
U.S. Government agency obligations$38,542,0002,229
Securities issued by states & political subdivisions$30,287,000962
Other domestic debt securities$3,682,0001,171
Privately issued residential mortgage-backed securities$3,682,000516
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$890,000607
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,172,0002,685
Mortgage-backed securities$37,207,0001,564
Certificates of participation in pools of residential mortgages$15,565,0002,006
Issued or guaranteed by U.S.$15,565,0002,003
Privately issued$0125
Collaterized mortgage obligations$21,642,000998
CMOs issued by government agencies or sponsored agencies$17,960,000974
Privately issued$3,682,000491
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$1,966,0001,861
Available-for-sale securities (fair market value)$71,435,0001,706
Total debt securities$72,511,0001,843
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$81,252,0001,678
U.S. Government securities$46,035,0001,974
U.S. Treasury securities$01,272
U.S. Government agency obligations$46,035,0001,915
Securities issued by states & political subdivisions$29,951,000951
Other domestic debt securities$4,407,0001,110
Privately issued residential mortgage-backed securities$4,407,000507
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$859,000632
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,538,0002,626
Mortgage-backed securities$35,054,0001,583
Certificates of participation in pools of residential mortgages$15,182,0001,988
Issued or guaranteed by U.S.$15,182,0001,985
Privately issued$0136
Collaterized mortgage obligations$19,872,0001,034
CMOs issued by government agencies or sponsored agencies$15,465,0001,034
Privately issued$4,407,000489
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$1,333,0002,044
Available-for-sale securities (fair market value)$79,919,0001,539
Total debt securities$80,393,0001,677
Structured notes
Amortized cost$1,285,0002,380
Fair value$1,288,0002,375
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$89,869,0001,485
U.S. Government securities$54,448,0001,642
U.S. Treasury securities$01,275
U.S. Government agency obligations$54,448,0001,589
Securities issued by states & political subdivisions$29,735,000937
Other domestic debt securities$4,807,0001,132
Privately issued residential mortgage-backed securities$4,807,000519
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$879,000620
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,098,0002,862
Mortgage-backed securities$38,066,0001,448
Certificates of participation in pools of residential mortgages$16,419,0001,817
Issued or guaranteed by U.S.$16,419,0001,813
Privately issued$0141
Collaterized mortgage obligations$21,647,000956
CMOs issued by government agencies or sponsored agencies$16,840,000961
Privately issued$4,807,000498
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$1,000,0002,168
Available-for-sale securities (fair market value)$88,869,0001,338
Total debt securities$88,990,0001,478
Structured notes
Amortized cost$4,285,0001,262
Fair value$4,299,0001,253
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$85,182,0001,521
U.S. Government securities$48,731,0001,772
U.S. Treasury securities$01,180
U.S. Government agency obligations$48,731,0001,708
Securities issued by states & political subdivisions$30,089,000891
Other domestic debt securities$5,446,0001,097
Privately issued residential mortgage-backed securities$5,446,000541
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$916,000658
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,767,0002,807
Mortgage-backed securities$36,872,0001,474
Certificates of participation in pools of residential mortgages$18,097,0001,649
Issued or guaranteed by U.S.$18,097,0001,645
Privately issued$0141
Collaterized mortgage obligations$18,775,0001,045
CMOs issued by government agencies or sponsored agencies$13,329,0001,084
Privately issued$5,446,000518
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)$85,182,0001,360
Total debt securities$84,266,0001,519
Structured notes
Amortized cost$4,285,0001,261
Fair value$4,301,0001,262
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$76,763,0001,666
U.S. Government securities$40,166,0002,117
U.S. Treasury securities$01,121
U.S. Government agency obligations$40,166,0002,041
Securities issued by states & political subdivisions$29,938,000837
Other domestic debt securities$5,764,0001,057
Privately issued residential mortgage-backed securities$5,764,000559
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$895,000689
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,630,0002,738
Mortgage-backed securities$30,102,0001,688
Certificates of participation in pools of residential mortgages$19,971,0001,544
Issued or guaranteed by U.S.$19,971,0001,537
Privately issued$0148
Collaterized mortgage obligations$10,131,0001,416
CMOs issued by government agencies or sponsored agencies$4,367,0001,753
Privately issued$5,764,000538
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)$76,763,0001,481
Total debt securities$75,868,0001,664
Structured notes
Amortized cost$3,285,0001,560
Fair value$3,311,0001,556
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$73,166,0001,736
U.S. Government securities$40,418,0002,135
U.S. Treasury securities$01,130
U.S. Government agency obligations$40,418,0002,058
Securities issued by states & political subdivisions$25,892,000950
Other domestic debt securities$5,966,0001,086
Privately issued residential mortgage-backed securities$5,966,000576
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$890,000696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,677,0003,561
Mortgage-backed securities$28,118,0001,796
Certificates of participation in pools of residential mortgages$20,377,0001,603
Issued or guaranteed by U.S.$20,377,0001,599
Privately issued$0145
Collaterized mortgage obligations$7,741,0001,544
CMOs issued by government agencies or sponsored agencies$1,775,0002,245
Privately issued$5,966,000555
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)$73,166,0001,544
Total debt securities$72,276,0001,738
Structured notes
Amortized cost$3,285,0001,338
Fair value$3,281,0001,338
Trading account assets$2,573,000135
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$70,696,0001,777
U.S. Government securities$36,722,0002,270
U.S. Treasury securities$01,077
U.S. Government agency obligations$36,722,0002,206
Securities issued by states & political subdivisions$25,877,000946
Other domestic debt securities$7,211,0001,021
Privately issued residential mortgage-backed securities$6,204,000596
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$1,007,0001,399
Foreign debt securities$0171
Equity securities$886,000704
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,099,0003,489
Mortgage-backed securities$27,924,0001,829
Certificates of participation in pools of residential mortgages$19,757,0001,698
Issued or guaranteed by U.S.$19,757,0001,693
Privately issued$0157
Collaterized mortgage obligations$8,167,0001,501
CMOs issued by government agencies or sponsored agencies$1,963,0002,189
Privately issued$6,204,000573
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)$70,696,0001,572
Total debt securities$69,810,0001,778
Structured notes
Amortized cost$3,285,0001,115
Fair value$3,291,0001,117
Trading account assets$2,954,000133
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$79,365,0001,611
U.S. Government securities$45,879,0001,854
U.S. Treasury securities$01,047
U.S. Government agency obligations$45,879,0001,795
Securities issued by states & political subdivisions$25,997,000936
Other domestic debt securities$6,592,0001,126
Privately issued residential mortgage-backed securities$5,569,000663
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$1,023,0001,469
Foreign debt securities$0175
Equity securities$897,000751
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,523,0002,611
Mortgage-backed securities$35,113,0001,598
Certificates of participation in pools of residential mortgages$21,337,0001,656
Issued or guaranteed by U.S.$21,337,0001,650
Privately issued$0171
Collaterized mortgage obligations$13,776,0001,157
CMOs issued by government agencies or sponsored agencies$8,207,0001,244
Privately issued$5,569,000637
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)$79,365,0001,402
Total debt securities$78,468,0001,598
Structured notes
Amortized cost$3,285,000789
Fair value$3,305,000789
Trading account assets$3,974,000135
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$86,055,0001,448
U.S. Government securities$49,996,0001,672
U.S. Treasury securities$01,036
U.S. Government agency obligations$49,996,0001,629
Securities issued by states & political subdivisions$29,201,000784
Other domestic debt securities$5,926,0001,215
Privately issued residential mortgage-backed securities$4,902,000711
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$1,024,0001,498
Foreign debt securities$0183
Equity securities$932,000798
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,457,0002,187
Mortgage-backed securities$40,636,0001,426
Certificates of participation in pools of residential mortgages$26,950,0001,402
Issued or guaranteed by U.S.$26,950,0001,394
Privately issued$0181
Collaterized mortgage obligations$13,686,0001,136
CMOs issued by government agencies or sponsored agencies$8,784,0001,172
Privately issued$4,902,000683
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)$86,055,0001,268
Total debt securities$85,123,0001,441
Structured notes
Amortized cost$3,285,000513
Fair value$3,251,000512
Trading account assets$7,910,000120
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$75,840,0001,633
U.S. Government securities$42,518,0001,967
U.S. Treasury securities$0981
U.S. Government agency obligations$42,518,0001,924
Securities issued by states & political subdivisions$26,869,000815
Other domestic debt securities$5,528,0001,176
Privately issued residential mortgage-backed securities$4,552,000745
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$976,0001,585
Foreign debt securities$0181
Equity securities$925,000804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,920,0002,192
Mortgage-backed securities$37,611,0001,546
Certificates of participation in pools of residential mortgages$27,451,0001,421
Issued or guaranteed by U.S.$27,451,0001,409
Privately issued$0191
Collaterized mortgage obligations$10,160,0001,350
CMOs issued by government agencies or sponsored agencies$5,608,0001,435
Privately issued$4,552,000713
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)$75,840,0001,426
Total debt securities$74,915,0001,623
Structured notes
Amortized cost$2,000,000582
Fair value$1,980,000652
Trading account assets$11,315,000114
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$61,095,0001,931
U.S. Government securities$33,664,0002,412
U.S. Treasury securities$0973
U.S. Government agency obligations$33,664,0002,360
Securities issued by states & political subdivisions$23,859,000912
Other domestic debt securities$2,671,0001,612
Privately issued residential mortgage-backed securities$2,671,000881
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$901,000780
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,655,0001,972
Mortgage-backed securities$28,371,0001,843
Certificates of participation in pools of residential mortgages$19,861,0001,790
Issued or guaranteed by U.S.$19,861,0001,780
Privately issued$0188
Collaterized mortgage obligations$8,510,0001,424
CMOs issued by government agencies or sponsored agencies$5,839,0001,385
Privately issued$2,671,000845
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)$61,095,0001,693
Total debt securities$60,194,0001,939
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$13,290,000109
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$63,249,0001,839
U.S. Government securities$35,713,0002,234
U.S. Treasury securities$01,019
U.S. Government agency obligations$35,713,0002,188
Securities issued by states & political subdivisions$23,665,000907
Other domestic debt securities$2,742,0001,577
Privately issued residential mortgage-backed securities$2,742,000860
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$1,129,000707
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,787,0002,010
Mortgage-backed securities$26,669,0001,841
Certificates of participation in pools of residential mortgages$20,961,0001,635
Issued or guaranteed by U.S.$20,961,0001,625
Privately issued$0192
Collaterized mortgage obligations$5,708,0001,624
CMOs issued by government agencies or sponsored agencies$2,966,0001,765
Privately issued$2,742,000822
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)$63,249,0001,617
Total debt securities$62,120,0001,850
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$13,519,000111
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$47,315,0002,431
U.S. Government securities$22,526,0003,259
U.S. Treasury securities$01,021
U.S. Government agency obligations$22,526,0003,198
Securities issued by states & political subdivisions$20,339,0001,073
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$4,450,000513
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,171,0001,951
Mortgage-backed securities$15,998,0002,571
Certificates of participation in pools of residential mortgages$14,355,0002,120
Issued or guaranteed by U.S.$14,355,0002,109
Privately issued$0202
Collaterized mortgage obligations$1,643,0002,483
CMOs issued by government agencies or sponsored agencies$1,643,0002,149
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$47,315,0002,138
Total debt securities$42,865,0002,574
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$14,104,000114
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$47,695,0002,402
U.S. Government securities$23,229,0003,172
U.S. Treasury securities$01,044
U.S. Government agency obligations$23,229,0003,118
Securities issued by states & political subdivisions$21,432,0001,017
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$3,034,000668
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,573,0002,103
Mortgage-backed securities$16,405,0002,464
Certificates of participation in pools of residential mortgages$14,644,0002,037
Issued or guaranteed by U.S.$14,644,0002,027
Privately issued$0205
Collaterized mortgage obligations$1,761,0002,430
CMOs issued by government agencies or sponsored agencies$1,761,0002,102
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$47,695,0002,122
Total debt securities$44,661,0002,484
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$13,834,000125
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$47,073,0002,424
U.S. Government securities$22,599,0003,286
U.S. Treasury securities$01,146
U.S. Government agency obligations$22,599,0003,216
Securities issued by states & political subdivisions$23,384,000903
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$1,090,000963
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,713,0001,818
Mortgage-backed securities$15,859,0002,254
Certificates of participation in pools of residential mortgages$13,997,0001,854
Issued or guaranteed by U.S.$13,997,0001,845
Privately issued$0191
Collaterized mortgage obligations$1,862,0002,277
CMOs issued by government agencies or sponsored agencies$1,862,0001,983
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$47,073,0002,113
Total debt securities$45,983,0002,419
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$14,259,000123
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$45,209,0002,514
U.S. Government securities$22,164,0003,372
U.S. Treasury securities$01,235
U.S. Government agency obligations$22,164,0003,305
Securities issued by states & political subdivisions$22,183,000926
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$862,0001,036
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,691,0001,850
Mortgage-backed securities$14,179,0002,248
Certificates of participation in pools of residential mortgages$12,231,0001,873
Issued or guaranteed by U.S.$12,231,0001,864
Privately issued$0194
Collaterized mortgage obligations$1,948,0002,203
CMOs issued by government agencies or sponsored agencies$1,948,0001,911
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$45,209,0002,188
Total debt securities$44,347,0002,505
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$11,865,000125
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$44,997,0002,497
U.S. Government securities$20,752,0003,548
U.S. Treasury securities$01,362
U.S. Government agency obligations$20,752,0003,465
Securities issued by states & political subdivisions$23,387,000866
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$858,0001,055
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,631,0001,774
Mortgage-backed securities$11,577,0002,457
Certificates of participation in pools of residential mortgages$11,577,0001,887
Issued or guaranteed by U.S.$11,577,0001,881
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$44,997,0002,163
Total debt securities$44,139,0002,495
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$12,282,000125
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$44,195,0002,553
U.S. Government securities$19,435,0003,731
U.S. Treasury securities$01,448
U.S. Government agency obligations$19,435,0003,640
Securities issued by states & political subdivisions$23,894,000844
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$866,0001,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,149,0001,817
Mortgage-backed securities$9,263,0002,756
Certificates of participation in pools of residential mortgages$9,263,0002,170
Issued or guaranteed by U.S.$9,263,0002,161
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$44,195,0002,222
Total debt securities$43,329,0002,557
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$13,476,000145
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$53,179,0002,201
U.S. Government securities$30,287,0002,708
U.S. Treasury securities$01,498
U.S. Government agency obligations$30,287,0002,639
Securities issued by states & political subdivisions$20,833,000970
Other domestic debt securities$1,194,0001,821
Privately issued residential mortgage-backed securities$1,194,000843
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$865,0001,109
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,325,0001,699
Mortgage-backed securities$22,573,0001,604
Certificates of participation in pools of residential mortgages$15,933,0001,542
Issued or guaranteed by U.S.$15,933,0001,535
Privately issued$0208
Collaterized mortgage obligations$6,640,0001,320
CMOs issued by government agencies or sponsored agencies$5,446,0001,232
Privately issued$1,194,000792
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)$53,179,0001,903
Total debt securities$52,314,0002,190
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$58,147,0002,057
U.S. Government securities$31,698,0002,661
U.S. Treasury securities$01,574
U.S. Government agency obligations$31,698,0002,595
Securities issued by states & political subdivisions$24,197,000816
Other domestic debt securities$1,396,0001,755
Privately issued residential mortgage-backed securities$1,396,000800
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$856,0001,120
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,385,0001,784
Mortgage-backed securities$23,208,0001,580
Certificates of participation in pools of residential mortgages$15,795,0001,562
Issued or guaranteed by U.S.$15,795,0001,551
Privately issued$0214
Collaterized mortgage obligations$7,413,0001,204
CMOs issued by government agencies or sponsored agencies$6,017,0001,137
Privately issued$1,396,000743
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)$58,147,0001,756
Total debt securities$57,291,0002,036
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$55,629,0002,122
U.S. Government securities$29,766,0002,772
U.S. Treasury securities$01,634
U.S. Government agency obligations$29,766,0002,688
Securities issued by states & political subdivisions$23,375,000831
Other domestic debt securities$1,651,0001,658
Privately issued residential mortgage-backed securities$1,651,000747
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$837,0001,141
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,860,0001,741
Mortgage-backed securities$24,523,0001,538
Certificates of participation in pools of residential mortgages$16,587,0001,533
Issued or guaranteed by U.S.$16,587,0001,524
Privately issued$0211
Collaterized mortgage obligations$7,936,0001,161
CMOs issued by government agencies or sponsored agencies$6,285,0001,102
Privately issued$1,651,000699
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)$55,629,0001,807
Total debt securities$54,792,0002,107
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$56,117,0002,129
U.S. Government securities$29,764,0002,826
U.S. Treasury securities$01,715
U.S. Government agency obligations$29,764,0002,735
Securities issued by states & political subdivisions$23,724,000807
Other domestic debt securities$1,785,0001,664
Privately issued residential mortgage-backed securities$1,785,000727
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$844,0001,160
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,270,0001,661
Mortgage-backed securities$24,664,0001,551
Certificates of participation in pools of residential mortgages$16,266,0001,562
Issued or guaranteed by U.S.$16,266,0001,553
Privately issued$0205
Collaterized mortgage obligations$8,398,0001,129
CMOs issued by government agencies or sponsored agencies$6,613,0001,086
Privately issued$1,785,000676
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)$56,117,0001,809
Total debt securities$55,273,0002,112
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$58,901,0002,048
U.S. Government securities$31,455,0002,671
U.S. Treasury securities$01,737
U.S. Government agency obligations$31,455,0002,591
Securities issued by states & political subdivisions$23,756,000803
Other domestic debt securities$2,847,0001,391
Privately issued residential mortgage-backed securities$2,096,000666
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$751,0001,792
Foreign debt securities$0223
Equity securities$843,0001,186
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,477,0001,580
Mortgage-backed securities$24,182,0001,585
Certificates of participation in pools of residential mortgages$15,210,0001,655
Issued or guaranteed by U.S.$15,210,0001,643
Privately issued$0216
Collaterized mortgage obligations$8,972,0001,080
CMOs issued by government agencies or sponsored agencies$6,876,0001,057
Privately issued$2,096,000622
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)$58,901,0001,739
Total debt securities$58,057,0002,032
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$63,860,0001,882
U.S. Government securities$34,627,0002,442
U.S. Treasury securities$01,786
U.S. Government agency obligations$34,627,0002,370
Securities issued by states & political subdivisions$24,560,000769
Other domestic debt securities$3,831,0001,233
Privately issued residential mortgage-backed securities$2,325,000639
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,506,0001,405
Foreign debt securities$0234
Equity securities$842,0001,212
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,500,0002,145
Mortgage-backed securities$26,293,0001,521
Certificates of participation in pools of residential mortgages$16,538,0001,577
Issued or guaranteed by U.S.$16,538,0001,565
Privately issued$0225
Collaterized mortgage obligations$9,755,0001,037
CMOs issued by government agencies or sponsored agencies$7,430,0001,034
Privately issued$2,325,000597
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)$63,860,0001,588
Total debt securities$63,018,0001,862
Structured notes
Amortized cost$2,762,0001,332
Fair value$2,769,0001,328
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$70,243,0001,742
U.S. Government securities$37,011,0002,346
U.S. Treasury securities$01,839
U.S. Government agency obligations$37,011,0002,269
Securities issued by states & political subdivisions$27,627,000661
Other domestic debt securities$4,718,0001,130
Privately issued residential mortgage-backed securities$2,698,000599
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,020,0001,260
Foreign debt securities$0234
Equity securities$887,0001,198
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,449,0002,318
Mortgage-backed securities$29,029,0001,456
Certificates of participation in pools of residential mortgages$18,192,0001,531
Issued or guaranteed by U.S.$18,192,0001,518
Privately issued$0223
Collaterized mortgage obligations$10,837,0001,016
CMOs issued by government agencies or sponsored agencies$8,139,0001,018
Privately issued$2,698,000563
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)$70,243,0001,472
Total debt securities$69,356,0001,721
Structured notes
Amortized cost$2,759,0001,332
Fair value$2,778,0001,329
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$73,060,0001,696
U.S. Government securities$39,788,0002,239
U.S. Treasury securities$01,963
U.S. Government agency obligations$39,788,0002,158
Securities issued by states & political subdivisions$27,532,000653
Other domestic debt securities$4,872,0001,145
Privately issued residential mortgage-backed securities$2,834,000576
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,038,0001,316
Foreign debt securities$0247
Equity securities$868,0001,249
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,277,0002,249
Mortgage-backed securities$31,042,0001,423
Certificates of participation in pools of residential mortgages$19,589,0001,488
Issued or guaranteed by U.S.$19,589,0001,476
Privately issued$0207
Collaterized mortgage obligations$11,453,0001,007
CMOs issued by government agencies or sponsored agencies$8,619,0001,015
Privately issued$2,834,000537
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)$73,060,0001,437
Total debt securities$72,192,0001,665
Structured notes
Amortized cost$3,760,0001,081
Fair value$3,744,0001,076
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$74,699,0001,678
U.S. Government securities$42,357,0002,133
U.S. Treasury securities$01,963
U.S. Government agency obligations$42,357,0002,044
Securities issued by states & political subdivisions$25,910,000718
Other domestic debt securities$5,564,0001,095
Privately issued residential mortgage-backed securities$2,994,000564
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,570,0001,233
Foreign debt securities$0244
Equity securities$868,0001,280
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,803,0002,597
Mortgage-backed securities$33,678,0001,370
Certificates of participation in pools of residential mortgages$21,142,0001,431
Issued or guaranteed by U.S.$21,142,0001,417
Privately issued$0203
Collaterized mortgage obligations$12,536,000971
CMOs issued by government agencies or sponsored agencies$9,542,000978
Privately issued$2,994,000526
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)$74,699,0001,424
Total debt securities$73,831,0001,649
Structured notes
Amortized cost$3,763,0001,062
Fair value$3,777,0001,059
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$72,575,0001,719
U.S. Government securities$47,463,0001,903
U.S. Treasury securities$01,990
U.S. Government agency obligations$47,463,0001,842
Securities issued by states & political subdivisions$21,632,000879
Other domestic debt securities$2,613,0001,610
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,613,0001,271
Foreign debt securities$0248
Equity securities$867,0001,303
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,816,0002,827
Mortgage-backed securities$36,214,0001,301
Certificates of participation in pools of residential mortgages$23,998,0001,307
Issued or guaranteed by U.S.$23,998,0001,297
Privately issued$0225
Collaterized mortgage obligations$12,216,000987
CMOs issued by government agencies or sponsored agencies$12,216,000853
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$72,575,0001,454
Total debt securities$71,708,0001,692
Structured notes
Amortized cost$3,766,0001,067
Fair value$3,789,0001,064
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$74,721,0001,704
U.S. Government securities$49,267,0001,876
U.S. Treasury securities$02,098
U.S. Government agency obligations$49,267,0001,809
Securities issued by states & political subdivisions$21,228,000887
Other domestic debt securities$3,388,0001,466
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,388,0001,137
Foreign debt securities$0251
Equity securities$838,0001,333
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,501,0002,700
Mortgage-backed securities$35,299,0001,338
Certificates of participation in pools of residential mortgages$24,448,0001,312
Issued or guaranteed by U.S.$24,448,0001,303
Privately issued$0225
Collaterized mortgage obligations$10,851,0001,055
CMOs issued by government agencies or sponsored agencies$10,851,000918
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$74,721,0001,436
Total debt securities$73,883,0001,674
Structured notes
Amortized cost$3,769,0001,055
Fair value$3,749,0001,046
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$76,019,0001,687
U.S. Government securities$49,490,0001,866
U.S. Treasury securities$02,082
U.S. Government agency obligations$49,490,0001,804
Securities issued by states & political subdivisions$22,078,000871
Other domestic debt securities$3,585,0001,518
Privately issued residential mortgage-backed securities$127,0001,061
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,458,0001,205
Foreign debt securities$0264
Equity securities$866,0001,393
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,506,0002,838
Mortgage-backed securities$36,225,0001,345
Certificates of participation in pools of residential mortgages$24,664,0001,308
Issued or guaranteed by U.S.$24,664,0001,301
Privately issued$0230
Collaterized mortgage obligations$11,561,0001,052
CMOs issued by government agencies or sponsored agencies$11,434,000918
Privately issued$127,000975
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)$76,019,0001,439
Total debt securities$75,153,0001,651
Structured notes
Amortized cost$2,024,0001,287
Fair value$2,044,0001,289
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$76,508,0001,734
U.S. Government securities$48,865,0001,943
U.S. Treasury securities$02,227
U.S. Government agency obligations$48,865,0001,871
Securities issued by states & political subdivisions$21,542,000894
Other domestic debt securities$5,244,0001,235
Privately issued residential mortgage-backed securities$283,000822
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$482,000296
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,479,0001,098
Foreign debt securities$0283
Equity securities$857,0001,409
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,937,0003,008
Mortgage-backed securities$34,489,0001,398
Certificates of participation in pools of residential mortgages$22,168,0001,430
Issued or guaranteed by U.S.$22,168,0001,419
Privately issued$0248
Collaterized mortgage obligations$12,321,0001,003
CMOs issued by government agencies or sponsored agencies$12,038,000941
Privately issued$283,000713
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)$76,508,0001,480
Total debt securities$75,651,0001,691
Structured notes
Amortized cost$2,029,0001,174
Fair value$2,030,0001,183
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$75,693,0001,737
U.S. Government securities$44,024,0002,074
U.S. Treasury securities$02,287
U.S. Government agency obligations$44,024,0002,006
Securities issued by states & political subdivisions$21,493,000900
Other domestic debt securities$9,330,000917
Privately issued residential mortgage-backed securities$466,000809
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$673,000288
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,191,000794
Foreign debt securities$0291
Equity securities$846,0001,465
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,025,0002,906
Mortgage-backed securities$31,368,0001,476
Certificates of participation in pools of residential mortgages$19,911,0001,527
Issued or guaranteed by U.S.$19,911,0001,518
Privately issued$0253
Collaterized mortgage obligations$11,457,0001,045
CMOs issued by government agencies or sponsored agencies$10,991,000997
Privately issued$466,000704
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)$75,693,0001,478
Total debt securities$74,847,0001,694
Structured notes
Amortized cost$2,035,000989
Fair value$2,036,0001,002
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$74,672,0001,689
U.S. Government securities$44,386,0001,987
U.S. Treasury securities$02,322
U.S. Government agency obligations$44,386,0001,920
Securities issued by states & political subdivisions$19,072,0001,009
Other domestic debt securities$10,354,000890
Privately issued residential mortgage-backed securities$982,000691
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,115,000250
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,257,000790
Foreign debt securities$0294
Equity securities$860,0001,468
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,298,0002,662
Mortgage-backed securities$32,005,0001,465
Certificates of participation in pools of residential mortgages$23,796,0001,348
Issued or guaranteed by U.S.$23,796,0001,340
Privately issued$0256
Collaterized mortgage obligations$8,209,0001,354
CMOs issued by government agencies or sponsored agencies$7,227,0001,361
Privately issued$982,000614
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)$74,672,0001,440
Total debt securities$73,812,0001,647
Structured notes
Amortized cost$2,040,000801
Fair value$2,074,000807
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$75,529,0001,633
U.S. Government securities$46,635,0001,881
U.S. Treasury securities$02,382
U.S. Government agency obligations$46,635,0001,803
Securities issued by states & political subdivisions$14,971,0001,236
Other domestic debt securities$13,079,000781
Privately issued residential mortgage-backed securities$1,955,000552
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,490,000229
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,634,000719
Foreign debt securities$0294
Equity securities$844,0001,477
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,279,0003,027
Mortgage-backed securities$35,862,0001,346
Certificates of participation in pools of residential mortgages$25,880,0001,247
Issued or guaranteed by U.S.$25,880,0001,243
Privately issued$0257
Collaterized mortgage obligations$9,982,0001,271
CMOs issued by government agencies or sponsored agencies$8,027,0001,321
Privately issued$1,955,000494
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)$75,529,0001,390
Total debt securities$74,685,0001,604
Structured notes
Amortized cost$1,047,000875
Fair value$1,049,000884
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$72,683,0001,692
U.S. Government securities$45,005,0001,910
U.S. Treasury securities$02,544
U.S. Government agency obligations$45,005,0001,832
Securities issued by states & political subdivisions$15,785,0001,135
Other domestic debt securities$11,047,000880
Privately issued residential mortgage-backed securities$2,236,000514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,925,000202
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,886,000926
Foreign debt securities$0302
Equity securities$846,0001,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,458,0002,654
Mortgage-backed securities$33,629,0001,381
Certificates of participation in pools of residential mortgages$26,134,0001,201
Issued or guaranteed by U.S.$26,134,0001,193
Privately issued$0252
Collaterized mortgage obligations$7,495,0001,483
CMOs issued by government agencies or sponsored agencies$5,259,0001,692
Privately issued$2,236,000457
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)$72,683,0001,430
Total debt securities$71,837,0001,643
Structured notes
Amortized cost$750,0001,042
Fair value$751,0001,064
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$42,660,0002,525
U.S. Government securities$27,399,0002,744
U.S. Treasury securities$1,531,0001,614
U.S. Government agency obligations$25,868,0002,716
Securities issued by states & political subdivisions$7,626,0002,153
Other domestic debt securities$6,833,0001,176
Privately issued residential mortgage-backed securities$2,172,000601
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,661,0001,200
Foreign debt securities$0319
Equity securities$802,0001,432
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,585,0006,258
Mortgage-backed securities$20,745,0001,795
Certificates of participation in pools of residential mortgages$14,822,0001,618
Issued or guaranteed by U.S.$14,822,0001,608
Privately issued$0260
Collaterized mortgage obligations$5,923,0001,710
CMOs issued by government agencies or sponsored agencies$3,751,0002,026
Privately issued$2,172,000538
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$42,660,0002,101
Total debt securities$41,858,0002,500
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$40,356,0002,677
U.S. Government securities$26,228,0002,950
U.S. Treasury securities$4,033,0001,233
U.S. Government agency obligations$22,195,0003,122
Securities issued by states & political subdivisions$6,431,0002,348
Other domestic debt securities$6,154,0001,071
Privately issued residential mortgage-backed securities$2,686,000498
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,468,0001,231
Foreign debt securities$0313
Equity securities$1,543,0001,882
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,268,0006,824
Mortgage-backed securities$15,022,0001,809
Certificates of participation in pools of residential mortgages$12,336,0001,510
Issued or guaranteed by U.S.$12,336,0001,497
Privately issued$0308
Collaterized mortgage obligations$2,686,0002,036
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$2,686,000442
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,431,0002,439
Available-for-sale securities (fair market value)$33,925,0002,501
Total debt securities$38,813,0002,670
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$47,338,0002,398
U.S. Government securities$28,360,0002,892
U.S. Treasury securities$5,450,0001,473
U.S. Government agency obligations$22,910,0003,108
Securities issued by states & political subdivisions$7,929,0002,081
Other domestic debt securities$9,473,000857
Privately issued residential mortgage-backed securities$2,566,000531
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,907,000819
Foreign debt securities$0343
Equity securities$1,576,0001,785
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,134,0005,034
Mortgage-backed securities$16,395,0001,840
Certificates of participation in pools of residential mortgages$13,829,0001,498
Issued or guaranteed by U.S.$13,829,0001,485
Privately issued$0307
Collaterized mortgage obligations$2,566,0002,215
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$2,566,000464
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,929,0002,427
Available-for-sale securities (fair market value)$39,409,0002,202
Total debt securities$45,762,0002,388
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$32,584,0003,388
U.S. Government securities$21,679,0003,687
U.S. Treasury securities$5,710,0002,026
U.S. Government agency obligations$15,969,0003,927
Securities issued by states & political subdivisions$5,939,0002,625
Other domestic debt securities$3,442,0001,346
Privately issued residential mortgage-backed securities$3,442,000445
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$1,524,0001,801
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,333,0004,638
Mortgage-backed securities$14,914,0002,081
Certificates of participation in pools of residential mortgages$11,472,0001,781
Issued or guaranteed by U.S.$11,472,0001,769
Privately issued$0349
Collaterized mortgage obligations$3,442,0002,082
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$3,442,000378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,939,0003,138
Available-for-sale securities (fair market value)$26,645,0003,073
Total debt securities$31,060,0003,419
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$29,307,0003,706
U.S. Government securities$26,601,0003,256
U.S. Treasury securities$8,049,0002,219
U.S. Government agency obligations$18,552,0003,408
Securities issued by states & political subdivisions$2,083,0004,534
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$623,0003,157
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,0008,580
Mortgage-backed securities$7,378,0003,151
Certificates of participation in pools of residential mortgages$7,378,0002,345
Issued or guaranteed by U.S.$7,378,0002,330
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)$2,083,0005,555
Available-for-sale securities (fair market value)$27,224,0002,836
Total debt securities$28,684,0003,675
Structured notes
Amortized cost$1,002,0001,171
Fair value$1,002,0001,192
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$23,276,0004,753
U.S. Government securities$22,154,0004,132
U.S. Treasury securities$8,022,0002,686
U.S. Government agency obligations$14,132,0004,366
Securities issued by states & political subdivisions$652,0006,736
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$470,0003,658
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$198,0009,076
Mortgage-backed securities$10,639,0002,814
Certificates of participation in pools of residential mortgages$10,639,0002,067
Issued or guaranteed by U.S.$10,639,0002,049
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)$652,0007,297
Available-for-sale securities (fair market value)$22,624,0003,464
Total debt securities$22,806,0004,737
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$23,706,0004,903
U.S. Government securities$21,564,0004,389
U.S. Treasury securities$7,747,0003,344
U.S. Government agency obligations$13,817,0004,436
Securities issued by states & political subdivisions$1,671,0005,311
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$471,0003,414
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$318,0009,150
Mortgage-backed securities$7,284,0003,717
Certificates of participation in pools of residential mortgages$7,284,0002,634
Issued or guaranteed by U.S.$7,284,0002,612
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)$1,671,0006,876
Available-for-sale securities (fair market value)$22,035,0003,660
Total debt securities$23,235,0004,877
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$20,628,0005,745
U.S. Government securities$15,368,0005,959
U.S. Treasury securities$6,940,0004,470
U.S. Government agency obligations$8,428,0005,999
Securities issued by states & political subdivisions$4,866,0003,002
Other domestic debt securities$05,820
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$04,515
Foreign debt securitiesNANA
Equity securities$394,0003,511
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$205,0009,809
Mortgage-backed securities$7,427,0003,868
Certificates of participation in pools of residential mortgages$7,427,0002,719
Issued or guaranteed by U.S.$7,427,0002,707
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)$4,866,0008,074
Available-for-sale securities (fair market value)$15,762,0003,426
Total debt securities$20,234,0005,731
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$23,083,0005,535
U.S. Government securities$18,272,0005,467
U.S. Treasury securities$8,499,0003,978
U.S. Government agency obligations$9,773,0005,646
Securities issued by states & political subdivisions$4,450,0003,293
Other domestic debt securities$06,562
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$05,124
Foreign debt securitiesNANA
Equity securities$361,0003,574
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,00010,200
Mortgage-backed securities$7,707,0004,207
Certificates of participation in pools of residential mortgages$7,707,0002,914
Issued or guaranteed by U.S.$7,707,0002,882
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$22,722,0005,457
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$17,953,0006,543
U.S. Government securities$17,547,0005,586
U.S. Treasury securities$6,499,0004,874
U.S. Government agency obligations$11,048,0005,180
Securities issued by states & political subdivisions$406,0008,005
Other domestic debt securities$07,520
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$05,875
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,00010,714
Mortgage-backed securities$10,049,0003,735
Certificates of participation in pools of residential mortgages$5,019,0003,969
Issued or guaranteed by U.S.$5,019,0003,913
Privately issued$0831
Collaterized mortgage obligations$5,030,0002,620
CMOs issued by government agencies or sponsored agencies$5,030,0002,388
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$17,953,0006,439
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