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Security First Bank, Securities

2021-12-31Rank
Total securities$243,236,000876
U.S. Government securities$91,193,0001,258
U.S. Treasury securities$44,969,000387
U.S. Government agency obligations$46,224,0001,753
Securities issued by states & political subdivisions$96,667,000592
Other domestic debt securities$52,676,000356
Privately issued residential mortgage-backed securities$216,000565
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$744,000141
Other domestic debt securities - All other$51,716,000189
Foreign debt securities$2,700,000118
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,362,0001,198
Mortgage-backed securities$36,914,0001,645
Certificates of participation in pools of residential mortgages$8,875,0002,388
Issued or guaranteed by U.S.$8,875,0002,320
Privately issued$0246
Collaterized mortgage obligations$7,636,0001,345
CMOs issued by government agencies or sponsored agencies$7,420,0001,307
Privately issued$216,000390
Commercial mortgage-backed securities$20,403,000603
Commercial mortgage pass-through securities$5,252,000679
Other commercial mortgage-backed securities$15,151,000471
Held to maturity securities (book value)$3,123,0001,084
Available-for-sale securities (fair market value)$240,113,000805
Total debt securities$243,237,000868
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$9,000247
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$253,252,000793
U.S. Government securities$95,960,0001,153
U.S. Treasury securities$45,061,000299
U.S. Government agency obligations$50,899,0001,624
Securities issued by states & political subdivisions$101,487,000539
Other domestic debt securities$53,099,000340
Privately issued residential mortgage-backed securities$291,000525
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$719,000137
Other domestic debt securities - All other$52,089,000178
Foreign debt securities$2,706,000114
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,842,0001,172
Mortgage-backed securities$41,340,0001,523
Certificates of participation in pools of residential mortgages$9,779,0002,305
Issued or guaranteed by U.S.$9,779,0002,249
Privately issued$0234
Collaterized mortgage obligations$8,907,0001,247
CMOs issued by government agencies or sponsored agencies$8,616,0001,218
Privately issued$291,000362
Commercial mortgage-backed securities$22,654,000564
Commercial mortgage pass-through securities$5,402,000681
Other commercial mortgage-backed securities$17,252,000432
Held to maturity securities (book value)$2,963,0001,089
Available-for-sale securities (fair market value)$250,289,000727
Total debt securities$253,253,000783
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$5,000249
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$211,172,000897
U.S. Government securities$63,687,0001,485
U.S. Treasury securities$10,318,000745
U.S. Government agency obligations$53,369,0001,516
Securities issued by states & political subdivisions$101,863,000512
Other domestic debt securities$42,910,000375
Privately issued residential mortgage-backed securities$380,000519
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$671,000132
Other domestic debt securities - All other$41,859,000206
Foreign debt securities$2,712,000111
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,201,0001,064
Mortgage-backed securities$45,547,0001,390
Certificates of participation in pools of residential mortgages$9,741,0002,289
Issued or guaranteed by U.S.$9,741,0002,231
Privately issued$0247
Collaterized mortgage obligations$10,257,0001,122
CMOs issued by government agencies or sponsored agencies$9,877,0001,101
Privately issued$380,000341
Commercial mortgage-backed securities$25,549,000512
Commercial mortgage pass-through securities$5,677,000658
Other commercial mortgage-backed securities$19,872,000395
Held to maturity securities (book value)$2,963,0001,069
Available-for-sale securities (fair market value)$208,209,000827
Total debt securities$211,172,000885
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$5,000243
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$269,498,000668
U.S. Government securities$100,042,000965
U.S. Treasury securities$44,832,000183
U.S. Government agency obligations$55,210,0001,406
Securities issued by states & political subdivisions$123,689,000384
Other domestic debt securities$43,057,000352
Privately issued residential mortgage-backed securities$601,000481
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$691,000127
Other domestic debt securities - All other$41,765,000196
Foreign debt securities$2,710,000112
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,169,000996
Mortgage-backed securities$47,436,0001,309
Certificates of participation in pools of residential mortgages$10,821,0002,138
Issued or guaranteed by U.S.$10,821,0002,075
Privately issued$0261
Collaterized mortgage obligations$12,213,0001,010
CMOs issued by government agencies or sponsored agencies$11,612,0001,004
Privately issued$601,000306
Commercial mortgage-backed securities$24,402,000495
Commercial mortgage pass-through securities$5,694,000638
Other commercial mortgage-backed securities$18,708,000387
Held to maturity securities (book value)$3,122,0001,035
Available-for-sale securities (fair market value)$266,376,000613
Total debt securities$269,499,000658
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$12,000236
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$227,849,000707
U.S. Government securities$59,898,0001,306
U.S. Treasury securities$01,194
U.S. Government agency obligations$59,898,0001,228
Securities issued by states & political subdivisions$116,412,000389
Other domestic debt securities$48,826,000315
Privately issued residential mortgage-backed securities$834,000428
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$627,000125
Other domestic debt securities - All other$47,365,000168
Foreign debt securities$2,713,000112
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,633,000967
Mortgage-backed securities$51,910,0001,151
Certificates of participation in pools of residential mortgages$9,573,0002,128
Issued or guaranteed by U.S.$9,573,0002,072
Privately issued$0245
Collaterized mortgage obligations$14,025,000941
CMOs issued by government agencies or sponsored agencies$13,191,000940
Privately issued$834,000280
Commercial mortgage-backed securities$28,312,000424
Commercial mortgage pass-through securities$5,820,000588
Other commercial mortgage-backed securities$22,492,000331
Held to maturity securities (book value)$3,122,0001,010
Available-for-sale securities (fair market value)$224,727,000660
Total debt securities$227,850,000694
Structured notes
Amortized cost$1,999,000156
Fair value$1,994,000154
Trading account assets$6,000228
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$229,275,000654
U.S. Government securities$66,078,0001,163
U.S. Treasury securities$01,216
U.S. Government agency obligations$66,078,0001,098
Securities issued by states & political subdivisions$111,991,000362
Other domestic debt securities$48,498,000296
Privately issued residential mortgage-backed securities$1,097,000397
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$599,000123
Other domestic debt securities - All other$46,802,000164
Foreign debt securities$2,708,000113
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,927,000895
Mortgage-backed securities$57,274,0001,057
Certificates of participation in pools of residential mortgages$9,536,0002,110
Issued or guaranteed by U.S.$9,536,0002,047
Privately issued$0251
Collaterized mortgage obligations$14,966,000908
CMOs issued by government agencies or sponsored agencies$13,869,000917
Privately issued$1,097,000246
Commercial mortgage-backed securities$32,772,000371
Commercial mortgage pass-through securities$6,056,000563
Other commercial mortgage-backed securities$26,716,000282
Held to maturity securities (book value)$3,211,000995
Available-for-sale securities (fair market value)$226,064,000612
Total debt securities$229,275,000647
Structured notes
Amortized cost$1,999,000148
Fair value$2,002,000142
Trading account assets$3,000227
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$234,844,000633
U.S. Government securities$79,065,000975
U.S. Treasury securities$1,000,0001,041
U.S. Government agency obligations$78,065,000932
Securities issued by states & political subdivisions$100,219,000372
Other domestic debt securities$51,118,000281
Privately issued residential mortgage-backed securities$1,300,000366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$555,000125
Other domestic debt securities - All other$49,263,000152
Foreign debt securities$4,442,00089
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,143,000923
Mortgage-backed securities$62,078,000978
Certificates of participation in pools of residential mortgages$9,807,0002,062
Issued or guaranteed by U.S.$9,807,0002,007
Privately issued$0251
Collaterized mortgage obligations$17,145,000868
CMOs issued by government agencies or sponsored agencies$15,845,000882
Privately issued$1,300,000224
Commercial mortgage-backed securities$35,126,000346
Commercial mortgage pass-through securities$6,114,000563
Other commercial mortgage-backed securities$29,012,000266
Held to maturity securities (book value)$3,211,0001,004
Available-for-sale securities (fair market value)$231,633,000581
Total debt securities$234,843,000621
Structured notes
Amortized cost$3,764,000105
Fair value$3,706,000107
Trading account assets$3,000227
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$215,582,000654
U.S. Government securities$72,022,0001,067
U.S. Treasury securities$1,000,0001,101
U.S. Government agency obligations$71,022,0001,016
Securities issued by states & political subdivisions$83,841,000406
Other domestic debt securities$51,233,000265
Privately issued residential mortgage-backed securities$1,454,000372
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$581,000124
Other domestic debt securities - All other$49,198,000141
Foreign debt securities$8,486,00068
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,139,000895
Mortgage-backed securities$55,217,0001,060
Certificates of participation in pools of residential mortgages$7,620,0002,299
Issued or guaranteed by U.S.$7,620,0002,227
Privately issued$0267
Collaterized mortgage obligations$18,546,000839
CMOs issued by government agencies or sponsored agencies$17,092,000856
Privately issued$1,454,000222
Commercial mortgage-backed securities$29,051,000389
Commercial mortgage pass-through securities$6,478,000535
Other commercial mortgage-backed securities$22,573,000313
Held to maturity securities (book value)$3,368,0001,006
Available-for-sale securities (fair market value)$212,214,000602
Total debt securities$215,581,000645
Structured notes
Amortized cost$1,998,000214
Fair value$1,975,000207
Trading account assets$6,000214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$201,542,000677
U.S. Government securities$73,111,0001,080
U.S. Treasury securities$19,920,000292
U.S. Government agency obligations$53,191,0001,314
Securities issued by states & political subdivisions$86,187,000371
Other domestic debt securities$34,310,000339
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$674,000128
Other domestic debt securities - All other$33,636,000184
Foreign debt securities$7,934,00064
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,492,000862
Mortgage-backed securities$41,691,0001,271
Certificates of participation in pools of residential mortgages$8,275,0002,165
Issued or guaranteed by U.S.$8,275,0002,108
Privately issued$0249
Collaterized mortgage obligations$18,543,000843
CMOs issued by government agencies or sponsored agencies$18,543,000817
Privately issued$0457
Commercial mortgage-backed securities$14,873,000573
Commercial mortgage pass-through securities$3,053,000755
Other commercial mortgage-backed securities$11,820,000417
Held to maturity securities (book value)$3,368,0001,048
Available-for-sale securities (fair market value)$198,174,000617
Total debt securities$201,541,000671
Structured notes
Amortized cost$1,224,000380
Fair value$1,215,000379
Trading account assets$13,000210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$200,068,000675
U.S. Government securities$71,430,0001,103
U.S. Treasury securities$19,933,000287
U.S. Government agency obligations$51,497,0001,334
Securities issued by states & political subdivisions$89,045,000337
Other domestic debt securities$31,668,000346
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$732,000122
Other domestic debt securities - All other$30,936,000190
Foreign debt securities$7,925,00065
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,925,000887
Mortgage-backed securities$38,947,0001,296
Certificates of participation in pools of residential mortgages$10,418,0001,947
Issued or guaranteed by U.S.$10,418,0001,891
Privately issued$0287
Collaterized mortgage obligations$16,281,000906
CMOs issued by government agencies or sponsored agencies$16,281,000877
Privately issued$0463
Commercial mortgage-backed securities$12,248,000627
Commercial mortgage pass-through securities$2,094,000878
Other commercial mortgage-backed securities$10,154,000439
Held to maturity securities (book value)$3,456,0001,100
Available-for-sale securities (fair market value)$196,612,000613
Total debt securities$200,070,000668
Structured notes
Amortized cost$1,224,000474
Fair value$1,220,000474
Trading account assets$9,000217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$161,823,000825
U.S. Government securities$36,234,0001,879
U.S. Treasury securities$01,467
U.S. Government agency obligations$36,234,0001,771
Securities issued by states & political subdivisions$84,833,000366
Other domestic debt securities$32,850,000319
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$760,000120
Other domestic debt securities - All other$32,090,000182
Foreign debt securities$7,906,00069
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,669,000884
Mortgage-backed securities$29,013,0001,537
Certificates of participation in pools of residential mortgages$9,966,0001,977
Issued or guaranteed by U.S.$9,966,0001,940
Privately issued$0244
Collaterized mortgage obligations$7,208,0001,380
CMOs issued by government agencies or sponsored agencies$7,208,0001,339
Privately issued$0476
Commercial mortgage-backed securities$11,839,000619
Commercial mortgage pass-through securities$2,115,000864
Other commercial mortgage-backed securities$9,724,000429
Held to maturity securities (book value)$3,456,0001,138
Available-for-sale securities (fair market value)$158,367,000754
Total debt securities$161,823,000816
Structured notes
Amortized cost$1,223,000526
Fair value$1,212,000526
Trading account assets$19,000216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$158,044,000848
U.S. Government securities$33,622,0001,987
U.S. Treasury securities$01,516
U.S. Government agency obligations$33,622,0001,871
Securities issued by states & political subdivisions$87,782,000363
Other domestic debt securities$28,800,000333
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$716,000122
Other domestic debt securities - All other$28,084,000196
Foreign debt securities$7,840,00073
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,807,000908
Mortgage-backed securities$29,578,0001,507
Certificates of participation in pools of residential mortgages$11,784,0001,814
Issued or guaranteed by U.S.$11,784,0001,776
Privately issued$0248
Collaterized mortgage obligations$7,873,0001,325
CMOs issued by government agencies or sponsored agencies$7,873,0001,284
Privately issued$0499
Commercial mortgage-backed securities$9,921,000638
Commercial mortgage pass-through securities$1,128,0001,029
Other commercial mortgage-backed securities$8,793,000400
Held to maturity securities (book value)$3,612,0001,134
Available-for-sale securities (fair market value)$154,432,000767
Total debt securities$158,044,000839
Structured notes
Amortized cost$2,596,000372
Fair value$2,611,000370
Trading account assets$17,000219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$156,866,000865
U.S. Government securities$35,279,0001,945
U.S. Treasury securities$01,513
U.S. Government agency obligations$35,279,0001,827
Securities issued by states & political subdivisions$90,730,000358
Other domestic debt securities$24,757,000345
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$736,000118
Other domestic debt securities - All other$24,021,000220
Foreign debt securities$6,100,00077
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,846,000864
Mortgage-backed securities$31,150,0001,468
Certificates of participation in pools of residential mortgages$12,565,0001,757
Issued or guaranteed by U.S.$12,565,0001,735
Privately issued$0211
Collaterized mortgage obligations$8,446,0001,267
CMOs issued by government agencies or sponsored agencies$8,446,0001,227
Privately issued$0498
Commercial mortgage-backed securities$10,139,000620
Commercial mortgage pass-through securities$1,167,0001,019
Other commercial mortgage-backed securities$8,972,000393
Held to maturity securities (book value)$3,699,0001,169
Available-for-sale securities (fair market value)$153,167,000779
Total debt securities$156,866,000854
Structured notes
Amortized cost$2,589,000383
Fair value$2,563,000381
Trading account assets$81,000213
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$176,271,000772
U.S. Government securities$48,355,0001,521
U.S. Treasury securities$01,500
U.S. Government agency obligations$48,355,0001,447
Securities issued by states & political subdivisions$96,515,000342
Other domestic debt securities$25,332,000336
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$770,000128
Other domestic debt securities - All other$24,562,000209
Foreign debt securities$6,069,00077
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,191,000791
Mortgage-backed securities$40,309,0001,230
Certificates of participation in pools of residential mortgages$13,616,0001,706
Issued or guaranteed by U.S.$13,616,0001,698
Privately issued$0145
Collaterized mortgage obligations$9,194,0001,191
CMOs issued by government agencies or sponsored agencies$9,194,0001,154
Privately issued$0515
Commercial mortgage-backed securities$17,499,000467
Commercial mortgage pass-through securities$1,177,0001,005
Other commercial mortgage-backed securities$16,322,000294
Held to maturity securities (book value)$3,699,0001,189
Available-for-sale securities (fair market value)$172,572,000688
Total debt securities$176,271,000762
Structured notes
Amortized cost$2,581,000379
Fair value$2,527,000377
Trading account assets$196,000202
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$190,349,000726
U.S. Government securities$55,430,0001,367
U.S. Treasury securities$01,475
U.S. Government agency obligations$55,430,0001,296
Securities issued by states & political subdivisions$106,359,000313
Other domestic debt securities$22,470,000390
Privately issued residential mortgage-backed securities$5,000884
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$755,000136
Other domestic debt securities - All other$21,710,000233
Foreign debt securities$6,090,00075
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$68,220,000796
Mortgage-backed securities$48,490,0001,096
Certificates of participation in pools of residential mortgages$15,647,0001,606
Issued or guaranteed by U.S.$15,647,0001,541
Privately issued$0453
Collaterized mortgage obligations$14,852,000900
CMOs issued by government agencies or sponsored agencies$14,847,000866
Privately issued$5,000511
Commercial mortgage-backed securities$17,991,000445
Commercial mortgage pass-through securities$1,302,000961
Other commercial mortgage-backed securities$16,689,000277
Held to maturity securities (book value)$3,699,0001,206
Available-for-sale securities (fair market value)$186,650,000640
Total debt securities$190,348,000717
Structured notes
Amortized cost$1,220,000546
Fair value$1,185,000544
Trading account assets$175,000202
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$203,926,000688
U.S. Government securities$57,223,0001,369
U.S. Treasury securities$01,426
U.S. Government agency obligations$57,223,0001,310
Securities issued by states & political subdivisions$116,965,000286
Other domestic debt securities$23,623,000346
Privately issued residential mortgage-backed securities$11,000550
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$735,000146
Other domestic debt securities - All other$22,877,000231
Foreign debt securities$6,115,00078
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,879,000710
Mortgage-backed securities$48,929,0001,083
Certificates of participation in pools of residential mortgages$17,384,0001,531
Issued or guaranteed by U.S.$17,384,0001,528
Privately issued$067
Collaterized mortgage obligations$16,233,000851
CMOs issued by government agencies or sponsored agencies$16,222,000811
Privately issued$11,000510
Commercial mortgage-backed securities$15,312,000423
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$15,312,000278
Held to maturity securities (book value)$3,854,0001,224
Available-for-sale securities (fair market value)$200,072,000606
Total debt securities$203,926,000681
Structured notes
Amortized cost$1,220,000532
Fair value$1,190,000531
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$203,637,000695
U.S. Government securities$60,175,0001,330
U.S. Treasury securities$01,328
U.S. Government agency obligations$60,175,0001,269
Securities issued by states & political subdivisions$119,562,000292
Other domestic debt securities$22,716,000350
Privately issued residential mortgage-backed securities$18,000543
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$652,000162
Other domestic debt securities - All other$22,046,000238
Foreign debt securities$1,184,000165
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$86,494,000679
Mortgage-backed securities$51,520,0001,063
Certificates of participation in pools of residential mortgages$19,148,0001,459
Issued or guaranteed by U.S.$19,148,0001,458
Privately issued$064
Collaterized mortgage obligations$17,774,000796
CMOs issued by government agencies or sponsored agencies$17,756,000754
Privately issued$18,000510
Commercial mortgage-backed securities$14,598,000423
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$14,598,000272
Held to maturity securities (book value)$3,854,0001,251
Available-for-sale securities (fair market value)$199,783,000618
Total debt securities$203,636,000688
Structured notes
Amortized cost$1,219,000536
Fair value$1,184,000534
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$195,477,000726
U.S. Government securities$57,232,0001,396
U.S. Treasury securities$01,313
U.S. Government agency obligations$57,232,0001,338
Securities issued by states & political subdivisions$114,663,000308
Other domestic debt securities$23,582,000344
Privately issued residential mortgage-backed securities$26,000545
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$581,000177
Other domestic debt securities - All other$22,975,000238
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$87,601,000677
Mortgage-backed securities$48,546,0001,115
Certificates of participation in pools of residential mortgages$21,069,0001,404
Issued or guaranteed by U.S.$21,069,0001,401
Privately issued$069
Collaterized mortgage obligations$19,734,000733
CMOs issued by government agencies or sponsored agencies$19,708,000697
Privately issued$26,000510
Commercial mortgage-backed securities$7,743,000589
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$7,743,000370
Held to maturity securities (book value)$3,939,0001,276
Available-for-sale securities (fair market value)$191,538,000646
Total debt securities$195,478,000717
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 contractsNANA
2017-06-30Rank
Total securities$207,898,000686
U.S. Government securities$57,945,0001,410
U.S. Treasury securities$01,351
U.S. Government agency obligations$57,945,0001,351
Securities issued by states & political subdivisions$115,146,000310
Other domestic debt securities$34,807,000272
Privately issued residential mortgage-backed securities$38,000548
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$572,000181
Other domestic debt securities - All other$34,197,000182
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$90,515,000667
Mortgage-backed securities$49,159,0001,127
Certificates of participation in pools of residential mortgages$22,298,0001,379
Issued or guaranteed by U.S.$22,298,0001,378
Privately issued$067
Collaterized mortgage obligations$21,557,000693
CMOs issued by government agencies or sponsored agencies$21,519,000660
Privately issued$38,000513
Commercial mortgage-backed securities$5,304,000665
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$5,304,000415
Held to maturity securities (book value)$3,939,0001,299
Available-for-sale securities (fair market value)$203,959,000622
Total debt securities$207,898,000679
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 contractsNANA
2017-03-31Rank
Total securities$197,654,000748
U.S. Government securities$55,569,0001,493
U.S. Treasury securities$2,385,000838
U.S. Government agency obligations$53,184,0001,473
Securities issued by states & political subdivisions$111,106,000326
Other domestic debt securities$29,569,000313
Privately issued residential mortgage-backed securities$52,000559
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$586,000176
Other domestic debt securities - All other$28,931,000205
Foreign debt securities$1,410,000173
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$89,775,000678
Mortgage-backed securities$49,891,0001,136
Certificates of participation in pools of residential mortgages$24,425,0001,321
Issued or guaranteed by U.S.$24,425,0001,320
Privately issued$066
Collaterized mortgage obligations$23,672,000668
CMOs issued by government agencies or sponsored agencies$23,620,000635
Privately issued$52,000527
Commercial mortgage-backed securities$1,794,0001,002
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$1,794,000640
Held to maturity securities (book value)$4,092,0001,308
Available-for-sale securities (fair market value)$193,562,000665
Total debt securities$197,653,000737
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 contractsNANA
2016-12-31Rank
Total securities$204,479,000703
U.S. Government securities$59,120,0001,393
U.S. Treasury securities$01,367
U.S. Government agency obligations$59,120,0001,325
Securities issued by states & political subdivisions$109,477,000326
Other domestic debt securities$34,517,000279
Privately issued residential mortgage-backed securities$79,000562
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$496,000193
Other domestic debt securities - All other$33,942,000183
Foreign debt securities$1,365,000171
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$93,610,000644
Mortgage-backed securities$55,855,0001,040
Certificates of participation in pools of residential mortgages$29,297,0001,158
Issued or guaranteed by U.S.$29,297,0001,157
Privately issued$071
Collaterized mortgage obligations$25,720,000644
CMOs issued by government agencies or sponsored agencies$25,641,000605
Privately issued$79,000530
Commercial mortgage-backed securities$838,0001,171
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$838,000752
Held to maturity securities (book value)$4,092,0001,322
Available-for-sale securities (fair market value)$200,387,000633
Total debt securities$204,478,000693
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$215,561,000666
U.S. Government securities$63,161,0001,313
U.S. Treasury securities$01,214
U.S. Government agency obligations$63,161,0001,265
Securities issued by states & political subdivisions$112,027,000314
Other domestic debt securities$38,977,000259
Privately issued residential mortgage-backed securities$102,000547
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$462,000197
Other domestic debt securities - All other$38,413,000171
Foreign debt securities$1,396,000169
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,459,000604
Mortgage-backed securities$59,825,000977
Certificates of participation in pools of residential mortgages$30,303,0001,134
Issued or guaranteed by U.S.$30,303,0001,133
Privately issued$067
Collaterized mortgage obligations$28,274,000607
CMOs issued by government agencies or sponsored agencies$28,172,000572
Privately issued$102,000518
Commercial mortgage-backed securities$1,248,000993
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$1,248,000647
Held to maturity securities (book value)$4,172,0001,323
Available-for-sale securities (fair market value)$211,389,000607
Total debt securities$215,561,000657
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$234,917,000633
U.S. Government securities$75,851,0001,149
U.S. Treasury securities$01,253
U.S. Government agency obligations$75,851,0001,099
Securities issued by states & political subdivisions$110,196,000314
Other domestic debt securities$47,471,000227
Privately issued residential mortgage-backed securities$202,000511
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$428,000208
Other domestic debt securities - All other$46,841,000146
Foreign debt securities$1,399,000166
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$101,934,000606
Mortgage-backed securities$75,088,000825
Certificates of participation in pools of residential mortgages$43,746,000883
Issued or guaranteed by U.S.$43,746,000880
Privately issued$071
Collaterized mortgage obligations$31,325,000577
CMOs issued by government agencies or sponsored agencies$31,123,000542
Privately issued$202,000479
Commercial mortgage-backed securities$17,0001,202
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$17,000792
Held to maturity securities (book value)$4,172,0001,360
Available-for-sale securities (fair market value)$230,745,000566
Total debt securities$234,916,000624
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$245,309,000618
U.S. Government securities$69,614,0001,267
U.S. Treasury securities$01,296
U.S. Government agency obligations$69,614,0001,209
Securities issued by states & political subdivisions$108,581,000310
Other domestic debt securities$67,114,000171
Privately issued residential mortgage-backed securities$226,000502
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$466,000203
Other domestic debt securities - All other$66,422,000104
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$102,322,000612
Mortgage-backed securities$68,885,000875
Certificates of participation in pools of residential mortgages$36,904,000991
Issued or guaranteed by U.S.$36,904,000991
Privately issued$066
Collaterized mortgage obligations$31,890,000584
CMOs issued by government agencies or sponsored agencies$31,664,000547
Privately issued$226,000475
Commercial mortgage-backed securities$91,0001,175
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$91,000771
Held to maturity securities (book value)$2,424,0001,597
Available-for-sale securities (fair market value)$242,885,000547
Total debt securities$245,310,000608
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$223,887,000655
U.S. Government securities$58,418,0001,499
U.S. Treasury securities$5,998,000519
U.S. Government agency obligations$52,420,0001,552
Securities issued by states & political subdivisions$106,571,000314
Other domestic debt securities$58,898,000184
Privately issued residential mortgage-backed securities$283,000483
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$527,000196
Other domestic debt securities - All other$58,088,000116
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$101,453,000605
Mortgage-backed securities$49,703,0001,144
Certificates of participation in pools of residential mortgages$29,746,0001,174
Issued or guaranteed by U.S.$29,746,0001,172
Privately issued$066
Collaterized mortgage obligations$19,713,000777
CMOs issued by government agencies or sponsored agencies$19,430,000752
Privately issued$283,000460
Commercial mortgage-backed securities$244,0001,112
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$244,000706
Held to maturity securities (book value)$2,424,0001,635
Available-for-sale securities (fair market value)$221,463,000587
Total debt securities$223,888,000646
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$199,691,000741
U.S. Government securities$40,161,0002,018
U.S. Treasury securities$2,013,000800
U.S. Government agency obligations$38,148,0002,024
Securities issued by states & political subdivisions$103,192,000312
Other domestic debt securities$56,338,000198
Privately issued residential mortgage-backed securities$365,000476
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$561,000190
Other domestic debt securities - All other$55,412,000126
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$103,326,000604
Mortgage-backed securities$33,468,0001,515
Certificates of participation in pools of residential mortgages$12,903,0002,068
Issued or guaranteed by U.S.$12,903,0002,066
Privately issued$065
Collaterized mortgage obligations$20,565,000771
CMOs issued by government agencies or sponsored agencies$20,200,000742
Privately issued$365,000454
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$2,424,0001,639
Available-for-sale securities (fair market value)$197,267,000650
Total debt securities$199,681,000732
Structured notes
Amortized cost$1,249,0001,077
Fair value$1,252,0001,075
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$199,175,000759
U.S. Government securities$51,244,0001,725
U.S. Treasury securities$01,348
U.S. Government agency obligations$51,244,0001,653
Securities issued by states & political subdivisions$95,065,000338
Other domestic debt securities$52,866,000207
Privately issued residential mortgage-backed securities$404,000481
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$568,000193
Other domestic debt securities - All other$51,894,000131
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$102,634,000616
Mortgage-backed securities$30,430,0001,663
Certificates of participation in pools of residential mortgages$7,205,0002,799
Issued or guaranteed by U.S.$7,205,0002,797
Privately issued$067
Collaterized mortgage obligations$23,225,000757
CMOs issued by government agencies or sponsored agencies$22,821,000723
Privately issued$404,000458
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$2,424,0001,670
Available-for-sale securities (fair market value)$196,751,000665
Total debt securities$199,176,000751
Structured notes
Amortized cost$12,784,000237
Fair value$12,785,000234
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$221,421,000680
U.S. Government securities$65,285,0001,421
U.S. Treasury securities$01,327
U.S. Government agency obligations$65,285,0001,367
Securities issued by states & political subdivisions$94,340,000331
Other domestic debt securities$61,796,000188
Privately issued residential mortgage-backed securities$439,000505
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$606,000182
Other domestic debt securities - All other$60,751,000113
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$109,244,000594
Mortgage-backed securities$39,589,0001,412
Certificates of participation in pools of residential mortgages$7,623,0002,792
Issued or guaranteed by U.S.$7,623,0002,791
Privately issued$070
Collaterized mortgage obligations$31,966,000609
CMOs issued by government agencies or sponsored agencies$31,527,000582
Privately issued$439,000479
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$221,421,000592
Total debt securities$221,419,000672
Structured notes
Amortized cost$11,750,000288
Fair value$11,752,000288
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$237,455,000633
U.S. Government securities$80,740,0001,202
U.S. Treasury securities$8,381,000430
U.S. Government agency obligations$72,359,0001,246
Securities issued by states & political subdivisions$93,893,000337
Other domestic debt securities$62,822,000183
Privately issued residential mortgage-backed securities$604,000465
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$585,000185
Other domestic debt securities - All other$61,633,000110
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$107,927,000597
Mortgage-backed securities$57,520,0001,055
Certificates of participation in pools of residential mortgages$13,755,0002,125
Issued or guaranteed by U.S.$13,755,0002,123
Privately issued$075
Collaterized mortgage obligations$43,765,000508
CMOs issued by government agencies or sponsored agencies$43,161,000483
Privately issued$604,000439
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$237,455,000539
Total debt securities$237,454,000625
Structured notes
Amortized cost$2,000,0001,057
Fair value$1,993,0001,100
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$228,045,000663
U.S. Government securities$87,474,0001,138
U.S. Treasury securities$12,195,000324
U.S. Government agency obligations$75,279,0001,231
Securities issued by states & political subdivisions$96,210,000319
Other domestic debt securities$44,361,000223
Privately issued residential mortgage-backed securities$661,000484
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$554,000196
Other domestic debt securities - All other$43,146,000151
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$114,604,000566
Mortgage-backed securities$60,820,0001,041
Certificates of participation in pools of residential mortgages$13,203,0002,267
Issued or guaranteed by U.S.$13,203,0002,265
Privately issued$073
Collaterized mortgage obligations$47,617,000499
CMOs issued by government agencies or sponsored agencies$46,956,000476
Privately issued$661,000461
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$228,045,000566
Total debt securities$228,044,000654
Structured notes
Amortized cost$1,500,0001,357
Fair value$1,500,0001,358
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$219,491,000696
U.S. Government securities$76,367,0001,300
U.S. Treasury securities$2,383,000729
U.S. Government agency obligations$73,984,0001,269
Securities issued by states & political subdivisions$98,187,000310
Other domestic debt securities$44,937,000234
Privately issued residential mortgage-backed securities$1,040,000421
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$595,000195
Other domestic debt securities - All other$43,302,000158
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$108,398,000598
Mortgage-backed securities$63,601,0001,007
Certificates of participation in pools of residential mortgages$6,453,0003,165
Issued or guaranteed by U.S.$6,453,0003,164
Privately issued$075
Collaterized mortgage obligations$57,148,000438
CMOs issued by government agencies or sponsored agencies$56,108,000419
Privately issued$1,040,000405
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$219,491,000599
Total debt securities$219,491,000686
Structured notes
Amortized cost$2,250,0001,149
Fair value$2,250,0001,145
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$263,902,000588
U.S. Government securities$97,444,0001,050
U.S. Treasury securities$14,322,000261
U.S. Government agency obligations$83,122,0001,159
Securities issued by states & political subdivisions$87,936,000354
Other domestic debt securities$78,522,000161
Privately issued residential mortgage-backed securities$1,193,000419
Commercial mortgage-backed securities - Total$0127
Asset backed securities$6,036,000186
Structured financial products - Total$598,000199
Other domestic debt securities - All other$70,695,000107
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$133,770,000492
Mortgage-backed securities$75,497,000880
Certificates of participation in pools of residential mortgages$10,876,0002,545
Issued or guaranteed by U.S.$10,876,0002,545
Privately issued$076
Collaterized mortgage obligations$64,621,000389
CMOs issued by government agencies or sponsored agencies$63,428,000374
Privately issued$1,193,000402
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$263,902,000502
Total debt securities$263,902,000575
Structured notes
Amortized cost$3,489,000948
Fair value$3,408,000941
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$266,912,000581
U.S. Government securities$104,008,000983
U.S. Treasury securities$14,262,000242
U.S. Government agency obligations$89,746,0001,067
Securities issued by states & political subdivisions$83,061,000369
Other domestic debt securities$79,843,000163
Privately issued residential mortgage-backed securities$1,392,000424
Commercial mortgage-backed securities - Total$0125
Asset backed securities$6,290,000179
Structured financial products - Total$609,000210
Other domestic debt securities - All other$71,552,000105
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$130,172,000500
Mortgage-backed securities$74,823,000880
Certificates of participation in pools of residential mortgages$9,370,0002,736
Issued or guaranteed by U.S.$9,370,0002,735
Privately issued$081
Collaterized mortgage obligations$65,453,000383
CMOs issued by government agencies or sponsored agencies$64,061,000362
Privately issued$1,392,000406
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$266,912,000495
Total debt securities$266,912,000566
Structured notes
Amortized cost$1,988,0001,304
Fair value$1,921,0001,249
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$293,522,000523
U.S. Government securities$108,578,000945
U.S. Treasury securities$14,328,000229
U.S. Government agency obligations$94,250,0001,034
Securities issued by states & political subdivisions$80,636,000387
Other domestic debt securities$104,308,000140
Privately issued residential mortgage-backed securities$1,484,000443
Commercial mortgage-backed securities - Total$0126
Asset backed securities$6,570,000181
Structured financial products - Total$1,215,000180
Other domestic debt securities - All other$95,039,00087
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$134,502,000493
Mortgage-backed securities$77,247,000866
Certificates of participation in pools of residential mortgages$9,551,0002,719
Issued or guaranteed by U.S.$9,551,0002,716
Privately issued$080
Collaterized mortgage obligations$67,696,000371
CMOs issued by government agencies or sponsored agencies$66,212,000355
Privately issued$1,484,000424
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$293,522,000454
Total debt securities$293,521,000513
Structured notes
Amortized cost$4,943,000744
Fair value$4,874,000711
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$301,068,000516
U.S. Government securities$118,671,000858
U.S. Treasury securities$14,336,000225
U.S. Government agency obligations$104,335,000953
Securities issued by states & political subdivisions$78,539,000402
Other domestic debt securities$103,858,000144
Privately issued residential mortgage-backed securities$1,735,000432
Commercial mortgage-backed securities - Total$0134
Asset backed securities$6,874,000172
Structured financial products - Total$1,282,000168
Other domestic debt securities - All other$93,967,00090
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$146,542,000439
Mortgage-backed securities$83,783,000814
Certificates of participation in pools of residential mortgages$5,270,0003,416
Issued or guaranteed by U.S.$5,270,0003,412
Privately issued$083
Collaterized mortgage obligations$78,513,000350
CMOs issued by government agencies or sponsored agencies$76,778,000325
Privately issued$1,735,000413
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$301,068,000455
Total debt securities$301,068,000506
Structured notes
Amortized cost$1,987,0001,290
Fair value$1,889,0001,279
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$324,872,000475
U.S. Government securities$143,053,000734
U.S. Treasury securities$01,161
U.S. Government agency obligations$143,053,000706
Securities issued by states & political subdivisions$76,643,000417
Other domestic debt securities$105,176,000141
Privately issued residential mortgage-backed securities$1,890,000442
Commercial mortgage-backed securities - Total$0135
Asset backed securities$7,080,000156
Structured financial products - Total$1,003,000183
Other domestic debt securities - All other$95,203,00087
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$160,487,000417
Mortgage-backed securities$112,320,000646
Certificates of participation in pools of residential mortgages$25,603,0001,533
Issued or guaranteed by U.S.$25,603,0001,531
Privately issued$083
Collaterized mortgage obligations$86,717,000343
CMOs issued by government agencies or sponsored agencies$84,827,000317
Privately issued$1,890,000428
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$324,872,000423
Total debt securities$324,872,000463
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$291,848,000522
U.S. Government securities$145,260,000713
U.S. Treasury securities$4,962,000463
U.S. Government agency obligations$140,298,000705
Securities issued by states & political subdivisions$72,089,000435
Other domestic debt securities$74,499,000176
Privately issued residential mortgage-backed securities$1,836,000467
Commercial mortgage-backed securities - Total$0125
Asset backed securities$7,086,000147
Structured financial products - Total$950,000182
Other domestic debt securities - All other$64,627,000107
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$185,779,000359
Mortgage-backed securities$99,956,000696
Certificates of participation in pools of residential mortgages$24,542,0001,548
Issued or guaranteed by U.S.$24,542,0001,546
Privately issued$085
Collaterized mortgage obligations$75,414,000390
CMOs issued by government agencies or sponsored agencies$73,578,000364
Privately issued$1,836,000453
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$291,848,000466
Total debt securities$291,848,000514
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$311,105,000500
U.S. Government securities$183,121,000592
U.S. Treasury securities$4,955,000417
U.S. Government agency obligations$178,166,000585
Securities issued by states & political subdivisions$64,607,000477
Other domestic debt securities$63,377,000200
Privately issued residential mortgage-backed securities$2,321,000457
Commercial mortgage-backed securities - Total$0122
Asset backed securities$7,088,000138
Structured financial products - Total$768,000203
Other domestic debt securities - All other$53,200,000133
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$192,848,000343
Mortgage-backed securities$141,000,000550
Certificates of participation in pools of residential mortgages$54,593,000831
Issued or guaranteed by U.S.$54,593,000831
Privately issued$088
Collaterized mortgage obligations$86,407,000373
CMOs issued by government agencies or sponsored agencies$84,086,000350
Privately issued$2,321,000441
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$311,105,000440
Total debt securities$311,105,000489
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$321,210,000477
U.S. Government securities$197,942,000552
U.S. Treasury securities$01,068
U.S. Government agency obligations$197,942,000535
Securities issued by states & political subdivisions$63,693,000459
Other domestic debt securities$59,575,000209
Privately issued residential mortgage-backed securities$2,757,000456
Commercial mortgage-backed securities - Total$0125
Asset backed securities$4,927,000157
Structured financial products - Total$740,000207
Other domestic debt securities - All other$51,151,000132
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$177,747,000374
Mortgage-backed securities$150,800,000533
Certificates of participation in pools of residential mortgages$54,561,000851
Issued or guaranteed by U.S.$54,561,000850
Privately issued$094
Collaterized mortgage obligations$96,239,000356
CMOs issued by government agencies or sponsored agencies$93,482,000333
Privately issued$2,757,000438
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$321,210,000431
Total debt securities$321,211,000467
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$357,057,000426
U.S. Government securities$236,418,000484
U.S. Treasury securities$9,900,000288
U.S. Government agency obligations$226,518,000483
Securities issued by states & political subdivisions$59,308,000483
Other domestic debt securities$61,331,000203
Privately issued residential mortgage-backed securities$2,939,000467
Commercial mortgage-backed securities - Total$0130
Asset backed securities$4,906,000135
Structured financial products - Total$747,000200
Other domestic debt securities - All other$52,739,000130
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$163,461,000406
Mortgage-backed securities$152,909,000542
Certificates of participation in pools of residential mortgages$37,905,0001,145
Issued or guaranteed by U.S.$37,905,0001,145
Privately issued$094
Collaterized mortgage obligations$115,004,000329
CMOs issued by government agencies or sponsored agencies$112,065,000308
Privately issued$2,939,000448
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$357,057,000383
Total debt securities$357,057,000420
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$332,219,000446
U.S. Government securities$236,753,000462
U.S. Treasury securities$01,076
U.S. Government agency obligations$236,753,000446
Securities issued by states & political subdivisions$59,805,000465
Other domestic debt securities$35,642,000317
Privately issued residential mortgage-backed securities$3,671,000467
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$459,000216
Other domestic debt securities - All other$31,512,000181
Foreign debt securities$0182
Equity securities$19,0001,118
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$182,462,000347
Mortgage-backed securities$168,409,000480
Certificates of participation in pools of residential mortgages$29,860,0001,332
Issued or guaranteed by U.S.$29,860,0001,330
Privately issued$0121
Collaterized mortgage obligations$138,317,000284
CMOs issued by government agencies or sponsored agencies$134,646,000254
Privately issued$3,671,000447
Commercial mortgage-backed securities$232,000448
Commercial mortgage pass-through securities$232,000314
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$332,219,000399
Total debt securities$332,207,000443
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$300,230,000491
U.S. Government securities$222,630,000476
U.S. Treasury securities$01,126
U.S. Government agency obligations$222,630,000463
Securities issued by states & political subdivisions$56,892,000465
Other domestic debt securities$20,687,000453
Privately issued residential mortgage-backed securities$4,016,000476
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$490,000218
Other domestic debt securities - All other$16,181,000307
Foreign debt securities$0176
Equity securities$21,0001,153
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$181,282,000335
Mortgage-backed securities$161,794,000484
Certificates of participation in pools of residential mortgages$38,839,0001,032
Issued or guaranteed by U.S.$38,839,0001,030
Privately issued$0132
Collaterized mortgage obligations$122,272,000307
CMOs issued by government agencies or sponsored agencies$118,256,000269
Privately issued$4,016,000452
Commercial mortgage-backed securities$683,000329
Commercial mortgage pass-through securities$683,000231
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$300,230,000438
Total debt securities$300,216,000484
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$301,834,000485
U.S. Government securities$243,528,000442
U.S. Treasury securities$01,225
U.S. Government agency obligations$243,528,000425
Securities issued by states & political subdivisions$53,693,000474
Other domestic debt securities$4,591,0001,056
Privately issued residential mortgage-backed securities$4,133,000490
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$458,000236
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$22,0001,174
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$160,002,000385
Mortgage-backed securities$164,624,000465
Certificates of participation in pools of residential mortgages$30,970,0001,203
Issued or guaranteed by U.S.$30,970,0001,198
Privately issued$0125
Collaterized mortgage obligations$132,907,000271
CMOs issued by government agencies or sponsored agencies$128,774,000241
Privately issued$4,133,000468
Commercial mortgage-backed securities$747,000315
Commercial mortgage pass-through securities$747,000229
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$301,834,000435
Total debt securities$301,822,000478
Structured notes
Amortized cost$2,001,0001,949
Fair value$2,005,0001,993
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$347,300,000419
U.S. Government securities$298,659,000357
U.S. Treasury securities$01,272
U.S. Government agency obligations$298,659,000347
Securities issued by states & political subdivisions$47,084,000536
Other domestic debt securities$1,537,0001,729
Privately issued residential mortgage-backed securities$1,088,000839
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$449,000227
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$20,0001,210
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$179,323,000336
Mortgage-backed securities$190,954,000392
Certificates of participation in pools of residential mortgages$36,835,0001,016
Issued or guaranteed by U.S.$36,835,0001,011
Privately issued$0136
Collaterized mortgage obligations$153,355,000243
CMOs issued by government agencies or sponsored agencies$152,267,000209
Privately issued$1,088,000799
Commercial mortgage-backed securities$764,000294
Commercial mortgage pass-through securities$764,000212
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$347,300,000369
Total debt securities$347,280,000414
Structured notes
Amortized cost$03,198
Fair value$03,198
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$332,697,000422
U.S. Government securities$284,075,000364
U.S. Treasury securities$01,275
U.S. Government agency obligations$284,075,000348
Securities issued by states & political subdivisions$46,114,000539
Other domestic debt securities$2,490,0001,535
Privately issued residential mortgage-backed securities$1,254,000840
Commercial mortgage-backed securities - Total$789,000274
Asset backed securities$0234
Structured financial products - Total$447,000225
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$18,0001,220
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$151,673,000387
Mortgage-backed securities$171,587,000416
Certificates of participation in pools of residential mortgages$42,510,000863
Issued or guaranteed by U.S.$42,510,000856
Privately issued$0141
Collaterized mortgage obligations$128,288,000279
CMOs issued by government agencies or sponsored agencies$127,034,000234
Privately issued$1,254,000801
Commercial mortgage-backed securities$789,000274
Commercial mortgage pass-through securities$789,000204
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$332,697,000377
Total debt securities$332,679,000417
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$290,611,000458
U.S. Government securities$246,113,000392
U.S. Treasury securities$01,180
U.S. Government agency obligations$246,113,000375
Securities issued by states & political subdivisions$41,412,000592
Other domestic debt securities$3,074,0001,438
Privately issued residential mortgage-backed securities$1,813,000821
Commercial mortgage-backed securities - Total$813,000243
Asset backed securities$0226
Structured financial products - Total$448,000258
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$12,0001,290
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$147,259,000405
Mortgage-backed securities$161,206,000418
Certificates of participation in pools of residential mortgages$48,502,000743
Issued or guaranteed by U.S.$48,502,000738
Privately issued$0141
Collaterized mortgage obligations$111,891,000305
CMOs issued by government agencies or sponsored agencies$110,078,000254
Privately issued$1,813,000780
Commercial mortgage-backed securities$813,000243
Commercial mortgage pass-through securities$813,000176
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$290,611,000405
Total debt securities$290,603,000450
Structured notes
Amortized cost$5,000,0001,103
Fair value$5,000,0001,155
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$249,682,000531
U.S. Government securities$210,374,000455
U.S. Treasury securities$01,121
U.S. Government agency obligations$210,374,000436
Securities issued by states & political subdivisions$35,985,000666
Other domestic debt securities$3,305,0001,399
Privately issued residential mortgage-backed securities$2,011,000823
Commercial mortgage-backed securities - Total$840,000238
Asset backed securities$0230
Structured financial products - Total$454,000259
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$18,0001,313
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$143,564,000411
Mortgage-backed securities$136,405,000495
Certificates of participation in pools of residential mortgages$52,716,000687
Issued or guaranteed by U.S.$52,716,000681
Privately issued$0148
Collaterized mortgage obligations$82,849,000365
CMOs issued by government agencies or sponsored agencies$80,838,000300
Privately issued$2,011,000789
Commercial mortgage-backed securities$840,000238
Commercial mortgage pass-through securities$840,000169
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$249,682,000466
Total debt securities$249,666,000523
Structured notes
Amortized cost$14,001,000487
Fair value$14,032,000495
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$246,880,000534
U.S. Government securities$203,008,000474
U.S. Treasury securities$4,221,000481
U.S. Government agency obligations$198,787,000465
Securities issued by states & political subdivisions$39,665,000570
Other domestic debt securities$4,194,0001,293
Privately issued residential mortgage-backed securities$2,295,000822
Commercial mortgage-backed securities - Total$867,000244
Asset backed securities$0238
Structured financial products - Total$1,032,000201
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$13,0001,407
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$130,672,000475
Mortgage-backed securities$126,879,000545
Certificates of participation in pools of residential mortgages$44,205,000864
Issued or guaranteed by U.S.$44,205,000856
Privately issued$0145
Collaterized mortgage obligations$81,807,000369
CMOs issued by government agencies or sponsored agencies$79,512,000311
Privately issued$2,295,000787
Commercial mortgage-backed securities$867,000244
Commercial mortgage pass-through securities$867,000172
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$246,880,000476
Total debt securities$246,876,000528
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$180,342,000722
U.S. Government securities$141,712,000654
U.S. Treasury securities$01,077
U.S. Government agency obligations$141,712,000624
Securities issued by states & political subdivisions$34,769,000666
Other domestic debt securities$3,852,0001,390
Privately issued residential mortgage-backed securities$2,518,000826
Commercial mortgage-backed securities - Total$906,000233
Asset backed securities$0262
Structured financial products - Total$428,000279
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$9,0001,498
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$116,486,000513
Mortgage-backed securities$131,042,000534
Certificates of participation in pools of residential mortgages$45,601,000860
Issued or guaranteed by U.S.$45,601,000852
Privately issued$0157
Collaterized mortgage obligations$84,535,000357
CMOs issued by government agencies or sponsored agencies$82,017,000283
Privately issued$2,518,000790
Commercial mortgage-backed securities$906,000233
Commercial mortgage pass-through securities$906,000161
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$180,342,000625
Total debt securities$180,334,000710
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$174,681,000740
U.S. Government securities$114,518,000778
U.S. Treasury securities$01,047
U.S. Government agency obligations$114,518,000756
Securities issued by states & political subdivisions$22,874,0001,072
Other domestic debt securities$37,280,000378
Privately issued residential mortgage-backed securities$34,803,000231
Commercial mortgage-backed securities - Total$927,000247
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$1,550,0001,250
Foreign debt securities$0175
Equity securities$9,0001,570
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$128,836,000454
Mortgage-backed securities$137,162,000519
Certificates of participation in pools of residential mortgages$47,430,000855
Issued or guaranteed by U.S.$47,430,000845
Privately issued$0171
Collaterized mortgage obligations$88,805,000339
CMOs issued by government agencies or sponsored agencies$54,002,000368
Privately issued$34,803,000223
Commercial mortgage-backed securities$927,000247
Commercial mortgage pass-through securities$927,000157
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$174,681,000630
Total debt securities$174,672,000726
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$164,080,000773
U.S. Government securities$105,382,000819
U.S. Treasury securities$01,036
U.S. Government agency obligations$105,382,000789
Securities issued by states & political subdivisions$21,109,0001,126
Other domestic debt securities$37,575,000399
Privately issued residential mortgage-backed securities$34,807,000247
Commercial mortgage-backed securities - Total$971,000204
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$1,797,0001,199
Foreign debt securities$0183
Equity securities$14,0001,540
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$121,771,000478
Mortgage-backed securities$127,848,000550
Certificates of participation in pools of residential mortgages$39,267,0001,028
Issued or guaranteed by U.S.$39,267,0001,016
Privately issued$0181
Collaterized mortgage obligations$87,610,000326
CMOs issued by government agencies or sponsored agencies$52,803,000343
Privately issued$34,807,000236
Commercial mortgage-backed securities$971,000204
Commercial mortgage pass-through securities$971,000117
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$164,080,000659
Total debt securities$164,066,000755
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$135,647,000926
U.S. Government securities$79,449,0001,098
U.S. Treasury securities$0981
U.S. Government agency obligations$79,449,0001,063
Securities issued by states & political subdivisions$18,940,0001,201
Other domestic debt securities$37,258,000376
Privately issued residential mortgage-backed securities$35,123,000268
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,135,0001,106
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,466,000506
Mortgage-backed securities$111,265,000606
Certificates of participation in pools of residential mortgages$32,453,0001,246
Issued or guaranteed by U.S.$32,453,0001,236
Privately issued$0191
Collaterized mortgage obligations$78,812,000367
CMOs issued by government agencies or sponsored agencies$43,689,000382
Privately issued$35,123,000258
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)$135,647,000792
Total debt securities$135,643,000902
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$150,220,000805
U.S. Government securities$94,847,000898
U.S. Treasury securities$0973
U.S. Government agency obligations$94,847,000876
Securities issued by states & political subdivisions$18,376,0001,209
Other domestic debt securities$36,997,000360
Privately issued residential mortgage-backed securities$34,616,000257
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,381,0001,019
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,118,000579
Mortgage-backed securities$108,608,000612
Certificates of participation in pools of residential mortgages$32,137,0001,218
Issued or guaranteed by U.S.$32,137,0001,207
Privately issued$0188
Collaterized mortgage obligations$76,471,000363
CMOs issued by government agencies or sponsored agencies$41,855,000381
Privately issued$34,616,000248
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)$150,220,000690
Total debt securities$150,218,000790
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$125,544,000955
U.S. Government securities$96,905,000850
U.S. Treasury securities$01,019
U.S. Government agency obligations$96,905,000832
Securities issued by states & political subdivisions$17,390,0001,269
Other domestic debt securities$11,138,000773
Privately issued residential mortgage-backed securities$8,533,000548
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,605,000952
Foreign debt securities$0181
Equity securities$111,0001,340
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,201,000727
Mortgage-backed securities$78,935,000759
Certificates of participation in pools of residential mortgages$14,003,0002,171
Issued or guaranteed by U.S.$14,003,0002,161
Privately issued$0192
Collaterized mortgage obligations$64,932,000391
CMOs issued by government agencies or sponsored agencies$56,399,000289
Privately issued$8,533,000522
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)$125,544,000813
Total debt securities$125,433,000941
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$54,774,0002,137
U.S. Government securities$35,508,0002,275
U.S. Treasury securities$01,021
U.S. Government agency obligations$35,508,0002,229
Securities issued by states & political subdivisions$10,619,0001,967
Other domestic debt securities$7,645,000992
Privately issued residential mortgage-backed securities$4,741,000705
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,904,000975
Foreign debt securities$0189
Equity securities$1,002,0001,014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,841,0001,214
Mortgage-backed securities$36,721,0001,411
Certificates of participation in pools of residential mortgages$14,858,0002,073
Issued or guaranteed by U.S.$14,858,0002,062
Privately issued$0202
Collaterized mortgage obligations$21,863,000771
CMOs issued by government agencies or sponsored agencies$17,122,000684
Privately issued$4,741,000671
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)$54,774,0001,883
Total debt securities$53,772,0002,129
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$65,828,0001,799
U.S. Government securities$47,702,0001,737
U.S. Treasury securities$01,044
U.S. Government agency obligations$47,702,0001,705
Securities issued by states & political subdivisions$10,007,0002,060
Other domestic debt securities$7,142,0001,013
Privately issued residential mortgage-backed securities$4,074,000723
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,068,000917
Foreign debt securities$0199
Equity securities$977,0001,069
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,781,0001,172
Mortgage-backed securities$38,909,0001,313
Certificates of participation in pools of residential mortgages$16,285,0001,889
Issued or guaranteed by U.S.$16,285,0001,880
Privately issued$0205
Collaterized mortgage obligations$22,624,000730
CMOs issued by government agencies or sponsored agencies$18,550,000621
Privately issued$4,074,000689
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$65,828,0001,587
Total debt securities$64,850,0001,790
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$73,823,0001,607
U.S. Government securities$57,809,0001,461
U.S. Treasury securities$01,146
U.S. Government agency obligations$57,809,0001,431
Securities issued by states & political subdivisions$9,603,0002,131
Other domestic debt securities$5,181,0001,109
Privately issued residential mortgage-backed securities$2,005,000840
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,176,000855
Foreign debt securities$0202
Equity securities$1,230,000918
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,266,000941
Mortgage-backed securities$18,589,0002,014
Certificates of participation in pools of residential mortgages$8,685,0002,473
Issued or guaranteed by U.S.$8,685,0002,459
Privately issued$0191
Collaterized mortgage obligations$9,904,0001,165
CMOs issued by government agencies or sponsored agencies$7,899,0001,069
Privately issued$2,005,000798
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)$73,823,0001,399
Total debt securities$72,593,0001,581
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$69,151,0001,712
U.S. Government securities$54,483,0001,568
U.S. Treasury securities$01,235
U.S. Government agency obligations$54,483,0001,537
Securities issued by states & political subdivisions$8,375,0002,300
Other domestic debt securities$4,575,0001,129
Privately issued residential mortgage-backed securities$2,099,000802
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,476,000940
Foreign debt securities$0200
Equity securities$1,718,000815
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,684,000935
Mortgage-backed securities$10,006,0002,740
Certificates of participation in pools of residential mortgages$2,825,0003,839
Issued or guaranteed by U.S.$2,825,0003,823
Privately issued$0194
Collaterized mortgage obligations$7,181,0001,344
CMOs issued by government agencies or sponsored agencies$5,082,0001,298
Privately issued$2,099,000764
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)$69,151,0001,482
Total debt securities$67,434,0001,715
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$63,099,0001,830
U.S. Government securities$48,047,0001,765
U.S. Treasury securities$01,362
U.S. Government agency obligations$48,047,0001,714
Securities issued by states & political subdivisions$7,985,0002,369
Other domestic debt securities$5,300,000993
Privately issued residential mortgage-backed securities$2,294,000736
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,006,000811
Foreign debt securities$0201
Equity securities$1,767,000802
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,902,0001,001
Mortgage-backed securities$9,407,0002,781
Certificates of participation in pools of residential mortgages$1,838,0004,274
Issued or guaranteed by U.S.$1,838,0004,260
Privately issued$0207
Collaterized mortgage obligations$7,569,0001,255
CMOs issued by government agencies or sponsored agencies$5,275,0001,265
Privately issued$2,294,000698
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)$63,099,0001,580
Total debt securities$61,331,0001,836
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$61,526,0001,897
U.S. Government securities$46,537,0001,845
U.S. Treasury securities$01,448
U.S. Government agency obligations$46,537,0001,786
Securities issued by states & political subdivisions$7,619,0002,456
Other domestic debt securities$5,497,000985
Privately issued residential mortgage-backed securities$2,488,000691
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,009,000831
Foreign debt securities$0207
Equity securities$1,873,000818
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,250,0001,104
Mortgage-backed securities$6,483,0003,265
Certificates of participation in pools of residential mortgages$2,006,0004,174
Issued or guaranteed by U.S.$2,006,0004,157
Privately issued$0218
Collaterized mortgage obligations$4,477,0001,602
CMOs issued by government agencies or sponsored agencies$1,989,0001,849
Privately issued$2,488,000648
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)$61,526,0001,628
Total debt securities$59,652,0001,911
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$67,326,0001,765
U.S. Government securities$53,626,0001,643
U.S. Treasury securities$01,498
U.S. Government agency obligations$53,626,0001,603
Securities issued by states & political subdivisions$7,407,0002,495
Other domestic debt securities$4,553,0001,075
Privately issued residential mortgage-backed securities$1,543,000789
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,010,000856
Foreign debt securities$0210
Equity securities$1,740,000850
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,056,0001,106
Mortgage-backed securities$2,633,0004,435
Certificates of participation in pools of residential mortgages$1,021,0004,785
Issued or guaranteed by U.S.$1,021,0004,767
Privately issued$0208
Collaterized mortgage obligations$1,612,0002,233
CMOs issued by government agencies or sponsored agencies$69,0003,080
Privately issued$1,543,000744
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0003,585
Available-for-sale securities (fair market value)$67,191,0001,525
Total debt securities$65,586,0001,776
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$64,840,0001,839
U.S. Government securities$51,694,0001,720
U.S. Treasury securities$01,574
U.S. Government agency obligations$51,694,0001,681
Securities issued by states & political subdivisions$7,901,0002,397
Other domestic debt securities$3,589,0001,195
Privately issued residential mortgage-backed securities$578,000969
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,011,000849
Foreign debt securities$0214
Equity securities$1,656,000874
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,333,0001,090
Mortgage-backed securities$1,897,0004,784
Certificates of participation in pools of residential mortgages$1,059,0004,769
Issued or guaranteed by U.S.$1,059,0004,745
Privately issued$0214
Collaterized mortgage obligations$838,0002,603
CMOs issued by government agencies or sponsored agencies$260,0002,798
Privately issued$578,000903
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0003,664
Available-for-sale securities (fair market value)$64,705,0001,578
Total debt securities$63,184,0001,847
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$72,795,0001,658
U.S. Government securities$60,006,0001,496
U.S. Treasury securities$01,634
U.S. Government agency obligations$60,006,0001,455
Securities issued by states & political subdivisions$7,483,0002,453
Other domestic debt securities$3,624,0001,185
Privately issued residential mortgage-backed securities$613,000941
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,011,000853
Foreign debt securities$0223
Equity securities$1,682,000857
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,060,000916
Mortgage-backed securities$1,376,0005,064
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.$06,571
Privately issued$0211
Collaterized mortgage obligations$1,376,0002,297
CMOs issued by government agencies or sponsored agencies$763,0002,362
Privately issued$613,000883
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0003,721
Available-for-sale securities (fair market value)$72,660,0001,422
Total debt securities$71,113,0001,658
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$77,478,0001,588
U.S. Government securities$65,351,0001,395
U.S. Treasury securities$996,0001,125
U.S. Government agency obligations$64,355,0001,376
Securities issued by states & political subdivisions$6,766,0002,592
Other domestic debt securities$3,663,0001,209
Privately issued residential mortgage-backed securities$652,000925
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,011,000890
Foreign debt securities$0226
Equity securities$1,698,000876
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,065,000863
Mortgage-backed securities$1,930,0004,793
Certificates of participation in pools of residential mortgages$06,631
Issued or guaranteed by U.S.$06,611
Privately issued$0205
Collaterized mortgage obligations$1,930,0002,099
CMOs issued by government agencies or sponsored agencies$1,278,0002,068
Privately issued$652,000867
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$145,0003,779
Available-for-sale securities (fair market value)$77,333,0001,376
Total debt securities$75,779,0001,584
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$78,987,0001,550
U.S. Government securities$67,100,0001,356
U.S. Treasury securities$990,0001,189
U.S. Government agency obligations$66,110,0001,326
Securities issued by states & political subdivisions$6,606,0002,624
Other domestic debt securities$3,694,0001,226
Privately issued residential mortgage-backed securities$683,000881
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,011,000932
Foreign debt securities$0223
Equity securities$1,587,000922
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,962,000841
Mortgage-backed securities$3,290,0004,219
Certificates of participation in pools of residential mortgages$380,0005,525
Issued or guaranteed by U.S.$380,0005,500
Privately issued$0216
Collaterized mortgage obligations$2,910,0001,835
CMOs issued by government agencies or sponsored agencies$2,227,0001,764
Privately issued$683,000823
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$145,0003,855
Available-for-sale securities (fair market value)$78,842,0001,329
Total debt securities$77,399,0001,548
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$75,433,0001,618
U.S. Government securities$62,270,0001,452
U.S. Treasury securities$987,0001,218
U.S. Government agency obligations$61,283,0001,424
Securities issued by states & political subdivisions$7,305,0002,445
Other domestic debt securities$4,262,0001,162
Privately issued residential mortgage-backed securities$754,000849
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,508,000896
Foreign debt securities$0234
Equity securities$1,596,000926
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,319,000816
Mortgage-backed securities$4,039,0004,004
Certificates of participation in pools of residential mortgages$420,0005,511
Issued or guaranteed by U.S.$420,0005,491
Privately issued$0225
Collaterized mortgage obligations$3,619,0001,693
CMOs issued by government agencies or sponsored agencies$2,865,0001,629
Privately issued$754,000794
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$145,0003,911
Available-for-sale securities (fair market value)$75,288,0001,374
Total debt securities$73,838,0001,598
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$77,537,0001,584
U.S. Government securities$64,649,0001,417
U.S. Treasury securities$988,0001,258
U.S. Government agency obligations$63,661,0001,385
Securities issued by states & political subdivisions$6,844,0002,520
Other domestic debt securities$4,487,0001,158
Privately issued residential mortgage-backed securities$983,000785
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,504,000928
Foreign debt securities$0234
Equity securities$1,557,000940
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,407,000885
Mortgage-backed securities$5,095,0003,770
Certificates of participation in pools of residential mortgages$498,0005,483
Issued or guaranteed by U.S.$498,0005,456
Privately issued$0223
Collaterized mortgage obligations$4,597,0001,571
CMOs issued by government agencies or sponsored agencies$3,614,0001,518
Privately issued$983,000734
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$145,0003,957
Available-for-sale securities (fair market value)$77,392,0001,343
Total debt securities$75,979,0001,574
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$93,793,0001,347
U.S. Government securities$74,703,0001,226
U.S. Treasury securities$983,0001,359
U.S. Government agency obligations$73,720,0001,198
Securities issued by states & political subdivisions$7,949,0002,287
Other domestic debt securities$9,525,000790
Privately issued residential mortgage-backed securities$1,016,000754
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,509,000571
Foreign debt securities$0247
Equity securities$1,616,000974
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,188,0001,023
Mortgage-backed securities$7,188,0003,365
Certificates of participation in pools of residential mortgages$548,0005,489
Issued or guaranteed by U.S.$548,0005,470
Privately issued$0207
Collaterized mortgage obligations$6,640,0001,335
CMOs issued by government agencies or sponsored agencies$5,624,0001,272
Privately issued$1,016,000704
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$370,0003,696
Available-for-sale securities (fair market value)$93,423,0001,151
Total debt securities$92,179,0001,333
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$80,290,0001,580
U.S. Government securities$62,585,0001,492
U.S. Treasury securities$988,0001,411
U.S. Government agency obligations$61,597,0001,451
Securities issued by states & political subdivisions$11,494,0001,707
Other domestic debt securities$4,698,0001,193
Privately issued residential mortgage-backed securities$1,183,000729
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,515,0001,012
Foreign debt securities$0244
Equity securities$1,513,0001,031
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,216,0001,018
Mortgage-backed securities$8,931,0003,111
Certificates of participation in pools of residential mortgages$1,275,0004,918
Issued or guaranteed by U.S.$1,275,0004,905
Privately issued$0203
Collaterized mortgage obligations$7,656,0001,253
CMOs issued by government agencies or sponsored agencies$6,473,0001,196
Privately issued$1,183,000681
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$370,0003,760
Available-for-sale securities (fair market value)$79,920,0001,351
Total debt securities$78,776,0001,563
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$54,575,0002,236
U.S. Government securities$40,072,0002,204
U.S. Treasury securities$993,0001,399
U.S. Government agency obligations$39,079,0002,172
Securities issued by states & political subdivisions$8,433,0002,219
Other domestic debt securities$4,270,0001,257
Privately issued residential mortgage-backed securities$748,000760
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,522,0001,057
Foreign debt securities$0248
Equity securities$1,800,000984
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,794,0001,020
Mortgage-backed securities$9,196,0003,082
Certificates of participation in pools of residential mortgages$1,600,0004,741
Issued or guaranteed by U.S.$1,600,0004,729
Privately issued$0225
Collaterized mortgage obligations$7,596,0001,269
CMOs issued by government agencies or sponsored agencies$6,848,0001,175
Privately issued$748,000705
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$370,0003,824
Available-for-sale securities (fair market value)$54,205,0001,899
Total debt securities$52,774,0002,252
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$63,939,0001,954
U.S. Government securities$48,436,0001,906
U.S. Treasury securities$988,0001,469
U.S. Government agency obligations$47,448,0001,870
Securities issued by states & political subdivisions$9,158,0002,074
Other domestic debt securities$4,521,0001,260
Privately issued residential mortgage-backed securities$994,000702
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,527,0001,107
Foreign debt securities$0251
Equity securities$1,824,0001,016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,112,0001,041
Mortgage-backed securities$10,074,0002,979
Certificates of participation in pools of residential mortgages$1,778,0004,699
Issued or guaranteed by U.S.$1,778,0004,684
Privately issued$0225
Collaterized mortgage obligations$8,296,0001,223
CMOs issued by government agencies or sponsored agencies$7,302,0001,152
Privately issued$994,000657
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$369,0003,873
Available-for-sale securities (fair market value)$63,570,0001,658
Total debt securities$62,115,0001,963
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$57,723,0002,143
U.S. Government securities$40,268,0002,236
U.S. Treasury securities$1,010,0001,338
U.S. Government agency obligations$39,258,0002,204
Securities issued by states & political subdivisions$10,215,0001,912
Other domestic debt securities$5,417,0001,219
Privately issued residential mortgage-backed securities$1,374,000683
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,043,0001,094
Foreign debt securities$0264
Equity securities$1,823,0001,089
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,542,0001,035
Mortgage-backed securities$11,680,0002,781
Certificates of participation in pools of residential mortgages$2,291,0004,458
Issued or guaranteed by U.S.$2,291,0004,442
Privately issued$0230
Collaterized mortgage obligations$9,389,0001,193
CMOs issued by government agencies or sponsored agencies$8,015,0001,124
Privately issued$1,374,000639
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$465,0003,808
Available-for-sale securities (fair market value)$57,258,0001,849
Total debt securities$55,900,0002,143
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$55,287,0002,281
U.S. Government securities$36,522,0002,485
U.S. Treasury securities$1,002,0001,505
U.S. Government agency obligations$35,520,0002,463
Securities issued by states & political subdivisions$10,855,0001,821
Other domestic debt securities$6,073,0001,142
Privately issued residential mortgage-backed securities$1,519,000555
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,554,0001,092
Foreign debt securities$0283
Equity securities$1,837,0001,070
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,439,0001,052
Mortgage-backed securities$12,712,0002,655
Certificates of participation in pools of residential mortgages$2,602,0004,280
Issued or guaranteed by U.S.$2,602,0004,266
Privately issued$0248
Collaterized mortgage obligations$10,110,0001,126
CMOs issued by government agencies or sponsored agencies$8,591,0001,130
Privately issued$1,519,000486
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$464,0003,865
Available-for-sale securities (fair market value)$54,823,0001,955
Total debt securities$53,450,0002,297
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$46,841,0002,577
U.S. Government securities$27,474,0003,000
U.S. Treasury securities$1,006,0001,522
U.S. Government agency obligations$26,468,0002,979
Securities issued by states & political subdivisions$11,125,0001,790
Other domestic debt securities$6,445,0001,160
Privately issued residential mortgage-backed securities$1,874,000537
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,571,0001,168
Foreign debt securities$0291
Equity securities$1,797,0001,134
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,151,0001,059
Mortgage-backed securities$14,989,0002,417
Certificates of participation in pools of residential mortgages$3,036,0004,082
Issued or guaranteed by U.S.$3,036,0004,068
Privately issued$0253
Collaterized mortgage obligations$11,953,0001,020
CMOs issued by government agencies or sponsored agencies$10,079,0001,044
Privately issued$1,874,000474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$464,0003,912
Available-for-sale securities (fair market value)$46,377,0002,227
Total debt securities$45,044,0002,588
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$47,156,0002,508
U.S. Government securities$25,022,0003,156
U.S. Treasury securities$1,012,0001,530
U.S. Government agency obligations$24,010,0003,119
Securities issued by states & political subdivisions$12,735,0001,521
Other domestic debt securities$7,564,0001,086
Privately issued residential mortgage-backed securities$2,974,000471
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,590,0001,192
Foreign debt securities$0294
Equity securities$1,835,0001,135
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,067,0001,053
Mortgage-backed securities$16,457,0002,295
Certificates of participation in pools of residential mortgages$4,635,0003,548
Issued or guaranteed by U.S.$4,635,0003,537
Privately issued$0256
Collaterized mortgage obligations$11,822,0001,105
CMOs issued by government agencies or sponsored agencies$8,848,0001,221
Privately issued$2,974,000416
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$484,0003,918
Available-for-sale securities (fair market value)$46,672,0002,164
Total debt securities$45,321,0002,534
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$52,924,0002,270
U.S. Government securities$27,858,0002,869
U.S. Treasury securities$1,015,0001,537
U.S. Government agency obligations$26,843,0002,835
Securities issued by states & political subdivisions$12,878,0001,433
Other domestic debt securities$10,266,000891
Privately issued residential mortgage-backed securities$3,170,000472
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,096,000910
Foreign debt securities$0294
Equity securities$1,922,0001,117
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,982,0001,021
Mortgage-backed securities$17,291,0002,218
Certificates of participation in pools of residential mortgages$5,882,0003,165
Issued or guaranteed by U.S.$5,882,0003,154
Privately issued$0257
Collaterized mortgage obligations$11,409,0001,171
CMOs issued by government agencies or sponsored agencies$8,239,0001,307
Privately issued$3,170,000420
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$729,0003,724
Available-for-sale securities (fair market value)$52,195,0001,933
Total debt securities$51,002,0002,257
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$54,470,0002,170
U.S. Government securities$31,074,0002,629
U.S. Treasury securities$1,018,0001,609
U.S. Government agency obligations$30,056,0002,578
Securities issued by states & political subdivisions$13,498,0001,356
Other domestic debt securities$7,989,0001,066
Privately issued residential mortgage-backed securities$3,389,000450
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,600,0001,213
Foreign debt securities$0302
Equity securities$1,909,0001,134
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,512,000996
Mortgage-backed securities$19,871,0001,995
Certificates of participation in pools of residential mortgages$8,192,0002,626
Issued or guaranteed by U.S.$8,192,0002,613
Privately issued$0252
Collaterized mortgage obligations$11,679,0001,163
CMOs issued by government agencies or sponsored agencies$8,290,0001,299
Privately issued$3,389,000403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,189,0003,463
Available-for-sale securities (fair market value)$53,281,0001,864
Total debt securities$52,561,0002,168
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$57,865,0001,934
U.S. Government securities$35,757,0002,187
U.S. Treasury securities$102,0003,083
U.S. Government agency obligations$35,655,0002,066
Securities issued by states & political subdivisions$17,523,000966
Other domestic debt securities$1,540,0002,520
Privately issued residential mortgage-backed securities$1,540,000694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$3,045,000865
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,328,000870
Mortgage-backed securities$25,660,0001,541
Certificates of participation in pools of residential mortgages$7,973,0002,428
Issued or guaranteed by U.S.$7,973,0002,412
Privately issued$0260
Collaterized mortgage obligations$17,687,000895
CMOs issued by government agencies or sponsored agencies$16,147,000870
Privately issued$1,540,000622
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,024,0003,186
Available-for-sale securities (fair market value)$55,841,0001,655
Total debt securities$54,820,0001,963
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$70,049,0001,562
U.S. Government securities$36,783,0002,175
U.S. Treasury securities$1,916,0002,056
U.S. Government agency obligations$34,867,0002,121
Securities issued by states & political subdivisions$21,655,000698
Other domestic debt securities$6,211,0001,067
Privately issued residential mortgage-backed securities$2,246,000544
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,965,0001,147
Foreign debt securities$0313
Equity securities$5,400,000812
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,114,000723
Mortgage-backed securities$10,011,0002,332
Certificates of participation in pools of residential mortgages$1,738,0004,162
Issued or guaranteed by U.S.$1,738,0004,135
Privately issued$0308
Collaterized mortgage obligations$8,273,0001,138
CMOs issued by government agencies or sponsored agencies$6,027,0001,245
Privately issued$2,246,000480
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,210,0002,994
Available-for-sale securities (fair market value)$65,839,0001,302
Total debt securities$64,649,0001,610
Structured notes
Amortized cost$500,000526
Fair value$500,000536
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$73,363,0001,560
U.S. Government securities$36,491,0002,297
U.S. Treasury securities$2,655,0002,351
U.S. Government agency obligations$33,836,0002,207
Securities issued by states & political subdivisions$22,925,000676
Other domestic debt securities$10,369,000810
Privately issued residential mortgage-backed securities$2,761,000517
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,608,000772
Foreign debt securities$0343
Equity securities$3,578,0001,057
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,893,000783
Mortgage-backed securities$13,176,0002,130
Certificates of participation in pools of residential mortgages$2,927,0003,624
Issued or guaranteed by U.S.$2,927,0003,608
Privately issued$0307
Collaterized mortgage obligations$10,249,0001,080
CMOs issued by government agencies or sponsored agencies$7,488,0001,170
Privately issued$2,761,000452
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,691,0002,884
Available-for-sale securities (fair market value)$67,672,0001,283
Total debt securities$69,785,0001,572
Structured notes
Amortized cost$504,000736
Fair value$495,000856
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$37,515,0002,999
U.S. Government securities$23,243,0003,512
U.S. Treasury securities$2,067,0003,748
U.S. Government agency obligations$21,176,0003,184
Securities issued by states & political subdivisions$11,933,0001,406
Other domestic debt securities$597,0002,566
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$597,0002,121
Foreign debt securities$0363
Equity securities$1,742,0001,651
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,318,0001,396
Mortgage-backed securities$12,436,0002,336
Certificates of participation in pools of residential mortgages$8,754,0002,149
Issued or guaranteed by U.S.$8,754,0002,133
Privately issued$0349
Collaterized mortgage obligations$3,682,0002,020
CMOs issued by government agencies or sponsored agencies$3,682,0001,906
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$673,0005,691
Available-for-sale securities (fair market value)$36,842,0002,293
Total debt securities$35,773,0003,030
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$33,311,0003,317
U.S. Government securities$21,253,0003,900
U.S. Treasury securities$2,741,0004,510
U.S. Government agency obligations$18,512,0003,415
Securities issued by states & political subdivisions$10,432,0001,403
Other domestic debt securities$99,0003,334
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$99,0002,671
Foreign debt securities$0390
Equity securities$1,527,0001,763
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,928,0001,768
Mortgage-backed securities$9,439,0002,732
Certificates of participation in pools of residential mortgages$9,386,0002,013
Issued or guaranteed by U.S.$9,386,0002,000
Privately issued$0394
Collaterized mortgage obligations$53,0004,923
CMOs issued by government agencies or sponsored agencies$53,0004,684
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)$949,0006,365
Available-for-sale securities (fair market value)$32,362,0002,441
Total debt securities$31,784,0003,370
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$25,307,0004,473
U.S. Government securities$18,915,0004,626
U.S. Treasury securities$2,485,0005,551
U.S. Government agency obligations$16,430,0003,890
Securities issued by states & political subdivisions$4,996,0002,826
Other domestic debt securities$253,0003,203
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$253,0002,463
Foreign debt securitiesNANA
Equity securities$1,143,0002,127
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,047,0002,207
Mortgage-backed securities$10,801,0002,790
Certificates of participation in pools of residential mortgages$10,801,0002,045
Issued or guaranteed by U.S.$10,801,0002,027
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)$985,0007,030
Available-for-sale securities (fair market value)$24,322,0003,255
Total debt securities$24,164,0004,520
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$20,700,0005,421
U.S. Government securities$15,669,0005,546
U.S. Treasury securities$2,500,0006,548
U.S. Government agency obligations$13,169,0004,601
Securities issued by states & political subdivisions$4,162,0003,245
Other domestic debt securities$869,0002,654
Privately issued residential mortgage-backed securities$14,0002,418
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$855,0002,079
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,518,0002,285
Mortgage-backed securities$11,213,0002,877
Certificates of participation in pools of residential mortgages$11,199,0002,021
Issued or guaranteed by U.S.$11,199,0002,001
Privately issued$0558
Collaterized mortgage obligations$14,0006,045
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$14,0002,083
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,808,0002,845
Available-for-sale securities (fair market value)$7,892,0006,822
Total debt securities$20,700,0005,318
Structured notes
Amortized cost$1,250,0002,311
Fair value$1,239,0002,306
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$20,072,0005,861
U.S. Government securities$9,517,0007,957
U.S. Treasury securities$2,250,0007,925
U.S. Government agency obligations$7,267,0006,523
Securities issued by states & political subdivisions$4,385,0003,239
Other domestic debt securities$6,170,0001,021
Privately issued residential mortgage-backed securities$4,838,000421
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,332,0001,928
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,748,0003,264
Mortgage-backed securities$10,668,0003,100
Certificates of participation in pools of residential mortgages$5,603,0003,184
Issued or guaranteed by U.S.$5,603,0003,169
Privately issued$0564
Collaterized mortgage obligations$5,065,0002,285
CMOs issued by government agencies or sponsored agencies$227,0005,576
Privately issued$4,838,000299
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,462,0004,665
Available-for-sale securities (fair market value)$6,610,0006,066
Total debt securities$20,072,0005,770
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$23,111,0005,531
U.S. Government securities$16,332,0005,927
U.S. Treasury securities$2,252,0008,144
U.S. Government agency obligations$14,080,0004,384
Securities issued by states & political subdivisions$4,210,0003,430
Other domestic debt securities$2,569,0002,069
Privately issued residential mortgage-backed securities$166,0002,464
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,403,0001,635
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,930,0002,773
Mortgage-backed securities$12,169,0003,211
Certificates of participation in pools of residential mortgages$9,450,0002,574
Issued or guaranteed by U.S.$9,450,0002,545
Privately issued$0731
Collaterized mortgage obligations$2,719,0003,586
CMOs issued by government agencies or sponsored agencies$2,553,0003,479
Privately issued$166,0002,064
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$23,111,0005,393
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$19,980,0006,103
U.S. Government securities$15,414,0006,122
U.S. Treasury securities$3,027,0007,497
U.S. Government agency obligations$12,387,0004,743
Securities issued by states & political subdivisions$2,500,0004,493
Other domestic debt securities$2,066,0002,863
Privately issued residential mortgage-backed securities$510,0002,326
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,556,0002,351
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$10,308,0002,609
Mortgage-backed securities$11,149,0003,453
Certificates of participation in pools of residential mortgages$6,527,0003,377
Issued or guaranteed by U.S.$6,527,0003,331
Privately issued$0831
Collaterized mortgage obligations$4,622,0002,765
CMOs issued by government agencies or sponsored agencies$4,112,0002,687
Privately issued$510,0001,948
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$19,980,0005,993
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